In [1]:
import backtrader as bt
import pandas as pd
from statsmodels.tsa.statespace.sarimax import SARIMAX
import logging
import requests
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from polygon import StocksClient 
import logging
In [2]:
API_KEY = "uwQtl3txGt5BLbecq7ZbIu0ZbuitCGjc"
In [3]:
async def get_GLD(plot=False):
    try:
        logging.info("Initializing StocksClient...")
        async_stock_client = StocksClient(API_KEY, True)

        logging.info("Fetching aggregate bars data for 'GLD'...")
        response = await async_stock_client.get_aggregate_bars(
            'GLD',
            '2010-01-01',
            '2024-09-01',
            full_range=True
        )

        if not response:
            logging.error("Received empty response from StocksClient.")
            return None

        logging.info("Converting response to DataFrame...")
        df = pd.DataFrame(response)

        if 't' not in df.columns:
            logging.error("Expected column 't' not found in response.")
            return None

        logging.info(
            "Converting 't' column to datetime and setting as index...")
        df['Date'] = pd.to_datetime(df['t'], unit='ms')
        df.set_index('Date', inplace=True)
        df.drop(columns=['t'], inplace=True)

        logging.info("Renaming columns...")
        df.rename(columns={
            'o': 'Open',
            'h': 'High',
            'l': 'Low',
            'c': 'Close',
            'v': 'Volume',
            'n': 'Transactions'
        }, inplace=True)

        logging.info("Selecting relevant columns...")
        df = df[['Open', 'High', 'Low', 'Close', 'Volume']]

        logging.info("Converting columns to numeric types...")
        numeric_columns = ['Open', 'High', 'Low', 'Close', 'Volume']
        df[numeric_columns] = df[numeric_columns].apply(
            pd.to_numeric, errors='coerce')

        if plot:
            logging.info("Plotting close prices...")
            plt.figure(figsize=(14, 7))
            plt.plot(df.index, df['Close'], label='Close Price', color='blue')
            plt.title('GLD Close Prices (2010-01-01 to 2024-09-01)')
            plt.xlabel('Date')
            plt.ylabel('Price')
            plt.legend()
            plt.grid(True)
            plt.tight_layout()
            plt.show()

        csv_filename = 'GLD-Prices.csv'
        df.to_csv(csv_filename, index=True)
        logging.info(f"GLD prices saved to '{csv_filename}'.")

    except Exception as e:
        logging.error(f"An error occurred in get_GLD: {e}")
        return None
    return df


async def get_SLV(plot=False):
    try:
        logging.info("Initializing StocksClient...")
        async_stock_client = StocksClient(API_KEY, True)

        logging.info("Fetching aggregate bars data for 'SLV'...")
        response = await async_stock_client.get_aggregate_bars(
            'SLV',
            '2010-01-01',
            '2024-09-01',
            full_range=True
        )

        if not response:
            logging.error("Received empty response from StocksClient.")
            return None

        logging.info("Converting response to DataFrame...")
        df = pd.DataFrame(response)

        if 't' not in df.columns:
            logging.error("Expected column 't' not found in response.")
            return None

        logging.info(
            "Converting 't' column to datetime and setting as index...")
        df['Date'] = pd.to_datetime(df['t'], unit='ms')
        df.set_index('Date', inplace=True)
        df.drop(columns=['t'], inplace=True)

        logging.info("Renaming columns...")
        df.rename(columns={
            'o': 'Open',
            'h': 'High',
            'l': 'Low',
            'c': 'Close',
            'v': 'Volume',
            'n': 'Transactions'
        }, inplace=True)

        logging.info("Selecting relevant columns...")
        df = df[['Open', 'High', 'Low', 'Close', 'Volume']]

        logging.info("Converting columns to numeric types...")
        numeric_columns = ['Open', 'High', 'Low', 'Close', 'Volume']
        df[numeric_columns] = df[numeric_columns].apply(
            pd.to_numeric, errors='coerce')

        if plot:
            logging.info("Plotting close prices...")
            plt.figure(figsize=(14, 7))
            plt.plot(df.index, df['Close'], label='Close Price', color='blue')
            plt.title('SLV Close Prices (2010-01-01 to 2024-09-01)')
            plt.xlabel('Date')
            plt.ylabel('Price')
            plt.legend()
            plt.grid(True)
            plt.tight_layout()
            plt.show()

        csv_filename = 'SLV-Prices.csv'
        df.to_csv(csv_filename, index=True)
        logging.info(f"SLV prices saved to '{csv_filename}'.")

    except Exception as e:
        logging.error(f"An error occurred in get_SLV: {e}")
        return None
    return df

gld_data = await get_GLD()
slv_data = await get_SLV()
In [16]:
# def fetch_polygon_data(ticker, timespan='day', from_date='2020-01-01', to_date='2023-12-31', api_key='YOUR_POLYGON_API_KEY'):
#     """
#     Fetches historical data from Polygon.io.

#     Parameters:
#         ticker (str): Stock ticker symbol (e.g., 'GLD', 'SLV').
#         timespan (str): Timespan of the data (e.g., 'minute', 'hour', 'day').
#         from_date (str): Start date in 'YYYY-MM-DD' format.
#         to_date (str): End date in 'YYYY-MM-DD' format.
#         api_key (str): Your Polygon.io API key.

#     Returns:
#         pd.DataFrame: DataFrame containing historical data.
#     """
#     url = f'https://api.polygon.io/v2/aggs/ticker/{ticker}/range/1/{timespan}/{from_date}/{to_date}'
#     params = {
#         'adjusted': 'true',
#         'sort': 'asc',
#         'limit': 50000,  # Maximum number of results per request
#         'apiKey': api_key
#     }

#     try:
#         response = requests.get(url, params=params)
#         response.raise_for_status()
#         data = response.json()

#         if 'results' not in data:
#             logging.error(
#                 f"No results found for ticker {ticker}. Response: {data}")
#             return None

#         df = pd.DataFrame(data['results'])
#         # Convert timestamp to datetime
#         df['t'] = pd.to_datetime(df['t'], unit='ms')
#         df.set_index('t', inplace=True)
#         df.rename(columns={
#             'o': 'Open',
#             'h': 'High',
#             'l': 'Low',
#             'c': 'Close',
#             'v': 'Volume',
#             'n': 'Transactions'
#         }, inplace=True)
#         return df[['Open', 'High', 'Low', 'Close', 'Volume']]

#     except requests.exceptions.HTTPError as http_err:
#         logging.error(f"HTTP error occurred for ticker {ticker}: {http_err}")
#     except Exception as err:
#         logging.error(f"An error occurred for ticker {ticker}: {err}")

#     return None


# # Example usage:
# # Replace 'YOUR_POLYGON_API_KEY' with your actual API key
# gld_data = fetch_polygon_data(
#     'GLD', from_date='2020-01-01', to_date='2023-12-31', api_key='YOUR_POLYGON_API_KEY')
# slv_data = fetch_polygon_data(
#     'SLV', from_date='2020-01-01', to_date='2023-12-31', api_key='YOUR_POLYGON_API_KEY')

# # Check if data fetching was successful
# if gld_data is None or slv_data is None:
#     logging.error("Data fetching failed. Exiting the script.")
#     exit()
ERROR:root:HTTP error occurred for ticker GLD: 401 Client Error: Unauthorized for url: https://api.polygon.io/v2/aggs/ticker/GLD/range/1/day/2020-01-01/2023-12-31?adjusted=true&sort=asc&limit=50000&apiKey=YOUR_POLYGON_API_KEY
ERROR:root:HTTP error occurred for ticker SLV: 401 Client Error: Unauthorized for url: https://api.polygon.io/v2/aggs/ticker/SLV/range/1/day/2020-01-01/2023-12-31?adjusted=true&sort=asc&limit=50000&apiKey=YOUR_POLYGON_API_KEY
ERROR:root:Data fetching failed. Exiting the script.
In [5]:
class PandasData(bt.feeds.PandasData):
    """
    Customized Pandas Data Feed for Backtrader.
    """
    params = (
        ('datetime', None),  # Use the DataFrame index as datetime
        ('open', 'Open'),
        ('high', 'High'),
        ('low', 'Low'),
        ('close', 'Close'),
        ('volume', 'Volume'),
        ('openinterest', -1),  # No open interest data
    )


# Create data feeds for GLD and SLV
data_gld = PandasData(dataname=gld_data)
data_slv = PandasData(dataname=slv_data)
In [8]:
class SARIMAXStrategy(bt.Strategy):
    params = (
        ('forecast_period', 1),          # Number of days to forecast ahead
        ('model_order', (1, 1, 1)),      # SARIMAX (p,d,q) order
        ('seasonal_order', (1, 1, 1, 7)),  # SARIMAX (P,D,Q,s) seasonal order
        ('threshold', 0.5),              # Threshold for making trades
        ('verbose', False),              # Enable detailed logging
        ('min_data_points', 30),         # Minimum data points required to fit the model
    )

    def __init__(self):
        # Reference to the close prices
        self.dataclose = self.datas[0].close

        # Initialize variables to track orders
        self.order = None

        # Model variables
        self.model = None
        self.model_fit = None

    def next(self):
        """
        Called for each new data point. Make predictions and execute trades.
        """
        if self.order:
            # Pending order execution
            return

        # Ensure we have enough data to fit the model
        if len(self.dataclose) < self.params.min_data_points:
            return

        # Extract historical close prices
        historical_data = pd.Series(
            [self.dataclose[-i] for i in range(self.params.min_data_points, 0, -1)]
        )

        # Convert to numeric and drop NaNs
        historical_data = pd.to_numeric(historical_data, errors='coerce').dropna()

        try:
            # Initialize and fit the SARIMAX model
            self.model = SARIMAX(
                historical_data,
                order=self.params.model_order,
                seasonal_order=self.params.seasonal_order,
                enforce_stationarity=False,
                enforce_invertibility=False
            )
            self.model_fit = self.model.fit(disp=False)

            if self.params.verbose:
                print(self.model_fit.summary())

            # Make a forecast
            forecast = self.model_fit.forecast(steps=self.params.forecast_period)
            predicted_price = forecast.iloc[-1]

            # Current price
            current_price = self.dataclose[0]

            if self.params.verbose:
                print(f"Predicted Price: {predicted_price}, Current Price: {current_price}")

            # Trading logic based on prediction
            if predicted_price > current_price + self.params.threshold:
                # Buy signal
                if not self.position:
                    self.order = self.buy()
                    if self.params.verbose:
                        print(f"BUY EXECUTED at {current_price}")
            elif predicted_price < current_price - self.params.threshold:
                # Sell signal
                if self.position:
                    self.order = self.sell()
                    if self.params.verbose:
                        print(f"SELL EXECUTED at {current_price}")

        except Exception as e:
            logging.error(f"Error during forecasting and trading: {e}")

    def notify_order(self, order):
        """
        Notification for order status changes.
        """
        if order.status in [order.Submitted, order.Accepted]:
            # Order submitted/accepted, nothing to do
            return

        if order.status in [order.Completed]:
            if order.isbuy():
                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
                if self.params.verbose:
                    print(f"BUY ORDER COMPLETED at {self.buyprice}")
            elif order.issell():
                if self.params.verbose:
                    print(f"SELL ORDER COMPLETED at {order.executed.price}")

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            logging.warning(f"Order {order.Status[order.status]}")

        # Reset orders
        self.order = None

    def notify_trade(self, trade):
        """
        Notification for trade status changes.
        """
        if not trade.isclosed:
            return

        if self.params.verbose:
            print(f"OPERATION PROFIT, GROSS {trade.pnl}, NET {trade.pnlcomm}")
In [11]:
# Initialize Cerebro engine
cerebro = bt.Cerebro()

# Add data feeds to Cerebro
cerebro.adddata(data_gld, name='GLD')
# Uncomment the next line if you wish to add SLV data
# cerebro.adddata(data_slv, name='SLV')

# Add the SARIMAX strategy to Cerebro
cerebro.addstrategy(
    SARIMAXStrategy,
    forecast_period=1,
    model_order=(1, 1, 1),
    seasonal_order=(1, 1, 1, 7),
    threshold=0.5,
    verbose=True  # Set to True for detailed logging
)

# Set initial capital
cerebro.broker.setcash(100000.0)

# Set commission - 0.1% per trade
cerebro.broker.setcommission(commission=0.001)

# Print starting portfolio value
print(f"Starting Portfolio Value: {cerebro.broker.getvalue():.2f}")

# Run the backtest
results = cerebro.run()

# Print final portfolio value
print(f"Final Portfolio Value: {cerebro.broker.getvalue():.2f}")

# Plot the results
cerebro.plot(style='candlestick')
Starting Portfolio Value: 100000.00
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.492
Date:                           Wed, 09 Oct 2024   AIC                             62.984
Time:                                   14:39:34   BIC                             65.809
Sample:                                        0   HQIC                            62.404
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3505      1.832     -0.191      0.848      -3.942       3.241
ma.L1          3.0714     20.529      0.150      0.881     -37.165      43.308
ar.S.L7       -0.4436      0.428     -1.037      0.300      -1.282       0.395
ma.S.L7        0.0343      0.490      0.070      0.944      -0.925       0.994
sigma2         0.3657      4.779      0.077      0.939      -9.002       9.733
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.59   Prob(JB):                         0.57
Heteroskedasticity (H):               5.80   Skew:                            -0.64
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.93441480579925, Current Price: 107.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.822
Date:                           Wed, 09 Oct 2024   AIC                             61.644
Time:                                   14:39:34   BIC                             64.469
Sample:                                        0   HQIC                            61.064
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9357      0.513     -1.825      0.068      -1.941       0.069
ma.L1          1.0000   6.17e+04   1.62e-05      1.000   -1.21e+05    1.21e+05
ar.S.L7       -0.4920      0.324     -1.519      0.129      -1.127       0.143
ma.S.L7        0.4733      1.804      0.262      0.793      -3.062       4.008
sigma2         2.3099   1.43e+05   1.62e-05      1.000   -2.79e+05    2.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.72
Prob(Q):                              0.87   Prob(JB):                         0.26
Heteroskedasticity (H):               1.14   Skew:                            -1.01
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.77081201701736, Current Price: 109.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.515
Date:                           Wed, 09 Oct 2024   AIC                             65.031
Time:                                   14:39:34   BIC                             67.856
Sample:                                        0   HQIC                            64.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1047      0.360     -3.073      0.002      -1.809      -0.400
ma.L1          1.0000   2.49e+04   4.01e-05      1.000   -4.88e+04    4.88e+04
ar.S.L7       -0.4920      0.283     -1.739      0.082      -1.047       0.063
ma.S.L7       -2.5547      4.163     -0.614      0.539     -10.714       5.605
sigma2         0.5075   1.26e+04   4.01e-05      1.000   -2.48e+04    2.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.27   Jarque-Bera (JB):                 8.38
Prob(Q):                              0.26   Prob(JB):                         0.02
Heteroskedasticity (H):               0.57   Skew:                            -1.59
Prob(H) (two-sided):                  0.60   Kurtosis:                         5.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.89100063993797, Current Price: 109.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.366
Date:                           Wed, 09 Oct 2024   AIC                             64.731
Time:                                   14:39:34   BIC                             67.556
Sample:                                        0   HQIC                            64.150
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0492      0.352     -2.981      0.003      -1.739      -0.359
ma.L1          1.0000   1.59e+05   6.29e-06      1.000   -3.12e+05    3.12e+05
ar.S.L7       -0.4669      0.309     -1.513      0.130      -1.072       0.138
ma.S.L7       -1.0002   5015.117     -0.000      1.000   -9830.449    9828.449
sigma2         2.0984   3.36e+05   6.25e-06      1.000   -6.58e+05    6.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 6.27
Prob(Q):                              0.25   Prob(JB):                         0.04
Heteroskedasticity (H):               0.93   Skew:                            -1.47
Prob(H) (two-sided):                  0.94   Kurtosis:                         4.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.73154458674934, Current Price: 109.98
BUY EXECUTED at 109.98
BUY ORDER COMPLETED at 109.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.992
Date:                           Wed, 09 Oct 2024   AIC                             65.984
Time:                                   14:39:34   BIC                             68.808
Sample:                                        0   HQIC                            65.403
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4306      1.723     -0.250      0.803      -3.807       2.945
ma.L1          2.8360     16.317      0.174      0.862     -29.145      34.817
ar.S.L7       -0.5015      0.482     -1.041      0.298      -1.446       0.443
ma.S.L7       -1.0068    150.889     -0.007      0.995    -296.744     294.730
sigma2         0.3212     49.855      0.006      0.995     -97.392      98.035
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.20
Prob(Q):                              0.97   Prob(JB):                         0.20
Heteroskedasticity (H):               0.24   Skew:                            -1.11
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.26523257503209, Current Price: 109.47
SELL EXECUTED at 109.47
SELL ORDER COMPLETED at 109.86
OPERATION PROFIT, GROSS 0.5600000000000023, NET 0.34084000000000225
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.906
Date:                           Wed, 09 Oct 2024   AIC                             63.812
Time:                                   14:39:34   BIC                             66.637
Sample:                                        0   HQIC                            63.232
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8495      0.788     -1.078      0.281      -2.394       0.695
ma.L1          1.5005      2.341      0.641      0.522      -3.088       6.089
ar.S.L7       -0.2057      0.505     -0.407      0.684      -1.195       0.784
ma.S.L7       -1.0008   1701.292     -0.001      1.000   -3335.472    3333.470
sigma2         0.9451   1606.389      0.001      1.000   -3147.519    3149.409
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 6.45
Prob(Q):                              0.47   Prob(JB):                         0.04
Heteroskedasticity (H):               0.64   Skew:                            -1.34
Prob(H) (two-sided):                  0.67   Kurtosis:                         5.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.00451781108117, Current Price: 109.07
BUY EXECUTED at 109.07
BUY ORDER COMPLETED at 108.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.041
Date:                           Wed, 09 Oct 2024   AIC                             60.081
Time:                                   14:39:34   BIC                             62.906
Sample:                                        0   HQIC                            59.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9896      0.144     -6.858      0.000      -1.272      -0.707
ma.L1          1.0000   1.54e+04   6.49e-05      1.000   -3.02e+04    3.02e+04
ar.S.L7       -0.2365      0.389     -0.607      0.544      -0.999       0.527
ma.S.L7       -1.0000   3.07e+04  -3.26e-05      1.000   -6.01e+04    6.01e+04
sigma2         1.4678   5.59e+04   2.63e-05      1.000   -1.09e+05    1.09e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.50   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.22   Prob(JB):                         0.71
Heteroskedasticity (H):               0.38   Skew:                            -0.54
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.48320631973208, Current Price: 107.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.081
Date:                           Wed, 09 Oct 2024   AIC                             62.161
Time:                                   14:39:34   BIC                             64.986
Sample:                                        0   HQIC                            61.580
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0179      0.400     -2.544      0.011      -1.802      -0.234
ma.L1          1.0035     26.402      0.038      0.970     -50.744      52.751
ar.S.L7        0.0025      0.012      0.209      0.834      -0.021       0.026
ma.S.L7       -1.0250     44.152     -0.023      0.981     -87.562      85.512
sigma2         1.9434     50.294      0.039      0.969     -96.630     100.517
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.66
Prob(Q):                              0.72   Prob(JB):                         0.44
Heteroskedasticity (H):               0.25   Skew:                            -0.74
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.01144113912063, Current Price: 107.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.081
Date:                           Wed, 09 Oct 2024   AIC                             52.162
Time:                                   14:39:34   BIC                             54.987
Sample:                                        0   HQIC                            51.581
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9234      0.076    -12.090      0.000      -1.073      -0.774
ma.L1          1.0000   4215.769      0.000      1.000   -8261.755    8263.755
ar.S.L7       -0.5845      0.228     -2.561      0.010      -1.032      -0.137
ma.S.L7       -1.3414      2.922     -0.459      0.646      -7.069       4.387
sigma2         0.5593   2357.979      0.000      1.000   -4620.995    4622.114
===================================================================================
Ljung-Box (L1) (Q):                   2.06   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.15   Prob(JB):                         0.74
Heteroskedasticity (H):               2.59   Skew:                            -0.38
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.10023070903964, Current Price: 108.31
SELL EXECUTED at 108.31
SELL ORDER COMPLETED at 108.89
OPERATION PROFIT, GROSS 0.04999999999999716, NET -0.16773000000000285
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.490
Date:                           Wed, 09 Oct 2024   AIC                             58.981
Time:                                   14:39:34   BIC                             61.805
Sample:                                        0   HQIC                            58.400
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8476      0.186     -4.564      0.000      -1.212      -0.484
ma.L1          1.0000   3820.069      0.000      1.000   -7486.198    7488.198
ar.S.L7       -0.4441      0.518     -0.857      0.391      -1.459       0.571
ma.S.L7       -0.1096      0.815     -0.134      0.893      -1.707       1.488
sigma2         2.1785   8322.303      0.000      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.37   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.12   Prob(JB):                         0.94
Heteroskedasticity (H):               3.88   Skew:                             0.20
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.51096334862055, Current Price: 109.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.736
Date:                           Wed, 09 Oct 2024   AIC                             59.473
Time:                                   14:39:34   BIC                             62.298
Sample:                                        0   HQIC                            58.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8702      0.167     -5.219      0.000      -1.197      -0.543
ma.L1          1.0000   2.48e+04   4.03e-05      1.000   -4.86e+04    4.86e+04
ar.S.L7       -0.4807      0.241     -1.997      0.046      -0.952      -0.009
ma.S.L7        0.2825      0.590      0.479      0.632      -0.873       1.438
sigma2         2.1262   5.27e+04   4.03e-05      1.000   -1.03e+05    1.03e+05
===================================================================================
Ljung-Box (L1) (Q):                   4.24   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.04   Prob(JB):                         0.90
Heteroskedasticity (H):               1.91   Skew:                             0.27
Prob(H) (two-sided):                  0.54   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.2893153036136, Current Price: 109.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.891
Date:                           Wed, 09 Oct 2024   AIC                             57.782
Time:                                   14:39:34   BIC                             60.607
Sample:                                        0   HQIC                            57.202
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8087      0.211     -3.837      0.000      -1.222      -0.396
ma.L1          1.0000   2.76e+04   3.63e-05      1.000    -5.4e+04     5.4e+04
ar.S.L7       -0.5351      0.230     -2.331      0.020      -0.985      -0.085
ma.S.L7        0.3200      0.524      0.611      0.541      -0.707       1.347
sigma2         1.8420   5.08e+04   3.63e-05      1.000   -9.95e+04    9.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.68   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.06   Prob(JB):                         0.77
Heteroskedasticity (H):               0.15   Skew:                             0.33
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.77145070169063, Current Price: 111.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.643
Date:                           Wed, 09 Oct 2024   AIC                             57.286
Time:                                   14:39:34   BIC                             60.111
Sample:                                        0   HQIC                            56.706
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7271      0.346     -2.104      0.035      -1.404      -0.050
ma.L1          1.0000   2.04e+04    4.9e-05      1.000      -4e+04       4e+04
ar.S.L7       -0.6178      0.259     -2.389      0.017      -1.125      -0.111
ma.S.L7        0.2049      0.437      0.469      0.639      -0.652       1.062
sigma2         1.8393   3.75e+04    4.9e-05      1.000   -7.36e+04    7.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.60   Jarque-Bera (JB):                 0.00
Prob(Q):                              0.11   Prob(JB):                         1.00
Heteroskedasticity (H):               0.44   Skew:                            -0.01
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.33224793918615, Current Price: 111.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.201
Date:                           Wed, 09 Oct 2024   AIC                             58.401
Time:                                   14:39:34   BIC                             61.226
Sample:                                        0   HQIC                            57.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7141      0.494     -1.447      0.148      -1.682       0.253
ma.L1          0.9948     21.215      0.047      0.963     -40.586      42.576
ar.S.L7       -0.5971      0.400     -1.494      0.135      -1.381       0.186
ma.S.L7      -11.6436     93.061     -0.125      0.900    -194.040     170.753
sigma2         0.0148      0.331      0.045      0.964      -0.634       0.664
===================================================================================
Ljung-Box (L1) (Q):                   0.90   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.34   Prob(JB):                         0.90
Heteroskedasticity (H):               0.14   Skew:                             0.28
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.60919917819542, Current Price: 110.83
BUY EXECUTED at 110.83
BUY ORDER COMPLETED at 111.13
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.202
Date:                           Wed, 09 Oct 2024   AIC                             54.404
Time:                                   14:39:34   BIC                             57.229
Sample:                                        0   HQIC                            53.824
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5624      0.483     -1.165      0.244      -1.508       0.383
ma.L1          1.0000   3.23e+04    3.1e-05      1.000   -6.32e+04    6.32e+04
ar.S.L7       -0.6256      0.210     -2.977      0.003      -1.037      -0.214
ma.S.L7        1.0000   2.28e+04   4.39e-05      1.000   -4.46e+04    4.46e+04
sigma2         0.8558   3.57e+04   2.39e-05      1.000   -7.01e+04    7.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.45   Prob(JB):                         0.75
Heteroskedasticity (H):               0.47   Skew:                             0.42
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.55489510678605, Current Price: 110.81
SELL EXECUTED at 110.81
SELL ORDER COMPLETED at 111.22
OPERATION PROFIT, GROSS 0.09000000000000341, NET -0.13234999999999658
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.977
Date:                           Wed, 09 Oct 2024   AIC                             47.954
Time:                                   14:39:34   BIC                             50.779
Sample:                                        0   HQIC                            47.373
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6526      0.273     -2.390      0.017      -1.188      -0.117
ma.L1          1.0000   1.01e+05   9.91e-06      1.000   -1.98e+05    1.98e+05
ar.S.L7       -0.4405      0.339     -1.301      0.193      -1.104       0.223
ma.S.L7        0.1694      0.636      0.266      0.790      -1.077       1.416
sigma2         0.9052   9.13e+04   9.91e-06      1.000   -1.79e+05    1.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.16   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.14   Prob(JB):                         0.61
Heteroskedasticity (H):               1.23   Skew:                            -0.67
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.79543934953278, Current Price: 109.88
BUY EXECUTED at 109.88
BUY ORDER COMPLETED at 109.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.638
Date:                           Wed, 09 Oct 2024   AIC                             51.276
Time:                                   14:39:34   BIC                             54.100
Sample:                                        0   HQIC                            50.695
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6512      0.265     -2.457      0.014      -1.171      -0.132
ma.L1          1.0000   2.96e+04   3.37e-05      1.000   -5.81e+04    5.81e+04
ar.S.L7       -0.2299      0.325     -0.707      0.480      -0.867       0.408
ma.S.L7        0.1674      0.807      0.207      0.836      -1.414       1.749
sigma2         1.1712   3.47e+04   3.37e-05      1.000   -6.81e+04    6.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.42   Prob(JB):                         0.96
Heteroskedasticity (H):               0.81   Skew:                            -0.06
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.25574357099676, Current Price: 109.718
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.007
Date:                           Wed, 09 Oct 2024   AIC                             52.014
Time:                                   14:39:34   BIC                             54.839
Sample:                                        0   HQIC                            51.434
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7880      0.414     -1.903      0.057      -1.600       0.023
ma.L1          1.0000   6653.253      0.000      1.000    -1.3e+04     1.3e+04
ar.S.L7       -0.2373      0.677     -0.350      0.726      -1.565       1.091
ma.S.L7       -0.2900      0.961     -0.302      0.763      -2.173       1.593
sigma2         1.2503   8318.358      0.000      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.58   Prob(JB):                         0.93
Heteroskedasticity (H):               0.80   Skew:                            -0.09
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.20451274340041, Current Price: 108.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.483
Date:                           Wed, 09 Oct 2024   AIC                             52.965
Time:                                   14:39:34   BIC                             55.790
Sample:                                        0   HQIC                            52.385
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7417      0.419     -1.769      0.077      -1.564       0.080
ma.L1          1.0000   3.54e+04   2.83e-05      1.000   -6.94e+04    6.94e+04
ar.S.L7       -0.1667      0.588     -0.283      0.777      -1.320       0.986
ma.S.L7       -0.1821      1.822     -0.100      0.920      -3.753       3.389
sigma2         1.3669   4.84e+04   2.83e-05      1.000   -9.48e+04    9.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.53   Prob(JB):                         0.88
Heteroskedasticity (H):               1.14   Skew:                             0.21
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.94579872979284, Current Price: 108.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.874
Date:                           Wed, 09 Oct 2024   AIC                             51.748
Time:                                   14:39:34   BIC                             54.573
Sample:                                        0   HQIC                            51.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7287      0.355     -2.056      0.040      -1.424      -0.034
ma.L1          1.0000   1.66e+04   6.02e-05      1.000   -3.26e+04    3.26e+04
ar.S.L7       -0.1680      0.444     -0.378      0.705      -1.038       0.702
ma.S.L7       -0.2659      1.554     -0.171      0.864      -3.312       2.780
sigma2         1.2302   2.04e+04   6.02e-05      1.000   -4.01e+04    4.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.86   Prob(JB):                         0.96
Heteroskedasticity (H):               1.28   Skew:                             0.03
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.22594163811883, Current Price: 107.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.289
Date:                           Wed, 09 Oct 2024   AIC                             48.578
Time:                                   14:39:34   BIC                             51.403
Sample:                                        0   HQIC                            47.997
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7194      0.550     -1.309      0.191      -1.797       0.358
ma.L1          0.7142      0.706      1.011      0.312      -0.670       2.099
ar.S.L7       -0.2484      0.406     -0.612      0.541      -1.044       0.547
ma.S.L7       -0.3573      0.914     -0.391      0.696      -2.149       1.435
sigma2         1.0500      0.676      1.553      0.120      -0.275       2.375
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.66   Prob(JB):                         0.90
Heteroskedasticity (H):               1.92   Skew:                             0.03
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.46544005940007, Current Price: 108.36
SELL EXECUTED at 108.36
SELL ORDER COMPLETED at 110.02
OPERATION PROFIT, GROSS 0.8599999999999994, NET 0.6408199999999995
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.331
Date:                           Wed, 09 Oct 2024   AIC                             46.662
Time:                                   14:39:35   BIC                             49.487
Sample:                                        0   HQIC                            46.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6954      0.353     -1.971      0.049      -1.387      -0.004
ma.L1          0.6602      0.729      0.906      0.365      -0.768       2.089
ar.S.L7       -0.2453      0.291     -0.841      0.400      -0.817       0.326
ma.S.L7       -1.0001   1.18e+04  -8.51e-05      1.000    -2.3e+04     2.3e+04
sigma2         0.5692   6687.949   8.51e-05      1.000   -1.31e+04    1.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.00   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.16   Prob(JB):                         0.70
Heteroskedasticity (H):               1.09   Skew:                            -0.20
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.43395150724031, Current Price: 110.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.685
Date:                           Wed, 09 Oct 2024   AIC                             51.370
Time:                                   14:39:35   BIC                             54.194
Sample:                                        0   HQIC                            50.789
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0736      7.449     -0.010      0.992     -14.674      14.526
ma.L1          7.1207    361.285      0.020      0.984    -700.985     715.226
ar.S.L7       -0.6105      0.372     -1.643      0.100      -1.339       0.118
ma.S.L7       -1.0300     25.089     -0.041      0.967     -50.204      48.144
sigma2         0.0158      1.732      0.009      0.993      -3.380       3.411
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.82   Prob(JB):                         1.00
Heteroskedasticity (H):               3.85   Skew:                             0.04
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.82934663922767, Current Price: 109.59
BUY EXECUTED at 109.59
BUY ORDER COMPLETED at 110.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.529
Date:                           Wed, 09 Oct 2024   AIC                             51.058
Time:                                   14:39:35   BIC                             53.883
Sample:                                        0   HQIC                            50.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5905      0.705     -0.837      0.402      -1.972       0.792
ma.L1          1.0000   5906.956      0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.0567      0.505     -0.112      0.911      -1.046       0.933
ma.S.L7       -0.1173      1.078     -0.109      0.913      -2.231       1.996
sigma2         1.2081   7136.362      0.000      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.51   Prob(JB):                         0.76
Heteroskedasticity (H):               1.37   Skew:                             0.22
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.6454182124501, Current Price: 110.34
SELL EXECUTED at 110.34
SELL ORDER COMPLETED at 110.26
OPERATION PROFIT, GROSS 0.1600000000000108, NET -0.0603599999999892
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.944
Date:                           Wed, 09 Oct 2024   AIC                             49.888
Time:                                   14:39:35   BIC                             52.713
Sample:                                        0   HQIC                            49.307
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5772      0.796     -0.725      0.468      -2.138       0.983
ma.L1          1.0000   1089.575      0.001      0.999   -2134.527    2136.527
ar.S.L7        0.0045      0.013      0.338      0.735      -0.022       0.030
ma.S.L7       -1.0003   2437.494     -0.000      1.000   -4778.401    4776.400
sigma2         0.7561   2269.587      0.000      1.000   -4447.553    4449.066
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.87   Prob(JB):                         0.58
Heteroskedasticity (H):               0.91   Skew:                             0.55
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.4490573592995, Current Price: 108.28
BUY EXECUTED at 108.28
BUY ORDER COMPLETED at 107.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.481
Date:                           Wed, 09 Oct 2024   AIC                             46.962
Time:                                   14:39:35   BIC                             49.786
Sample:                                        0   HQIC                            46.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0972      0.613      0.159      0.874      -1.105       1.299
ma.L1          1.0000   2.24e+04   4.46e-05      1.000   -4.39e+04    4.39e+04
ar.S.L7        0.0682      0.080      0.850      0.395      -0.089       0.225
ma.S.L7        1.0002   1976.664      0.001      1.000   -3873.191    3875.191
sigma2         0.5102   1.12e+04   4.57e-05      1.000   -2.19e+04    2.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.97   Prob(JB):                         0.55
Heteroskedasticity (H):               0.72   Skew:                            -0.06
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.6628349775405, Current Price: 107.75
SELL EXECUTED at 107.75
SELL ORDER COMPLETED at 107.5
OPERATION PROFIT, GROSS 0.18999999999999773, NET -0.024810000000002275
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.164
Date:                           Wed, 09 Oct 2024   AIC                             46.329
Time:                                   14:39:35   BIC                             49.153
Sample:                                        0   HQIC                            45.748
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2375      0.510     -0.465      0.642      -1.238       0.763
ma.L1          0.9163      0.643      1.424      0.154      -0.345       2.177
ar.S.L7        0.2301      0.136      1.686      0.092      -0.037       0.497
ma.S.L7       -1.0002   4423.531     -0.000      1.000   -8670.962    8668.961
sigma2         0.5740   2539.520      0.000      1.000   -4976.793    4977.941
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.87   Prob(JB):                         0.71
Heteroskedasticity (H):               1.08   Skew:                             0.32
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.90094435240924, Current Price: 108.32
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.609
Date:                           Wed, 09 Oct 2024   AIC                             47.217
Time:                                   14:39:35   BIC                             50.042
Sample:                                        0   HQIC                            46.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1419      0.671     -0.211      0.833      -1.458       1.174
ma.L1          1.0000   1.96e+04    5.1e-05      1.000   -3.84e+04    3.84e+04
ar.S.L7        0.2380      0.110      2.158      0.031       0.022       0.454
ma.S.L7       -0.1622      0.563     -0.288      0.773      -1.265       0.940
sigma2         0.9111   1.79e+04    5.1e-05      1.000    -3.5e+04     3.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.92   Prob(JB):                         0.67
Heteroskedasticity (H):               1.45   Skew:                            -0.03
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.0625200692483, Current Price: 106.3
BUY EXECUTED at 106.3
BUY ORDER COMPLETED at 107.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.425
Date:                           Wed, 09 Oct 2024   AIC                             50.849
Time:                                   14:39:35   BIC                             53.674
Sample:                                        0   HQIC                            50.269
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2597      0.651     -0.399      0.690      -1.536       1.017
ma.L1          1.0000   1.27e+04   7.85e-05      1.000    -2.5e+04     2.5e+04
ar.S.L7        0.1839      0.178      1.031      0.302      -0.166       0.534
ma.S.L7       -1.0001   1.11e+04  -9.04e-05      1.000   -2.17e+04    2.17e+04
sigma2         0.7740   1.75e+04   4.43e-05      1.000   -3.42e+04    3.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.88   Prob(JB):                         0.69
Heteroskedasticity (H):               1.68   Skew:                             0.53
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.11308516512877, Current Price: 106.78
SELL EXECUTED at 106.78
SELL ORDER COMPLETED at 107.16
OPERATION PROFIT, GROSS 0.1599999999999966, NET -0.05416000000000343
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.553
Date:                           Wed, 09 Oct 2024   AIC                             51.105
Time:                                   14:39:35   BIC                             53.930
Sample:                                        0   HQIC                            50.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5906      0.871      0.678      0.498      -1.117       2.298
ma.L1         -0.4442      1.104     -0.402      0.687      -2.608       1.720
ar.S.L7       -0.5262      0.512     -1.028      0.304      -1.530       0.477
ma.S.L7        0.2400      0.523      0.459      0.646      -0.785       1.265
sigma2         1.3403      0.788      1.701      0.089      -0.204       2.885
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.88   Prob(JB):                         0.73
Heteroskedasticity (H):               3.89   Skew:                             0.41
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.53207362016276, Current Price: 108.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.136
Date:                           Wed, 09 Oct 2024   AIC                             50.271
Time:                                   14:39:35   BIC                             53.096
Sample:                                        0   HQIC                            49.691
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3246      0.733     -0.443      0.658      -1.761       1.112
ma.L1          1.0000   3085.113      0.000      1.000   -6045.711    6047.711
ar.S.L7       -0.0378      0.331     -0.114      0.909      -0.686       0.610
ma.S.L7       -1.0000   1.98e+04  -5.05e-05      1.000   -3.88e+04    3.88e+04
sigma2         0.7441   1.39e+04   5.34e-05      1.000   -2.73e+04    2.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.47   Prob(JB):                         0.86
Heteroskedasticity (H):               1.11   Skew:                             0.15
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.9822312417207, Current Price: 108.75
BUY EXECUTED at 108.75
BUY ORDER COMPLETED at 108.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.603
Date:                           Wed, 09 Oct 2024   AIC                             51.205
Time:                                   14:39:35   BIC                             54.030
Sample:                                        0   HQIC                            50.625
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3885      0.404     -0.962      0.336      -1.180       0.403
ma.L1          1.0691      0.575      1.861      0.063      -0.057       2.195
ar.S.L7       -0.2560      0.560     -0.457      0.648      -1.354       0.842
ma.S.L7       -1.0002   5339.582     -0.000      1.000   -1.05e+04    1.05e+04
sigma2         0.7321   3909.583      0.000      1.000   -7661.909    7663.373
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.51   Prob(JB):                         0.91
Heteroskedasticity (H):               1.74   Skew:                            -0.06
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.30346437946825, Current Price: 107.97
SELL EXECUTED at 107.97
SELL ORDER COMPLETED at 109.44
OPERATION PROFIT, GROSS 0.8700000000000045, NET 0.6519900000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.691
Date:                           Wed, 09 Oct 2024   AIC                             51.383
Time:                                   14:39:35   BIC                             54.208
Sample:                                        0   HQIC                            50.802
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4020      0.278     -1.444      0.149      -0.948       0.144
ma.L1          0.8967      0.463      1.936      0.053      -0.011       1.804
ar.S.L7       -0.3151      0.577     -0.546      0.585      -1.445       0.815
ma.S.L7       -1.0001   1.07e+04  -9.36e-05      1.000   -2.09e+04    2.09e+04
sigma2         0.8539   9121.353   9.36e-05      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.47   Prob(JB):                         0.87
Heteroskedasticity (H):               1.26   Skew:                            -0.25
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.15416745633723, Current Price: 108.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.615
Date:                           Wed, 09 Oct 2024   AIC                             49.231
Time:                                   14:39:35   BIC                             52.055
Sample:                                        0   HQIC                            48.650
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5634      0.408     -1.381      0.167      -1.363       0.236
ma.L1          1.0000   1.47e+04   6.81e-05      1.000   -2.88e+04    2.88e+04
ar.S.L7       -0.4404      0.336     -1.312      0.189      -1.098       0.217
ma.S.L7       -1.0001   1.45e+04  -6.88e-05      1.000   -2.85e+04    2.85e+04
sigma2         0.6382    1.3e+04   4.92e-05      1.000   -2.54e+04    2.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.76   Prob(JB):                         0.73
Heteroskedasticity (H):               0.98   Skew:                             0.17
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.6262408423429, Current Price: 110.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.970
Date:                           Wed, 09 Oct 2024   AIC                             49.940
Time:                                   14:39:35   BIC                             52.765
Sample:                                        0   HQIC                            49.359
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3636      0.483     -0.753      0.451      -1.310       0.582
ma.L1          0.7837      0.507      1.545      0.122      -0.210       1.778
ar.S.L7       -0.3890      0.383     -1.015      0.310      -1.140       0.362
ma.S.L7       -1.0001   1.81e+04  -5.53e-05      1.000   -3.55e+04    3.55e+04
sigma2         0.7702   1.39e+04   5.53e-05      1.000   -2.73e+04    2.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.08   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.30   Prob(JB):                         0.70
Heteroskedasticity (H):               0.59   Skew:                            -0.19
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.69088175366699, Current Price: 110.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.164
Date:                           Wed, 09 Oct 2024   AIC                             48.328
Time:                                   14:39:35   BIC                             51.152
Sample:                                        0   HQIC                            47.747
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5944      0.380     -1.564      0.118      -1.339       0.151
ma.L1          0.8848      0.436      2.027      0.043       0.029       1.740
ar.S.L7       -0.5200      0.421     -1.236      0.217      -1.345       0.305
ma.S.L7       -1.0001   7954.724     -0.000      1.000   -1.56e+04    1.56e+04
sigma2         0.6340   5043.969      0.000      1.000   -9885.364    9886.633
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.96   Prob(JB):                         0.75
Heteroskedasticity (H):               1.13   Skew:                             0.39
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.53890244166124, Current Price: 111.03
BUY EXECUTED at 111.03
BUY ORDER COMPLETED at 111.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.715
Date:                           Wed, 09 Oct 2024   AIC                             47.430
Time:                                   14:39:35   BIC                             50.255
Sample:                                        0   HQIC                            46.849
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3490      0.219     -1.592      0.111      -0.779       0.081
ma.L1          0.7988      0.337      2.367      0.018       0.138       1.460
ar.S.L7       -0.6297      0.530     -1.189      0.235      -1.668       0.408
ma.S.L7       -1.0000   2.94e+04   -3.4e-05      1.000   -5.77e+04    5.77e+04
sigma2         0.6332   1.86e+04    3.4e-05      1.000   -3.65e+04    3.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.68   Prob(JB):                         0.97
Heteroskedasticity (H):               0.70   Skew:                            -0.09
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.67609094442132, Current Price: 112.49
SELL EXECUTED at 112.49
SELL ORDER COMPLETED at 112.47
OPERATION PROFIT, GROSS 0.6200000000000045, NET 0.3956800000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.904
Date:                           Wed, 09 Oct 2024   AIC                             53.808
Time:                                   14:39:35   BIC                             56.633
Sample:                                        0   HQIC                            53.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7084      0.669      1.058      0.290      -0.603       2.020
ma.L1         -0.6169      0.820     -0.752      0.452      -2.225       0.991
ar.S.L7       -0.5968      0.484     -1.232      0.218      -1.546       0.352
ma.S.L7        0.1107      0.755      0.147      0.883      -1.370       1.591
sigma2         1.6733      1.147      1.458      0.145      -0.575       3.922
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.66   Prob(JB):                         0.85
Heteroskedasticity (H):               1.01   Skew:                             0.17
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.10945517705458, Current Price: 112.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.388
Date:                           Wed, 09 Oct 2024   AIC                             52.777
Time:                                   14:39:35   BIC                             55.601
Sample:                                        0   HQIC                            52.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4069      0.315     -1.291      0.197      -1.025       0.211
ma.L1          1.0000   9381.324      0.000      1.000   -1.84e+04    1.84e+04
ar.S.L7       -0.4387      0.674     -0.651      0.515      -1.760       0.882
ma.S.L7       -0.0881      0.997     -0.088      0.930      -2.042       1.866
sigma2         1.4271   1.34e+04      0.000      1.000   -2.62e+04    2.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.92   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.09   Prob(JB):                         0.71
Heteroskedasticity (H):               0.69   Skew:                            -0.23
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.26032467816763, Current Price: 113.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.668
Date:                           Wed, 09 Oct 2024   AIC                             55.336
Time:                                   14:39:35   BIC                             58.161
Sample:                                        0   HQIC                            54.755
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3586      1.754     -0.204      0.838      -3.796       3.079
ma.L1          5.0838     41.977      0.121      0.904     -77.189      87.357
ar.S.L7       -0.4613      0.581     -0.794      0.427      -1.599       0.677
ma.S.L7       -0.1506      0.842     -0.179      0.858      -1.801       1.500
sigma2         0.0735      1.216      0.060      0.952      -2.309       2.456
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.69   Prob(JB):                         0.81
Heteroskedasticity (H):               0.71   Skew:                            -0.20
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.35364199570283, Current Price: 113.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.519
Date:                           Wed, 09 Oct 2024   AIC                             55.038
Time:                                   14:39:35   BIC                             57.863
Sample:                                        0   HQIC                            54.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5488      0.631     -0.869      0.385      -1.786       0.689
ma.L1          0.4248      0.927      0.458      0.647      -1.393       2.243
ar.S.L7       -0.5810      0.407     -1.429      0.153      -1.378       0.216
ma.S.L7        0.1888      1.069      0.177      0.860      -1.906       2.283
sigma2         1.8331      1.025      1.789      0.074      -0.175       3.841
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.44   Prob(JB):                         0.68
Heteroskedasticity (H):               0.57   Skew:                             0.19
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.43791096197866, Current Price: 112.69
BUY EXECUTED at 112.69
BUY ORDER COMPLETED at 113.23
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.389
Date:                           Wed, 09 Oct 2024   AIC                             54.779
Time:                                   14:39:35   BIC                             57.603
Sample:                                        0   HQIC                            54.198
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1937     10.433     -0.019      0.985     -20.641      20.254
ma.L1          5.9148    365.609      0.016      0.987    -710.666     722.496
ar.S.L7       -0.4766      0.799     -0.596      0.551      -2.043       1.090
ma.S.L7        0.0274      1.061      0.026      0.979      -2.053       2.108
sigma2         0.0524      6.486      0.008      0.994     -12.661      12.765
===================================================================================
Ljung-Box (L1) (Q):                   1.35   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.25   Prob(JB):                         0.66
Heteroskedasticity (H):               0.98   Skew:                             0.15
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.12613222840251, Current Price: 113.03
SELL EXECUTED at 113.03
SELL ORDER COMPLETED at 112.9
OPERATION PROFIT, GROSS -0.3299999999999983, NET -0.5561299999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.862
Date:                           Wed, 09 Oct 2024   AIC                             53.724
Time:                                   14:39:35   BIC                             56.548
Sample:                                        0   HQIC                            53.143
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3208      1.564     -0.205      0.838      -3.387       2.746
ma.L1         11.8421    165.122      0.072      0.943    -311.792     335.476
ar.S.L7        0.0040      0.016      0.254      0.800      -0.027       0.035
ma.S.L7       -0.9280      8.544     -0.109      0.914     -17.674      15.818
sigma2         0.0080      0.188      0.042      0.966      -0.361       0.377
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.67   Prob(JB):                         0.78
Heteroskedasticity (H):               1.03   Skew:                            -0.21
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.70014815287233, Current Price: 113.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.970
Date:                           Wed, 09 Oct 2024   AIC                             49.941
Time:                                   14:39:35   BIC                             52.765
Sample:                                        0   HQIC                            49.360
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1679     21.188     -0.008      0.994     -41.696      41.360
ma.L1          5.4601    627.629      0.009      0.993   -1224.670    1235.590
ar.S.L7       -0.4136      0.310     -1.332      0.183      -1.022       0.195
ma.S.L7        0.2274      0.697      0.326      0.744      -1.139       1.593
sigma2         0.0414      9.525      0.004      0.997     -18.627      18.709
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.96   Prob(JB):                         0.76
Heteroskedasticity (H):               1.21   Skew:                            -0.19
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.29639838435052, Current Price: 111.24
BUY EXECUTED at 111.24
BUY ORDER COMPLETED at 110.8801
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.213
Date:                           Wed, 09 Oct 2024   AIC                             58.427
Time:                                   14:39:35   BIC                             61.252
Sample:                                        0   HQIC                            57.846
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3127      6.183     -0.051      0.960     -12.431      11.805
ma.L1          3.7172     93.063      0.040      0.968    -178.684     186.118
ar.S.L7       -0.2935      0.630     -0.466      0.641      -1.528       0.941
ma.S.L7       -1.0219     35.057     -0.029      0.977     -69.732      67.688
sigma2         0.1027      7.784      0.013      0.989     -15.153      15.358
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.47   Prob(JB):                         0.57
Heteroskedasticity (H):               1.96   Skew:                            -0.72
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.74026464545013, Current Price: 111.15
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:1431: RuntimeWarning: invalid value encountered in divide
  test_statistic = numer_squared_sum / denom_squared_sum
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:702: RuntimeWarning: invalid value encountered in divide
  acf = avf[: nlags + 1] / avf[0]
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                   0.000
Date:                           Wed, 09 Oct 2024   AIC                             10.000
Time:                                   14:39:36   BIC                             12.825
Sample:                                        0   HQIC                             9.419
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -3.3250      1.268     -2.622      0.009      -5.810      -0.840
ma.L1          3.3058   1.86e-05   1.78e+05      0.000       3.306       3.306
ar.S.L7    -1.757e+13   8.45e-13  -2.08e+25      0.000   -1.76e+13   -1.76e+13
ma.S.L7    -6.861e+11   1.65e-07  -4.17e+18      0.000   -6.86e+11   -6.86e+11
sigma2         2.5404     79.237      0.032      0.974    -152.761     157.842
===================================================================================
Ljung-Box (L1) (Q):                    nan   Jarque-Bera (JB):                  nan
Prob(Q):                               nan   Prob(JB):                          nan
Heteroskedasticity (H):                nan   Skew:                              nan
Prob(H) (two-sided):                   nan   Kurtosis:                          nan
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 4.14e+38. Standard errors may be unstable.
Predicted Price: -5.071845620166742e+41, Current Price: 111.46
SELL EXECUTED at 111.46
SELL ORDER COMPLETED at 111.82
OPERATION PROFIT, GROSS 0.9398999999999944, NET 0.7171998999999945
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.815
Date:                           Wed, 09 Oct 2024   AIC                             57.630
Time:                                   14:39:36   BIC                             60.455
Sample:                                        0   HQIC                            57.049
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4570      5.116     -0.089      0.929     -10.485       9.571
ma.L1          2.1480     24.443      0.088      0.930     -45.759      50.055
ar.S.L7       -0.2602      0.797     -0.326      0.744      -1.823       1.302
ma.S.L7       -0.1297      0.953     -0.136      0.892      -1.998       1.739
sigma2         0.4909     11.166      0.044      0.965     -21.395      22.377
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 2.22
Prob(Q):                              0.77   Prob(JB):                         0.33
Heteroskedasticity (H):               2.69   Skew:                            -0.85
Prob(H) (two-sided):                  0.36   Kurtosis:                         4.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.37815501831376, Current Price: 112.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.026
Date:                           Wed, 09 Oct 2024   AIC                             56.052
Time:                                   14:39:36   BIC                             58.876
Sample:                                        0   HQIC                            55.471
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4453      0.180      2.472      0.013       0.092       0.798
ma.L1         -0.8336      0.750     -1.111      0.266      -2.304       0.637
ar.S.L7       -0.5016      0.299     -1.679      0.093      -1.087       0.084
ma.S.L7       -0.6614      2.245     -0.295      0.768      -5.062       3.739
sigma2         1.5433      2.793      0.553      0.581      -3.931       7.018
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.87
Prob(Q):                              0.70   Prob(JB):                         0.39
Heteroskedasticity (H):               4.33   Skew:                            -0.84
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.45500964167786, Current Price: 111.84
BUY EXECUTED at 111.84
BUY ORDER COMPLETED at 111.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.671
Date:                           Wed, 09 Oct 2024   AIC                             55.342
Time:                                   14:39:36   BIC                             58.167
Sample:                                        0   HQIC                            54.762
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1851      6.183     -0.030      0.976     -12.303      11.933
ma.L1         12.6039   1023.850      0.012      0.990   -1994.106    2019.314
ar.S.L7       -0.1596      0.599     -0.267      0.790      -1.333       1.014
ma.S.L7       -0.1982      1.212     -0.164      0.870      -2.573       2.177
sigma2         0.0118      1.915      0.006      0.995      -3.741       3.765
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 3.76
Prob(Q):                              0.74   Prob(JB):                         0.15
Heteroskedasticity (H):               0.44   Skew:                            -1.02
Prob(H) (two-sided):                  0.45   Kurtosis:                         4.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.1939331877, Current Price: 113.19
SELL EXECUTED at 113.19
SELL ORDER COMPLETED at 112.88
OPERATION PROFIT, GROSS 1.6199999999999903, NET 1.3958599999999903
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.063
Date:                           Wed, 09 Oct 2024   AIC                             54.126
Time:                                   14:39:36   BIC                             56.951
Sample:                                        0   HQIC                            53.545
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0467      0.403     -2.595      0.009      -1.837      -0.256
ma.L1          1.0009     87.366      0.011      0.991    -170.233     172.235
ar.S.L7       -0.0010      0.004     -0.276      0.783      -0.008       0.006
ma.S.L7       -0.3364      0.982     -0.343      0.732      -2.260       1.587
sigma2         1.5805    138.674      0.011      0.991    -270.215     273.376
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 3.29
Prob(Q):                              0.81   Prob(JB):                         0.19
Heteroskedasticity (H):               0.22   Skew:                            -1.11
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.97594176246515, Current Price: 112.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.891
Date:                           Wed, 09 Oct 2024   AIC                             55.782
Time:                                   14:39:36   BIC                             58.607
Sample:                                        0   HQIC                            55.201
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2754      2.400      0.115      0.909      -4.428       4.979
ma.L1         -0.4937      2.367     -0.209      0.835      -5.133       4.145
ar.S.L7       -0.3422      0.508     -0.674      0.500      -1.337       0.653
ma.S.L7       -0.1970      1.821     -0.108      0.914      -3.767       3.373
sigma2         1.9500      1.102      1.769      0.077      -0.210       4.111
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.45
Prob(Q):                              0.86   Prob(JB):                         0.29
Heteroskedasticity (H):               0.35   Skew:                            -0.78
Prob(H) (two-sided):                  0.33   Kurtosis:                         4.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.54619049343819, Current Price: 114.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.909
Date:                           Wed, 09 Oct 2024   AIC                             55.818
Time:                                   14:39:36   BIC                             58.643
Sample:                                        0   HQIC                            55.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2591      1.323      0.196      0.845      -2.334       2.852
ma.L1         -0.6007      1.329     -0.452      0.651      -3.205       2.004
ar.S.L7       -0.4320      0.430     -1.005      0.315      -1.274       0.410
ma.S.L7       -0.9934    154.453     -0.006      0.995    -303.716     301.729
sigma2         1.1997    184.781      0.006      0.995    -360.965     363.364
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.64
Prob(Q):                              0.98   Prob(JB):                         0.44
Heteroskedasticity (H):               0.56   Skew:                            -0.77
Prob(H) (two-sided):                  0.59   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.88316397301242, Current Price: 114.31
BUY EXECUTED at 114.31
BUY ORDER COMPLETED at 113.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.649
Date:                           Wed, 09 Oct 2024   AIC                             53.298
Time:                                   14:39:36   BIC                             56.123
Sample:                                        0   HQIC                            52.718
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1695      1.622      0.104      0.917      -3.009       3.348
ma.L1         -0.4653      1.642     -0.283      0.777      -3.684       2.754
ar.S.L7       -0.3584      0.631     -0.568      0.570      -1.594       0.878
ma.S.L7       -1.0001   1.98e+04  -5.05e-05      1.000   -3.88e+04    3.88e+04
sigma2         0.9850   1.95e+04   5.05e-05      1.000   -3.82e+04    3.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 4.35
Prob(Q):                              0.67   Prob(JB):                         0.11
Heteroskedasticity (H):               1.01   Skew:                            -1.26
Prob(H) (two-sided):                  0.99   Kurtosis:                         4.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.23020991990897, Current Price: 114.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.577
Date:                           Wed, 09 Oct 2024   AIC                             53.153
Time:                                   14:39:36   BIC                             55.978
Sample:                                        0   HQIC                            52.573
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3316      1.629      0.204      0.839      -2.861       3.524
ma.L1         -0.5513      1.693     -0.326      0.745      -3.870       2.767
ar.S.L7       -0.3255      0.621     -0.524      0.600      -1.542       0.891
ma.S.L7       -1.0001   1.38e+04  -7.27e-05      1.000    -2.7e+04     2.7e+04
sigma2         0.9728   1.34e+04   7.27e-05      1.000   -2.62e+04    2.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 4.36
Prob(Q):                              0.58   Prob(JB):                         0.11
Heteroskedasticity (H):               0.10   Skew:                            -1.26
Prob(H) (two-sided):                  0.05   Kurtosis:                         4.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.37599282333652, Current Price: 115.36
SELL EXECUTED at 115.36
SELL ORDER COMPLETED at 115.91
OPERATION PROFIT, GROSS 2.0600000000000023, NET 1.8302400000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.989
Date:                           Wed, 09 Oct 2024   AIC                             51.977
Time:                                   14:39:36   BIC                             54.802
Sample:                                        0   HQIC                            51.397
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1275      3.271     -0.039      0.969      -6.539       6.284
ma.L1         -0.1586      3.538     -0.045      0.964      -7.092       6.775
ar.S.L7       -0.2956      0.659     -0.449      0.654      -1.587       0.996
ma.S.L7       -1.0000   2.28e+04  -4.39e-05      1.000   -4.47e+04    4.47e+04
sigma2         0.8905   2.03e+04   4.39e-05      1.000   -3.98e+04    3.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 5.31
Prob(Q):                              0.74   Prob(JB):                         0.07
Heteroskedasticity (H):               0.17   Skew:                            -1.34
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.57902070600971, Current Price: 115.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.396
Date:                           Wed, 09 Oct 2024   AIC                             52.791
Time:                                   14:39:36   BIC                             55.616
Sample:                                        0   HQIC                            52.211
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0390      2.429      0.016      0.987      -4.722       4.800
ma.L1         -0.2981      2.530     -0.118      0.906      -5.257       4.661
ar.S.L7       -0.3823      0.652     -0.586      0.558      -1.661       0.896
ma.S.L7       -1.0001   1.01e+04  -9.88e-05      1.000   -1.98e+04    1.98e+04
sigma2         0.9481   9599.936   9.88e-05      1.000   -1.88e+04    1.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 4.08
Prob(Q):                              0.61   Prob(JB):                         0.13
Heteroskedasticity (H):               0.15   Skew:                            -1.20
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.8208399308869, Current Price: 114.87
BUY EXECUTED at 114.87
BUY ORDER COMPLETED at 113.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.767
Date:                           Wed, 09 Oct 2024   AIC                             51.533
Time:                                   14:39:36   BIC                             54.358
Sample:                                        0   HQIC                            50.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3575      0.953      0.375      0.708      -1.511       2.226
ma.L1         -0.7815      1.454     -0.538      0.591      -3.631       2.068
ar.S.L7       -0.5146      0.540     -0.954      0.340      -1.572       0.543
ma.S.L7       -1.0001    1.3e+04  -7.68e-05      1.000   -2.55e+04    2.55e+04
sigma2         0.8394   1.09e+04   7.68e-05      1.000   -2.14e+04    2.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 2.97
Prob(Q):                              0.47   Prob(JB):                         0.23
Heteroskedasticity (H):               0.17   Skew:                            -0.99
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.48142064457693, Current Price: 115.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.140
Date:                           Wed, 09 Oct 2024   AIC                             34.279
Time:                                   14:39:36   BIC                             37.104
Sample:                                        0   HQIC                            33.699
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4424      0.093      4.760      0.000       0.260       0.625
ma.L1         -1.0000   4780.409     -0.000      1.000   -9370.430    9368.430
ar.S.L7       -0.6605      0.206     -3.202      0.001      -1.065      -0.256
ma.S.L7       -1.0006    964.054     -0.001      0.999   -1890.512    1888.511
sigma2         0.1846    905.048      0.000      1.000   -1773.676    1774.045
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.47   Prob(JB):                         0.92
Heteroskedasticity (H):               1.75   Skew:                             0.24
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.14631182895852, Current Price: 118.486
SELL EXECUTED at 118.486
SELL ORDER COMPLETED at 117.64
OPERATION PROFIT, GROSS 4.060000000000002, NET 3.8287800000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.380
Date:                           Wed, 09 Oct 2024   AIC                             52.760
Time:                                   14:39:36   BIC                             55.585
Sample:                                        0   HQIC                            52.180
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0140      1.898      0.007      0.994      -3.705       3.733
ma.L1         -0.4649      1.300     -0.358      0.721      -3.012       2.082
ar.S.L7       -0.3438      0.741     -0.464      0.643      -1.797       1.109
ma.S.L7       -0.3620      1.399     -0.259      0.796      -3.103       2.379
sigma2         1.4841      1.064      1.395      0.163      -0.601       3.570
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 3.67
Prob(Q):                              0.47   Prob(JB):                         0.16
Heteroskedasticity (H):               9.18   Skew:                             1.16
Prob(H) (two-sided):                  0.05   Kurtosis:                         4.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.84361169264669, Current Price: 118.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.062
Date:                           Wed, 09 Oct 2024   AIC                             50.124
Time:                                   14:39:36   BIC                             52.949
Sample:                                        0   HQIC                            49.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0669      1.546     -0.043      0.965      -3.097       2.963
ma.L1         -0.4368      1.331     -0.328      0.743      -3.045       2.172
ar.S.L7       -0.3386      0.217     -1.561      0.119      -0.764       0.087
ma.S.L7        1.0000   3.06e+04   3.27e-05      1.000   -5.99e+04    5.99e+04
sigma2         0.7722   2.36e+04   3.27e-05      1.000   -4.63e+04    4.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.46   Prob(JB):                         0.97
Heteroskedasticity (H):               4.85   Skew:                            -0.17
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.64098335918295, Current Price: 117.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.829
Date:                           Wed, 09 Oct 2024   AIC                             49.659
Time:                                   14:39:36   BIC                             52.483
Sample:                                        0   HQIC                            49.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0669      1.574     -0.043      0.966      -3.152       3.018
ma.L1         -0.4366      1.374     -0.318      0.751      -3.129       2.256
ar.S.L7       -0.3355      0.197     -1.705      0.088      -0.721       0.050
ma.S.L7        1.0000    7.2e+04   1.39e-05      1.000   -1.41e+05    1.41e+05
sigma2         0.7451   5.37e+04   1.39e-05      1.000   -1.05e+05    1.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.50   Prob(JB):                         1.00
Heteroskedasticity (H):               0.47   Skew:                            -0.05
Prob(H) (two-sided):                  0.48   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.81036238998672, Current Price: 120.656
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.207
Date:                           Wed, 09 Oct 2024   AIC                             52.413
Time:                                   14:39:36   BIC                             55.238
Sample:                                        0   HQIC                            51.832
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1931      1.651     -0.117      0.907      -3.429       3.043
ma.L1         -0.3349      1.421     -0.236      0.814      -3.120       2.451
ar.S.L7       -0.3452      0.162     -2.136      0.033      -0.662      -0.028
ma.S.L7        1.0000   6.34e+04   1.58e-05      1.000   -1.24e+05    1.24e+05
sigma2         0.9209   5.84e+04   1.58e-05      1.000   -1.14e+05    1.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.44   Prob(JB):                         0.87
Heteroskedasticity (H):               1.04   Skew:                            -0.28
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.56296796729214, Current Price: 121.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.097
Date:                           Wed, 09 Oct 2024   AIC                             52.194
Time:                                   14:39:36   BIC                             55.019
Sample:                                        0   HQIC                            51.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0374      1.616     -0.023      0.982      -3.206       3.131
ma.L1         -0.3834      1.373     -0.279      0.780      -3.075       2.308
ar.S.L7       -0.3202      0.165     -1.937      0.053      -0.644       0.004
ma.S.L7        1.0000   4.91e+04   2.03e-05      1.000   -9.63e+04    9.63e+04
sigma2         0.9056   4.45e+04   2.03e-05      1.000   -8.72e+04    8.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.33   Prob(JB):                         0.90
Heteroskedasticity (H):               0.58   Skew:                            -0.31
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.4847769340273, Current Price: 120.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.334
Date:                           Wed, 09 Oct 2024   AIC                             52.667
Time:                                   14:39:36   BIC                             55.492
Sample:                                        0   HQIC                            52.087
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0257      2.456      0.010      0.992      -4.788       4.840
ma.L1         -0.3271      2.037     -0.161      0.872      -4.319       3.665
ar.S.L7       -0.3871      0.219     -1.764      0.078      -0.817       0.043
ma.S.L7        1.0002   3005.392      0.000      1.000   -5889.459    5891.460
sigma2         0.9390   2821.862      0.000      1.000   -5529.808    5531.686
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.71   Prob(JB):                         0.54
Heteroskedasticity (H):               0.68   Skew:                            -0.69
Prob(H) (two-sided):                  0.72   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.721323325323, Current Price: 120.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.657
Date:                           Wed, 09 Oct 2024   AIC                             43.315
Time:                                   14:39:36   BIC                             46.140
Sample:                                        0   HQIC                            42.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2333      1.104      0.211      0.833      -1.931       2.398
ma.L1         -0.4812      0.854     -0.563      0.573      -2.155       1.192
ar.S.L7       -0.1712      0.389     -0.440      0.660      -0.933       0.591
ma.S.L7        0.6863      2.305      0.298      0.766      -3.831       5.203
sigma2         0.6044      1.386      0.436      0.663      -2.111       3.320
===================================================================================
Ljung-Box (L1) (Q):                   1.72   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.19   Prob(JB):                         0.66
Heteroskedasticity (H):               3.87   Skew:                            -0.59
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.9326672310699, Current Price: 119.36
BUY EXECUTED at 119.36
BUY ORDER COMPLETED at 118.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.030
Date:                           Wed, 09 Oct 2024   AIC                             58.060
Time:                                   14:39:36   BIC                             60.885
Sample:                                        0   HQIC                            57.480
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5583      3.083      0.181      0.856      -5.484       6.601
ma.L1         -0.7133      2.794     -0.255      0.799      -6.190       4.763
ar.S.L7        0.0016      0.012      0.130      0.896      -0.023       0.026
ma.S.L7       -0.6053      0.410     -1.477      0.140      -1.408       0.198
sigma2         2.1305      1.097      1.941      0.052      -0.020       4.281
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.99   Prob(JB):                         0.96
Heteroskedasticity (H):               2.04   Skew:                             0.17
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.48439140617486, Current Price: 119.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.014
Date:                           Wed, 09 Oct 2024   AIC                             56.027
Time:                                   14:39:36   BIC                             58.852
Sample:                                        0   HQIC                            55.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4674      0.825      0.567      0.571      -1.149       2.084
ma.L1         -1.0000   5199.420     -0.000      1.000   -1.02e+04    1.02e+04
ar.S.L7       -0.1119      0.253     -0.442      0.659      -0.608       0.385
ma.S.L7       -1.0056    306.886     -0.003      0.997    -602.491     600.480
sigma2         1.0397   5337.334      0.000      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.65   Prob(JB):                         0.71
Heteroskedasticity (H):               3.35   Skew:                            -0.56
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.20284355355997, Current Price: 116.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.928
Date:                           Wed, 09 Oct 2024   AIC                             59.856
Time:                                   14:39:36   BIC                             62.680
Sample:                                        0   HQIC                            59.275
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5337      3.046     -0.175      0.861      -6.504       5.437
ma.L1          0.3777      3.226      0.117      0.907      -5.946       6.701
ar.S.L7       -0.0278      0.622     -0.045      0.964      -1.247       1.191
ma.S.L7       -0.3175      2.095     -0.152      0.880      -4.423       3.788
sigma2         2.5985      3.224      0.806      0.420      -3.721       8.918
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.83
Prob(Q):                              1.00   Prob(JB):                         0.66
Heteroskedasticity (H):               2.49   Skew:                            -0.61
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.48935489184889, Current Price: 115.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.607
Date:                           Wed, 09 Oct 2024   AIC                             61.214
Time:                                   14:39:36   BIC                             64.039
Sample:                                        0   HQIC                            60.633
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4289      1.181      0.363      0.716      -1.886       2.743
ma.L1         -3.1744     13.695     -0.232      0.817     -30.015      23.667
ar.S.L7       -0.2426      0.253     -0.959      0.337      -0.738       0.253
ma.S.L7       -1.0002   4733.046     -0.000      1.000   -9277.599    9275.599
sigma2         0.1796    851.213      0.000      1.000   -1668.167    1668.526
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.83   Prob(JB):                         0.71
Heteroskedasticity (H):               2.03   Skew:                             0.18
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.55028430972857, Current Price: 115.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.974
Date:                           Wed, 09 Oct 2024   AIC                             59.948
Time:                                   14:39:36   BIC                             62.773
Sample:                                        0   HQIC                            59.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7067      1.181      0.598      0.550      -1.609       3.022
ma.L1         -1.9692      5.930     -0.332      0.740     -13.593       9.654
ar.S.L7       -0.1996      0.232     -0.861      0.389      -0.654       0.255
ma.S.L7       -1.0007   1227.102     -0.001      0.999   -2406.076    2404.075
sigma2         0.4097    503.617      0.001      0.999    -986.662     987.481
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.65   Prob(JB):                         0.72
Heteroskedasticity (H):               1.77   Skew:                            -0.15
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.79087301527628, Current Price: 116.84
SELL EXECUTED at 116.84
SELL ORDER COMPLETED at 117.16
OPERATION PROFIT, GROSS -1.7000000000000028, NET -1.9360200000000027
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -73101.545
Date:                           Wed, 09 Oct 2024   AIC                         146213.090
Time:                                   14:39:37   BIC                         146215.915
Sample:                                        0   HQIC                        146212.510
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -4.6248      0.002  -2462.495      0.000      -4.628      -4.621
ma.L1          4.7148      0.001   4459.380      0.000       4.713       4.717
ar.S.L7      123.0000      0.051   2425.836      0.000     122.901     123.099
ma.S.L7      2.39e-12   4.45e-05   5.37e-08      1.000   -8.72e-05    8.72e-05
sigma2         3.2495      0.006    530.049      0.000       3.237       3.261
===================================================================================
Ljung-Box (L1) (Q):                   2.31   Jarque-Bera (JB):                 2.34
Prob(Q):                              0.13   Prob(JB):                         0.31
Heteroskedasticity (H):               0.24   Skew:                            -0.92
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -1.1950756425505273, Current Price: 117.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.641
Date:                           Wed, 09 Oct 2024   AIC                             55.283
Time:                                   14:39:37   BIC                             58.107
Sample:                                        0   HQIC                            54.702
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2817      4.318     -0.065      0.948      -8.745       8.182
ma.L1          3.0295     38.578      0.079      0.937     -72.582      78.641
ar.S.L7       -0.8131      0.536     -1.516      0.129      -1.864       0.238
ma.S.L7       -1.0001   8141.485     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.1251   1018.075      0.000      1.000   -1995.266    1995.516
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.98   Prob(JB):                         0.79
Heteroskedasticity (H):               0.78   Skew:                            -0.46
Prob(H) (two-sided):                  0.82   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.37450120766316, Current Price: 118.47
BUY EXECUTED at 118.47
BUY ORDER COMPLETED at 118.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.570
Date:                           Wed, 09 Oct 2024   AIC                             57.141
Time:                                   14:39:37   BIC                             59.966
Sample:                                        0   HQIC                            56.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2749      3.479     -0.079      0.937      -7.094       6.544
ma.L1          0.3572      3.258      0.110      0.913      -6.029       6.743
ar.S.L7       -0.6551      0.543     -1.207      0.228      -1.719       0.409
ma.S.L7       -1.0000   2.34e+04  -4.27e-05      1.000   -4.59e+04    4.59e+04
sigma2         1.3254    3.1e+04   4.27e-05      1.000   -6.08e+04    6.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.84   Prob(JB):                         0.91
Heteroskedasticity (H):               1.08   Skew:                            -0.10
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.986048060027, Current Price: 118.69
SELL EXECUTED at 118.69
SELL ORDER COMPLETED at 118.48
OPERATION PROFIT, GROSS 0.3200000000000074, NET 0.08336000000000737
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.510
Date:                           Wed, 09 Oct 2024   AIC                             61.020
Time:                                   14:39:37   BIC                             63.845
Sample:                                        0   HQIC                            60.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3425      4.077      0.084      0.933      -7.648       8.333
ma.L1         -0.2587      4.564     -0.057      0.955      -9.205       8.687
ar.S.L7       -0.4320      1.268     -0.341      0.733      -2.918       2.054
ma.S.L7       -1.5882      9.589     -0.166      0.868     -20.382      17.206
sigma2         0.9730      9.649      0.101      0.920     -17.940      19.886
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.81   Prob(JB):                         0.79
Heteroskedasticity (H):               1.56   Skew:                            -0.23
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.37116865475046, Current Price: 118.881
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.566
Date:                           Wed, 09 Oct 2024   AIC                             59.133
Time:                                   14:39:37   BIC                             61.957
Sample:                                        0   HQIC                            58.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5167      1.222      0.423      0.672      -1.879       2.912
ma.L1         -0.3885      1.944     -0.200      0.842      -4.199       3.422
ar.S.L7       -0.4679      0.795     -0.588      0.556      -2.027       1.091
ma.S.L7       -1.0001   1.36e+04  -7.34e-05      1.000   -2.67e+04    2.67e+04
sigma2         1.4986   2.04e+04   7.34e-05      1.000      -4e+04       4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.43   Prob(JB):                         0.84
Heteroskedasticity (H):               0.39   Skew:                            -0.28
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.03029579295048, Current Price: 119.91
BUY EXECUTED at 119.91
BUY ORDER COMPLETED at 119.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.458
Date:                           Wed, 09 Oct 2024   AIC                             58.916
Time:                                   14:39:37   BIC                             61.741
Sample:                                        0   HQIC                            58.336
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2823      5.069     -0.056      0.956     -10.217       9.653
ma.L1          0.3630      4.657      0.078      0.938      -8.765       9.491
ar.S.L7       -0.4403      1.019     -0.432      0.666      -2.437       1.557
ma.S.L7       -1.0002   1.42e+04  -7.05e-05      1.000   -2.78e+04    2.78e+04
sigma2         1.5186   2.15e+04   7.05e-05      1.000   -4.22e+04    4.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.50   Prob(JB):                         0.88
Heteroskedasticity (H):               0.47   Skew:                            -0.07
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.33369820138375, Current Price: 119.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.402
Date:                           Wed, 09 Oct 2024   AIC                             58.804
Time:                                   14:39:37   BIC                             61.629
Sample:                                        0   HQIC                            58.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8381      0.315      2.660      0.008       0.221       1.456
ma.L1         -1.0000   7949.834     -0.000      1.000   -1.56e+04    1.56e+04
ar.S.L7       -0.8115      0.380     -2.137      0.033      -1.556      -0.067
ma.S.L7        0.0885      0.625      0.142      0.887      -1.135       1.313
sigma2         2.1492   1.71e+04      0.000      1.000   -3.35e+04    3.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.75   Prob(JB):                         0.84
Heteroskedasticity (H):               0.28   Skew:                             0.18
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.60315378381618, Current Price: 117.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.629
Date:                           Wed, 09 Oct 2024   AIC                             57.259
Time:                                   14:39:37   BIC                             60.083
Sample:                                        0   HQIC                            56.678
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7719      0.157      4.901      0.000       0.463       1.081
ma.L1         -1.0000   4.65e+04  -2.15e-05      1.000   -9.12e+04    9.12e+04
ar.S.L7       -0.8581      0.334     -2.573      0.010      -1.512      -0.204
ma.S.L7        0.1436      0.515      0.279      0.780      -0.866       1.153
sigma2         1.9060   8.87e+04   2.15e-05      1.000   -1.74e+05    1.74e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.79   Prob(JB):                         0.58
Heteroskedasticity (H):               0.56   Skew:                             0.58
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.20729494194529, Current Price: 119.19
SELL EXECUTED at 119.19
SELL ORDER COMPLETED at 118.73
OPERATION PROFIT, GROSS -0.6199999999999903, NET -0.8580799999999904
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.614
Date:                           Wed, 09 Oct 2024   AIC                             57.229
Time:                                   14:39:37   BIC                             60.054
Sample:                                        0   HQIC                            56.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1340      3.180     -0.042      0.966      -6.367       6.099
ma.L1          0.2401      3.119      0.077      0.939      -5.873       6.353
ar.S.L7       -0.3416      1.020     -0.335      0.738      -2.340       1.657
ma.S.L7       -1.0013   1521.851     -0.001      0.999   -2983.775    2981.773
sigma2         1.3322   2028.455      0.001      0.999   -3974.367    3977.031
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.92   Prob(JB):                         0.74
Heteroskedasticity (H):               0.45   Skew:                             0.11
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.62486809197864, Current Price: 121.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.180
Date:                           Wed, 09 Oct 2024   AIC                             56.360
Time:                                   14:39:37   BIC                             59.185
Sample:                                        0   HQIC                            55.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0209      1.708      0.012      0.990      -3.327       3.368
ma.L1          0.3070      1.302      0.236      0.814      -2.244       2.858
ar.S.L7       -0.3691      0.376     -0.982      0.326      -1.106       0.368
ma.S.L7       -1.0001   1.22e+04  -8.19e-05      1.000   -2.39e+04    2.39e+04
sigma2         1.2476   1.52e+04   8.19e-05      1.000   -2.98e+04    2.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.83   Prob(JB):                         0.77
Heteroskedasticity (H):               0.24   Skew:                             0.21
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.6252102453567, Current Price: 121.0025
BUY EXECUTED at 121.0025
BUY ORDER COMPLETED at 120.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.445
Date:                           Wed, 09 Oct 2024   AIC                             52.890
Time:                                   14:39:37   BIC                             55.715
Sample:                                        0   HQIC                            52.309
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0335      1.598     -0.021      0.983      -3.165       3.098
ma.L1          0.4890      1.266      0.386      0.699      -1.991       2.969
ar.S.L7       -0.6486      0.732     -0.886      0.376      -2.084       0.787
ma.S.L7       -1.0001   9594.795     -0.000      1.000   -1.88e+04    1.88e+04
sigma2         0.9554   9167.073      0.000      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.63   Prob(JB):                         0.75
Heteroskedasticity (H):               0.88   Skew:                             0.41
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.54287097805333, Current Price: 120.56
SELL EXECUTED at 120.56
SELL ORDER COMPLETED at 119.36
OPERATION PROFIT, GROSS -1.1200000000000045, NET -1.3598400000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.462
Date:                           Wed, 09 Oct 2024   AIC                             52.924
Time:                                   14:39:37   BIC                             55.749
Sample:                                        0   HQIC                            52.344
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2668      3.920     -0.068      0.946      -7.950       7.416
ma.L1          0.3509      3.849      0.091      0.927      -7.193       7.894
ar.S.L7       -0.4293      0.797     -0.539      0.590      -1.991       1.132
ma.S.L7       -0.5200      1.860     -0.280      0.780      -4.165       3.125
sigma2         1.4060      2.226      0.632      0.528      -2.957       5.769
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.35   Prob(JB):                         0.63
Heteroskedasticity (H):               1.34   Skew:                             0.18
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.47422906290547, Current Price: 118.975
BUY EXECUTED at 118.975
BUY ORDER COMPLETED at 119.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.044
Date:                           Wed, 09 Oct 2024   AIC                             52.089
Time:                                   14:39:37   BIC                             54.913
Sample:                                        0   HQIC                            51.508
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2845      0.852      0.334      0.739      -1.386       1.955
ma.L1         -0.7574      0.726     -1.043      0.297      -2.181       0.666
ar.S.L7       -0.6128      0.159     -3.856      0.000      -0.924      -0.301
ma.S.L7        0.0950      0.555      0.171      0.864      -0.993       1.183
sigma2         1.4759      0.777      1.899      0.058      -0.047       2.999
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.83   Prob(JB):                         0.84
Heteroskedasticity (H):               3.46   Skew:                            -0.39
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.51932204321497, Current Price: 120.01
SELL EXECUTED at 120.01
SELL ORDER COMPLETED at 119.63
OPERATION PROFIT, GROSS -0.25, NET -0.48951
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.069
Date:                           Wed, 09 Oct 2024   AIC                             52.137
Time:                                   14:39:37   BIC                             54.962
Sample:                                        0   HQIC                            51.556
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2770      1.240      0.223      0.823      -2.153       2.707
ma.L1         -0.5012      1.129     -0.444      0.657      -2.714       1.711
ar.S.L7       -0.5627      0.230     -2.448      0.014      -1.013      -0.112
ma.S.L7       -0.1748      0.521     -0.336      0.737      -1.196       0.846
sigma2         1.4782      0.806      1.834      0.067      -0.102       3.058
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.38   Prob(JB):                         0.87
Heteroskedasticity (H):               1.18   Skew:                            -0.16
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.19616657835603, Current Price: 119.6
BUY EXECUTED at 119.6
BUY ORDER COMPLETED at 119.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.804
Date:                           Wed, 09 Oct 2024   AIC                             51.608
Time:                                   14:39:37   BIC                             54.433
Sample:                                        0   HQIC                            51.028
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3222      1.328     -0.243      0.808      -2.924       2.280
ma.L1          0.0201      1.630      0.012      0.990      -3.175       3.216
ar.S.L7       -0.5393      0.303     -1.778      0.075      -1.134       0.055
ma.S.L7       -0.2642      0.633     -0.418      0.676      -1.504       0.976
sigma2         1.3984      0.781      1.790      0.073      -0.133       2.929
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.67   Prob(JB):                         0.88
Heteroskedasticity (H):               1.07   Skew:                             0.29
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.3900328903416, Current Price: 120.99
SELL EXECUTED at 120.99
SELL ORDER COMPLETED at 120.68
OPERATION PROFIT, GROSS 0.9700000000000131, NET 0.7296100000000131
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.228
Date:                           Wed, 09 Oct 2024   AIC                             50.455
Time:                                   14:39:37   BIC                             53.280
Sample:                                        0   HQIC                            49.875
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2895      1.027      0.282      0.778      -1.723       2.302
ma.L1         -0.7144      0.588     -1.214      0.225      -1.867       0.439
ar.S.L7       -0.5319      0.122     -4.360      0.000      -0.771      -0.293
ma.S.L7        0.4033      0.750      0.537      0.591      -1.068       1.874
sigma2         1.2258      0.638      1.922      0.055      -0.024       2.475
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.63   Prob(JB):                         0.89
Heteroskedasticity (H):               0.84   Skew:                            -0.32
Prob(H) (two-sided):                  0.87   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.244787545476, Current Price: 120.33
BUY EXECUTED at 120.33
BUY ORDER COMPLETED at 121.6398
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.827
Date:                           Wed, 09 Oct 2024   AIC                             51.655
Time:                                   14:39:37   BIC                             54.479
Sample:                                        0   HQIC                            51.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9020      0.832     -1.085      0.278      -2.532       0.728
ma.L1          0.6023      1.413      0.426      0.670      -2.166       3.371
ar.S.L7       -0.5055      0.400     -1.263      0.206      -1.290       0.279
ma.S.L7       -1.0001   1.19e+04   -8.4e-05      1.000   -2.33e+04    2.33e+04
sigma2         0.8379   9973.272    8.4e-05      1.000   -1.95e+04    1.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.97   Prob(JB):                         0.75
Heteroskedasticity (H):               0.05   Skew:                             0.52
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.18074129145829, Current Price: 121.9
SELL EXECUTED at 121.9
SELL ORDER COMPLETED at 123.04
OPERATION PROFIT, GROSS 1.4002000000000123, NET 1.1555202000000122
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.374
Date:                           Wed, 09 Oct 2024   AIC                             48.748
Time:                                   14:39:37   BIC                             51.573
Sample:                                        0   HQIC                            48.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0098      0.733      0.013      0.989      -1.427       1.447
ma.L1         -1.0002    468.747     -0.002      0.998    -919.728     917.728
ar.S.L7       -0.3876      0.146     -2.646      0.008      -0.675      -0.100
ma.S.L7       -0.7221      1.936     -0.373      0.709      -4.517       3.073
sigma2         0.7563    354.694      0.002      0.998    -694.432     695.944
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.31   Prob(JB):                         0.69
Heteroskedasticity (H):               0.49   Skew:                            -0.39
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.39332477658236, Current Price: 122.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.763
Date:                           Wed, 09 Oct 2024   AIC                             47.526
Time:                                   14:39:37   BIC                             50.351
Sample:                                        0   HQIC                            46.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2488      0.480     -0.519      0.604      -1.189       0.692
ma.L1         -1.0000   1.18e+04  -8.45e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.2988      0.138     -2.166      0.030      -0.569      -0.028
ma.S.L7       -0.4334      0.835     -0.519      0.604      -2.070       1.203
sigma2         0.8187   9694.365   8.45e-05      1.000    -1.9e+04     1.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.33   Prob(JB):                         0.68
Heteroskedasticity (H):               0.79   Skew:                             0.08
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.89929168009135, Current Price: 120.39
BUY EXECUTED at 120.39
BUY ORDER COMPLETED at 121.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.437
Date:                           Wed, 09 Oct 2024   AIC                             48.875
Time:                                   14:39:37   BIC                             51.699
Sample:                                        0   HQIC                            48.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2018      0.456     -0.442      0.658      -1.096       0.692
ma.L1         -1.0000   1.62e+04  -6.19e-05      1.000   -3.17e+04    3.17e+04
ar.S.L7       -0.3395      0.125     -2.724      0.006      -0.584      -0.095
ma.S.L7       -0.2868      0.810     -0.354      0.723      -1.875       1.301
sigma2         0.9617   1.55e+04   6.19e-05      1.000   -3.05e+04    3.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.92   Prob(JB):                         0.76
Heteroskedasticity (H):               0.72   Skew:                            -0.19
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.7029273862597, Current Price: 121.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.776
Date:                           Wed, 09 Oct 2024   AIC                             43.552
Time:                                   14:39:37   BIC                             46.376
Sample:                                        0   HQIC                            42.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1908      0.341     -0.560      0.575      -0.858       0.477
ma.L1         -1.0000   1.47e+04  -6.82e-05      1.000   -2.87e+04    2.87e+04
ar.S.L7       -0.3194      0.090     -3.530      0.000      -0.497      -0.142
ma.S.L7       -0.4168      0.738     -0.565      0.572      -1.863       1.030
sigma2         0.6085   8916.840   6.82e-05      1.000   -1.75e+04    1.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.36   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.24   Prob(JB):                         0.84
Heteroskedasticity (H):               1.08   Skew:                             0.07
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.78311151616995, Current Price: 120.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.268
Date:                           Wed, 09 Oct 2024   AIC                             44.537
Time:                                   14:39:37   BIC                             47.362
Sample:                                        0   HQIC                            43.956
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1784      0.538     -0.332      0.740      -1.232       0.875
ma.L1         -1.0000   1.13e+04  -8.84e-05      1.000   -2.22e+04    2.22e+04
ar.S.L7       -0.2942      0.093     -3.170      0.002      -0.476      -0.112
ma.S.L7       -0.2741      0.554     -0.495      0.621      -1.360       0.812
sigma2         0.6921   7826.788   8.84e-05      1.000   -1.53e+04    1.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.61   Prob(JB):                         0.82
Heteroskedasticity (H):               0.57   Skew:                            -0.34
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.84923845958568, Current Price: 121.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.360
Date:                           Wed, 09 Oct 2024   AIC                             42.720
Time:                                   14:39:37   BIC                             45.544
Sample:                                        0   HQIC                            42.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1861      0.511     -0.364      0.716      -1.188       0.815
ma.L1         -1.0000   1.03e+04  -9.75e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.3073      0.145     -2.126      0.034      -0.591      -0.024
ma.S.L7       -0.3399      0.499     -0.681      0.496      -1.318       0.638
sigma2         0.5887   6035.773   9.75e-05      1.000   -1.18e+04    1.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.33   Prob(JB):                         0.91
Heteroskedasticity (H):               0.20   Skew:                             0.06
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.75850742297432, Current Price: 122.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.116
Date:                           Wed, 09 Oct 2024   AIC                             40.232
Time:                                   14:39:37   BIC                             43.057
Sample:                                        0   HQIC                            39.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3704      0.391     -0.947      0.344      -1.137       0.396
ma.L1         -1.0000   1.11e+04  -8.97e-05      1.000   -2.18e+04    2.18e+04
ar.S.L7       -0.4555      0.121     -3.750      0.000      -0.694      -0.217
ma.S.L7       -0.0158      0.487     -0.032      0.974      -0.971       0.939
sigma2         0.5193   5786.572   8.97e-05      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.17   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.28   Prob(JB):                         0.87
Heteroskedasticity (H):               0.61   Skew:                             0.09
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.27535303342856, Current Price: 121.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.945
Date:                           Wed, 09 Oct 2024   AIC                             43.889
Time:                                   14:39:37   BIC                             46.714
Sample:                                        0   HQIC                            43.309
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6709      0.283     -2.370      0.018      -1.226      -0.116
ma.L1         -0.7844      0.213     -3.688      0.000      -1.201      -0.368
ar.S.L7       -0.4980      0.105     -4.745      0.000      -0.704      -0.292
ma.S.L7        1.0000   2.29e+04   4.37e-05      1.000   -4.48e+04    4.48e+04
sigma2         0.4560   1.04e+04   4.37e-05      1.000   -2.04e+04    2.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.34   Prob(JB):                         0.69
Heteroskedasticity (H):               2.81   Skew:                             0.21
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.15862537672707, Current Price: 121.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.429
Date:                           Wed, 09 Oct 2024   AIC                             48.857
Time:                                   14:39:37   BIC                             51.682
Sample:                                        0   HQIC                            48.277
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1513      0.908     -0.167      0.868      -1.931       1.628
ma.L1         -0.5929      1.055     -0.562      0.574      -2.660       1.475
ar.S.L7       -0.5326      0.514     -1.037      0.300      -1.539       0.474
ma.S.L7       -0.1127      1.189     -0.095      0.925      -2.444       2.218
sigma2         1.1517      0.577      1.997      0.046       0.022       2.282
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.75   Prob(JB):                         0.75
Heteroskedasticity (H):               1.45   Skew:                            -0.20
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.35758894806693, Current Price: 121.68
SELL EXECUTED at 121.68
SELL ORDER COMPLETED at 120.91
OPERATION PROFIT, GROSS -0.25, NET -0.49207
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.669
Date:                           Wed, 09 Oct 2024   AIC                             49.337
Time:                                   14:39:37   BIC                             52.162
Sample:                                        0   HQIC                            48.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0239      0.950     -0.025      0.980      -1.886       1.838
ma.L1         -0.7634      0.937     -0.815      0.415      -2.600       1.073
ar.S.L7       -0.4118      0.535     -0.769      0.442      -1.461       0.637
ma.S.L7       -0.5755      0.956     -0.602      0.547      -2.449       1.298
sigma2         1.0060      0.718      1.402      0.161      -0.400       2.412
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.54   Prob(JB):                         0.83
Heteroskedasticity (H):               1.53   Skew:                            -0.18
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.86164160286651, Current Price: 117.04
BUY EXECUTED at 117.04
BUY ORDER COMPLETED at 118.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -187139.026
Date:                           Wed, 09 Oct 2024   AIC                         374288.053
Time:                                   14:39:37   BIC                         374290.877
Sample:                                        0   HQIC                        374287.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2027   1.67e-05  -1.22e+04      0.000      -0.203      -0.203
ma.L1         -0.5865   1.76e-05  -3.33e+04      0.000      -0.587      -0.586
ar.S.L7     -227.9994      0.004  -5.22e+04      0.000    -228.008    -227.991
ma.S.L7    -3.741e-05   2.63e-05     -1.421      0.155    -8.9e-05    1.42e-05
sigma2         3.4880      0.000   2.41e+04      0.000       3.488       3.488
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.56   Prob(JB):                         0.71
Heteroskedasticity (H):               1.10   Skew:                            -0.38
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.05171380695667, Current Price: 118.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.275
Date:                           Wed, 09 Oct 2024   AIC                             60.551
Time:                                   14:39:37   BIC                             63.375
Sample:                                        0   HQIC                            59.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2621      1.846     -0.142      0.887      -3.881       3.356
ma.L1         -2.1879      8.993     -0.243      0.808     -19.813      15.437
ar.S.L7        0.0011      0.008      0.133      0.894      -0.015       0.017
ma.S.L7       -0.9761     35.720     -0.027      0.978     -70.987      69.034
sigma2         0.4174     15.680      0.027      0.979     -30.315      31.150
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 2.23
Prob(Q):                              0.53   Prob(JB):                         0.33
Heteroskedasticity (H):               3.61   Skew:                            -0.91
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.32887379195445, Current Price: 116.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.767
Date:                           Wed, 09 Oct 2024   AIC                             61.533
Time:                                   14:39:38   BIC                             64.358
Sample:                                        0   HQIC                            60.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4949      0.505     -0.980      0.327      -1.485       0.495
ma.L1         -0.1697      0.436     -0.389      0.697      -1.025       0.686
ar.S.L7       -0.3312      1.090     -0.304      0.761      -2.467       1.805
ma.S.L7       -0.2107      1.532     -0.138      0.891      -3.213       2.792
sigma2         3.0274      1.554      1.948      0.051      -0.019       6.074
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.55   Prob(JB):                         0.96
Heteroskedasticity (H):               5.44   Skew:                            -0.20
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.91538737383036, Current Price: 117.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.846
Date:                           Wed, 09 Oct 2024   AIC                             61.691
Time:                                   14:39:38   BIC                             64.516
Sample:                                        0   HQIC                            61.111
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4334      0.733     -0.591      0.554      -1.870       1.003
ma.L1         -0.1418      0.541     -0.262      0.793      -1.202       0.919
ar.S.L7       -0.3575      1.204     -0.297      0.767      -2.718       2.003
ma.S.L7       -0.3496      1.919     -0.182      0.855      -4.111       3.412
sigma2         2.9670      1.850      1.604      0.109      -0.658       6.592
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.28   Prob(JB):                         0.80
Heteroskedasticity (H):               5.31   Skew:                            -0.39
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.75301166903833, Current Price: 117.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.152
Date:                           Wed, 09 Oct 2024   AIC                             60.304
Time:                                   14:39:38   BIC                             63.129
Sample:                                        0   HQIC                            59.724
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4670      0.623     -0.749      0.454      -1.688       0.754
ma.L1         -0.1372      0.477     -0.287      0.774      -1.073       0.799
ar.S.L7       -0.2661      1.061     -0.251      0.802      -2.345       1.813
ma.S.L7       -0.3077      1.593     -0.193      0.847      -3.429       2.814
sigma2         2.7139      1.639      1.656      0.098      -0.498       5.926
===================================================================================
Ljung-Box (L1) (Q):                   1.92   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.17   Prob(JB):                         0.58
Heteroskedasticity (H):               5.67   Skew:                            -0.48
Prob(H) (two-sided):                  0.12   Kurtosis:                         4.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.8088653993456, Current Price: 118.36
SELL EXECUTED at 118.36
SELL ORDER COMPLETED at 117.83
OPERATION PROFIT, GROSS -0.37999999999999545, NET -0.6160399999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.163
Date:                           Wed, 09 Oct 2024   AIC                             60.325
Time:                                   14:39:38   BIC                             63.150
Sample:                                        0   HQIC                            59.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5630      0.536     -1.051      0.293      -1.613       0.487
ma.L1         -0.0326      0.522     -0.062      0.950      -1.056       0.991
ar.S.L7       -0.5154      0.689     -0.748      0.454      -1.865       0.834
ma.S.L7       -0.0845      0.829     -0.102      0.919      -1.710       1.541
sigma2         2.8012      1.526      1.836      0.066      -0.190       5.792
===================================================================================
Ljung-Box (L1) (Q):                   1.35   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.25   Prob(JB):                         0.72
Heteroskedasticity (H):               2.55   Skew:                            -0.39
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.77671949997185, Current Price: 117.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.036
Date:                           Wed, 09 Oct 2024   AIC                             60.073
Time:                                   14:39:38   BIC                             62.898
Sample:                                        0   HQIC                            59.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6118      0.674     -0.908      0.364      -1.933       0.709
ma.L1          0.0034      0.496      0.007      0.995      -0.968       0.975
ar.S.L7       -0.5695      0.584     -0.975      0.330      -1.715       0.576
ma.S.L7        0.2141      3.048      0.070      0.944      -5.759       6.188
sigma2         2.6934      2.085      1.292      0.196      -1.392       6.779
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.53   Prob(JB):                         0.86
Heteroskedasticity (H):               0.18   Skew:                            -0.32
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.95474736466608, Current Price: 118.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.017
Date:                           Wed, 09 Oct 2024   AIC                             60.034
Time:                                   14:39:38   BIC                             62.859
Sample:                                        0   HQIC                            59.453
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6781      0.313     -2.163      0.031      -1.292      -0.064
ma.L1          0.0960      0.585      0.164      0.870      -1.050       1.243
ar.S.L7       -0.4926      0.662     -0.744      0.457      -1.791       0.805
ma.S.L7       -1.0003   4045.820     -0.000      1.000   -7930.662    7928.662
sigma2         1.6032   6486.313      0.000      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.51   Prob(JB):                         0.99
Heteroskedasticity (H):               0.88   Skew:                             0.01
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.93571728426433, Current Price: 118.3
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.123
Date:                           Wed, 09 Oct 2024   AIC                             60.247
Time:                                   14:39:38   BIC                             63.071
Sample:                                        0   HQIC                            59.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6577      0.331     -1.986      0.047      -1.307      -0.009
ma.L1          0.0948      0.577      0.164      0.869      -1.036       1.226
ar.S.L7       -0.4623      0.638     -0.725      0.469      -1.712       0.788
ma.S.L7       -1.0001   2.13e+04  -4.71e-05      1.000   -4.17e+04    4.17e+04
sigma2         1.6309   3.47e+04   4.71e-05      1.000   -6.79e+04    6.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.70   Prob(JB):                         0.97
Heteroskedasticity (H):               0.36   Skew:                            -0.18
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.06303210276296, Current Price: 118.23
BUY EXECUTED at 118.23
BUY ORDER COMPLETED at 116.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.813
Date:                           Wed, 09 Oct 2024   AIC                             59.626
Time:                                   14:39:38   BIC                             62.451
Sample:                                        0   HQIC                            59.045
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6154      0.378     -1.627      0.104      -1.357       0.126
ma.L1          0.0503      0.586      0.086      0.932      -1.099       1.200
ar.S.L7       -0.4315      0.598     -0.722      0.470      -1.603       0.740
ma.S.L7       -1.0001   1.88e+04  -5.32e-05      1.000   -3.69e+04    3.69e+04
sigma2         1.5512   2.92e+04   5.32e-05      1.000   -5.72e+04    5.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.77   Prob(JB):                         0.96
Heteroskedasticity (H):               0.14   Skew:                            -0.20
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.58984719172045, Current Price: 116.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.512
Date:                           Wed, 09 Oct 2024   AIC                             61.024
Time:                                   14:39:38   BIC                             63.849
Sample:                                        0   HQIC                            60.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3938      0.569     -0.692      0.489      -1.510       0.722
ma.L1         -0.1395      0.606     -0.230      0.818      -1.326       1.047
ar.S.L7       -0.3509      0.575     -0.611      0.541      -1.477       0.775
ma.S.L7       -1.0001   1.44e+04  -6.94e-05      1.000   -2.83e+04    2.83e+04
sigma2         1.7861   2.58e+04   6.93e-05      1.000   -5.05e+04    5.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.58   Prob(JB):                         0.77
Heteroskedasticity (H):               0.40   Skew:                            -0.43
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.75044451179133, Current Price: 115.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.697
Date:                           Wed, 09 Oct 2024   AIC                             61.394
Time:                                   14:39:38   BIC                             64.218
Sample:                                        0   HQIC                            60.813
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5203      0.276     -1.887      0.059      -1.061       0.020
ma.L1          0.0066      0.584      0.011      0.991      -1.137       1.150
ar.S.L7       -0.3265      1.001     -0.326      0.744      -2.288       1.635
ma.S.L7       -1.0001    1.9e+04  -5.26e-05      1.000   -3.72e+04    3.72e+04
sigma2         1.8019   3.42e+04   5.26e-05      1.000   -6.71e+04    6.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.93   Prob(JB):                         0.81
Heteroskedasticity (H):               0.44   Skew:                            -0.41
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.6105437199556, Current Price: 116.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.302
Date:                           Wed, 09 Oct 2024   AIC                             56.604
Time:                                   14:39:38   BIC                             59.428
Sample:                                        0   HQIC                            56.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9006      0.095     -9.444      0.000      -1.088      -0.714
ma.L1          1.0000   5717.600      0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.4705      0.325     -1.446      0.148      -1.108       0.167
ma.S.L7       -1.8666      3.477     -0.537      0.591      -8.682       4.949
sigma2         0.4673   2671.455      0.000      1.000   -5235.487    5236.422
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 3.39
Prob(Q):                              0.69   Prob(JB):                         0.18
Heteroskedasticity (H):               0.51   Skew:                            -1.21
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.29183134002737, Current Price: 115.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.265
Date:                           Wed, 09 Oct 2024   AIC                             44.530
Time:                                   14:39:38   BIC                             47.355
Sample:                                        0   HQIC                            43.950
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7846      0.084     -9.288      0.000      -0.950      -0.619
ma.L1          1.0000    1.2e+05   8.34e-06      1.000   -2.35e+05    2.35e+05
ar.S.L7       -0.7138      0.249     -2.862      0.004      -1.203      -0.225
ma.S.L7       -0.4227      0.832     -0.508      0.611      -2.053       1.207
sigma2         0.6768   8.11e+04   8.34e-06      1.000   -1.59e+05    1.59e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 8.93
Prob(Q):                              0.75   Prob(JB):                         0.01
Heteroskedasticity (H):               5.80   Skew:                            -1.57
Prob(H) (two-sided):                  0.12   Kurtosis:                         5.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.7624079914569, Current Price: 116.863
SELL EXECUTED at 116.863
SELL ORDER COMPLETED at 117.12
OPERATION PROFIT, GROSS 0.4300000000000068, NET 0.1961900000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.574
Date:                           Wed, 09 Oct 2024   AIC                             53.148
Time:                                   14:39:38   BIC                             55.973
Sample:                                        0   HQIC                            52.568
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3439      0.988     -0.348      0.728      -2.281       1.593
ma.L1          0.1428      1.817      0.079      0.937      -3.419       3.704
ar.S.L7       -0.3010      0.319     -0.945      0.345      -0.925       0.323
ma.S.L7       -1.0000   2.59e+04  -3.86e-05      1.000   -5.08e+04    5.08e+04
sigma2         0.9789   2.54e+04   3.86e-05      1.000   -4.98e+04    4.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.70   Prob(JB):                         0.78
Heteroskedasticity (H):               1.88   Skew:                            -0.29
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.73654560148299, Current Price: 116.09
BUY EXECUTED at 116.09
BUY ORDER COMPLETED at 116.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.831
Date:                           Wed, 09 Oct 2024   AIC                             51.661
Time:                                   14:39:38   BIC                             54.486
Sample:                                        0   HQIC                            51.081
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6947      0.424     -1.640      0.101      -1.525       0.136
ma.L1          0.3489      0.733      0.476      0.634      -1.088       1.785
ar.S.L7       -0.4665      0.160     -2.909      0.004      -0.781      -0.152
ma.S.L7        1.0002   5909.403      0.000      1.000   -1.16e+04    1.16e+04
sigma2         0.8424   4977.968      0.000      1.000   -9755.795    9757.480
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.97   Prob(JB):                         0.98
Heteroskedasticity (H):               4.36   Skew:                             0.12
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.60205922819958, Current Price: 115.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.958
Date:                           Wed, 09 Oct 2024   AIC                             49.916
Time:                                   14:39:38   BIC                             52.741
Sample:                                        0   HQIC                            49.335
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6196      0.437     -1.418      0.156      -1.476       0.237
ma.L1          0.3147      0.878      0.358      0.720      -1.407       2.036
ar.S.L7       -0.4749      0.145     -3.283      0.001      -0.758      -0.191
ma.S.L7        1.0000   5.74e+04   1.74e-05      1.000   -1.13e+05    1.13e+05
sigma2         0.7354   4.22e+04   1.74e-05      1.000   -8.28e+04    8.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.83   Prob(JB):                         0.85
Heteroskedasticity (H):               0.39   Skew:                             0.30
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.6224739545268, Current Price: 113.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.214
Date:                           Wed, 09 Oct 2024   AIC                             50.428
Time:                                   14:39:38   BIC                             53.253
Sample:                                        0   HQIC                            49.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5713      0.650     -0.879      0.379      -1.845       0.702
ma.L1          0.2794      1.156      0.242      0.809      -1.987       2.546
ar.S.L7       -0.4839      0.124     -3.907      0.000      -0.727      -0.241
ma.S.L7        1.0000   8.61e+04   1.16e-05      1.000   -1.69e+05    1.69e+05
sigma2         0.7633   6.57e+04   1.16e-05      1.000   -1.29e+05    1.29e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.84   Prob(JB):                         0.82
Heteroskedasticity (H):               0.35   Skew:                             0.22
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.74512198775633, Current Price: 113.78
SELL EXECUTED at 113.78
SELL ORDER COMPLETED at 113.54
OPERATION PROFIT, GROSS -2.839999999999989, NET -3.069919999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.169
Date:                           Wed, 09 Oct 2024   AIC                             50.337
Time:                                   14:39:38   BIC                             53.162
Sample:                                        0   HQIC                            49.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6634      0.853     -0.777      0.437      -2.336       1.009
ma.L1          0.3370      1.235      0.273      0.785      -2.084       2.758
ar.S.L7       -0.4854      0.126     -3.863      0.000      -0.732      -0.239
ma.S.L7        1.0000   2.22e+04   4.51e-05      1.000   -4.34e+04    4.34e+04
sigma2         0.7611   1.69e+04   4.51e-05      1.000    -3.3e+04     3.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.79   Prob(JB):                         0.92
Heteroskedasticity (H):               0.23   Skew:                             0.19
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.49201056415701, Current Price: 114.288
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.169
Date:                           Wed, 09 Oct 2024   AIC                             50.337
Time:                                   14:39:38   BIC                             53.162
Sample:                                        0   HQIC                            49.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6947      0.612     -1.135      0.256      -1.895       0.505
ma.L1          0.3602      0.827      0.436      0.663      -1.261       1.981
ar.S.L7       -0.4830      0.138     -3.489      0.000      -0.754      -0.212
ma.S.L7        1.0000   7.39e+04   1.35e-05      1.000   -1.45e+05    1.45e+05
sigma2         0.7608   5.62e+04   1.35e-05      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.97   Prob(JB):                         0.92
Heteroskedasticity (H):               0.09   Skew:                             0.25
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.33572169935819, Current Price: 115.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.797
Date:                           Wed, 09 Oct 2024   AIC                             45.593
Time:                                   14:39:38   BIC                             48.418
Sample:                                        0   HQIC                            45.013
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7583      0.470     -1.614      0.106      -1.679       0.162
ma.L1          0.4942      0.686      0.720      0.472      -0.851       1.840
ar.S.L7        0.0017      0.046      0.036      0.971      -0.088       0.091
ma.S.L7       -0.0319      0.366     -0.087      0.931      -0.749       0.686
sigma2         0.9042      0.435      2.077      0.038       0.051       1.757
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.74   Prob(JB):                         0.92
Heteroskedasticity (H):               0.72   Skew:                            -0.07
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.82102866259231, Current Price: 115.54
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -156633.512
Date:                           Wed, 09 Oct 2024   AIC                         313277.025
Time:                                   14:39:38   BIC                         313279.850
Sample:                                        0   HQIC                        313276.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5917   2.02e-05  -2.93e+04      0.000      -0.592      -0.592
ma.L1          0.2148   3.01e-05   7143.411      0.000       0.215       0.215
ar.S.L7      137.5766      0.075   1831.882      0.000     137.429     137.724
ma.S.L7    -1.607e-06   4.56e-05     -0.035      0.972    -9.1e-05    8.78e-05
sigma2         2.4391      0.003    927.287      0.000       2.434       2.444
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 5.54
Prob(Q):                              0.95   Prob(JB):                         0.06
Heteroskedasticity (H):               0.44   Skew:                            -1.33
Prob(H) (two-sided):                  0.45   Kurtosis:                         4.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 12.379139320148381, Current Price: 115.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.082
Date:                           Wed, 09 Oct 2024   AIC                             44.163
Time:                                   14:39:38   BIC                             46.988
Sample:                                        0   HQIC                            43.582
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8154      0.276     -2.954      0.003      -1.356      -0.274
ma.L1          0.5476      0.997      0.549      0.583      -1.406       2.501
ar.S.L7        0.0500      0.274      0.182      0.855      -0.488       0.588
ma.S.L7       -1.0006   1772.231     -0.001      1.000   -3474.509    3472.508
sigma2         0.4712    835.398      0.001      1.000   -1636.879    1637.822
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.57   Prob(JB):                         0.94
Heteroskedasticity (H):               0.61   Skew:                             0.22
Prob(H) (two-sided):                  0.64   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.99765053317957, Current Price: 116.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.018
Date:                           Wed, 09 Oct 2024   AIC                             44.035
Time:                                   14:39:38   BIC                             46.860
Sample:                                        0   HQIC                            43.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5330      2.392     -0.223      0.824      -5.221       4.155
ma.L1          0.4109      2.846      0.144      0.885      -5.166       5.988
ar.S.L7       -0.0023      0.031     -0.074      0.941      -0.062       0.058
ma.S.L7       -0.1218      0.341     -0.358      0.721      -0.789       0.546
sigma2         0.7992      0.365      2.191      0.028       0.084       1.514
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.47   Prob(JB):                         0.53
Heteroskedasticity (H):               9.07   Skew:                             0.63
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.74971800813445, Current Price: 116.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.689
Date:                           Wed, 09 Oct 2024   AIC                             45.377
Time:                                   14:39:38   BIC                             48.202
Sample:                                        0   HQIC                            44.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7163      0.391     -1.830      0.067      -1.483       0.051
ma.L1          0.5311      0.788      0.674      0.500      -1.013       2.075
ar.S.L7       -0.0604      0.347     -0.174      0.862      -0.741       0.620
ma.S.L7       -1.0000    3.9e+04  -2.56e-05      1.000   -7.64e+04    7.64e+04
sigma2         0.5188   2.02e+04   2.56e-05      1.000   -3.97e+04    3.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.12   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.29   Prob(JB):                         0.76
Heteroskedasticity (H):               4.66   Skew:                             0.30
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.63264883033554, Current Price: 117.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.032
Date:                           Wed, 09 Oct 2024   AIC                             48.064
Time:                                   14:39:38   BIC                             50.888
Sample:                                        0   HQIC                            47.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9851      0.454     -2.170      0.030      -1.875      -0.095
ma.L1          1.0000   1.37e+05    7.3e-06      1.000   -2.68e+05    2.68e+05
ar.S.L7       -0.1611      0.267     -0.602      0.547      -0.685       0.363
ma.S.L7       -0.1341      0.624     -0.215      0.830      -1.357       1.088
sigma2         0.9399   1.29e+05    7.3e-06      1.000   -2.52e+05    2.52e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.37   Prob(JB):                         0.53
Heteroskedasticity (H):               6.28   Skew:                             0.15
Prob(H) (two-sided):                  0.10   Kurtosis:                         1.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.90535621718824, Current Price: 117.4
BUY EXECUTED at 117.4
BUY ORDER COMPLETED at 116.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.803
Date:                           Wed, 09 Oct 2024   AIC                             49.606
Time:                                   14:39:38   BIC                             52.431
Sample:                                        0   HQIC                            49.025
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9308      0.321     -2.902      0.004      -1.559      -0.302
ma.L1          1.0000   4.19e+04   2.39e-05      1.000    -8.2e+04     8.2e+04
ar.S.L7       -0.1987      0.292     -0.681      0.496      -0.771       0.374
ma.S.L7       -0.1453      0.677     -0.214      0.830      -1.473       1.182
sigma2         1.0579   4.43e+04   2.39e-05      1.000   -8.68e+04    8.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.99   Prob(JB):                         0.60
Heteroskedasticity (H):               4.48   Skew:                            -0.05
Prob(H) (two-sided):                  0.18   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.68113397819069, Current Price: 117.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.694
Date:                           Wed, 09 Oct 2024   AIC                             47.389
Time:                                   14:39:38   BIC                             50.214
Sample:                                        0   HQIC                            46.808
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8612      0.204     -4.214      0.000      -1.262      -0.461
ma.L1          1.0000   3.12e+04   3.21e-05      1.000   -6.11e+04    6.11e+04
ar.S.L7       -0.4095      0.552     -0.742      0.458      -1.491       0.672
ma.S.L7       -0.0723      0.478     -0.151      0.880      -1.009       0.865
sigma2         0.8930   2.78e+04   3.21e-05      1.000   -5.46e+04    5.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.64   Prob(JB):                         0.70
Heteroskedasticity (H):               5.48   Skew:                             0.06
Prob(H) (two-sided):                  0.13   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.46043137009978, Current Price: 117.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.646
Date:                           Wed, 09 Oct 2024   AIC                             47.292
Time:                                   14:39:38   BIC                             50.117
Sample:                                        0   HQIC                            46.711
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8279      0.355     -2.333      0.020      -1.523      -0.132
ma.L1          1.0000   1.87e+04   5.34e-05      1.000   -3.67e+04    3.67e+04
ar.S.L7       -0.3314      0.990     -0.335      0.738      -2.271       1.608
ma.S.L7       -0.2969      1.725     -0.172      0.863      -3.677       3.084
sigma2         0.8682   1.63e+04   5.34e-05      1.000   -3.19e+04    3.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.89   Prob(JB):                         0.66
Heteroskedasticity (H):               3.51   Skew:                             0.05
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.87816658304516, Current Price: 118.77
SELL EXECUTED at 118.77
SELL ORDER COMPLETED at 118.82
OPERATION PROFIT, GROSS 2.2299999999999898, NET 1.9945899999999899
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.642
Date:                           Wed, 09 Oct 2024   AIC                             49.285
Time:                                   14:39:38   BIC                             52.109
Sample:                                        0   HQIC                            48.704
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8263      0.399     -2.072      0.038      -1.608      -0.045
ma.L1          1.0000    4.6e+04   2.17e-05      1.000   -9.02e+04    9.02e+04
ar.S.L7       -0.1495      0.899     -0.166      0.868      -1.911       1.612
ma.S.L7       -0.0702      1.212     -0.058      0.954      -2.446       2.305
sigma2         1.0329   4.76e+04   2.17e-05      1.000   -9.32e+04    9.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.89   Prob(JB):                         0.59
Heteroskedasticity (H):               1.01   Skew:                             0.06
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.46612466105475, Current Price: 118.74
BUY EXECUTED at 118.74
BUY ORDER COMPLETED at 119.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.419
Date:                           Wed, 09 Oct 2024   AIC                             48.838
Time:                                   14:39:38   BIC                             51.662
Sample:                                        0   HQIC                            48.257
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8273      0.491     -1.686      0.092      -1.789       0.134
ma.L1          0.6778      0.602      1.126      0.260      -0.502       1.858
ar.S.L7       -0.4018      1.343     -0.299      0.765      -3.034       2.231
ma.S.L7       -0.2731      2.274     -0.120      0.904      -4.729       4.183
sigma2         1.1033      1.477      0.747      0.455      -1.791       3.998
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.69   Prob(JB):                         0.69
Heteroskedasticity (H):               1.19   Skew:                            -0.31
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.87234545285817, Current Price: 119.73
SELL EXECUTED at 119.73
SELL ORDER COMPLETED at 119.75
OPERATION PROFIT, GROSS 0.04999999999999716, NET -0.18945000000000284
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.385
Date:                           Wed, 09 Oct 2024   AIC                             48.771
Time:                                   14:39:38   BIC                             51.596
Sample:                                        0   HQIC                            48.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7404      0.229     -3.236      0.001      -1.189      -0.292
ma.L1          1.0000   5.89e+04    1.7e-05      1.000   -1.15e+05    1.15e+05
ar.S.L7        0.0566      0.562      0.101      0.920      -1.045       1.159
ma.S.L7        0.1881      0.660      0.285      0.776      -1.105       1.481
sigma2         0.9563   5.63e+04    1.7e-05      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.74   Prob(JB):                         0.65
Heteroskedasticity (H):               0.56   Skew:                             0.01
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.04081968932357, Current Price: 119.75
BUY EXECUTED at 119.75
BUY ORDER COMPLETED at 119.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.991
Date:                           Wed, 09 Oct 2024   AIC                             47.981
Time:                                   14:39:38   BIC                             50.806
Sample:                                        0   HQIC                            47.400
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8069      0.172     -4.686      0.000      -1.144      -0.469
ma.L1          1.2246      0.682      1.794      0.073      -0.113       2.562
ar.S.L7        0.2945      0.538      0.547      0.584      -0.760       1.349
ma.S.L7       -1.0002   6209.592     -0.000      1.000   -1.22e+04    1.22e+04
sigma2         0.4156   2580.577      0.000      1.000   -5057.422    5058.253
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.65   Prob(JB):                         0.56
Heteroskedasticity (H):               0.80   Skew:                             0.09
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.36342236535688, Current Price: 120.22
SELL EXECUTED at 120.22
SELL ORDER COMPLETED at 120.65
OPERATION PROFIT, GROSS 1.4200000000000017, NET 1.1801200000000016
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.690
Date:                           Wed, 09 Oct 2024   AIC                             47.381
Time:                                   14:39:39   BIC                             50.206
Sample:                                        0   HQIC                            46.800
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7343      0.287     -2.562      0.010      -1.296      -0.173
ma.L1          1.5383      1.468      1.048      0.295      -1.339       4.415
ar.S.L7       -0.0515      0.733     -0.070      0.944      -1.489       1.386
ma.S.L7       -0.2290      1.130     -0.203      0.839      -2.444       1.986
sigma2         0.4215      0.609      0.692      0.489      -0.772       1.616
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.47   Prob(JB):                         0.61
Heteroskedasticity (H):               0.26   Skew:                             0.23
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.53395831125489, Current Price: 120.39
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.357
Date:                           Wed, 09 Oct 2024   AIC                             46.714
Time:                                   14:39:39   BIC                             49.539
Sample:                                        0   HQIC                            46.134
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4316      0.230     -1.880      0.060      -0.882       0.018
ma.L1          3.6346      4.621      0.787      0.432      -5.423      12.692
ar.S.L7       -0.4648      0.396     -1.174      0.240      -1.241       0.311
ma.S.L7        1.0003   3011.197      0.000      1.000   -5900.837    5902.838
sigma2         0.0444    133.640      0.000      1.000    -261.886     261.975
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.64   Prob(JB):                         0.63
Heteroskedasticity (H):               0.28   Skew:                             0.11
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.89267086314814, Current Price: 119.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.701
Date:                           Wed, 09 Oct 2024   AIC                             45.402
Time:                                   14:39:39   BIC                             48.226
Sample:                                        0   HQIC                            44.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3439      3.700     -0.093      0.926      -7.597       6.909
ma.L1          3.5253     46.924      0.075      0.940     -88.443      95.494
ar.S.L7       -0.3251      0.394     -0.825      0.409      -1.097       0.447
ma.S.L7        1.0006   1321.111      0.001      0.999   -2588.330    2590.331
sigma2         0.0432     57.357      0.001      0.999    -112.375     112.461
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.97   Prob(JB):                         0.71
Heteroskedasticity (H):               0.37   Skew:                             0.23
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.65855273003524, Current Price: 119.78
BUY EXECUTED at 119.78
BUY ORDER COMPLETED at 118.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.947
Date:                           Wed, 09 Oct 2024   AIC                             43.895
Time:                                   14:39:39   BIC                             46.719
Sample:                                        0   HQIC                            43.314
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0362      0.188     -5.500      0.000      -1.405      -0.667
ma.L1          1.0000    2.3e+04   4.35e-05      1.000   -4.51e+04    4.51e+04
ar.S.L7       -0.4972      0.561     -0.886      0.376      -1.598       0.603
ma.S.L7        1.0001   2.38e+04    4.2e-05      1.000   -4.67e+04    4.67e+04
sigma2         0.3846   1.26e+04   3.06e-05      1.000   -2.46e+04    2.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.72   Prob(JB):                         0.64
Heteroskedasticity (H):               0.22   Skew:                             0.59
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.95798881863607, Current Price: 120.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.904
Date:                           Wed, 09 Oct 2024   AIC                             37.808
Time:                                   14:39:39   BIC                             40.632
Sample:                                        0   HQIC                            37.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0257      0.204     -5.022      0.000      -1.426      -0.625
ma.L1          1.0000   9819.522      0.000      1.000   -1.92e+04    1.92e+04
ar.S.L7       -0.2253      0.382     -0.590      0.555      -0.973       0.523
ma.S.L7        0.1121      0.498      0.225      0.822      -0.864       1.089
sigma2         0.4196   4120.386      0.000      1.000   -8075.388    8076.227
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.66   Prob(JB):                         0.65
Heteroskedasticity (H):               0.52   Skew:                             0.45
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.6042276444038, Current Price: 121.36
SELL EXECUTED at 121.36
SELL ORDER COMPLETED at 121.09
OPERATION PROFIT, GROSS 2.3200000000000074, NET 2.080140000000007
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.707
Date:                           Wed, 09 Oct 2024   AIC                             37.414
Time:                                   14:39:39   BIC                             40.239
Sample:                                        0   HQIC                            36.833
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5808      0.917     -0.633      0.527      -2.379       1.217
ma.L1          6.5517     15.117      0.433      0.665     -23.078      36.181
ar.S.L7       -0.1418      0.612     -0.232      0.817      -1.342       1.058
ma.S.L7       -0.1887      0.904     -0.209      0.835      -1.960       1.583
sigma2         0.0109      0.052      0.212      0.832      -0.090       0.112
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.37   Prob(JB):                         0.76
Heteroskedasticity (H):               0.71   Skew:                            -0.05
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.47802636643195, Current Price: 120.96
BUY EXECUTED at 120.96
BUY ORDER COMPLETED at 121.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.331
Date:                           Wed, 09 Oct 2024   AIC                             34.662
Time:                                   14:39:39   BIC                             37.487
Sample:                                        0   HQIC                            34.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9178      0.154     -5.968      0.000      -1.219      -0.616
ma.L1          1.0000   4.82e+04   2.08e-05      1.000   -9.44e+04    9.44e+04
ar.S.L7       -0.2014      0.224     -0.899      0.369      -0.641       0.238
ma.S.L7       -0.2027      1.224     -0.166      0.868      -2.602       2.196
sigma2         0.3336   1.61e+04   2.08e-05      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.81   Prob(JB):                         0.70
Heteroskedasticity (H):               1.23   Skew:                            -0.14
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.94601271119674, Current Price: 121.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.499
Date:                           Wed, 09 Oct 2024   AIC                             30.998
Time:                                   14:39:39   BIC                             33.823
Sample:                                        0   HQIC                            30.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9400      0.165     -5.705      0.000      -1.263      -0.617
ma.L1          1.0000      1e+04   9.99e-05      1.000   -1.96e+04    1.96e+04
ar.S.L7       -0.0943      0.236     -0.400      0.689      -0.557       0.368
ma.S.L7       -0.2591      1.130     -0.229      0.819      -2.474       1.956
sigma2         0.2496   2498.635   9.99e-05      1.000   -4896.985    4897.484
===================================================================================
Ljung-Box (L1) (Q):                   1.18   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.28   Prob(JB):                         0.79
Heteroskedasticity (H):               1.20   Skew:                            -0.24
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.5142196516257, Current Price: 120.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.434
Date:                           Wed, 09 Oct 2024   AIC                             32.868
Time:                                   14:39:39   BIC                             35.693
Sample:                                        0   HQIC                            32.287
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6096      0.471     -1.294      0.196      -1.533       0.314
ma.L1          8.3720     39.744      0.211      0.833     -69.524      86.268
ar.S.L7       -0.0683      0.202     -0.339      0.735      -0.464       0.327
ma.S.L7       -0.3866      0.960     -0.403      0.687      -2.267       1.494
sigma2         0.0045      0.045      0.100      0.920      -0.084       0.093
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.80   Prob(JB):                         0.91
Heteroskedasticity (H):               1.06   Skew:                            -0.14
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.81483591017188, Current Price: 122.08
SELL EXECUTED at 122.08
SELL ORDER COMPLETED at 122.15
OPERATION PROFIT, GROSS 0.9500000000000028, NET 0.7066500000000029
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -27456.765
Date:                           Wed, 09 Oct 2024   AIC                          54923.531
Time:                                   14:39:39   BIC                          54926.355
Sample:                                        0   HQIC                         54922.950
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3914      0.000  -2322.102      0.000      -0.392      -0.391
ma.L1          0.5198      0.000   3706.513      0.000       0.520       0.520
ar.S.L7      -53.0030      0.318   -166.619      0.000     -53.626     -52.380
ma.S.L7       -0.0002   9.27e-05     -2.481      0.013      -0.000   -4.83e-05
sigma2         0.6572      0.008     83.323      0.000       0.642       0.673
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.85   Prob(JB):                         0.63
Heteroskedasticity (H):               0.34   Skew:                             0.35
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 211.48077316534855, Current Price: 121.69
BUY EXECUTED at 121.69
BUY ORDER COMPLETED at 122.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.712
Date:                           Wed, 09 Oct 2024   AIC                             35.425
Time:                                   14:39:39   BIC                             38.250
Sample:                                        0   HQIC                            34.844
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9345      0.282     -3.311      0.001      -1.488      -0.381
ma.L1          1.8866      1.088      1.735      0.083      -0.245       4.018
ar.S.L7       -0.2012      0.329     -0.611      0.541      -0.847       0.444
ma.S.L7       -0.4066      1.225     -0.332      0.740      -2.808       1.995
sigma2         0.1064      0.137      0.777      0.437      -0.162       0.375
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.73   Prob(JB):                         0.82
Heteroskedasticity (H):               6.02   Skew:                             0.40
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.76259535013945, Current Price: 122.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.122
Date:                           Wed, 09 Oct 2024   AIC                             34.245
Time:                                   14:39:39   BIC                             37.069
Sample:                                        0   HQIC                            33.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6695      0.850     -0.787      0.431      -2.336       0.997
ma.L1          0.3773      1.504      0.251      0.802      -2.570       3.325
ar.S.L7       -0.4391      0.857     -0.512      0.608      -2.119       1.240
ma.S.L7        0.1168      0.533      0.219      0.826      -0.927       1.161
sigma2         0.3750      0.247      1.516      0.130      -0.110       0.860
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 5.10
Prob(Q):                              0.87   Prob(JB):                         0.08
Heteroskedasticity (H):               7.77   Skew:                             1.13
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.07331444257176, Current Price: 121.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -91609.224
Date:                           Wed, 09 Oct 2024   AIC                         183228.448
Time:                                   14:39:39   BIC                         183231.273
Sample:                                        0   HQIC                        183227.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2858   3.52e-05   8117.236      0.000       0.286       0.286
ma.L1         -0.6848   5.22e-05  -1.31e+04      0.000      -0.685      -0.685
ar.S.L7     -143.0020      0.012  -1.21e+04      0.000    -143.025    -142.979
ma.S.L7       -0.0015   2.53e-05    -61.033      0.000      -0.002      -0.001
sigma2         0.5554   8.69e-05   6388.931      0.000       0.555       0.556
===================================================================================
Ljung-Box (L1) (Q):                   1.36   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.24   Prob(JB):                         0.81
Heteroskedasticity (H):               1.52   Skew:                            -0.43
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 199.21280558702153, Current Price: 122.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.643
Date:                           Wed, 09 Oct 2024   AIC                             35.286
Time:                                   14:39:39   BIC                             38.111
Sample:                                        0   HQIC                            34.705
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9068      0.344     -2.639      0.008      -1.580      -0.233
ma.L1          0.5326      0.744      0.716      0.474      -0.926       1.991
ar.S.L7       -0.4378      1.250     -0.350      0.726      -2.887       2.012
ma.S.L7       -0.8615     12.367     -0.070      0.944     -25.101      23.378
sigma2         0.2725      2.999      0.091      0.928      -5.606       6.151
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 3.36
Prob(Q):                              0.51   Prob(JB):                         0.19
Heteroskedasticity (H):               1.00   Skew:                             1.20
Prob(H) (two-sided):                  1.00   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.36867867553563, Current Price: 122.71
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.743
Date:                           Wed, 09 Oct 2024   AIC                             35.486
Time:                                   14:39:39   BIC                             38.310
Sample:                                        0   HQIC                            34.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8850      0.441     -2.005      0.045      -1.750      -0.020
ma.L1          0.5074      0.918      0.553      0.580      -1.292       2.307
ar.S.L7       -0.5071      1.171     -0.433      0.665      -2.802       1.788
ma.S.L7       -1.0008   2570.084     -0.000      1.000   -5038.273    5036.272
sigma2         0.2420    622.380      0.000      1.000   -1219.601    1220.085
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 2.10
Prob(Q):                              0.45   Prob(JB):                         0.35
Heteroskedasticity (H):               0.50   Skew:                             0.98
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.40776749350627, Current Price: 121.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.061
Date:                           Wed, 09 Oct 2024   AIC                             40.122
Time:                                   14:39:39   BIC                             42.946
Sample:                                        0   HQIC                            39.541
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7279      0.454     -1.604      0.109      -1.617       0.161
ma.L1          0.2497      1.208      0.207      0.836      -2.118       2.617
ar.S.L7       -0.6670      1.225     -0.545      0.586      -3.068       1.734
ma.S.L7       -0.2893      1.164     -0.249      0.804      -2.571       1.992
sigma2         0.5702      0.338      1.687      0.092      -0.092       1.233
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.36   Prob(JB):                         0.86
Heteroskedasticity (H):               1.64   Skew:                             0.36
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.86289253731042, Current Price: 121.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.120
Date:                           Wed, 09 Oct 2024   AIC                             38.240
Time:                                   14:39:39   BIC                             41.065
Sample:                                        0   HQIC                            37.659
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1544      1.736     -0.089      0.929      -3.557       3.248
ma.L1         -0.3513      1.672     -0.210      0.834      -3.628       2.925
ar.S.L7       -0.3361      1.239     -0.271      0.786      -2.764       2.092
ma.S.L7       -0.3002      1.459     -0.206      0.837      -3.159       2.558
sigma2         0.4950      0.251      1.976      0.048       0.004       0.986
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.41   Prob(JB):                         0.54
Heteroskedasticity (H):               3.21   Skew:                             0.64
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.95877351259539, Current Price: 121.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.829
Date:                           Wed, 09 Oct 2024   AIC                             37.659
Time:                                   14:39:39   BIC                             40.483
Sample:                                        0   HQIC                            37.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5304      0.677     -0.783      0.433      -1.857       0.796
ma.L1         -0.0201      1.508     -0.013      0.989      -2.975       2.935
ar.S.L7       -0.5131      2.008     -0.255      0.798      -4.450       3.423
ma.S.L7       -0.5798      3.153     -0.184      0.854      -6.760       5.600
sigma2         0.4094      0.701      0.584      0.559      -0.965       1.784
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.65   Prob(JB):                         0.79
Heteroskedasticity (H):               2.91   Skew:                             0.28
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.31692315506254, Current Price: 124.024
SELL EXECUTED at 124.024
SELL ORDER COMPLETED at 123.97
OPERATION PROFIT, GROSS 1.5900000000000034, NET 1.3436500000000033
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood               -6269.092
Date:                           Wed, 09 Oct 2024   AIC                          12548.183
Time:                                   14:39:39   BIC                          12551.008
Sample:                                        0   HQIC                         12547.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8937      0.002    471.576      0.000       0.890       0.897
ma.L1         -2.3044      0.007   -344.417      0.000      -2.317      -2.291
ar.S.L7       90.0356      5.093     17.677      0.000      80.053     100.018
ma.S.L7       -0.4228      0.001   -653.395      0.000      -0.424      -0.422
sigma2         1.4415      0.166      8.673      0.000       1.116       1.767
===================================================================================
Ljung-Box (L1) (Q):                   4.35   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.04   Prob(JB):                         0.80
Heteroskedasticity (H):               2.30   Skew:                            -0.18
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 4.260201178784024, Current Price: 123.94
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.520
Date:                           Wed, 09 Oct 2024   AIC                             41.039
Time:                                   14:39:39   BIC                             43.864
Sample:                                        0   HQIC                            40.459
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3269      0.759      0.431      0.667      -1.161       1.815
ma.L1         -1.0000   5584.645     -0.000      1.000   -1.09e+04    1.09e+04
ar.S.L7       -0.2279      1.177     -0.194      0.847      -2.536       2.080
ma.S.L7       -0.2257      1.321     -0.171      0.864      -2.814       2.363
sigma2         0.5476   3058.147      0.000      1.000   -5993.311    5994.406
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.92   Prob(JB):                         0.72
Heteroskedasticity (H):               1.70   Skew:                             0.30
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.01383357915931, Current Price: 124.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.197
Date:                           Wed, 09 Oct 2024   AIC                             42.393
Time:                                   14:39:39   BIC                             45.218
Sample:                                        0   HQIC                            41.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3589      1.179     -0.304      0.761      -2.669       1.952
ma.L1         -3.3825     11.147     -0.303      0.762     -25.230      18.465
ar.S.L7       -0.5648      1.347     -0.419      0.675      -3.204       2.075
ma.S.L7       -0.7668      5.662     -0.135      0.892     -11.865      10.331
sigma2         0.0463      0.397      0.117      0.907      -0.731       0.823
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.95   Prob(JB):                         0.79
Heteroskedasticity (H):               2.43   Skew:                             0.44
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.30853501491642, Current Price: 124.5425
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.724
Date:                           Wed, 09 Oct 2024   AIC                             41.447
Time:                                   14:39:39   BIC                             44.272
Sample:                                        0   HQIC                            40.867
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3508      0.629      0.558      0.577      -0.881       1.583
ma.L1         -1.0000   9894.388     -0.000      1.000   -1.94e+04    1.94e+04
ar.S.L7       -0.1940      1.202     -0.161      0.872      -2.549       2.161
ma.S.L7       -0.1657      1.420     -0.117      0.907      -2.950       2.618
sigma2         0.5746   5685.354      0.000      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.67   Prob(JB):                         0.71
Heteroskedasticity (H):               0.69   Skew:                            -0.19
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.41174149284937, Current Price: 124.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.434
Date:                           Wed, 09 Oct 2024   AIC                             40.867
Time:                                   14:39:39   BIC                             43.692
Sample:                                        0   HQIC                            40.287
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3419      1.245      0.275      0.784      -2.097       2.781
ma.L1         -0.7931      1.279     -0.620      0.535      -3.299       1.713
ar.S.L7       -0.1743      0.880     -0.198      0.843      -1.898       1.550
ma.S.L7       -1.0003   3016.345     -0.000      1.000   -5912.928    5910.927
sigma2         0.3678   1109.232      0.000      1.000   -2173.688    2174.423
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.85   Prob(JB):                         0.97
Heteroskedasticity (H):               0.90   Skew:                             0.04
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.77511883176368, Current Price: 126.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.753
Date:                           Wed, 09 Oct 2024   AIC                             39.506
Time:                                   14:39:40   BIC                             42.331
Sample:                                        0   HQIC                            38.925
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6225      0.490     -1.270      0.204      -1.583       0.338
ma.L1        -11.4156    122.853     -0.093      0.926    -252.203     229.371
ar.S.L7       -0.8582      0.654     -1.311      0.190      -2.141       0.424
ma.S.L7       -1.3110      9.490     -0.138      0.890     -19.912      17.290
sigma2         0.0018      0.046      0.040      0.968      -0.089       0.092
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.65   Prob(JB):                         0.60
Heteroskedasticity (H):               0.44   Skew:                             0.53
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.54579721562908, Current Price: 126.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.368
Date:                           Wed, 09 Oct 2024   AIC                             40.737
Time:                                   14:39:40   BIC                             43.561
Sample:                                        0   HQIC                            40.156
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3899      0.314     -1.240      0.215      -1.006       0.226
ma.L1         -0.1721      0.977     -0.176      0.860      -2.088       1.743
ar.S.L7       -0.7201      0.667     -1.079      0.281      -2.028       0.588
ma.S.L7       -1.0003   5340.756     -0.000      1.000   -1.05e+04    1.05e+04
sigma2         0.3745   2000.157      0.000      1.000   -3919.861    3920.610
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.76   Prob(JB):                         0.83
Heteroskedasticity (H):               0.21   Skew:                             0.31
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.80327949925815, Current Price: 126.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.024
Date:                           Wed, 09 Oct 2024   AIC                             38.047
Time:                                   14:39:40   BIC                             40.872
Sample:                                        0   HQIC                            37.466
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5004      0.386     -1.295      0.195      -1.258       0.257
ma.L1        -20.1911    254.984     -0.079      0.937    -519.950     479.568
ar.S.L7       -0.6469      0.625     -1.035      0.301      -1.872       0.578
ma.S.L7       -1.0313     52.653     -0.020      0.984    -104.230     102.167
sigma2         0.0007      0.040      0.017      0.986      -0.077       0.079
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.76   Prob(JB):                         0.68
Heteroskedasticity (H):               0.42   Skew:                             0.19
Prob(H) (two-sided):                  0.42   Kurtosis:                         4.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.74057878222384, Current Price: 126.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.292
Date:                           Wed, 09 Oct 2024   AIC                             38.583
Time:                                   14:39:40   BIC                             41.408
Sample:                                        0   HQIC                            38.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0135      1.636      0.008      0.993      -3.193       3.220
ma.L1         -0.2297      1.631     -0.141      0.888      -3.427       2.968
ar.S.L7       -0.4400      0.692     -0.636      0.525      -1.797       0.917
ma.S.L7       -0.9999   1.18e+04  -8.48e-05      1.000   -2.31e+04    2.31e+04
sigma2         0.3179   3750.181   8.48e-05      1.000   -7349.903    7350.538
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.52   Prob(JB):                         0.67
Heteroskedasticity (H):               0.59   Skew:                             0.60
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.85478442637952, Current Price: 126.72
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.534
Date:                           Wed, 09 Oct 2024   AIC                             37.067
Time:                                   14:39:40   BIC                             39.892
Sample:                                        0   HQIC                            36.486
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3941      0.215      1.836      0.066      -0.027       0.815
ma.L1         -1.9145      2.378     -0.805      0.421      -6.574       2.745
ar.S.L7       -0.5437      0.595     -0.914      0.361      -1.709       0.622
ma.S.L7       -1.0001   8030.421     -0.000      1.000   -1.57e+04    1.57e+04
sigma2         0.0757    608.201      0.000      1.000   -1191.976    1192.127
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.44   Prob(JB):                         0.88
Heteroskedasticity (H):               0.19   Skew:                             0.33
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.89592406606687, Current Price: 127.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.440
Date:                           Wed, 09 Oct 2024   AIC                             34.881
Time:                                   14:39:40   BIC                             37.705
Sample:                                        0   HQIC                            34.300
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1740      1.105     -0.157      0.875      -2.341       1.993
ma.L1         -7.0659     51.057     -0.138      0.890    -107.136      93.004
ar.S.L7       -0.7272      0.693     -1.049      0.294      -2.085       0.631
ma.S.L7       -0.9902    122.492     -0.008      0.994    -241.069     239.089
sigma2         0.0048      0.594      0.008      0.994      -1.160       1.169
===================================================================================
Ljung-Box (L1) (Q):                   2.31   Jarque-Bera (JB):                 3.11
Prob(Q):                              0.13   Prob(JB):                         0.21
Heteroskedasticity (H):               0.39   Skew:                             1.15
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.7564577106765, Current Price: 127.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.927
Date:                           Wed, 09 Oct 2024   AIC                             37.853
Time:                                   14:39:40   BIC                             40.678
Sample:                                        0   HQIC                            37.273
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1049     10.731      0.010      0.992     -20.928      21.138
ma.L1         -6.9780    529.375     -0.013      0.989   -1044.535    1030.579
ar.S.L7       -0.5460      0.579     -0.944      0.345      -1.680       0.588
ma.S.L7       -1.0023    444.604     -0.002      0.998    -872.411     870.406
sigma2         0.0061      2.852      0.002      0.998      -5.583       5.596
===================================================================================
Ljung-Box (L1) (Q):                   2.48   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.12   Prob(JB):                         0.77
Heteroskedasticity (H):               0.84   Skew:                             0.44
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.28647757525323, Current Price: 127.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.964
Date:                           Wed, 09 Oct 2024   AIC                             39.927
Time:                                   14:39:40   BIC                             42.752
Sample:                                        0   HQIC                            39.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0421      5.838      0.007      0.994     -11.401      11.485
ma.L1         -8.1808    403.454     -0.020      0.984    -798.936     782.574
ar.S.L7       -0.5860      0.525     -1.116      0.264      -1.615       0.443
ma.S.L7       -0.9989    917.889     -0.001      0.999   -1800.029    1798.031
sigma2         0.0052      4.802      0.001      0.999      -9.406       9.416
===================================================================================
Ljung-Box (L1) (Q):                   2.20   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.14   Prob(JB):                         0.69
Heteroskedasticity (H):               0.97   Skew:                             0.30
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.58046116682162, Current Price: 128.91
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.619
Date:                           Wed, 09 Oct 2024   AIC                             37.238
Time:                                   14:39:40   BIC                             40.063
Sample:                                        0   HQIC                            36.657
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7659      0.329      2.325      0.020       0.120       1.412
ma.L1         -1.0000   3832.854     -0.000      1.000   -7513.255    7511.255
ar.S.L7       -0.5655      0.430     -1.316      0.188      -1.408       0.277
ma.S.L7       -0.8621     10.717     -0.080      0.936     -21.867      20.143
sigma2         0.2634   1009.483      0.000      1.000   -1978.287    1978.814
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.37   Prob(JB):                         0.65
Heteroskedasticity (H):               2.94   Skew:                             0.12
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.70687285126473, Current Price: 128.46
BUY EXECUTED at 128.46
BUY ORDER COMPLETED at 130.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.056
Date:                           Wed, 09 Oct 2024   AIC                             36.112
Time:                                   14:39:40   BIC                             38.936
Sample:                                        0   HQIC                            35.531
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6620      0.328     -2.018      0.044      -1.305      -0.019
ma.L1          0.1127      0.514      0.219      0.826      -0.895       1.120
ar.S.L7       -0.6318      0.161     -3.922      0.000      -0.948      -0.316
ma.S.L7        0.9999   1.11e+04      9e-05      1.000   -2.18e+04    2.18e+04
sigma2         0.2548   2832.166      9e-05      1.000   -5550.688    5551.198
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.93   Prob(JB):                         0.61
Heteroskedasticity (H):               2.70   Skew:                            -0.29
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.51738162071862, Current Price: 130.99
SELL EXECUTED at 130.99
SELL ORDER COMPLETED at 131.45
OPERATION PROFIT, GROSS 1.339999999999975, NET 1.078439999999975
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.433
Date:                           Wed, 09 Oct 2024   AIC                             40.866
Time:                                   14:39:40   BIC                             43.690
Sample:                                        0   HQIC                            40.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9554      0.519     -1.839      0.066      -1.973       0.063
ma.L1          0.1662      0.893      0.186      0.852      -1.584       1.916
ar.S.L7       -0.6508      0.231     -2.812      0.005      -1.104      -0.197
ma.S.L7      -29.7146    759.850     -0.039      0.969   -1518.993    1459.564
sigma2         0.0007      0.037      0.019      0.985      -0.072       0.073
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.77   Prob(JB):                         0.97
Heteroskedasticity (H):               1.13   Skew:                            -0.18
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.22575269841596, Current Price: 131.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.490
Date:                           Wed, 09 Oct 2024   AIC                             44.979
Time:                                   14:39:40   BIC                             47.804
Sample:                                        0   HQIC                            44.399
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5224      0.937     -0.557      0.577      -2.359       1.314
ma.L1          0.0502      1.353      0.037      0.970      -2.601       2.702
ar.S.L7       -0.6794      0.309     -2.199      0.028      -1.285      -0.074
ma.S.L7        0.5521      2.569      0.215      0.830      -4.482       5.586
sigma2         0.7348      1.072      0.686      0.493      -1.365       2.835
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.66   Prob(JB):                         0.81
Heteroskedasticity (H):               4.05   Skew:                            -0.29
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.3538310761659, Current Price: 130.37
BUY EXECUTED at 130.37
BUY ORDER COMPLETED at 130.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.014
Date:                           Wed, 09 Oct 2024   AIC                             46.029
Time:                                   14:39:40   BIC                             48.853
Sample:                                        0   HQIC                            45.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2155      0.605     -0.356      0.722      -1.402       0.971
ma.L1         -1.8281      2.084     -0.877      0.380      -5.912       2.256
ar.S.L7       -0.6636      0.358     -1.855      0.064      -1.365       0.038
ma.S.L7        0.2351      1.155      0.204      0.839      -2.029       2.499
sigma2         0.2731      0.608      0.449      0.653      -0.918       1.464
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.23   Prob(JB):                         0.63
Heteroskedasticity (H):               3.84   Skew:                            -0.39
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.7391317000468, Current Price: 131.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.611
Date:                           Wed, 09 Oct 2024   AIC                             45.222
Time:                                   14:39:40   BIC                             48.047
Sample:                                        0   HQIC                            44.642
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2505      0.468     -0.535      0.592      -1.167       0.666
ma.L1         -1.6903      1.360     -1.243      0.214      -4.355       0.975
ar.S.L7       -0.5139      0.394     -1.306      0.192      -1.285       0.257
ma.S.L7       -0.0257      0.974     -0.026      0.979      -1.934       1.883
sigma2         0.3061      0.592      0.517      0.605      -0.854       1.466
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.38   Prob(JB):                         0.65
Heteroskedasticity (H):               3.06   Skew:                             0.07
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.86183346085153, Current Price: 132.292
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.216
Date:                           Wed, 09 Oct 2024   AIC                             44.432
Time:                                   14:39:40   BIC                             47.257
Sample:                                        0   HQIC                            43.852
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3134      0.381     -0.823      0.410      -1.059       0.433
ma.L1         -1.7240      1.266     -1.362      0.173      -4.206       0.758
ar.S.L7       -0.5012      0.262     -1.915      0.055      -1.014       0.012
ma.S.L7       -0.1916      0.770     -0.249      0.803      -1.701       1.317
sigma2         0.2729      0.450      0.606      0.544      -0.609       1.155
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.66   Prob(JB):                         0.72
Heteroskedasticity (H):               2.53   Skew:                             0.11
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.41369850860013, Current Price: 131.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.683
Date:                           Wed, 09 Oct 2024   AIC                             43.366
Time:                                   14:39:40   BIC                             46.191
Sample:                                        0   HQIC                            42.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2644      0.344     -0.768      0.442      -0.939       0.410
ma.L1         -1.4829      1.082     -1.371      0.171      -3.604       0.638
ar.S.L7       -0.2723      0.340     -0.800      0.424      -0.940       0.395
ma.S.L7       -1.0034    190.506     -0.005      0.996    -374.389     372.382
sigma2         0.2051     39.213      0.005      0.996     -76.651      77.061
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.50   Prob(JB):                         0.87
Heteroskedasticity (H):               0.46   Skew:                             0.03
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.18918221043066, Current Price: 134.07
SELL EXECUTED at 134.07
SELL ORDER COMPLETED at 134.06
OPERATION PROFIT, GROSS 3.280000000000001, NET 3.015160000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.200
Date:                           Wed, 09 Oct 2024   AIC                             44.399
Time:                                   14:39:40   BIC                             47.224
Sample:                                        0   HQIC                            43.819
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4030      0.294     -1.372      0.170      -0.979       0.173
ma.L1         -0.5626      0.535     -1.051      0.293      -1.611       0.486
ar.S.L7       -0.3405      0.401     -0.850      0.396      -1.126       0.445
ma.S.L7       -1.0001   6748.863     -0.000      1.000   -1.32e+04    1.32e+04
sigma2         0.4929   3326.717      0.000      1.000   -6519.753    6520.739
===================================================================================
Ljung-Box (L1) (Q):                   2.10   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.15   Prob(JB):                         0.88
Heteroskedasticity (H):               0.79   Skew:                             0.03
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.30522274396324, Current Price: 134.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.584
Date:                           Wed, 09 Oct 2024   AIC                             47.167
Time:                                   14:39:40   BIC                             49.992
Sample:                                        0   HQIC                            46.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2446      0.539     -0.454      0.650      -1.301       0.811
ma.L1         -0.5191      0.714     -0.727      0.467      -1.919       0.881
ar.S.L7       -0.3671      0.414     -0.886      0.375      -1.179       0.445
ma.S.L7       -0.3073      0.517     -0.595      0.552      -1.320       0.705
sigma2         0.9792      0.729      1.342      0.179      -0.450       2.409
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.27   Prob(JB):                         0.69
Heteroskedasticity (H):               1.69   Skew:                            -0.23
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.7849958572979, Current Price: 133.68
BUY EXECUTED at 133.68
BUY ORDER COMPLETED at 133.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.560
Date:                           Wed, 09 Oct 2024   AIC                             45.121
Time:                                   14:39:40   BIC                             47.945
Sample:                                        0   HQIC                            44.540
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1269      0.479     -0.265      0.791      -1.066       0.812
ma.L1         -0.6431      0.562     -1.144      0.252      -1.745       0.458
ar.S.L7       -0.4322      0.466     -0.928      0.354      -1.345       0.481
ma.S.L7       -1.0002   4493.375     -0.000      1.000   -8807.854    8805.854
sigma2         0.5204   2338.817      0.000      1.000   -4583.477    4584.518
===================================================================================
Ljung-Box (L1) (Q):                   2.27   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.13   Prob(JB):                         0.53
Heteroskedasticity (H):               2.15   Skew:                            -0.26
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.91070454170824, Current Price: 134.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.277
Date:                           Wed, 09 Oct 2024   AIC                             44.554
Time:                                   14:39:40   BIC                             47.379
Sample:                                        0   HQIC                            43.974
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0862      0.491     -0.176      0.861      -1.048       0.876
ma.L1         -0.6426      0.572     -1.124      0.261      -1.763       0.478
ar.S.L7       -0.4471      0.545     -0.821      0.412      -1.514       0.620
ma.S.L7       -1.0003   4204.152     -0.000      1.000   -8240.988    8238.987
sigma2         0.4983   2095.308      0.000      1.000   -4106.230    4107.226
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.37   Prob(JB):                         0.50
Heteroskedasticity (H):               1.25   Skew:                             0.00
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.52415684416528, Current Price: 130.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.520
Date:                           Wed, 09 Oct 2024   AIC                             59.040
Time:                                   14:39:41   BIC                             61.865
Sample:                                        0   HQIC                            58.459
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2313      0.873      0.265      0.791      -1.480       1.942
ma.L1         -1.0000   1.03e+04  -9.73e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.8190      0.847     -0.967      0.333      -2.478       0.840
ma.S.L7       -0.4239      1.636     -0.259      0.796      -3.630       2.782
sigma2         2.0280   2.08e+04   9.73e-05      1.000   -4.08e+04    4.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 6.50
Prob(Q):                              0.95   Prob(JB):                         0.04
Heteroskedasticity (H):               3.18   Skew:                            -1.48
Prob(H) (two-sided):                  0.29   Kurtosis:                         4.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.23069258401148, Current Price: 131.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.721
Date:                           Wed, 09 Oct 2024   AIC                             59.442
Time:                                   14:39:41   BIC                             62.267
Sample:                                        0   HQIC                            58.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2598      2.645     -0.098      0.922      -5.445       4.925
ma.L1          0.0205      2.697      0.008      0.994      -5.266       5.307
ar.S.L7       -0.6920      0.651     -1.063      0.288      -1.968       0.584
ma.S.L7       -1.0002   7172.297     -0.000      1.000   -1.41e+04    1.41e+04
sigma2         1.5810   1.13e+04      0.000      1.000   -2.22e+04    2.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.77
Prob(Q):                              0.98   Prob(JB):                         0.25
Heteroskedasticity (H):               2.36   Skew:                            -1.03
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.8811395623786, Current Price: 129.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.190
Date:                           Wed, 09 Oct 2024   AIC                             60.380
Time:                                   14:39:41   BIC                             63.205
Sample:                                        0   HQIC                            59.800
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3771      2.034     -0.185      0.853      -4.364       3.610
ma.L1          0.1036      2.457      0.042      0.966      -4.712       4.919
ar.S.L7       -0.8818      1.302     -0.677      0.498      -3.434       1.671
ma.S.L7       -0.3107      1.353     -0.230      0.818      -2.962       2.341
sigma2         2.7158      2.321      1.170      0.242      -1.834       7.266
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.66
Prob(Q):                              0.74   Prob(JB):                         0.44
Heteroskedasticity (H):               3.87   Skew:                            -0.87
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.7122054529876, Current Price: 129.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.581
Date:                           Wed, 09 Oct 2024   AIC                             59.162
Time:                                   14:39:41   BIC                             61.987
Sample:                                        0   HQIC                            58.581
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3351      2.362     -0.142      0.887      -4.965       4.295
ma.L1          0.1330      2.867      0.046      0.963      -5.487       5.753
ar.S.L7       -0.8885      1.051     -0.845      0.398      -2.948       1.171
ma.S.L7       -0.2869      1.214     -0.236      0.813      -2.667       2.093
sigma2         2.4876      2.480      1.003      0.316      -2.373       7.348
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 2.61
Prob(Q):                              0.56   Prob(JB):                         0.27
Heteroskedasticity (H):               7.44   Skew:                            -1.06
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.59929222844067, Current Price: 130.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.736
Date:                           Wed, 09 Oct 2024   AIC                             59.473
Time:                                   14:39:41   BIC                             62.297
Sample:                                        0   HQIC                            58.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5451      1.001     -0.545      0.586      -2.506       1.416
ma.L1          0.2243      1.217      0.184      0.854      -2.161       2.610
ar.S.L7       -0.8661      1.821     -0.476      0.634      -4.435       2.702
ma.S.L7       -0.2072      2.145     -0.097      0.923      -4.412       3.997
sigma2         2.5803      1.125      2.294      0.022       0.375       4.785
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.95   Prob(JB):                         0.45
Heteroskedasticity (H):               1.34   Skew:                            -0.73
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.08626919042715, Current Price: 130.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.388
Date:                           Wed, 09 Oct 2024   AIC                             58.777
Time:                                   14:39:41   BIC                             61.602
Sample:                                        0   HQIC                            58.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6121      1.100     -0.557      0.578      -2.768       1.543
ma.L1          0.3258      1.700      0.192      0.848      -3.007       3.658
ar.S.L7       -0.8106      0.859     -0.943      0.345      -2.495       0.873
ma.S.L7        0.0066      1.333      0.005      0.996      -2.605       2.619
sigma2         2.4925      1.056      2.360      0.018       0.422       4.563
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.06
Prob(Q):                              0.82   Prob(JB):                         0.22
Heteroskedasticity (H):               1.02   Skew:                            -0.88
Prob(H) (two-sided):                  0.98   Kurtosis:                         4.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.80825835507386, Current Price: 129.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.378
Date:                           Wed, 09 Oct 2024   AIC                             58.757
Time:                                   14:39:41   BIC                             61.581
Sample:                                        0   HQIC                            58.176
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5920      1.028     -0.576      0.565      -2.607       1.423
ma.L1          0.3229      1.520      0.213      0.832      -2.656       3.301
ar.S.L7       -0.8428      0.994     -0.848      0.397      -2.792       1.106
ma.S.L7        0.0758      1.862      0.041      0.968      -3.573       3.725
sigma2         2.4821      0.989      2.509      0.012       0.543       4.421
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 3.23
Prob(Q):                              0.69   Prob(JB):                         0.20
Heteroskedasticity (H):               0.37   Skew:                            -0.85
Prob(H) (two-sided):                  0.36   Kurtosis:                         4.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.6836231748648, Current Price: 131.24
SELL EXECUTED at 131.24
SELL ORDER COMPLETED at 131.48
OPERATION PROFIT, GROSS -1.9800000000000182, NET -2.2449400000000184
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.034
Date:                           Wed, 09 Oct 2024   AIC                             58.067
Time:                                   14:39:41   BIC                             60.892
Sample:                                        0   HQIC                            57.486
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7134      0.557     -1.281      0.200      -1.805       0.379
ma.L1          0.4205      1.068      0.394      0.694      -1.673       2.514
ar.S.L7       -0.6259      0.720     -0.869      0.385      -2.038       0.786
ma.S.L7       -1.0001   9516.733     -0.000      1.000   -1.87e+04    1.87e+04
sigma2         1.3778   1.31e+04      0.000      1.000   -2.57e+04    2.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.48   Prob(JB):                         0.55
Heteroskedasticity (H):               0.32   Skew:                            -0.55
Prob(H) (two-sided):                  0.30   Kurtosis:                         4.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.6727618221304, Current Price: 132.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.157
Date:                           Wed, 09 Oct 2024   AIC                             58.315
Time:                                   14:39:41   BIC                             61.140
Sample:                                        0   HQIC                            57.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6880      0.645     -1.067      0.286      -1.952       0.576
ma.L1          0.4132      1.518      0.272      0.785      -2.562       3.388
ar.S.L7       -0.6483      0.755     -0.858      0.391      -2.129       0.832
ma.S.L7       -1.0001   1.01e+04  -9.88e-05      1.000   -1.98e+04    1.98e+04
sigma2         1.4045   1.42e+04   9.88e-05      1.000   -2.79e+04    2.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.82
Prob(Q):                              0.69   Prob(JB):                         0.40
Heteroskedasticity (H):               0.54   Skew:                            -0.82
Prob(H) (two-sided):                  0.57   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.1163878276468, Current Price: 131.92
BUY EXECUTED at 131.92
BUY ORDER COMPLETED at 132.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.095
Date:                           Wed, 09 Oct 2024   AIC                             56.191
Time:                                   14:39:41   BIC                             59.016
Sample:                                        0   HQIC                            55.610
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5776      0.732     -0.789      0.430      -2.013       0.858
ma.L1          0.2862      1.495      0.191      0.848      -2.644       3.216
ar.S.L7       -0.6419      0.761     -0.843      0.399      -2.134       0.850
ma.S.L7       -1.0001      2e+04     -5e-05      1.000   -3.92e+04    3.92e+04
sigma2         1.1899   2.38e+04      5e-05      1.000   -4.67e+04    4.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 6.69
Prob(Q):                              0.31   Prob(JB):                         0.04
Heteroskedasticity (H):               0.11   Skew:                            -1.36
Prob(H) (two-sided):                  0.06   Kurtosis:                         5.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.56616338421532, Current Price: 132.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.560
Date:                           Wed, 09 Oct 2024   AIC                             57.119
Time:                                   14:39:41   BIC                             59.944
Sample:                                        0   HQIC                            56.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4115      0.485     -0.849      0.396      -1.362       0.539
ma.L1          0.2040      1.638      0.125      0.901      -3.006       3.414
ar.S.L7       -0.5789      0.612     -0.945      0.344      -1.779       0.621
ma.S.L7       -1.0001   1.64e+04  -6.09e-05      1.000   -3.22e+04    3.22e+04
sigma2         1.3167   2.16e+04   6.09e-05      1.000   -4.24e+04    4.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.79   Jarque-Bera (JB):                 5.17
Prob(Q):                              0.18   Prob(JB):                         0.08
Heteroskedasticity (H):               0.13   Skew:                            -1.26
Prob(H) (two-sided):                  0.07   Kurtosis:                         4.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.96106433820046, Current Price: 131.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.377
Date:                           Wed, 09 Oct 2024   AIC                             56.754
Time:                                   14:39:41   BIC                             59.579
Sample:                                        0   HQIC                            56.173
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8660      0.210     -4.117      0.000      -1.278      -0.454
ma.L1          1.0000   1.71e+04   5.85e-05      1.000   -3.35e+04    3.35e+04
ar.S.L7       -0.7962      0.470     -1.696      0.090      -1.716       0.124
ma.S.L7       -0.1080      0.898     -0.120      0.904      -1.868       1.652
sigma2         1.8355   3.14e+04   5.85e-05      1.000   -6.15e+04    6.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 2.55
Prob(Q):                              0.67   Prob(JB):                         0.28
Heteroskedasticity (H):               0.32   Skew:                            -1.00
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.5319272655163, Current Price: 136.03
SELL EXECUTED at 136.03
SELL ORDER COMPLETED at 135.14
OPERATION PROFIT, GROSS 2.6999999999999886, NET 2.4324199999999885
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.283
Date:                           Wed, 09 Oct 2024   AIC                             64.566
Time:                                   14:39:41   BIC                             67.390
Sample:                                        0   HQIC                            63.985
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8999      0.555     -1.621      0.105      -1.988       0.188
ma.L1          0.6045      0.652      0.927      0.354      -0.673       1.882
ar.S.L7       -0.7055      0.739     -0.955      0.340      -2.154       0.743
ma.S.L7       -0.4569      2.070     -0.221      0.825      -4.514       3.601
sigma2         3.4713      4.220      0.823      0.411      -4.799      11.742
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 6.45
Prob(Q):                              0.64   Prob(JB):                         0.04
Heteroskedasticity (H):               1.73   Skew:                             1.29
Prob(H) (two-sided):                  0.61   Kurtosis:                         5.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.5778709872358, Current Price: 136.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.440
Date:                           Wed, 09 Oct 2024   AIC                             60.879
Time:                                   14:39:41   BIC                             63.704
Sample:                                        0   HQIC                            60.299
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3890      1.690     -0.230      0.818      -3.702       2.924
ma.L1          0.2029      1.597      0.127      0.899      -2.928       3.334
ar.S.L7       -0.5999      1.175     -0.511      0.610      -2.903       1.703
ma.S.L7       -0.3984      1.771     -0.225      0.822      -3.870       3.073
sigma2         2.7409      2.033      1.348      0.178      -1.244       6.725
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 6.94
Prob(Q):                              0.94   Prob(JB):                         0.03
Heteroskedasticity (H):               6.94   Skew:                             1.44
Prob(H) (two-sided):                  0.09   Kurtosis:                         5.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.32345631092596, Current Price: 137.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.918
Date:                           Wed, 09 Oct 2024   AIC                             63.836
Time:                                   14:39:41   BIC                             66.661
Sample:                                        0   HQIC                            63.256
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3754      2.827     -0.133      0.894      -5.917       5.166
ma.L1          0.2311      2.976      0.078      0.938      -5.603       6.065
ar.S.L7       -0.3609      0.686     -0.526      0.599      -1.706       0.984
ma.S.L7       -0.4288      1.043     -0.411      0.681      -2.473       1.616
sigma2         3.4071      2.342      1.455      0.146      -1.183       7.997
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.81   Prob(JB):                         0.49
Heteroskedasticity (H):               8.58   Skew:                             0.81
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.41253133468365, Current Price: 135.59
BUY EXECUTED at 135.59
BUY ORDER COMPLETED at 137.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.647
Date:                           Wed, 09 Oct 2024   AIC                             65.293
Time:                                   14:39:41   BIC                             68.118
Sample:                                        0   HQIC                            64.713
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8451      0.598     -1.413      0.158      -2.017       0.327
ma.L1          0.5305      0.745      0.712      0.476      -0.929       1.990
ar.S.L7       -0.6580      0.389     -1.693      0.091      -1.420       0.104
ma.S.L7       -0.0242      1.123     -0.022      0.983      -2.225       2.177
sigma2         4.0914      2.314      1.768      0.077      -0.445       8.628
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.91   Prob(JB):                         0.58
Heteroskedasticity (H):              13.27   Skew:                             0.66
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.05087996428452, Current Price: 137.24
SELL EXECUTED at 137.24
SELL ORDER COMPLETED at 137.62
OPERATION PROFIT, GROSS 0.5900000000000034, NET 0.31535000000000335
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.380
Date:                           Wed, 09 Oct 2024   AIC                             64.761
Time:                                   14:39:41   BIC                             67.585
Sample:                                        0   HQIC                            64.180
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9788      0.513     -1.908      0.056      -1.985       0.027
ma.L1          0.5852      0.600      0.975      0.329      -0.591       1.761
ar.S.L7       -0.6576      0.403     -1.633      0.103      -1.447       0.132
ma.S.L7       -0.0913      1.177     -0.078      0.938      -2.397       2.215
sigma2         3.9014      2.239      1.742      0.081      -0.487       8.290
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.76   Prob(JB):                         0.69
Heteroskedasticity (H):               3.63   Skew:                             0.53
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.94498529856622, Current Price: 137.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.011
Date:                           Wed, 09 Oct 2024   AIC                             66.023
Time:                                   14:39:41   BIC                             68.848
Sample:                                        0   HQIC                            65.442
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8060      0.616     -1.309      0.191      -2.013       0.401
ma.L1          0.5034      0.787      0.639      0.523      -1.040       2.047
ar.S.L7       -0.6079      0.314     -1.937      0.053      -1.223       0.007
ma.S.L7        0.0323      0.911      0.035      0.972      -1.754       1.818
sigma2         4.3316      2.315      1.871      0.061      -0.206       8.870
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.71   Prob(JB):                         0.89
Heteroskedasticity (H):               2.04   Skew:                             0.15
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.8022395489071, Current Price: 133.69
BUY EXECUTED at 133.69
BUY ORDER COMPLETED at 133.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.134
Date:                           Wed, 09 Oct 2024   AIC                             68.267
Time:                                   14:39:41   BIC                             71.092
Sample:                                        0   HQIC                            67.687
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2183      0.853      0.256      0.798      -1.453       1.890
ma.L1         -0.5621      0.722     -0.779      0.436      -1.977       0.853
ar.S.L7       -0.4072      0.273     -1.492      0.136      -0.942       0.128
ma.S.L7        1.0000   4.22e+04   2.37e-05      1.000   -8.27e+04    8.27e+04
sigma2         3.1211   1.32e+05   2.37e-05      1.000   -2.58e+05    2.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.65   Prob(JB):                         0.79
Heteroskedasticity (H):               1.57   Skew:                            -0.21
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.25404925893523, Current Price: 132.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.009
Date:                           Wed, 09 Oct 2024   AIC                             72.018
Time:                                   14:39:41   BIC                             74.843
Sample:                                        0   HQIC                            71.437
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6175      0.713      0.866      0.387      -0.780       2.015
ma.L1         -1.0000   7.74e+04  -1.29e-05      1.000   -1.52e+05    1.52e+05
ar.S.L7       -0.4946      0.466     -1.061      0.289      -1.408       0.419
ma.S.L7       -0.1978      0.832     -0.238      0.812      -1.828       1.432
sigma2         5.7284   4.44e+05   1.29e-05      1.000   -8.69e+05    8.69e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.86   Prob(JB):                         0.69
Heteroskedasticity (H):               3.97   Skew:                            -0.08
Prob(H) (two-sided):                  0.21   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.01224083603523, Current Price: 130.968
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.408
Date:                           Wed, 09 Oct 2024   AIC                             70.817
Time:                                   14:39:41   BIC                             73.641
Sample:                                        0   HQIC                            70.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0558      9.379      0.006      0.995     -18.328      18.439
ma.L1         -0.0069      9.322     -0.001      0.999     -18.277      18.263
ar.S.L7       -0.1697      0.969     -0.175      0.861      -2.070       1.730
ma.S.L7       -0.2333      1.142     -0.204      0.838      -2.471       2.004
sigma2         6.1631      5.280      1.167      0.243      -4.186      16.512
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.91   Prob(JB):                         0.85
Heteroskedasticity (H):               6.82   Skew:                             0.15
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.94514847018007, Current Price: 130.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.057
Date:                           Wed, 09 Oct 2024   AIC                             70.115
Time:                                   14:39:41   BIC                             72.939
Sample:                                        0   HQIC                            69.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6718      2.710      0.248      0.804      -4.640       5.984
ma.L1         -1.5334      6.983     -0.220      0.826     -15.219      12.152
ar.S.L7    -1.243e-05      0.220  -5.65e-05      1.000      -0.431       0.431
ma.S.L7       -1.0190     21.251     -0.048      0.962     -42.670      40.632
sigma2         1.7624     47.085      0.037      0.970     -90.523      94.048
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.78   Prob(JB):                         0.84
Heteroskedasticity (H):               0.92   Skew:                             0.36
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.32571426914313, Current Price: 132.088
SELL EXECUTED at 132.088
SELL ORDER COMPLETED at 131.48
OPERATION PROFIT, GROSS -2.380000000000024, NET -2.645340000000024
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.088
Date:                           Wed, 09 Oct 2024   AIC                             70.176
Time:                                   14:39:41   BIC                             73.001
Sample:                                        0   HQIC                            69.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1813      4.591      0.039      0.969      -8.817       9.180
ma.L1         -0.2748      4.646     -0.059      0.953      -9.381       8.832
ar.S.L7       -0.3344      0.517     -0.646      0.518      -1.349       0.680
ma.S.L7       -1.0001   1.07e+04  -9.38e-05      1.000   -2.09e+04    2.09e+04
sigma2         3.6109   3.85e+04   9.38e-05      1.000   -7.54e+04    7.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.95   Prob(JB):                         0.92
Heteroskedasticity (H):               0.40   Skew:                             0.06
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.9080460939907, Current Price: 132.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.157
Date:                           Wed, 09 Oct 2024   AIC                             70.314
Time:                                   14:39:41   BIC                             73.139
Sample:                                        0   HQIC                            69.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3176      9.385     -0.034      0.973     -18.712      18.077
ma.L1          2.8389     73.941      0.038      0.969    -142.082     147.760
ar.S.L7       -0.2505      0.688     -0.364      0.716      -1.599       1.098
ma.S.L7       -0.9999   1.89e+04  -5.28e-05      1.000   -3.71e+04    3.71e+04
sigma2         0.4528   8564.600   5.29e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.85   Prob(JB):                         0.89
Heteroskedasticity (H):               0.26   Skew:                             0.04
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.77512713929548, Current Price: 133.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.748
Date:                           Wed, 09 Oct 2024   AIC                             65.496
Time:                                   14:39:41   BIC                             68.321
Sample:                                        0   HQIC                            64.916
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8597      0.178     -4.841      0.000      -1.208      -0.512
ma.L1          1.0000   3102.921      0.000      1.000   -6080.613    6082.612
ar.S.L7       -0.4130      0.354     -1.168      0.243      -1.106       0.280
ma.S.L7       -1.0001    1.8e+04  -5.56e-05      1.000   -3.52e+04    3.52e+04
sigma2         2.2262   4.51e+04   4.94e-05      1.000   -8.83e+04    8.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.38   Prob(JB):                         0.84
Heteroskedasticity (H):               0.15   Skew:                            -0.39
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.57441158788237, Current Price: 134.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.039
Date:                           Wed, 09 Oct 2024   AIC                             60.078
Time:                                   14:39:41   BIC                             62.903
Sample:                                        0   HQIC                            59.498
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7429      0.088     -8.451      0.000      -0.915      -0.571
ma.L1          1.0000   1.16e+04   8.58e-05      1.000   -2.28e+04    2.28e+04
ar.S.L7       -0.6647      0.247     -2.690      0.007      -1.149      -0.180
ma.S.L7       -1.0000   2.51e+04  -3.98e-05      1.000   -4.93e+04    4.93e+04
sigma2         1.4670    4.9e+04   2.99e-05      1.000   -9.61e+04    9.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.86   Prob(JB):                         0.54
Heteroskedasticity (H):               0.17   Skew:                            -0.73
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.84515586227124, Current Price: 134.18
BUY EXECUTED at 134.18
BUY ORDER COMPLETED at 132.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.635
Date:                           Wed, 09 Oct 2024   AIC                             63.270
Time:                                   14:39:41   BIC                             66.095
Sample:                                        0   HQIC                            62.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8202      0.352     -2.330      0.020      -1.510      -0.130
ma.L1          1.0000   5230.197      0.000      1.000   -1.02e+04    1.03e+04
ar.S.L7       -0.4239      0.730     -0.581      0.561      -1.854       1.007
ma.S.L7       -1.0001   1.24e+04  -8.05e-05      1.000   -2.43e+04    2.43e+04
sigma2         1.8756   2.35e+04   7.99e-05      1.000    -4.6e+04     4.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.51
Prob(Q):                              0.84   Prob(JB):                         0.47
Heteroskedasticity (H):               2.45   Skew:                            -0.78
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.2085445201845, Current Price: 132.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.609
Date:                           Wed, 09 Oct 2024   AIC                             67.217
Time:                                   14:39:41   BIC                             70.042
Sample:                                        0   HQIC                            66.637
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0945     17.400      0.005      0.996     -34.008      34.197
ma.L1         -0.0556     17.153     -0.003      0.997     -33.675      33.564
ar.S.L7       -0.4291      0.551     -0.779      0.436      -1.509       0.650
ma.S.L7       -1.0001   9731.025     -0.000      1.000   -1.91e+04    1.91e+04
sigma2         2.8754    2.8e+04      0.000      1.000   -5.48e+04    5.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.95   Prob(JB):                         0.66
Heteroskedasticity (H):               0.56   Skew:                            -0.10
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.71695853989766, Current Price: 133.508
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.846
Date:                           Wed, 09 Oct 2024   AIC                             63.692
Time:                                   14:39:41   BIC                             66.517
Sample:                                        0   HQIC                            63.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5584      0.203     -2.756      0.006      -0.955      -0.161
ma.L1          1.0000   8937.000      0.000      1.000   -1.75e+04    1.75e+04
ar.S.L7       -0.5957      0.295     -2.017      0.044      -1.174      -0.017
ma.S.L7       -0.3221      0.919     -0.351      0.726      -2.122       1.478
sigma2         3.0636   2.74e+04      0.000      1.000   -5.37e+04    5.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.96   Prob(JB):                         0.80
Heteroskedasticity (H):               0.45   Skew:                            -0.25
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.8672855663281, Current Price: 135.42
SELL EXECUTED at 135.42
SELL ORDER COMPLETED at 135.71
OPERATION PROFIT, GROSS 3.3300000000000125, NET 3.0619100000000126
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.446
Date:                           Wed, 09 Oct 2024   AIC                             64.892
Time:                                   14:39:41   BIC                             67.716
Sample:                                        0   HQIC                            64.311
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1001      1.856      0.054      0.957      -3.537       3.738
ma.L1          0.1265      1.662      0.076      0.939      -3.131       3.384
ar.S.L7       -0.3888      0.397     -0.979      0.328      -1.167       0.390
ma.S.L7       -0.5678      1.006     -0.565      0.572      -2.539       1.403
sigma2         3.4364      2.320      1.481      0.139      -1.111       7.984
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.85   Prob(JB):                         0.70
Heteroskedasticity (H):               0.86   Skew:                            -0.17
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.34778158670818, Current Price: 135.38
BUY EXECUTED at 135.38
BUY ORDER COMPLETED at 135.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.916
Date:                           Wed, 09 Oct 2024   AIC                             65.832
Time:                                   14:39:41   BIC                             68.657
Sample:                                        0   HQIC                            65.251
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4152      0.403     -1.030      0.303      -1.205       0.375
ma.L1          1.0000   1.66e+04   6.03e-05      1.000   -3.25e+04    3.25e+04
ar.S.L7       -0.4950      0.198     -2.502      0.012      -0.883      -0.107
ma.S.L7        0.2481      0.557      0.446      0.656      -0.843       1.339
sigma2         3.6854   6.11e+04   6.03e-05      1.000    -1.2e+05     1.2e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.50   Prob(JB):                         0.58
Heteroskedasticity (H):               0.28   Skew:                             0.20
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.28722297069177, Current Price: 135.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.994
Date:                           Wed, 09 Oct 2024   AIC                             61.987
Time:                                   14:39:41   BIC                             64.812
Sample:                                        0   HQIC                            61.407
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3488      1.389     -0.251      0.802      -3.070       2.373
ma.L1          0.5237      1.496      0.350      0.726      -2.409       3.456
ar.S.L7       -0.5953      0.233     -2.558      0.011      -1.052      -0.139
ma.S.L7        0.0144      0.411      0.035      0.972      -0.790       0.819
sigma2         3.1959      2.210      1.446      0.148      -1.136       7.527
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.29   Prob(JB):                         0.66
Heteroskedasticity (H):               0.61   Skew:                             0.35
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.316340412332, Current Price: 138.07
SELL EXECUTED at 138.07
SELL ORDER COMPLETED at 138.14
OPERATION PROFIT, GROSS 2.519999999999982, NET 2.2462399999999816
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.706
Date:                           Wed, 09 Oct 2024   AIC                             63.412
Time:                                   14:39:42   BIC                             66.237
Sample:                                        0   HQIC                            62.832
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1385      8.196     -0.017      0.987     -16.202      15.925
ma.L1          0.0754      7.695      0.010      0.992     -15.006      15.156
ar.S.L7       -0.4314      0.497     -0.868      0.385      -1.406       0.543
ma.S.L7        0.2844      0.639      0.445      0.656      -0.968       1.537
sigma2         3.4471      1.459      2.362      0.018       0.587       6.308
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.59   Prob(JB):                         0.53
Heteroskedasticity (H):               1.04   Skew:                             0.77
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.0912732926196, Current Price: 139.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.527
Date:                           Wed, 09 Oct 2024   AIC                             59.054
Time:                                   14:39:42   BIC                             61.879
Sample:                                        0   HQIC                            58.474
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4448      0.170      2.610      0.009       0.111       0.779
ma.L1         -0.5619      0.513     -1.096      0.273      -1.566       0.443
ar.S.L7       -0.3727      0.226     -1.652      0.099      -0.815       0.070
ma.S.L7        1.0000   9.92e+04   1.01e-05      1.000   -1.95e+05    1.95e+05
sigma2         1.5228   1.51e+05   1.01e-05      1.000   -2.96e+05    2.96e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.44   Prob(JB):                         0.87
Heteroskedasticity (H):               1.00   Skew:                            -0.16
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.3536863066581, Current Price: 136.5
BUY EXECUTED at 136.5
BUY ORDER COMPLETED at 135.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.549
Date:                           Wed, 09 Oct 2024   AIC                             59.098
Time:                                   14:39:42   BIC                             61.923
Sample:                                        0   HQIC                            58.518
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2278      1.480      0.154      0.878      -2.674       3.129
ma.L1         -0.4826      1.369     -0.353      0.724      -3.166       2.201
ar.S.L7       -0.3364      0.134     -2.508      0.012      -0.599      -0.073
ma.S.L7        1.0014    441.732      0.002      0.998    -864.778     866.780
sigma2         1.5388    679.744      0.002      0.998   -1330.735    1333.813
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.43   Prob(JB):                         0.82
Heteroskedasticity (H):               0.67   Skew:                             0.35
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.89257059843717, Current Price: 134.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.754
Date:                           Wed, 09 Oct 2024   AIC                             57.507
Time:                                   14:39:42   BIC                             60.332
Sample:                                        0   HQIC                            56.926
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5087      0.122     -4.179      0.000      -0.747      -0.270
ma.L1          1.0000   1.01e+05   9.92e-06      1.000   -1.98e+05    1.98e+05
ar.S.L7       -0.2526      0.231     -1.094      0.274      -0.705       0.200
ma.S.L7        0.5412      0.888      0.609      0.542      -1.200       2.283
sigma2         1.6281   1.64e+05   9.92e-06      1.000   -3.22e+05    3.22e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.88   Prob(JB):                         0.75
Heteroskedasticity (H):               0.70   Skew:                             0.48
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.28333821213135, Current Price: 135.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.167
Date:                           Wed, 09 Oct 2024   AIC                             54.333
Time:                                   14:39:42   BIC                             57.158
Sample:                                        0   HQIC                            53.753
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3047      0.556     -0.548      0.584      -1.395       0.785
ma.L1          1.0000   3.92e+04   2.55e-05      1.000   -7.68e+04    7.68e+04
ar.S.L7       -0.2302      0.201     -1.145      0.252      -0.624       0.164
ma.S.L7        1.0000   8.54e+04   1.17e-05      1.000   -1.67e+05    1.67e+05
sigma2         0.9117   6.51e+04    1.4e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.97   Prob(JB):                         0.61
Heteroskedasticity (H):               0.36   Skew:                             0.45
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.3358521634407, Current Price: 135.408
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.950
Date:                           Wed, 09 Oct 2024   AIC                             57.900
Time:                                   14:39:42   BIC                             60.725
Sample:                                        0   HQIC                            57.320
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1953      0.560     -0.349      0.727      -1.292       0.901
ma.L1          0.8481      0.892      0.951      0.342      -0.900       2.596
ar.S.L7        0.0148      0.240      0.062      0.951      -0.455       0.485
ma.S.L7        0.5719      0.894      0.640      0.522      -1.180       2.324
sigma2         1.8895      1.632      1.158      0.247      -1.309       5.088
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.55   Prob(JB):                         0.53
Heteroskedasticity (H):               0.48   Skew:                             0.64
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.92792440736898, Current Price: 136.05
SELL EXECUTED at 136.05
SELL ORDER COMPLETED at 136.27
OPERATION PROFIT, GROSS 0.36000000000001364, NET 0.08782000000001366
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.280
Date:                           Wed, 09 Oct 2024   AIC                             48.560
Time:                                   14:39:42   BIC                             51.385
Sample:                                        0   HQIC                            47.980
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4308      0.558     -0.772      0.440      -1.525       0.663
ma.L1          0.8325      0.590      1.411      0.158      -0.324       1.989
ar.S.L7       -0.0616      0.328     -0.188      0.851      -0.704       0.580
ma.S.L7        0.2172      0.461      0.471      0.637      -0.686       1.120
sigma2         1.0900      0.785      1.388      0.165      -0.449       2.629
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.62   Prob(JB):                         0.86
Heteroskedasticity (H):               5.19   Skew:                            -0.32
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.5353956336088, Current Price: 136.18
BUY EXECUTED at 136.18
BUY ORDER COMPLETED at 135.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.330
Date:                           Wed, 09 Oct 2024   AIC                             54.661
Time:                                   14:39:42   BIC                             57.485
Sample:                                        0   HQIC                            54.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1890      0.857     -0.221      0.825      -1.868       1.490
ma.L1          0.6272      0.640      0.980      0.327      -0.628       1.882
ar.S.L7       -0.1099      0.579     -0.190      0.849      -1.244       1.025
ma.S.L7       -0.1289      0.519     -0.249      0.804      -1.145       0.888
sigma2         1.8018      0.822      2.191      0.028       0.190       3.414
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.72
Prob(Q):                              0.88   Prob(JB):                         0.26
Heteroskedasticity (H):               4.74   Skew:                             0.87
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.8423309914809, Current Price: 134.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.344
Date:                           Wed, 09 Oct 2024   AIC                             50.688
Time:                                   14:39:42   BIC                             53.513
Sample:                                        0   HQIC                            50.108
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0831      0.828     -0.100      0.920      -1.706       1.540
ma.L1          1.7751      1.632      1.087      0.277      -1.424       4.975
ar.S.L7       -0.1614      0.264     -0.611      0.541      -0.679       0.356
ma.S.L7       -1.0001   6700.939     -0.000      1.000   -1.31e+04    1.31e+04
sigma2         0.2561   1716.281      0.000      1.000   -3363.593    3364.105
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 9.21
Prob(Q):                              0.88   Prob(JB):                         0.01
Heteroskedasticity (H):               0.86   Skew:                             1.65
Prob(H) (two-sided):                  0.89   Kurtosis:                         5.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.7557779608856, Current Price: 133.81
SELL EXECUTED at 133.81
SELL ORDER COMPLETED at 133.97
OPERATION PROFIT, GROSS -1.3700000000000045, NET -1.6393100000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.353
Date:                           Wed, 09 Oct 2024   AIC                             50.705
Time:                                   14:39:42   BIC                             53.530
Sample:                                        0   HQIC                            50.125
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1519      0.734     -0.207      0.836      -1.590       1.286
ma.L1          0.5855      0.567      1.033      0.302      -0.526       1.697
ar.S.L7       -0.1313      0.252     -0.522      0.602      -0.625       0.362
ma.S.L7       -1.0000   2.57e+04  -3.89e-05      1.000   -5.04e+04    5.04e+04
sigma2         0.8083   2.08e+04   3.89e-05      1.000   -4.07e+04    4.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 5.00
Prob(Q):                              0.67   Prob(JB):                         0.08
Heteroskedasticity (H):               0.52   Skew:                             1.36
Prob(H) (two-sided):                  0.55   Kurtosis:                         4.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.1055184037231, Current Price: 134.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.174
Date:                           Wed, 09 Oct 2024   AIC                             50.347
Time:                                   14:39:42   BIC                             53.172
Sample:                                        0   HQIC                            49.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2852      0.772     -0.369      0.712      -1.799       1.229
ma.L1          0.6987      0.505      1.383      0.167      -0.291       1.689
ar.S.L7       -0.1780      0.227     -0.785      0.433      -0.623       0.267
ma.S.L7       -1.0000   1.97e+04  -5.08e-05      1.000   -3.86e+04    3.86e+04
sigma2         0.7887   1.55e+04   5.08e-05      1.000   -3.04e+04    3.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 5.85
Prob(Q):                              0.72   Prob(JB):                         0.05
Heteroskedasticity (H):               0.46   Skew:                             1.41
Prob(H) (two-sided):                  0.48   Kurtosis:                         4.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.40487774426532, Current Price: 135.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.086
Date:                           Wed, 09 Oct 2024   AIC                             50.172
Time:                                   14:39:42   BIC                             52.997
Sample:                                        0   HQIC                            49.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3401      0.905     -0.376      0.707      -2.114       1.434
ma.L1          0.7822      0.407      1.920      0.055      -0.016       1.581
ar.S.L7       -0.2395      0.263     -0.912      0.362      -0.754       0.275
ma.S.L7       -1.0000   1.69e+04  -5.93e-05      1.000    -3.3e+04     3.3e+04
sigma2         0.7811   1.32e+04   5.93e-05      1.000   -2.58e+04    2.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 6.03
Prob(Q):                              0.71   Prob(JB):                         0.05
Heteroskedasticity (H):               0.28   Skew:                             1.37
Prob(H) (two-sided):                  0.25   Kurtosis:                         4.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.29458461671325, Current Price: 135.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.829
Date:                           Wed, 09 Oct 2024   AIC                             49.658
Time:                                   14:39:42   BIC                             52.483
Sample:                                        0   HQIC                            49.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2473      0.526     -0.470      0.639      -1.279       0.784
ma.L1          0.7569      0.346      2.189      0.029       0.079       1.435
ar.S.L7       -0.0827      0.184     -0.450      0.653      -0.443       0.278
ma.S.L7       -1.0000   2.08e+04   -4.8e-05      1.000   -4.08e+04    4.08e+04
sigma2         0.7485   1.56e+04    4.8e-05      1.000   -3.05e+04    3.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.92   Prob(JB):                         0.59
Heteroskedasticity (H):               0.17   Skew:                             0.64
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.94766027622012, Current Price: 135.05
BUY EXECUTED at 135.05
BUY ORDER COMPLETED at 134.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.614
Date:                           Wed, 09 Oct 2024   AIC                             35.229
Time:                                   14:39:42   BIC                             38.053
Sample:                                        0   HQIC                            34.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3653      0.054     -6.798      0.000      -0.471      -0.260
ma.L1          1.0000   1791.775      0.001      1.000   -3510.815    3512.815
ar.S.L7       -0.7139      0.336     -2.124      0.034      -1.373      -0.055
ma.S.L7       -0.2812      0.598     -0.470      0.638      -1.453       0.891
sigma2         0.3544    634.920      0.001      1.000   -1244.066    1244.775
===================================================================================
Ljung-Box (L1) (Q):                   1.73   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.19   Prob(JB):                         0.81
Heteroskedasticity (H):               0.31   Skew:                             0.29
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.97185957833744, Current Price: 134.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.224
Date:                           Wed, 09 Oct 2024   AIC                             40.448
Time:                                   14:39:42   BIC                             43.272
Sample:                                        0   HQIC                            39.867
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1639      0.390     -0.420      0.674      -0.929       0.601
ma.L1          1.0000   2007.477      0.000      1.000   -3933.583    3935.583
ar.S.L7       -0.4084      0.275     -1.484      0.138      -0.948       0.131
ma.S.L7       -1.0016    386.469     -0.003      0.998    -758.468     756.464
sigma2         0.3453    618.583      0.001      1.000   -1212.054    1212.745
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.88   Prob(JB):                         0.90
Heteroskedasticity (H):               1.39   Skew:                             0.24
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.8608727512783, Current Price: 135.02
SELL EXECUTED at 135.02
SELL ORDER COMPLETED at 136.85
OPERATION PROFIT, GROSS 2.5900000000000034, NET 2.3188900000000032
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.772
Date:                           Wed, 09 Oct 2024   AIC                             43.543
Time:                                   14:39:42   BIC                             46.368
Sample:                                        0   HQIC                            42.963
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0594      0.550     -0.108      0.914      -1.137       1.018
ma.L1          1.0000   9.69e+04   1.03e-05      1.000    -1.9e+05     1.9e+05
ar.S.L7       -0.3169      0.174     -1.817      0.069      -0.659       0.025
ma.S.L7       -0.5762      0.906     -0.636      0.525      -2.351       1.199
sigma2         0.6125   5.94e+04   1.03e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.33   Prob(JB):                         0.71
Heteroskedasticity (H):               4.39   Skew:                             0.49
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.5051210036747, Current Price: 137.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.179
Date:                           Wed, 09 Oct 2024   AIC                             46.358
Time:                                   14:39:42   BIC                             49.183
Sample:                                        0   HQIC                            45.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2847      1.089      0.262      0.794      -1.849       2.418
ma.L1          1.0000   1.97e+04   5.09e-05      1.000   -3.85e+04    3.85e+04
ar.S.L7       -0.4753      0.133     -3.562      0.000      -0.737      -0.214
ma.S.L7        1.0001   1.61e+04   6.22e-05      1.000   -3.15e+04    3.15e+04
sigma2         0.4852   1.17e+04   4.13e-05      1.000    -2.3e+04     2.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.72   Prob(JB):                         0.74
Heteroskedasticity (H):               2.24   Skew:                             0.53
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.3565206650536, Current Price: 137.71
BUY EXECUTED at 137.71
BUY ORDER COMPLETED at 137.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.375
Date:                           Wed, 09 Oct 2024   AIC                             48.750
Time:                                   14:39:42   BIC                             51.574
Sample:                                        0   HQIC                            48.169
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1024      0.955      0.107      0.915      -1.770       1.975
ma.L1          1.0000   5038.217      0.000      1.000   -9873.724    9875.724
ar.S.L7       -0.5249      0.193     -2.717      0.007      -0.903      -0.146
ma.S.L7        1.0003   6130.491      0.000      1.000    -1.2e+04     1.2e+04
sigma2         0.5855   3026.847      0.000      1.000   -5931.925    5933.096
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.98   Prob(JB):                         0.71
Heteroskedasticity (H):               3.76   Skew:                             0.45
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.54084492935007, Current Price: 137.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.230
Date:                           Wed, 09 Oct 2024   AIC                             48.459
Time:                                   14:39:42   BIC                             51.284
Sample:                                        0   HQIC                            47.879
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1529      0.523      0.292      0.770      -0.872       1.178
ma.L1          1.0000   4280.895      0.000      1.000   -8389.401    8391.401
ar.S.L7       -0.4367      0.224     -1.947      0.052      -0.876       0.003
ma.S.L7        1.2120      7.882      0.154      0.878     -14.236      16.661
sigma2         0.4597   1969.438      0.000      1.000   -3859.569    3860.488
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.68   Prob(JB):                         0.69
Heteroskedasticity (H):               1.71   Skew:                             0.52
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.5758924059693, Current Price: 138.72
SELL EXECUTED at 138.72
SELL ORDER COMPLETED at 138.67
OPERATION PROFIT, GROSS 1.089999999999975, NET 0.813749999999975
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.828
Date:                           Wed, 09 Oct 2024   AIC                             51.657
Time:                                   14:39:42   BIC                             54.481
Sample:                                        0   HQIC                            51.076
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0030      0.623      0.005      0.996      -1.217       1.223
ma.L1          1.0000   4.32e+04   2.32e-05      1.000   -8.46e+04    8.46e+04
ar.S.L7       -0.4767      0.312     -1.529      0.126      -1.088       0.134
ma.S.L7        1.0001   1.15e+04   8.73e-05      1.000   -2.24e+04    2.25e+04
sigma2         0.7342   2.87e+04   2.56e-05      1.000   -5.63e+04    5.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.98   Prob(JB):                         0.57
Heteroskedasticity (H):               1.93   Skew:                             0.44
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.10742177558518, Current Price: 138.0
BUY EXECUTED at 138.0
BUY ORDER COMPLETED at 136.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.022
Date:                           Wed, 09 Oct 2024   AIC                             52.044
Time:                                   14:39:42   BIC                             54.869
Sample:                                        0   HQIC                            51.464
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1938      0.526     -0.369      0.712      -1.224       0.836
ma.L1          1.0000   1.24e+04   8.08e-05      1.000   -2.42e+04    2.42e+04
ar.S.L7       -0.1953      0.472     -0.414      0.679      -1.120       0.729
ma.S.L7        0.3789      0.899      0.422      0.673      -1.382       2.140
sigma2         1.2053   1.49e+04   8.08e-05      1.000   -2.92e+04    2.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.41   Prob(JB):                         0.60
Heteroskedasticity (H):               2.25   Skew:                             0.15
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.22879600682106, Current Price: 134.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.587
Date:                           Wed, 09 Oct 2024   AIC                             53.173
Time:                                   14:39:42   BIC                             55.998
Sample:                                        0   HQIC                            52.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1837      0.758     -0.242      0.808      -1.669       1.302
ma.L1          1.0000   2.43e+04   4.11e-05      1.000   -4.77e+04    4.77e+04
ar.S.L7       -0.2642      0.617     -0.428      0.669      -1.474       0.945
ma.S.L7        0.3593      0.972      0.370      0.712      -1.545       2.264
sigma2         1.3243   3.22e+04   4.11e-05      1.000   -6.32e+04    6.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.86
Prob(Q):                              1.00   Prob(JB):                         0.65
Heteroskedasticity (H):               3.06   Skew:                             0.16
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.66172619535044, Current Price: 134.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.121
Date:                           Wed, 09 Oct 2024   AIC                             50.241
Time:                                   14:39:42   BIC                             53.066
Sample:                                        0   HQIC                            49.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0189      0.467     -0.040      0.968      -0.933       0.896
ma.L1          1.0000   4.95e+04   2.02e-05      1.000   -9.71e+04    9.71e+04
ar.S.L7        0.0014      0.005      0.271      0.787      -0.009       0.012
ma.S.L7        0.1074      0.411      0.261      0.794      -0.698       0.913
sigma2         1.1418   5.65e+04   2.02e-05      1.000   -1.11e+05    1.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.85   Prob(JB):                         0.78
Heteroskedasticity (H):               7.39   Skew:                            -0.00
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.86277378519728, Current Price: 133.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.633
Date:                           Wed, 09 Oct 2024   AIC                             55.266
Time:                                   14:39:42   BIC                             58.091
Sample:                                        0   HQIC                            54.686
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2404      0.380     -0.632      0.527      -0.986       0.505
ma.L1          1.0000      0.449      2.226      0.026       0.120       1.880
ar.S.L7       -0.0009      0.008     -0.108      0.914      -0.017       0.015
ma.S.L7       -0.2451      0.321     -0.764      0.445      -0.874       0.383
sigma2         1.7615      0.255      6.908      0.000       1.262       2.261
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.81   Prob(JB):                         0.75
Heteroskedasticity (H):               9.08   Skew:                             0.38
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 5.05e+16. Standard errors may be unstable.
Predicted Price: 132.476437691629, Current Price: 133.58
SELL EXECUTED at 133.58
SELL ORDER COMPLETED at 133.85
OPERATION PROFIT, GROSS -2.390000000000015, NET -2.660090000000015
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.231
Date:                           Wed, 09 Oct 2024   AIC                             54.461
Time:                                   14:39:42   BIC                             57.286
Sample:                                        0   HQIC                            53.880
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5159      0.512     -1.007      0.314      -1.520       0.488
ma.L1          1.0000   1.35e+04   7.42e-05      1.000   -2.64e+04    2.64e+04
ar.S.L7        0.1437      0.797      0.180      0.857      -1.419       1.707
ma.S.L7       -1.0001    2.1e+04  -4.76e-05      1.000   -4.11e+04    4.11e+04
sigma2         0.9867   3.33e+04   2.96e-05      1.000   -6.53e+04    6.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.94   Prob(JB):                         0.74
Heteroskedasticity (H):               2.18   Skew:                             0.15
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.10905259695355, Current Price: 134.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.801
Date:                           Wed, 09 Oct 2024   AIC                             53.601
Time:                                   14:39:42   BIC                             56.426
Sample:                                        0   HQIC                            53.021
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3810      0.560     -0.680      0.497      -1.479       0.717
ma.L1          1.0000   1.26e+04   7.91e-05      1.000   -2.48e+04    2.48e+04
ar.S.L7        0.0497      0.343      0.145      0.885      -0.623       0.722
ma.S.L7       -1.0001   1.34e+04  -7.45e-05      1.000   -2.63e+04    2.63e+04
sigma2         0.9637   1.85e+04    5.2e-05      1.000   -3.63e+04    3.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.66   Prob(JB):                         0.66
Heteroskedasticity (H):               0.60   Skew:                             0.21
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.4725109547962, Current Price: 134.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.629
Date:                           Wed, 09 Oct 2024   AIC                             53.258
Time:                                   14:39:42   BIC                             56.083
Sample:                                        0   HQIC                            52.678
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3897      0.647     -0.602      0.547      -1.658       0.879
ma.L1          1.0000   1.69e+04   5.91e-05      1.000   -3.32e+04    3.32e+04
ar.S.L7        0.0651      0.415      0.157      0.875      -0.748       0.878
ma.S.L7       -1.0001   1.38e+04  -7.24e-05      1.000   -2.71e+04    2.71e+04
sigma2         0.9394   2.04e+04   4.61e-05      1.000   -3.99e+04    3.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.69   Prob(JB):                         0.72
Heteroskedasticity (H):               0.63   Skew:                            -0.06
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.0887375397452, Current Price: 135.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.632
Date:                           Wed, 09 Oct 2024   AIC                             53.264
Time:                                   14:39:42   BIC                             56.089
Sample:                                        0   HQIC                            52.683
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4025      0.642     -0.627      0.531      -1.661       0.856
ma.L1          1.0000   1.09e+04   9.18e-05      1.000   -2.13e+04    2.13e+04
ar.S.L7        0.0385      0.334      0.115      0.908      -0.615       0.692
ma.S.L7       -1.0001   1.26e+04  -7.93e-05      1.000   -2.47e+04    2.47e+04
sigma2         0.9407   1.63e+04   5.76e-05      1.000    -3.2e+04     3.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.74   Prob(JB):                         0.70
Heteroskedasticity (H):               0.08   Skew:                            -0.07
Prob(H) (two-sided):                  0.03   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.19457445841175, Current Price: 134.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.825
Date:                           Wed, 09 Oct 2024   AIC                             51.651
Time:                                   14:39:43   BIC                             54.476
Sample:                                        0   HQIC                            51.070
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4214      0.471     -0.894      0.371      -1.345       0.502
ma.L1          1.0000   3464.605      0.000      1.000   -6789.500    6791.500
ar.S.L7        0.0936      0.293      0.319      0.750      -0.481       0.668
ma.S.L7       -1.0001   1.17e+04  -8.54e-05      1.000   -2.29e+04    2.29e+04
sigma2         0.8289   1.02e+04   8.11e-05      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.43   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.23   Prob(JB):                         0.79
Heteroskedasticity (H):               0.06   Skew:                            -0.04
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.46606976120094, Current Price: 132.69
BUY EXECUTED at 132.69
BUY ORDER COMPLETED at 133.625
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.607
Date:                           Wed, 09 Oct 2024   AIC                             45.213
Time:                                   14:39:43   BIC                             48.038
Sample:                                        0   HQIC                            44.633
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4276      0.283     -1.510      0.131      -0.983       0.128
ma.L1          0.9150      0.470      1.947      0.052      -0.006       1.836
ar.S.L7       -0.2078      0.349     -0.596      0.551      -0.891       0.476
ma.S.L7       -1.0001   1.11e+04  -9.01e-05      1.000   -2.18e+04    2.18e+04
sigma2         0.5289   5870.701   9.01e-05      1.000   -1.15e+04    1.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.14   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.14   Prob(JB):                         0.81
Heteroskedasticity (H):               0.27   Skew:                             0.19
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.73469829900603, Current Price: 133.43
SELL EXECUTED at 133.43
SELL ORDER COMPLETED at 134.34
OPERATION PROFIT, GROSS 0.7150000000000034, NET 0.4470350000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.914
Date:                           Wed, 09 Oct 2024   AIC                             45.829
Time:                                   14:39:43   BIC                             48.654
Sample:                                        0   HQIC                            45.248
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3885      0.260     -1.492      0.136      -0.899       0.122
ma.L1          0.8870      0.413      2.149      0.032       0.078       1.696
ar.S.L7       -0.2347      0.350     -0.671      0.502      -0.921       0.451
ma.S.L7       -1.0001   1.19e+04  -8.42e-05      1.000   -2.33e+04    2.33e+04
sigma2         0.5608   6663.425   8.42e-05      1.000   -1.31e+04    1.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.01   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.16   Prob(JB):                         0.79
Heteroskedasticity (H):               0.21   Skew:                            -0.07
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.0366752246703, Current Price: 133.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.376
Date:                           Wed, 09 Oct 2024   AIC                             46.752
Time:                                   14:39:43   BIC                             49.577
Sample:                                        0   HQIC                            46.171
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3979      0.098     -4.054      0.000      -0.590      -0.206
ma.L1          0.9818      2.142      0.458      0.647      -3.216       5.180
ar.S.L7       -0.3427      0.506     -0.678      0.498      -1.334       0.649
ma.S.L7       -1.0001   8924.519     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.5774   5153.416      0.000      1.000   -1.01e+04    1.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.35   Prob(JB):                         0.78
Heteroskedasticity (H):               0.23   Skew:                             0.46
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.5817407316191, Current Price: 131.2
BUY EXECUTED at 131.2
BUY ORDER COMPLETED at 130.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.916
Date:                           Wed, 09 Oct 2024   AIC                             49.832
Time:                                   14:39:43   BIC                             52.657
Sample:                                        0   HQIC                            49.251
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3437      0.220     -1.564      0.118      -0.774       0.087
ma.L1          1.0000   6785.131      0.000      1.000   -1.33e+04    1.33e+04
ar.S.L7       -0.4963      0.365     -1.359      0.174      -1.212       0.219
ma.S.L7       -0.2740      0.828     -0.331      0.741      -1.897       1.349
sigma2         1.1206   7603.575      0.000      1.000   -1.49e+04    1.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.64   Prob(JB):                         0.55
Heteroskedasticity (H):               0.67   Skew:                            -0.27
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.2166246451413, Current Price: 131.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.885
Date:                           Wed, 09 Oct 2024   AIC                             49.769
Time:                                   14:39:43   BIC                             52.594
Sample:                                        0   HQIC                            49.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3347      0.365     -0.917      0.359      -1.050       0.381
ma.L1          1.0000   2.86e+04    3.5e-05      1.000    -5.6e+04     5.6e+04
ar.S.L7       -0.6037      0.383     -1.577      0.115      -1.354       0.146
ma.S.L7       -0.2093      0.883     -0.237      0.813      -1.940       1.521
sigma2         1.1240   3.21e+04    3.5e-05      1.000    -6.3e+04     6.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.19   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.07   Prob(JB):                         0.71
Heteroskedasticity (H):               0.48   Skew:                            -0.31
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.84048729642862, Current Price: 130.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.376
Date:                           Wed, 09 Oct 2024   AIC                             42.753
Time:                                   14:39:43   BIC                             45.577
Sample:                                        0   HQIC                            42.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4891      0.220     -2.221      0.026      -0.921      -0.057
ma.L1          1.0000   1.15e+04   8.72e-05      1.000   -2.25e+04    2.25e+04
ar.S.L7       -0.6639      0.290     -2.292      0.022      -1.232      -0.096
ma.S.L7       -0.1787      0.520     -0.343      0.731      -1.198       0.841
sigma2         0.6230   7143.037   8.72e-05      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.03
Prob(Q):                              0.89   Prob(JB):                         0.36
Heteroskedasticity (H):               4.21   Skew:                            -0.86
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.48810525287031, Current Price: 130.1
SELL EXECUTED at 130.1
SELL ORDER COMPLETED at 129.83
OPERATION PROFIT, GROSS -0.9299999999999784, NET -1.1905899999999785
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.149
Date:                           Wed, 09 Oct 2024   AIC                             46.297
Time:                                   14:39:43   BIC                             49.122
Sample:                                        0   HQIC                            45.716
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4037      0.166      2.431      0.015       0.078       0.729
ma.L1          0.1886      0.551      0.342      0.732      -0.891       1.269
ar.S.L7       -0.7361      0.512     -1.437      0.151      -1.740       0.268
ma.S.L7       -1.0001   1.05e+04  -9.48e-05      1.000   -2.07e+04    2.07e+04
sigma2         0.5683   5994.137   9.48e-05      1.000   -1.17e+04    1.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.85   Prob(JB):                         0.94
Heteroskedasticity (H):               6.94   Skew:                            -0.01
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.07486487842175, Current Price: 131.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.259
Date:                           Wed, 09 Oct 2024   AIC                             46.518
Time:                                   14:39:43   BIC                             49.342
Sample:                                        0   HQIC                            45.937
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2031      1.167      0.174      0.862      -2.083       2.490
ma.L1          0.4811      0.998      0.482      0.630      -1.475       2.437
ar.S.L7       -0.7734      0.441     -1.753      0.080      -1.638       0.091
ma.S.L7       -0.5126      2.504     -0.205      0.838      -5.420       4.395
sigma2         0.8614      1.348      0.639      0.523      -1.781       3.504
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.84   Prob(JB):                         0.62
Heteroskedasticity (H):               7.32   Skew:                             0.32
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.37500238631884, Current Price: 127.925
BUY EXECUTED at 127.925
BUY ORDER COMPLETED at 127.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.784
Date:                           Wed, 09 Oct 2024   AIC                             53.569
Time:                                   14:39:43   BIC                             56.394
Sample:                                        0   HQIC                            52.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0904      1.299      0.070      0.945      -2.456       2.637
ma.L1          0.7021      0.672      1.045      0.296      -0.615       2.020
ar.S.L7       -0.9455      0.587     -1.611      0.107      -2.096       0.205
ma.S.L7       -0.2139      1.307     -0.164      0.870      -2.776       2.349
sigma2         1.6272      1.004      1.620      0.105      -0.341       3.596
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.97   Prob(JB):                         0.96
Heteroskedasticity (H):               6.53   Skew:                             0.16
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.69374205019471, Current Price: 130.28
SELL EXECUTED at 130.28
SELL ORDER COMPLETED at 129.27
OPERATION PROFIT, GROSS 1.3000000000000114, NET 1.0427600000000115
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.962
Date:                           Wed, 09 Oct 2024   AIC                             57.924
Time:                                   14:39:43   BIC                             60.748
Sample:                                        0   HQIC                            57.343
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3814      0.428      0.892      0.372      -0.457       1.219
ma.L1         -1.0000   7076.581     -0.000      1.000   -1.39e+04    1.39e+04
ar.S.L7       -0.2714      0.451     -0.601      0.548      -1.156       0.613
ma.S.L7       -0.5105      2.094     -0.244      0.807      -4.614       3.593
sigma2         1.7938   1.27e+04      0.000      1.000   -2.49e+04    2.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.93   Prob(JB):                         0.48
Heteroskedasticity (H):               3.90   Skew:                            -0.51
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.59816816006375, Current Price: 129.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.958
Date:                           Wed, 09 Oct 2024   AIC                             57.915
Time:                                   14:39:43   BIC                             60.740
Sample:                                        0   HQIC                            57.334
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3825      0.341      1.121      0.262      -0.286       1.051
ma.L1         -1.0000   4441.502     -0.000      1.000   -8706.184    8704.184
ar.S.L7       -0.3048      0.449     -0.679      0.497      -1.184       0.575
ma.S.L7       -0.4934      1.558     -0.317      0.752      -3.548       2.561
sigma2         1.8098   8038.084      0.000      1.000   -1.58e+04    1.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.56
Prob(Q):                              0.91   Prob(JB):                         0.46
Heteroskedasticity (H):               3.89   Skew:                            -0.58
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.46383831804212, Current Price: 130.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.721
Date:                           Wed, 09 Oct 2024   AIC                             57.442
Time:                                   14:39:43   BIC                             60.266
Sample:                                        0   HQIC                            56.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3556      0.344      1.035      0.301      -0.318       1.029
ma.L1         -1.0000   4172.601     -0.000      1.000   -8179.148    8177.147
ar.S.L7       -0.3493      0.594     -0.588      0.556      -1.513       0.815
ma.S.L7       -1.0006   2247.924     -0.000      1.000   -4406.852    4404.850
sigma2         1.1595   6957.326      0.000      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.83   Prob(JB):                         0.54
Heteroskedasticity (H):               6.38   Skew:                            -0.45
Prob(H) (two-sided):                  0.10   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.68801201763551, Current Price: 130.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.533
Date:                           Wed, 09 Oct 2024   AIC                             59.066
Time:                                   14:39:43   BIC                             61.890
Sample:                                        0   HQIC                            58.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2863      2.237     -0.128      0.898      -4.671       4.098
ma.L1         10.6228    257.226      0.041      0.967    -493.531     514.776
ar.S.L7       -0.4864      0.825     -0.589      0.556      -2.104       1.131
ma.S.L7       -3.5862     22.262     -0.161      0.872     -47.219      40.047
sigma2         0.0017      0.077      0.022      0.983      -0.149       0.152
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.74   Prob(JB):                         0.81
Heteroskedasticity (H):               0.46   Skew:                            -0.13
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.10671237108008, Current Price: 132.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.186
Date:                           Wed, 09 Oct 2024   AIC                             58.372
Time:                                   14:39:43   BIC                             61.196
Sample:                                        0   HQIC                            57.791
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6200      0.293      2.115      0.034       0.045       1.195
ma.L1         -1.2020      0.623     -1.930      0.054      -2.423       0.019
ar.S.L7       -1.0393      0.328     -3.171      0.002      -1.682      -0.397
ma.S.L7        1.0000   2.56e+05    3.9e-06      1.000   -5.02e+05    5.02e+05
sigma2         0.9574   2.45e+05    3.9e-06      1.000   -4.81e+05    4.81e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.51   Prob(JB):                         0.58
Heteroskedasticity (H):               1.12   Skew:                             0.10
Prob(H) (two-sided):                  0.92   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.22893354171288, Current Price: 131.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.142
Date:                           Wed, 09 Oct 2024   AIC                             58.284
Time:                                   14:39:43   BIC                             61.108
Sample:                                        0   HQIC                            57.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6028      1.189     -0.507      0.612      -2.933       1.728
ma.L1          0.4718      1.531      0.308      0.758      -2.529       3.473
ar.S.L7       -0.9541      0.411     -2.319      0.020      -1.760      -0.148
ma.S.L7        1.0000   6.07e+04   1.65e-05      1.000   -1.19e+05    1.19e+05
sigma2         1.3978   8.48e+04   1.65e-05      1.000   -1.66e+05    1.66e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.79   Prob(JB):                         0.69
Heteroskedasticity (H):               0.50   Skew:                            -0.01
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.39064334929722, Current Price: 131.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.328
Date:                           Wed, 09 Oct 2024   AIC                             58.655
Time:                                   14:39:43   BIC                             61.480
Sample:                                        0   HQIC                            58.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1691      2.171     -0.078      0.938      -4.424       4.086
ma.L1          0.0224      2.257      0.010      0.992      -4.401       4.446
ar.S.L7       -1.0292      0.321     -3.202      0.001      -1.659      -0.399
ma.S.L7        1.0000   4.57e+04   2.19e-05      1.000   -8.96e+04    8.96e+04
sigma2         1.4884   6.81e+04   2.19e-05      1.000   -1.33e+05    1.33e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.75   Prob(JB):                         0.71
Heteroskedasticity (H):               0.26   Skew:                            -0.04
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.6692040656412, Current Price: 133.14
BUY EXECUTED at 133.14
BUY ORDER COMPLETED at 133.19
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.054
Date:                           Wed, 09 Oct 2024   AIC                             56.108
Time:                                   14:39:43   BIC                             58.932
Sample:                                        0   HQIC                            55.527
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4975      0.465      1.071      0.284      -0.413       1.408
ma.L1         -0.6797      0.505     -1.345      0.179      -1.670       0.311
ar.S.L7       -0.9457      0.297     -3.186      0.001      -1.528      -0.364
ma.S.L7        1.0000   6.68e+05    1.5e-06      1.000   -1.31e+06    1.31e+06
sigma2         1.1694   7.81e+05    1.5e-06      1.000   -1.53e+06    1.53e+06
===================================================================================
Ljung-Box (L1) (Q):                   2.10   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.15   Prob(JB):                         0.74
Heteroskedasticity (H):               0.36   Skew:                            -0.32
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.38730537493484, Current Price: 133.07
SELL EXECUTED at 133.07
SELL ORDER COMPLETED at 132.11
OPERATION PROFIT, GROSS -1.079999999999984, NET -1.345299999999984
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.208
Date:                           Wed, 09 Oct 2024   AIC                             58.416
Time:                                   14:39:43   BIC                             61.241
Sample:                                        0   HQIC                            57.835
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2526      1.143     -0.221      0.825      -2.494       1.988
ma.L1         -0.0080      1.169     -0.007      0.995      -2.300       2.284
ar.S.L7       -0.0657      0.598     -0.110      0.912      -1.238       1.107
ma.S.L7       -1.0001   2.13e+04  -4.69e-05      1.000   -4.18e+04    4.18e+04
sigma2         1.4623   3.12e+04   4.69e-05      1.000   -6.12e+04    6.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.85   Jarque-Bera (JB):                 2.82
Prob(Q):                              0.09   Prob(JB):                         0.24
Heteroskedasticity (H):               0.15   Skew:                            -1.00
Prob(H) (two-sided):                  0.10   Kurtosis:                         4.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.37819362746154, Current Price: 132.85
BUY EXECUTED at 132.85
BUY ORDER COMPLETED at 133.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.044
Date:                           Wed, 09 Oct 2024   AIC                             56.087
Time:                                   14:39:43   BIC                             58.912
Sample:                                        0   HQIC                            55.507
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5090      0.391     -1.302      0.193      -1.275       0.257
ma.L1         -0.0112      0.391     -0.029      0.977      -0.778       0.756
ar.S.L7       -0.6802      0.230     -2.962      0.003      -1.130      -0.230
ma.S.L7        1.0000   2.16e+05   4.63e-06      1.000   -4.23e+05    4.23e+05
sigma2         1.1861   2.56e+05   4.63e-06      1.000   -5.02e+05    5.02e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.01   Jarque-Bera (JB):                 1.63
Prob(Q):                              0.16   Prob(JB):                         0.44
Heteroskedasticity (H):               0.35   Skew:                            -0.75
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.6812171347577, Current Price: 132.3225
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.637
Date:                           Wed, 09 Oct 2024   AIC                             53.275
Time:                                   14:39:43   BIC                             56.100
Sample:                                        0   HQIC                            52.694
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3726      0.672     -0.554      0.579      -1.690       0.945
ma.L1         -0.0528      0.633     -0.083      0.933      -1.293       1.188
ar.S.L7       -0.7343      0.202     -3.644      0.000      -1.129      -0.339
ma.S.L7        0.9999   9176.099      0.000      1.000    -1.8e+04     1.8e+04
sigma2         0.9838   9026.790      0.000      1.000   -1.77e+04    1.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   5.43   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.02   Prob(JB):                         0.70
Heteroskedasticity (H):               0.28   Skew:                            -0.53
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.52855462569354, Current Price: 132.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.595
Date:                           Wed, 09 Oct 2024   AIC                             49.190
Time:                                   14:39:43   BIC                             52.015
Sample:                                        0   HQIC                            48.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3398      0.697     -0.487      0.626      -1.706       1.026
ma.L1         -0.1688      0.671     -0.251      0.802      -1.485       1.147
ar.S.L7       -0.7428      0.255     -2.918      0.004      -1.242      -0.244
ma.S.L7        1.0001   1.55e+04   6.47e-05      1.000   -3.03e+04    3.03e+04
sigma2         0.7246   1.12e+04   6.46e-05      1.000    -2.2e+04     2.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.52   Prob(JB):                         0.73
Heteroskedasticity (H):               0.91   Skew:                            -0.54
Prob(H) (two-sided):                  0.93   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.51267939518397, Current Price: 133.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.360
Date:                           Wed, 09 Oct 2024   AIC                             42.719
Time:                                   14:39:43   BIC                             45.544
Sample:                                        0   HQIC                            42.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8186      0.079    -10.365      0.000      -0.973      -0.664
ma.L1          1.0000   5.31e+04   1.88e-05      1.000   -1.04e+05    1.04e+05
ar.S.L7       -0.6463      0.140     -4.617      0.000      -0.921      -0.372
ma.S.L7        0.5170      0.923      0.560      0.576      -1.293       2.327
sigma2         0.5254   2.79e+04   1.88e-05      1.000   -5.47e+04    5.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.54   Prob(JB):                         0.81
Heteroskedasticity (H):               0.13   Skew:                             0.34
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.12433371169936, Current Price: 134.1
SELL EXECUTED at 134.1
SELL ORDER COMPLETED at 134.74
OPERATION PROFIT, GROSS 1.7300000000000182, NET 1.4622500000000183
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.507
Date:                           Wed, 09 Oct 2024   AIC                             47.013
Time:                                   14:39:43   BIC                             49.838
Sample:                                        0   HQIC                            46.433
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3297      2.260      0.146      0.884      -4.099       4.759
ma.L1         -0.1988      2.102     -0.095      0.925      -4.319       3.922
ar.S.L7       -0.2675      0.246     -1.087      0.277      -0.750       0.215
ma.S.L7       -1.0002   2086.818     -0.000      1.000   -4091.088    4089.087
sigma2         0.6087   1270.397      0.000      1.000   -2489.323    2490.541
===================================================================================
Ljung-Box (L1) (Q):                   2.71   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.10   Prob(JB):                         0.86
Heteroskedasticity (H):               0.42   Skew:                            -0.35
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.4679407975581, Current Price: 135.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.517
Date:                           Wed, 09 Oct 2024   AIC                             43.034
Time:                                   14:39:43   BIC                             45.859
Sample:                                        0   HQIC                            42.453
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8633      0.174     -4.965      0.000      -1.204      -0.522
ma.L1          1.0000   2543.615      0.000      1.000   -4984.394    4986.394
ar.S.L7       -0.4068      0.211     -1.925      0.054      -0.821       0.007
ma.S.L7        1.8342      3.589      0.511      0.609      -5.200       8.868
sigma2         0.1572    400.072      0.000      1.000    -783.969     784.284
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.78   Prob(JB):                         0.77
Heteroskedasticity (H):               1.14   Skew:                             0.37
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.64673251032735, Current Price: 135.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.939
Date:                           Wed, 09 Oct 2024   AIC                             45.877
Time:                                   14:39:43   BIC                             48.702
Sample:                                        0   HQIC                            45.297
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7934      0.495     -1.602      0.109      -1.764       0.177
ma.L1          0.4560      0.835      0.546      0.585      -1.181       2.093
ar.S.L7       -0.3579      0.255     -1.404      0.160      -0.857       0.142
ma.S.L7        0.2256      0.600      0.376      0.707      -0.949       1.401
sigma2         0.8995      0.464      1.939      0.053      -0.010       1.809
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.84   Prob(JB):                         0.61
Heteroskedasticity (H):               0.48   Skew:                             0.65
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.1401531902751, Current Price: 136.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.848
Date:                           Wed, 09 Oct 2024   AIC                             43.697
Time:                                   14:39:43   BIC                             46.522
Sample:                                        0   HQIC                            43.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8360      0.125     -6.700      0.000      -1.081      -0.591
ma.L1          1.0000   1.41e+04   7.07e-05      1.000   -2.77e+04    2.77e+04
ar.S.L7       -0.3202      0.160     -2.007      0.045      -0.633      -0.008
ma.S.L7        0.2133      0.575      0.371      0.711      -0.913       1.340
sigma2         0.6453   9127.182   7.07e-05      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.45   Prob(JB):                         0.79
Heteroskedasticity (H):               0.61   Skew:                            -0.06
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.53111367701294, Current Price: 137.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.506
Date:                           Wed, 09 Oct 2024   AIC                             45.012
Time:                                   14:39:43   BIC                             47.837
Sample:                                        0   HQIC                            44.432
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9188      0.166      5.537      0.000       0.594       1.244
ma.L1         -0.9915     16.660     -0.060      0.953     -33.645      31.662
ar.S.L7       -0.5426      0.248     -2.192      0.028      -1.028      -0.057
ma.S.L7       -7.2944     37.240     -0.196      0.845     -80.283      65.694
sigma2         0.0135      0.222      0.061      0.952      -0.421       0.448
===================================================================================
Ljung-Box (L1) (Q):                   2.07   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.15   Prob(JB):                         0.77
Heteroskedasticity (H):               1.70   Skew:                             0.11
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.9819487081962, Current Price: 136.48
BUY EXECUTED at 136.48
BUY ORDER COMPLETED at 137.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.074
Date:                           Wed, 09 Oct 2024   AIC                             46.149
Time:                                   14:39:43   BIC                             48.974
Sample:                                        0   HQIC                            45.568
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7195      0.396     -1.816      0.069      -1.496       0.057
ma.L1          0.5415      0.527      1.027      0.305      -0.492       1.575
ar.S.L7       -0.3048      0.267     -1.141      0.254      -0.828       0.219
ma.S.L7        0.1969      0.759      0.259      0.795      -1.291       1.685
sigma2         0.9204      0.485      1.898      0.058      -0.030       1.871
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.55   Prob(JB):                         0.79
Heteroskedasticity (H):               4.05   Skew:                            -0.38
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.6777566852207, Current Price: 137.384
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.111
Date:                           Wed, 09 Oct 2024   AIC                             44.222
Time:                                   14:39:43   BIC                             47.047
Sample:                                        0   HQIC                            43.642
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5980      0.512     -1.167      0.243      -1.602       0.406
ma.L1          0.5376      0.767      0.701      0.483      -0.966       2.041
ar.S.L7       -0.1876      0.323     -0.581      0.561      -0.820       0.445
ma.S.L7        0.2551      0.874      0.292      0.770      -1.458       1.968
sigma2         0.7824      0.355      2.202      0.028       0.086       1.479
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.74   Prob(JB):                         0.95
Heteroskedasticity (H):              10.83   Skew:                             0.07
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.52698870963195, Current Price: 137.661
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.193
Date:                           Wed, 09 Oct 2024   AIC                             44.386
Time:                                   14:39:44   BIC                             47.211
Sample:                                        0   HQIC                            43.805
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6565      0.595     -1.104      0.270      -1.822       0.509
ma.L1          1.8042      2.207      0.817      0.414      -2.522       6.130
ar.S.L7       -0.1805      0.388     -0.465      0.642      -0.941       0.580
ma.S.L7       -0.0743      0.829     -0.090      0.929      -1.698       1.550
sigma2         0.2507      0.622      0.403      0.687      -0.968       1.469
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.67   Prob(JB):                         0.93
Heteroskedasticity (H):               8.27   Skew:                            -0.16
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.82069923449723, Current Price: 140.03
SELL EXECUTED at 140.03
SELL ORDER COMPLETED at 140.24
OPERATION PROFIT, GROSS 3.0200000000000102, NET 2.74254000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.993
Date:                           Wed, 09 Oct 2024   AIC                             45.986
Time:                                   14:39:44   BIC                             48.810
Sample:                                        0   HQIC                            45.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7667      0.776     -0.988      0.323      -2.288       0.754
ma.L1          0.5970      0.948      0.629      0.529      -1.262       2.456
ar.S.L7       -0.2135      0.390     -0.547      0.584      -0.978       0.551
ma.S.L7       -0.2381      0.842     -0.283      0.777      -1.888       1.412
sigma2         0.8992      0.677      1.328      0.184      -0.428       2.226
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.76   Prob(JB):                         0.72
Heteroskedasticity (H):               2.94   Skew:                            -0.45
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.87142087805626, Current Price: 139.917
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.841
Date:                           Wed, 09 Oct 2024   AIC                             45.682
Time:                                   14:39:44   BIC                             48.507
Sample:                                        0   HQIC                            45.102
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7227      0.860     -0.840      0.401      -2.408       0.963
ma.L1          0.5767      1.041      0.554      0.579      -1.463       2.616
ar.S.L7       -0.1621      0.409     -0.396      0.692      -0.963       0.639
ma.S.L7       -0.3035      0.950     -0.319      0.749      -2.165       1.558
sigma2         0.8643      0.612      1.413      0.158      -0.335       2.063
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.55   Prob(JB):                         0.68
Heteroskedasticity (H):               0.60   Skew:                            -0.57
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.55430876291277, Current Price: 138.09
BUY EXECUTED at 138.09
BUY ORDER COMPLETED at 138.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.373
Date:                           Wed, 09 Oct 2024   AIC                             48.746
Time:                                   14:39:44   BIC                             51.571
Sample:                                        0   HQIC                            48.165
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4694      0.823      0.570      0.568      -1.143       2.082
ma.L1         -1.0002    366.273     -0.003      0.998    -718.881     716.881
ar.S.L7       -0.0015      0.006     -0.248      0.804      -0.013       0.010
ma.S.L7       -0.5039      1.561     -0.323      0.747      -3.563       2.555
sigma2         0.9452    345.796      0.003      0.998    -676.803     678.693
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.61   Prob(JB):                         0.76
Heteroskedasticity (H):               3.23   Skew:                            -0.46
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.03029010322436, Current Price: 139.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.654
Date:                           Wed, 09 Oct 2024   AIC                             49.308
Time:                                   14:39:44   BIC                             52.133
Sample:                                        0   HQIC                            48.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1845      1.856      0.099      0.921      -3.453       3.822
ma.L1         -0.6376      1.231     -0.518      0.605      -3.050       1.775
ar.S.L7       -0.1112      0.554     -0.201      0.841      -1.197       0.975
ma.S.L7       -0.4234      1.807     -0.234      0.815      -3.964       3.118
sigma2         1.1071      1.088      1.017      0.309      -1.026       3.241
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.90   Prob(JB):                         0.61
Heteroskedasticity (H):               3.56   Skew:                            -0.63
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.47594102065366, Current Price: 139.721
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.054
Date:                           Wed, 09 Oct 2024   AIC                             48.109
Time:                                   14:39:44   BIC                             50.934
Sample:                                        0   HQIC                            47.528
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4398      0.773      0.569      0.569      -1.075       1.955
ma.L1         -1.0002    433.966     -0.002      0.998    -851.558     849.557
ar.S.L7        0.0147      0.400      0.037      0.971      -0.769       0.798
ma.S.L7       -0.7204      2.182     -0.330      0.741      -4.996       3.555
sigma2         0.7343    319.283      0.002      0.998    -625.048     626.517
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.58   Prob(JB):                         0.86
Heteroskedasticity (H):               2.03   Skew:                            -0.38
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.2804597606928, Current Price: 139.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.869
Date:                           Wed, 09 Oct 2024   AIC                             47.738
Time:                                   14:39:44   BIC                             50.563
Sample:                                        0   HQIC                            47.157
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2531      1.599      0.158      0.874      -2.881       3.388
ma.L1         -1.6301      3.480     -0.468      0.639      -8.451       5.190
ar.S.L7        0.0115      0.217      0.053      0.958      -0.414       0.437
ma.S.L7       -1.0001   8923.160     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.2413   2153.337      0.000      1.000   -4220.223    4220.705
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.84   Prob(JB):                         0.81
Heteroskedasticity (H):               0.96   Skew:                            -0.44
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.7521202980623, Current Price: 139.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.041
Date:                           Wed, 09 Oct 2024   AIC                             46.081
Time:                                   14:39:44   BIC                             48.906
Sample:                                        0   HQIC                            45.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4433      0.166      2.672      0.008       0.118       0.768
ma.L1         -0.9999   3189.033     -0.000      1.000   -6251.391    6249.391
ar.S.L7       -0.5243      0.323     -1.626      0.104      -1.157       0.108
ma.S.L7       -0.3091      0.751     -0.412      0.680      -1.780       1.162
sigma2         0.7499   2391.595      0.000      1.000   -4686.689    4688.189
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.36   Prob(JB):                         0.73
Heteroskedasticity (H):               0.43   Skew:                            -0.42
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.23798953527677, Current Price: 137.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.316
Date:                           Wed, 09 Oct 2024   AIC                             52.633
Time:                                   14:39:44   BIC                             55.457
Sample:                                        0   HQIC                            52.052
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3557      0.791     -0.450      0.653      -1.907       1.195
ma.L1         -2.5355      4.322     -0.587      0.557     -11.006       5.935
ar.S.L7       -1.0078      0.500     -2.015      0.044      -1.988      -0.027
ma.S.L7       -0.4438      1.250     -0.355      0.723      -2.894       2.006
sigma2         0.2215      0.896      0.247      0.805      -1.535       1.978
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.76
Prob(Q):                              1.00   Prob(JB):                         0.68
Heteroskedasticity (H):               2.09   Skew:                            -0.45
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.9221903622717, Current Price: 138.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.687
Date:                           Wed, 09 Oct 2024   AIC                             53.374
Time:                                   14:39:44   BIC                             56.199
Sample:                                        0   HQIC                            52.793
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3397      0.908     -0.374      0.708      -2.119       1.439
ma.L1         -6.7017     40.457     -0.166      0.868     -85.997      72.593
ar.S.L7       -0.8371      0.576     -1.453      0.146      -1.966       0.292
ma.S.L7       -1.0003   3931.080     -0.000      1.000   -7705.775    7703.775
sigma2         0.0221     86.704      0.000      1.000    -169.914     169.958
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.65   Prob(JB):                         0.74
Heteroskedasticity (H):               1.71   Skew:                            -0.16
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.80503410999574, Current Price: 138.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.512
Date:                           Wed, 09 Oct 2024   AIC                             51.024
Time:                                   14:39:44   BIC                             53.849
Sample:                                        0   HQIC                            50.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6738      0.211     -3.192      0.001      -1.087      -0.260
ma.L1          1.0000   5032.861      0.000      1.000   -9863.225    9865.225
ar.S.L7       -0.7147      0.477     -1.499      0.134      -1.650       0.220
ma.S.L7       -1.0000   4.47e+04  -2.24e-05      1.000   -8.76e+04    8.76e+04
sigma2         0.7311   3.44e+04   2.13e-05      1.000   -6.74e+04    6.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.37   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.12   Prob(JB):                         0.90
Heteroskedasticity (H):               1.63   Skew:                            -0.16
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.5440204792402, Current Price: 136.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -25667.082
Date:                           Wed, 09 Oct 2024   AIC                          51344.164
Time:                                   14:39:44   BIC                          51346.989
Sample:                                        0   HQIC                         51343.583
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3678      0.001    500.911      0.000       0.366       0.369
ma.L1         -0.2657      0.001   -245.015      0.000      -0.268      -0.264
ar.S.L7      -96.5869      0.511   -189.072      0.000     -97.588     -95.586
ma.S.L7        0.1948      0.000    489.351      0.000       0.194       0.196
sigma2         3.7665      0.040     93.471      0.000       3.688       3.846
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.83   Prob(JB):                         0.65
Heteroskedasticity (H):               3.37   Skew:                            -0.63
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -36.69531616041045, Current Price: 136.24
SELL EXECUTED at 136.24
SELL ORDER COMPLETED at 136.56
OPERATION PROFIT, GROSS -2.069999999999993, NET -2.3451899999999934
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.578
Date:                           Wed, 09 Oct 2024   AIC                             55.157
Time:                                   14:39:44   BIC                             57.981
Sample:                                        0   HQIC                            54.576
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0657     10.784     -0.006      0.995     -21.201      21.070
ma.L1          0.0242     11.117      0.002      0.998     -21.765      21.813
ar.S.L7       -0.9316      0.527     -1.768      0.077      -1.964       0.101
ma.S.L7       -1.0004   3601.049     -0.000      1.000   -7058.927    7056.926
sigma2         1.1368   4093.660      0.000      1.000   -8022.290    8024.564
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.35   Prob(JB):                         0.82
Heteroskedasticity (H):               3.35   Skew:                            -0.36
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.5283286195248, Current Price: 136.97
BUY EXECUTED at 136.97
BUY ORDER COMPLETED at 138.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.994
Date:                           Wed, 09 Oct 2024   AIC                             53.989
Time:                                   14:39:44   BIC                             56.814
Sample:                                        0   HQIC                            53.408
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2457      3.802     -0.065      0.948      -7.698       7.207
ma.L1          0.1227      3.703      0.033      0.974      -7.135       7.380
ar.S.L7       -1.0872      0.415     -2.621      0.009      -1.900      -0.274
ma.S.L7       -1.0001   1.83e+04  -5.46e-05      1.000   -3.59e+04    3.59e+04
sigma2         1.0395    1.9e+04   5.46e-05      1.000   -3.73e+04    3.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.44   Prob(JB):                         0.81
Heteroskedasticity (H):               2.34   Skew:                            -0.43
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.32341928386424, Current Price: 138.37
SELL EXECUTED at 138.37
SELL ORDER COMPLETED at 139.5
OPERATION PROFIT, GROSS 1.3600000000000136, NET 1.0823600000000138
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.589
Date:                           Wed, 09 Oct 2024   AIC                             55.178
Time:                                   14:39:44   BIC                             58.003
Sample:                                        0   HQIC                            54.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3307      2.230     -0.148      0.882      -4.701       4.039
ma.L1          0.1574      2.618      0.060      0.952      -4.974       5.289
ar.S.L7       -1.0058      0.547     -1.838      0.066      -2.078       0.067
ma.S.L7       -1.0002   1.34e+04  -7.45e-05      1.000   -2.63e+04    2.63e+04
sigma2         1.1381   1.53e+04   7.45e-05      1.000      -3e+04       3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.97   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.32   Prob(JB):                         0.78
Heteroskedasticity (H):               3.02   Skew:                            -0.45
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.94592621281328, Current Price: 139.14
BUY EXECUTED at 139.14
BUY ORDER COMPLETED at 138.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.622
Date:                           Wed, 09 Oct 2024   AIC                             57.245
Time:                                   14:39:44   BIC                             60.069
Sample:                                        0   HQIC                            56.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2430      2.444     -0.099      0.921      -5.032       4.546
ma.L1          0.0269      2.457      0.011      0.991      -4.789       4.843
ar.S.L7       -0.7274      0.773     -0.941      0.347      -2.243       0.788
ma.S.L7       -0.3857      1.394     -0.277      0.782      -3.118       2.346
sigma2         2.0802      1.582      1.315      0.189      -1.021       5.181
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.39   Prob(JB):                         0.61
Heteroskedasticity (H):               0.48   Skew:                            -0.64
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.45113266050015, Current Price: 139.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.010
Date:                           Wed, 09 Oct 2024   AIC                             56.020
Time:                                   14:39:44   BIC                             58.845
Sample:                                        0   HQIC                            55.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1419      5.933     -0.024      0.981     -11.770      11.486
ma.L1         -0.0664      6.030     -0.011      0.991     -11.886      11.753
ar.S.L7       -0.6162      0.990     -0.623      0.533      -2.556       1.323
ma.S.L7       -0.5373      2.699     -0.199      0.842      -5.828       4.753
sigma2         1.7674      2.511      0.704      0.482      -3.155       6.689
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.30
Prob(Q):                              0.51   Prob(JB):                         0.32
Heteroskedasticity (H):               1.26   Skew:                            -1.02
Prob(H) (two-sided):                  0.83   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.23206275682776, Current Price: 140.34
SELL EXECUTED at 140.34
SELL ORDER COMPLETED at 140.2742
OPERATION PROFIT, GROSS 1.394200000000012, NET 1.115045800000012
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.024
Date:                           Wed, 09 Oct 2024   AIC                             58.048
Time:                                   14:39:44   BIC                             60.873
Sample:                                        0   HQIC                            57.468
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0452      5.312      0.009      0.993     -10.367      10.458
ma.L1         -0.2226      5.269     -0.042      0.966     -10.550      10.105
ar.S.L7       -0.5200      0.861     -0.604      0.546      -2.208       1.168
ma.S.L7       -0.7439      4.042     -0.184      0.854      -8.666       7.178
sigma2         1.7953      6.251      0.287      0.774     -10.456      14.046
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.51   Prob(JB):                         0.65
Heteroskedasticity (H):               0.63   Skew:                            -0.62
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.51135222512423, Current Price: 139.22
BUY EXECUTED at 139.22
BUY ORDER COMPLETED at 140.0
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.329
Date:                           Wed, 09 Oct 2024   AIC                             58.658
Time:                                   14:39:44   BIC                             61.483
Sample:                                        0   HQIC                            58.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1408      3.377     -0.042      0.967      -6.760       6.478
ma.L1         -0.1473      2.937     -0.050      0.960      -5.904       5.609
ar.S.L7       -0.5444      0.502     -1.085      0.278      -1.528       0.439
ma.S.L7       -0.1881      0.885     -0.213      0.832      -1.922       1.546
sigma2         2.4377      1.940      1.257      0.209      -1.364       6.239
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.84   Prob(JB):                         0.74
Heteroskedasticity (H):               0.40   Skew:                            -0.53
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.61036038740093, Current Price: 139.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.805
Date:                           Wed, 09 Oct 2024   AIC                             57.609
Time:                                   14:39:44   BIC                             60.434
Sample:                                        0   HQIC                            57.028
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1881     17.710     -0.011      0.992     -34.898      34.522
ma.L1          0.1634     17.731      0.009      0.993     -34.588      34.915
ar.S.L7       -0.7589      0.233     -3.251      0.001      -1.216      -0.301
ma.S.L7        1.0005   3372.772      0.000      1.000   -6609.511    6611.512
sigma2         1.3728   4630.320      0.000      1.000   -9073.887    9076.632
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.04
Prob(Q):                              0.99   Prob(JB):                         0.36
Heteroskedasticity (H):               0.92   Skew:                            -0.94
Prob(H) (two-sided):                  0.94   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.71618842273273, Current Price: 138.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.028
Date:                           Wed, 09 Oct 2024   AIC                             58.056
Time:                                   14:39:44   BIC                             60.881
Sample:                                        0   HQIC                            57.476
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2248      5.723     -0.039      0.969     -11.441      10.992
ma.L1          0.1351      5.433      0.025      0.980     -10.514      10.784
ar.S.L7       -0.7783      0.252     -3.085      0.002      -1.273      -0.284
ma.S.L7        0.4826      2.673      0.181      0.857      -4.756       5.721
sigma2         2.1261      4.293      0.495      0.620      -6.288      10.540
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.97   Prob(JB):                         0.53
Heteroskedasticity (H):               0.36   Skew:                            -0.75
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.52726357862275, Current Price: 138.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.653
Date:                           Wed, 09 Oct 2024   AIC                             53.306
Time:                                   14:39:44   BIC                             56.131
Sample:                                        0   HQIC                            52.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4269      0.509      0.838      0.402      -0.572       1.425
ma.L1         -1.0000   1.01e+04  -9.87e-05      1.000   -1.99e+04    1.99e+04
ar.S.L7       -0.2210      0.796     -0.278      0.781      -1.782       1.340
ma.S.L7       -1.0001   8603.757     -0.000      1.000   -1.69e+04    1.69e+04
sigma2         0.8450   5390.908      0.000      1.000   -1.06e+04    1.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.63
Prob(Q):                              0.88   Prob(JB):                         0.44
Heteroskedasticity (H):               0.06   Skew:                            -0.60
Prob(H) (two-sided):                  0.02   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.92150143885544, Current Price: 138.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.405
Date:                           Wed, 09 Oct 2024   AIC                             50.810
Time:                                   14:39:44   BIC                             53.635
Sample:                                        0   HQIC                            50.230
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4610      0.100      4.607      0.000       0.265       0.657
ma.L1         -1.0000   4568.394     -0.000      1.000   -8954.887    8952.887
ar.S.L7       -0.6909      0.251     -2.753      0.006      -1.183      -0.199
ma.S.L7        1.0003   2947.464      0.000      1.000   -5775.923    5777.923
sigma2         0.7278   3440.053      0.000      1.000   -6741.653    6743.109
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.26
Prob(Q):                              0.91   Prob(JB):                         0.32
Heteroskedasticity (H):               0.27   Skew:                            -0.94
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.28471084300736, Current Price: 139.86
SELL EXECUTED at 139.86
SELL ORDER COMPLETED at 138.65
OPERATION PROFIT, GROSS -1.3499999999999943, NET -1.6286499999999944
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.938
Date:                           Wed, 09 Oct 2024   AIC                             51.876
Time:                                   14:39:44   BIC                             54.701
Sample:                                        0   HQIC                            51.296
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3557      0.510      0.697      0.486      -0.645       1.356
ma.L1         -1.0000   2651.171     -0.000      1.000   -5197.200    5195.200
ar.S.L7       -0.5777      0.416     -1.387      0.165      -1.394       0.238
ma.S.L7        0.1464      0.579      0.253      0.800      -0.989       1.281
sigma2         1.3217   3504.564      0.000      1.000   -6867.497    6870.140
===================================================================================
Ljung-Box (L1) (Q):                   1.17   Jarque-Bera (JB):                 2.97
Prob(Q):                              0.28   Prob(JB):                         0.23
Heteroskedasticity (H):               0.24   Skew:                            -1.00
Prob(H) (two-sided):                  0.19   Kurtosis:                         4.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.3559833314965, Current Price: 139.2
BUY EXECUTED at 139.2
BUY ORDER COMPLETED at 140.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.568
Date:                           Wed, 09 Oct 2024   AIC                             43.136
Time:                                   14:39:45   BIC                             45.960
Sample:                                        0   HQIC                            42.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3498      0.187      1.872      0.061      -0.016       0.716
ma.L1         -1.0000   5316.795     -0.000      1.000   -1.04e+04    1.04e+04
ar.S.L7       -0.6267      0.405     -1.549      0.121      -1.420       0.166
ma.S.L7       -0.0115      0.433     -0.027      0.979      -0.861       0.838
sigma2         0.6718   3571.664      0.000      1.000   -6999.661    7001.004
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.50
Prob(Q):                              0.78   Prob(JB):                         0.47
Heteroskedasticity (H):               2.58   Skew:                             0.82
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.41075182637053, Current Price: 139.84
SELL EXECUTED at 139.84
SELL ORDER COMPLETED at 139.58
OPERATION PROFIT, GROSS -0.549999999999983, NET -0.829709999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.613
Date:                           Wed, 09 Oct 2024   AIC                             47.227
Time:                                   14:39:45   BIC                             50.052
Sample:                                        0   HQIC                            46.646
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4033      0.181      2.228      0.026       0.048       0.758
ma.L1         -0.5311      0.281     -1.890      0.059      -1.082       0.020
ar.S.L7       -0.3391      0.202     -1.679      0.093      -0.735       0.057
ma.S.L7       -1.0001   6559.404     -0.000      1.000   -1.29e+04    1.29e+04
sigma2         0.6133   4022.636      0.000      1.000   -7883.609    7884.835
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.48   Prob(JB):                         0.55
Heteroskedasticity (H):               1.53   Skew:                            -0.32
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.66972893303398, Current Price: 142.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.505
Date:                           Wed, 09 Oct 2024   AIC                             51.011
Time:                                   14:39:45   BIC                             53.836
Sample:                                        0   HQIC                            50.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9111      0.661      1.378      0.168      -0.385       2.207
ma.L1         -0.6557      0.793     -0.826      0.409      -2.211       0.899
ar.S.L7       -0.4930      0.239     -2.061      0.039      -0.962      -0.024
ma.S.L7       -1.0995     12.970     -0.085      0.932     -26.519      24.320
sigma2         0.7299      9.579      0.076      0.939     -18.045      19.505
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.89   Prob(JB):                         0.56
Heteroskedasticity (H):               2.95   Skew:                             0.36
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.62885519210988, Current Price: 142.38
BUY EXECUTED at 142.38
BUY ORDER COMPLETED at 142.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.894
Date:                           Wed, 09 Oct 2024   AIC                             49.788
Time:                                   14:39:45   BIC                             52.613
Sample:                                        0   HQIC                            49.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3339      1.285     -0.260      0.795      -2.853       2.185
ma.L1          0.6050      1.157      0.523      0.601      -1.663       2.873
ar.S.L7       -0.4673      0.273     -1.710      0.087      -1.003       0.068
ma.S.L7       -1.0001   1.19e+04  -8.43e-05      1.000   -2.33e+04    2.33e+04
sigma2         0.7540   8949.102   8.43e-05      1.000   -1.75e+04    1.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.40   Prob(JB):                         0.60
Heteroskedasticity (H):               2.71   Skew:                             0.63
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.09005034028382, Current Price: 142.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.037
Date:                           Wed, 09 Oct 2024   AIC                             50.074
Time:                                   14:39:45   BIC                             52.899
Sample:                                        0   HQIC                            49.494
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3110      1.079     -0.288      0.773      -2.426       1.804
ma.L1          0.5882      0.966      0.609      0.543      -1.306       2.482
ar.S.L7       -0.4293      0.308     -1.395      0.163      -1.033       0.174
ma.S.L7       -1.0002   6167.161     -0.000      1.000   -1.21e+04    1.21e+04
sigma2         0.7705   4752.457      0.000      1.000   -9313.875    9315.416
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.58   Prob(JB):                         0.52
Heteroskedasticity (H):               3.04   Skew:                             0.73
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
Predicted Price: 142.2665825989531, Current Price: 143.66
SELL EXECUTED at 143.66
SELL ORDER COMPLETED at 143.28
OPERATION PROFIT, GROSS 1.0500000000000114, NET 0.7644900000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.743
Date:                           Wed, 09 Oct 2024   AIC                             51.485
Time:                                   14:39:45   BIC                             54.310
Sample:                                        0   HQIC                            50.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5343      0.800     -0.668      0.504      -2.102       1.034
ma.L1          0.6873      0.729      0.943      0.346      -0.741       2.116
ar.S.L7       -0.3357      0.554     -0.606      0.544      -1.421       0.750
ma.S.L7       -0.1838      0.997     -0.184      0.854      -2.138       1.770
sigma2         1.3776      0.667      2.066      0.039       0.071       2.685
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.85   Prob(JB):                         0.90
Heteroskedasticity (H):               1.50   Skew:                             0.12
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.39654092028167, Current Price: 142.64
BUY EXECUTED at 142.64
BUY ORDER COMPLETED at 142.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.310
Date:                           Wed, 09 Oct 2024   AIC                             50.619
Time:                                   14:39:45   BIC                             53.444
Sample:                                        0   HQIC                            50.039
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3364      1.639     -0.205      0.837      -3.548       2.875
ma.L1          0.5196      1.529      0.340      0.734      -2.477       3.517
ar.S.L7       -0.5228      0.417     -1.255      0.210      -1.339       0.294
ma.S.L7       -1.0002   4668.357     -0.000      1.000   -9150.812    9148.811
sigma2         0.8032   3750.142      0.000      1.000   -7349.340    7350.946
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.83   Prob(JB):                         0.53
Heteroskedasticity (H):               1.96   Skew:                             0.67
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.14146925325832, Current Price: 141.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.903
Date:                           Wed, 09 Oct 2024   AIC                             51.805
Time:                                   14:39:45   BIC                             54.630
Sample:                                        0   HQIC                            51.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2985      1.307     -0.228      0.819      -2.859       2.262
ma.L1          0.6346      1.101      0.576      0.565      -1.524       2.793
ar.S.L7       -0.6746      0.940     -0.718      0.473      -2.516       1.167
ma.S.L7       -1.0004   3343.021     -0.000      1.000   -6553.201    6551.200
sigma2         0.8818   2948.129      0.000      1.000   -5777.345    5779.108
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.97   Prob(JB):                         0.67
Heteroskedasticity (H):               2.96   Skew:                             0.37
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.2919118097759, Current Price: 141.9
SELL EXECUTED at 141.9
SELL ORDER COMPLETED at 142.35
OPERATION PROFIT, GROSS -0.3900000000000148, NET -0.6750900000000148
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.583
Date:                           Wed, 09 Oct 2024   AIC                             53.166
Time:                                   14:39:45   BIC                             55.990
Sample:                                        0   HQIC                            52.585
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3673      3.267     -0.112      0.910      -6.771       6.036
ma.L1          0.5815      2.971      0.196      0.845      -5.242       6.405
ar.S.L7       -0.4239      0.400     -1.061      0.289      -1.207       0.359
ma.S.L7        0.0679      1.549      0.044      0.965      -2.968       3.103
sigma2         1.6154      1.645      0.982      0.326      -1.610       4.840
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.81   Prob(JB):                         0.86
Heteroskedasticity (H):               1.36   Skew:                             0.33
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.36711903844943, Current Price: 143.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.200
Date:                           Wed, 09 Oct 2024   AIC                             52.400
Time:                                   14:39:45   BIC                             55.225
Sample:                                        0   HQIC                            51.819
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3269      1.748     -0.187      0.852      -3.752       3.098
ma.L1          0.6364      1.536      0.414      0.679      -2.375       3.648
ar.S.L7       -0.6500      0.411     -1.580      0.114      -1.456       0.156
ma.S.L7        0.5671      1.827      0.310      0.756      -3.015       4.149
sigma2         1.3078      1.334      0.980      0.327      -1.308       3.923
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.98   Prob(JB):                         0.61
Heteroskedasticity (H):               0.96   Skew:                             0.65
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.76284783935654, Current Price: 145.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.456
Date:                           Wed, 09 Oct 2024   AIC                             50.912
Time:                                   14:39:45   BIC                             53.737
Sample:                                        0   HQIC                            50.331
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2045      3.809      0.054      0.957      -7.261       7.670
ma.L1         -0.1098      3.663     -0.030      0.976      -7.289       7.069
ar.S.L7        0.2040      0.484      0.421      0.674      -0.745       1.153
ma.S.L7       -1.0000   3.76e+05  -2.66e-06      1.000   -7.38e+05    7.38e+05
sigma2         0.8204   3.09e+05   2.66e-06      1.000   -6.05e+05    6.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.62   Prob(JB):                         0.70
Heteroskedasticity (H):               0.26   Skew:                            -0.41
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.50123000732154, Current Price: 145.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.186
Date:                           Wed, 09 Oct 2024   AIC                             52.372
Time:                                   14:39:45   BIC                             55.197
Sample:                                        0   HQIC                            51.792
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3345      1.381     -0.242      0.809      -3.040       2.371
ma.L1          0.5383      1.183      0.455      0.649      -1.781       2.857
ar.S.L7       -0.0116      0.281     -0.041      0.967      -0.563       0.540
ma.S.L7       -1.0023    399.707     -0.003      0.998    -784.414     782.410
sigma2         0.9195    367.629      0.003      0.998    -719.619     721.458
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.68   Prob(JB):                         0.57
Heteroskedasticity (H):               0.25   Skew:                            -0.63
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.68377017238203, Current Price: 145.93
BUY EXECUTED at 145.93
BUY ORDER COMPLETED at 146.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.275
Date:                           Wed, 09 Oct 2024   AIC                             50.549
Time:                                   14:39:45   BIC                             53.374
Sample:                                        0   HQIC                            49.969
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6727      0.301     -2.234      0.025      -1.263      -0.083
ma.L1          1.0000   5.03e+05   1.99e-06      1.000   -9.86e+05    9.86e+05
ar.S.L7       -0.2695      0.311     -0.867      0.386      -0.879       0.340
ma.S.L7        1.8937      4.273      0.443      0.658      -6.482      10.269
sigma2         0.2656   1.34e+05   1.99e-06      1.000   -2.62e+05    2.62e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.62   Prob(JB):                         0.85
Heteroskedasticity (H):               0.29   Skew:                             0.09
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.36268664768085, Current Price: 146.5
SELL EXECUTED at 146.5
SELL ORDER COMPLETED at 146.57
OPERATION PROFIT, GROSS 0.19999999999998863, NET -0.09294000000001135
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.015
Date:                           Wed, 09 Oct 2024   AIC                             50.031
Time:                                   14:39:45   BIC                             52.856
Sample:                                        0   HQIC                            49.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1805      1.685     -0.107      0.915      -3.484       3.123
ma.L1          0.4209      1.334      0.315      0.752      -2.194       3.036
ar.S.L7        0.0692      0.550      0.126      0.900      -1.009       1.147
ma.S.L7       -1.0002   6801.943     -0.000      1.000   -1.33e+04    1.33e+04
sigma2         0.7668   5215.645      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.38   Prob(JB):                         0.50
Heteroskedasticity (H):               0.60   Skew:                            -0.80
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.50531278761133, Current Price: 146.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.769
Date:                           Wed, 09 Oct 2024   AIC                             41.538
Time:                                   14:39:45   BIC                             44.363
Sample:                                        0   HQIC                            40.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0759      0.862     -0.088      0.930      -1.765       1.614
ma.L1          0.7273      0.762      0.954      0.340      -0.767       2.222
ar.S.L7       -0.6696      0.203     -3.303      0.001      -1.067      -0.272
ma.S.L7        0.3434      0.457      0.751      0.453      -0.553       1.240
sigma2         0.6201      0.565      1.098      0.272      -0.487       1.727
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.53   Prob(JB):                         0.71
Heteroskedasticity (H):               2.25   Skew:                            -0.44
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.6480160224187, Current Price: 146.87
BUY EXECUTED at 146.87
BUY ORDER COMPLETED at 146.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.978
Date:                           Wed, 09 Oct 2024   AIC                             39.956
Time:                                   14:39:45   BIC                             42.781
Sample:                                        0   HQIC                            39.376
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4512      0.375     -1.202      0.229      -1.187       0.285
ma.L1          1.0000   1.74e+04   5.76e-05      1.000    -3.4e+04     3.4e+04
ar.S.L7       -0.4753      0.412     -1.153      0.249      -1.283       0.332
ma.S.L7       -0.1191      0.408     -0.292      0.770      -0.918       0.680
sigma2         0.5034   8734.095   5.76e-05      1.000   -1.71e+04    1.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.60   Prob(JB):                         0.52
Heteroskedasticity (H):               0.51   Skew:                            -0.78
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.73916061303206, Current Price: 146.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.841
Date:                           Wed, 09 Oct 2024   AIC                             41.681
Time:                                   14:39:45   BIC                             44.506
Sample:                                        0   HQIC                            41.101
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0714      0.462      0.155      0.877      -0.834       0.976
ma.L1          1.0000   2.25e+04   4.45e-05      1.000   -4.41e+04    4.41e+04
ar.S.L7       -0.6090      0.100     -6.106      0.000      -0.805      -0.414
ma.S.L7       -1.0001   6079.120     -0.000      1.000   -1.19e+04    1.19e+04
sigma2         0.3763   7994.034   4.71e-05      1.000   -1.57e+04    1.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.71   Prob(JB):                         0.58
Heteroskedasticity (H):               0.92   Skew:                            -0.71
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.6023128105281, Current Price: 149.2
SELL EXECUTED at 149.2
SELL ORDER COMPLETED at 149.3
OPERATION PROFIT, GROSS 2.8300000000000125, NET 2.5342300000000124
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.656
Date:                           Wed, 09 Oct 2024   AIC                             49.312
Time:                                   14:39:45   BIC                             52.137
Sample:                                        0   HQIC                            48.731
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3961      0.441      0.898      0.369      -0.468       1.261
ma.L1         -1.0000   3850.956     -0.000      1.000   -7548.734    7546.734
ar.S.L7       -0.1127      0.334     -0.338      0.735      -0.767       0.541
ma.S.L7       -0.1354      0.594     -0.228      0.820      -1.300       1.029
sigma2         1.0618   4088.842      0.000      1.000   -8012.921    8015.045
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.96   Prob(JB):                         0.53
Heteroskedasticity (H):               1.61   Skew:                            -0.18
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.39616059268195, Current Price: 149.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.387
Date:                           Wed, 09 Oct 2024   AIC                             48.773
Time:                                   14:39:45   BIC                             51.598
Sample:                                        0   HQIC                            48.193
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3825      0.495      0.772      0.440      -0.588       1.353
ma.L1         -1.0000   2729.649     -0.000      1.000   -5351.014    5349.014
ar.S.L7       -0.0792      0.305     -0.259      0.795      -0.677       0.519
ma.S.L7       -2.7612      5.552     -0.497      0.619     -13.644       8.121
sigma2         0.1250    341.554      0.000      1.000    -669.308     669.558
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.67   Prob(JB):                         0.60
Heteroskedasticity (H):               1.11   Skew:                            -0.26
Prob(H) (two-sided):                  0.92   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.83224083098986, Current Price: 152.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.714
Date:                           Wed, 09 Oct 2024   AIC                             51.428
Time:                                   14:39:45   BIC                             54.253
Sample:                                        0   HQIC                            50.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4414      0.730      0.605      0.545      -0.989       1.872
ma.L1         -0.7366      0.776     -0.949      0.342      -2.257       0.784
ar.S.L7       -0.0982      0.477     -0.206      0.837      -1.033       0.836
ma.S.L7       -0.3362      1.042     -0.323      0.747      -2.379       1.706
sigma2         1.3376      0.694      1.927      0.054      -0.023       2.698
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.68   Prob(JB):                         0.91
Heteroskedasticity (H):               6.53   Skew:                            -0.27
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.78392338112954, Current Price: 150.414
BUY EXECUTED at 150.414
BUY ORDER COMPLETED at 150.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.657
Date:                           Wed, 09 Oct 2024   AIC                             51.314
Time:                                   14:39:45   BIC                             54.138
Sample:                                        0   HQIC                            50.733
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2412      0.669      0.360      0.719      -1.070       1.553
ma.L1         -0.7251      0.478     -1.517      0.129      -1.662       0.212
ar.S.L7       -0.1887      0.437     -0.431      0.666      -1.046       0.668
ma.S.L7       -0.2603      0.817     -0.319      0.750      -1.861       1.341
sigma2         1.3509      0.629      2.149      0.032       0.119       2.583
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.37   Prob(JB):                         0.91
Heteroskedasticity (H):               3.12   Skew:                            -0.28
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.23266194364132, Current Price: 149.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.976
Date:                           Wed, 09 Oct 2024   AIC                             51.953
Time:                                   14:39:45   BIC                             54.778
Sample:                                        0   HQIC                            51.372
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1587      0.682      0.233      0.816      -1.179       1.496
ma.L1         -1.5216      1.185     -1.284      0.199      -3.844       0.801
ar.S.L7       -0.1206      0.368     -0.327      0.743      -0.843       0.602
ma.S.L7       -0.5122      1.530     -0.335      0.738      -3.511       2.486
sigma2         0.5614      0.826      0.679      0.497      -1.058       2.181
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.41   Prob(JB):                         0.73
Heteroskedasticity (H):               2.99   Skew:                            -0.53
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.2846509112648, Current Price: 147.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.122
Date:                           Wed, 09 Oct 2024   AIC                             54.244
Time:                                   14:39:45   BIC                             57.069
Sample:                                        0   HQIC                            53.663
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1248      0.295     -3.809      0.000      -1.704      -0.546
ma.L1          1.0013     71.085      0.014      0.989    -138.323     140.325
ar.S.L7       -0.4003      0.589     -0.679      0.497      -1.556       0.755
ma.S.L7       -7.0524     36.852     -0.191      0.848     -79.280      65.176
sigma2         0.0304      2.089      0.015      0.988      -4.064       4.125
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.71   Prob(JB):                         0.57
Heteroskedasticity (H):               1.29   Skew:                            -0.47
Prob(H) (two-sided):                  0.81   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.21236431389536, Current Price: 143.47
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.953
Date:                           Wed, 09 Oct 2024   AIC                             61.906
Time:                                   14:39:45   BIC                             64.731
Sample:                                        0   HQIC                            61.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3544      2.680      0.132      0.895      -4.897       5.606
ma.L1         -0.2320      2.782     -0.083      0.934      -5.684       5.220
ar.S.L7       -0.6078      0.480     -1.266      0.206      -1.549       0.333
ma.S.L7        1.0000   2.88e+05   3.47e-06      1.000   -5.64e+05    5.64e+05
sigma2         1.9108    5.5e+05   3.47e-06      1.000   -1.08e+06    1.08e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.54   Prob(JB):                         0.78
Heteroskedasticity (H):               9.15   Skew:                            -0.09
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.79193438734185, Current Price: 145.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.793
Date:                           Wed, 09 Oct 2024   AIC                             61.587
Time:                                   14:39:45   BIC                             64.412
Sample:                                        0   HQIC                            61.006
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3283      6.446      0.051      0.959     -12.305      12.962
ma.L1         -0.1713      7.315     -0.023      0.981     -14.508      14.165
ar.S.L7       -0.6667      0.747     -0.893      0.372      -2.130       0.797
ma.S.L7        1.0000      0.446      2.241      0.025       0.125       1.875
sigma2         1.8659      0.239      7.802      0.000       1.397       2.335
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.69   Prob(JB):                         0.91
Heteroskedasticity (H):              10.87   Skew:                            -0.13
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 3.31e+19. Standard errors may be unstable.
Predicted Price: 145.66042002482072, Current Price: 147.38
SELL EXECUTED at 147.38
SELL ORDER COMPLETED at 147.19
OPERATION PROFIT, GROSS -3.240000000000009, NET -3.5376200000000093
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.521
Date:                           Wed, 09 Oct 2024   AIC                             63.042
Time:                                   14:39:45   BIC                             65.867
Sample:                                        0   HQIC                            62.461
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9745      0.176     -5.535      0.000      -1.320      -0.629
ma.L1          1.0000   6898.868      0.000      1.000   -1.35e+04    1.35e+04
ar.S.L7        0.6912      0.549      1.259      0.208      -0.385       1.767
ma.S.L7       -1.0003   3512.811     -0.000      1.000   -6885.984    6883.983
sigma2         1.8425   1.53e+04      0.000      1.000      -3e+04       3e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.41   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.24   Prob(JB):                         0.89
Heteroskedasticity (H):               1.82   Skew:                             0.09
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.41618550582373, Current Price: 147.9
BUY EXECUTED at 147.9
BUY ORDER COMPLETED at 147.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.621
Date:                           Wed, 09 Oct 2024   AIC                             63.242
Time:                                   14:39:46   BIC                             66.067
Sample:                                        0   HQIC                            62.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1255      1.832     -0.069      0.945      -3.716       3.465
ma.L1          0.3390      1.739      0.195      0.845      -3.068       3.746
ar.S.L7       -0.8932      0.592     -1.509      0.131      -2.053       0.267
ma.S.L7        1.0000   5.12e+04   1.95e-05      1.000      -1e+05       1e+05
sigma2         2.1183   1.09e+05   1.95e-05      1.000   -2.13e+05    2.13e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.75   Prob(JB):                         0.88
Heteroskedasticity (H):               1.55   Skew:                            -0.30
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.34205495322456, Current Price: 146.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.984
Date:                           Wed, 09 Oct 2024   AIC                             61.967
Time:                                   14:39:46   BIC                             64.792
Sample:                                        0   HQIC                            61.386
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3396      1.680      0.202      0.840      -2.953       3.633
ma.L1         -0.1510      1.825     -0.083      0.934      -3.729       3.427
ar.S.L7       -0.6867      0.470     -1.460      0.144      -1.609       0.235
ma.S.L7        1.0000   6.81e+05   1.47e-06      1.000   -1.33e+06    1.33e+06
sigma2         1.9197   1.31e+06   1.47e-06      1.000   -2.56e+06    2.56e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.68   Prob(JB):                         0.90
Heteroskedasticity (H):               0.36   Skew:                            -0.08
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.2108208194265, Current Price: 146.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.832
Date:                           Wed, 09 Oct 2024   AIC                             61.664
Time:                                   14:39:46   BIC                             64.489
Sample:                                        0   HQIC                            61.083
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6587      1.641      0.401      0.688      -2.557       3.875
ma.L1         -0.5633      2.079     -0.271      0.786      -4.639       3.512
ar.S.L7       -0.5802      0.628     -0.924      0.355      -1.810       0.650
ma.S.L7        1.0000   7.16e+05    1.4e-06      1.000    -1.4e+06     1.4e+06
sigma2         1.8121    1.3e+06    1.4e-06      1.000   -2.54e+06    2.54e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.78   Prob(JB):                         0.81
Heteroskedasticity (H):               0.40   Skew:                            -0.13
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.51289789071043, Current Price: 145.63
SELL EXECUTED at 145.63
SELL ORDER COMPLETED at 145.88
OPERATION PROFIT, GROSS -1.3600000000000136, NET -1.6531200000000137
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.499
Date:                           Wed, 09 Oct 2024   AIC                             58.997
Time:                                   14:39:46   BIC                             61.822
Sample:                                        0   HQIC                            58.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6685      0.552     -1.210      0.226      -1.751       0.414
ma.L1          1.0000   1.01e+05   9.88e-06      1.000   -1.98e+05    1.98e+05
ar.S.L7       -0.6026      0.644     -0.936      0.349      -1.865       0.659
ma.S.L7        1.4111      6.427      0.220      0.826     -11.185      14.007
sigma2         0.8064   8.16e+04   9.88e-06      1.000    -1.6e+05     1.6e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 5.12
Prob(Q):                              0.75   Prob(JB):                         0.08
Heteroskedasticity (H):               0.30   Skew:                            -1.32
Prob(H) (two-sided):                  0.27   Kurtosis:                         4.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.9982803154551, Current Price: 145.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.835
Date:                           Wed, 09 Oct 2024   AIC                             61.670
Time:                                   14:39:46   BIC                             64.494
Sample:                                        0   HQIC                            61.089
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1193      1.697      0.070      0.944      -3.206       3.445
ma.L1          0.1547      1.548      0.100      0.920      -2.880       3.189
ar.S.L7       -0.7575      0.702     -1.079      0.280      -2.133       0.618
ma.S.L7        0.2842      0.594      0.479      0.632      -0.879       1.448
sigma2         3.0149      2.026      1.488      0.137      -0.956       6.985
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.93   Prob(JB):                         0.60
Heteroskedasticity (H):               1.12   Skew:                            -0.68
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.53009935469754, Current Price: 144.74
BUY EXECUTED at 144.74
BUY ORDER COMPLETED at 145.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.754
Date:                           Wed, 09 Oct 2024   AIC                             61.508
Time:                                   14:39:46   BIC                             64.333
Sample:                                        0   HQIC                            60.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6876      0.405     -1.696      0.090      -1.482       0.107
ma.L1          1.0000   3529.474      0.000      1.000   -6916.642    6918.642
ar.S.L7       -0.2329      0.699     -0.333      0.739      -1.603       1.137
ma.S.L7       -1.0029    387.343     -0.003      0.998    -760.182     758.176
sigma2         1.6359   6119.935      0.000      1.000    -1.2e+04     1.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.72   Prob(JB):                         0.71
Heteroskedasticity (H):               1.89   Skew:                            -0.52
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.3216118487097, Current Price: 145.6
SELL EXECUTED at 145.6
SELL ORDER COMPLETED at 145.12
OPERATION PROFIT, GROSS -0.4300000000000068, NET -0.7206700000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.480
Date:                           Wed, 09 Oct 2024   AIC                             60.961
Time:                                   14:39:46   BIC                             63.785
Sample:                                        0   HQIC                            60.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7042      0.428     -1.645      0.100      -1.543       0.135
ma.L1          1.0000   3.88e+04   2.58e-05      1.000    -7.6e+04     7.6e+04
ar.S.L7       -0.1014      0.659     -0.154      0.878      -1.394       1.191
ma.S.L7       -1.0003   4486.149     -0.000      1.000   -8793.692    8791.691
sigma2         1.5796   5.89e+04   2.68e-05      1.000   -1.15e+05    1.15e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.42   Prob(JB):                         0.79
Heteroskedasticity (H):               0.77   Skew:                            -0.32
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.79094906058523, Current Price: 145.65
BUY EXECUTED at 145.65
BUY ORDER COMPLETED at 145.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.890
Date:                           Wed, 09 Oct 2024   AIC                             59.780
Time:                                   14:39:46   BIC                             62.605
Sample:                                        0   HQIC                            59.200
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0312      2.940      0.011      0.992      -5.731       5.794
ma.L1         10.3800    296.335      0.035      0.972    -570.425     591.185
ar.S.L7       -0.1322      0.488     -0.271      0.787      -1.089       0.825
ma.S.L7       -0.9749     38.030     -0.026      0.980     -75.513      73.563
sigma2         0.0151      0.925      0.016      0.987      -1.798       1.828
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.52   Prob(JB):                         0.76
Heteroskedasticity (H):               0.92   Skew:                            -0.44
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.67118925561516, Current Price: 147.49
SELL EXECUTED at 147.49
SELL ORDER COMPLETED at 147.04
OPERATION PROFIT, GROSS 1.2199999999999989, NET 0.9271399999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.056
Date:                           Wed, 09 Oct 2024   AIC                             62.111
Time:                                   14:39:46   BIC                             64.936
Sample:                                        0   HQIC                            61.531
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6766      0.336      2.016      0.044       0.019       1.334
ma.L1         -1.0000   2.83e+04  -3.53e-05      1.000   -5.55e+04    5.55e+04
ar.S.L7       -0.3027      0.492     -0.616      0.538      -1.266       0.661
ma.S.L7       -0.3648      0.904     -0.404      0.686      -2.136       1.407
sigma2         2.5215   7.14e+04   3.53e-05      1.000    -1.4e+05     1.4e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.68   Prob(JB):                         0.95
Heteroskedasticity (H):               1.11   Skew:                             0.03
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.69142951097234, Current Price: 147.83
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.693
Date:                           Wed, 09 Oct 2024   AIC                             61.385
Time:                                   14:39:46   BIC                             64.210
Sample:                                        0   HQIC                            60.805
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6149      0.347      1.773      0.076      -0.065       1.295
ma.L1         -1.0000    1.4e+04  -7.16e-05      1.000   -2.74e+04    2.74e+04
ar.S.L7       -0.3511      0.553     -0.635      0.526      -1.435       0.733
ma.S.L7       -0.2948      0.961     -0.307      0.759      -2.178       1.588
sigma2         2.4460   3.42e+04   7.16e-05      1.000    -6.7e+04     6.7e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.76   Prob(JB):                         0.85
Heteroskedasticity (H):               0.80   Skew:                            -0.31
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.8172627444359, Current Price: 148.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.829
Date:                           Wed, 09 Oct 2024   AIC                             57.659
Time:                                   14:39:46   BIC                             60.483
Sample:                                        0   HQIC                            57.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8422      0.659     -1.279      0.201      -2.133       0.449
ma.L1          1.5408      2.294      0.672      0.502      -2.954       6.036
ar.S.L7       -0.4305      0.776     -0.555      0.579      -1.951       1.090
ma.S.L7       -0.4313      1.396     -0.309      0.757      -3.167       2.304
sigma2         0.8676      3.072      0.282      0.778      -5.152       6.888
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.72   Prob(JB):                         0.85
Heteroskedasticity (H):               2.65   Skew:                             0.11
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.63118447224275, Current Price: 148.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.413
Date:                           Wed, 09 Oct 2024   AIC                             60.826
Time:                                   14:39:46   BIC                             63.651
Sample:                                        0   HQIC                            60.246
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3066      6.356     -0.048      0.962     -12.764      12.151
ma.L1          0.2742      6.604      0.042      0.967     -12.669      13.217
ar.S.L7       -0.3329      1.126     -0.296      0.767      -2.540       1.874
ma.S.L7       -0.2582      1.494     -0.173      0.863      -3.187       2.671
sigma2         2.8434      4.084      0.696      0.486      -5.162      10.849
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.95   Prob(JB):                         0.87
Heteroskedasticity (H):               6.30   Skew:                            -0.22
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.4709782837481, Current Price: 148.22
BUY EXECUTED at 148.22
BUY ORDER COMPLETED at 149.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.862
Date:                           Wed, 09 Oct 2024   AIC                             59.723
Time:                                   14:39:46   BIC                             62.548
Sample:                                        0   HQIC                            59.143
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4043      2.215     -0.183      0.855      -4.745       3.936
ma.L1          0.3171      2.137      0.148      0.882      -3.872       4.506
ar.S.L7       -0.2816      0.213     -1.321      0.187      -0.699       0.136
ma.S.L7        0.3418      0.880      0.389      0.698      -1.383       2.066
sigma2         2.5564      1.259      2.030      0.042       0.088       5.025
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.95   Prob(JB):                         0.87
Heteroskedasticity (H):               2.48   Skew:                             0.26
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.9630375050334, Current Price: 149.7
SELL EXECUTED at 149.7
SELL ORDER COMPLETED at 149.88
OPERATION PROFIT, GROSS 0.8599999999999852, NET 0.5610999999999853
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.670
Date:                           Wed, 09 Oct 2024   AIC                             59.341
Time:                                   14:39:46   BIC                             62.165
Sample:                                        0   HQIC                            58.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4655      0.934     -0.498      0.618      -2.297       1.366
ma.L1          0.3698      0.818      0.452      0.651      -1.233       1.972
ar.S.L7       -0.2797      0.215     -1.299      0.194      -0.702       0.142
ma.S.L7        0.3456      0.866      0.399      0.690      -1.351       2.042
sigma2         2.4716      1.200      2.060      0.039       0.120       4.823
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.88   Prob(JB):                         0.96
Heteroskedasticity (H):               0.50   Skew:                             0.12
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.6018568151272, Current Price: 149.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.308
Date:                           Wed, 09 Oct 2024   AIC                             58.616
Time:                                   14:39:46   BIC                             61.441
Sample:                                        0   HQIC                            58.036
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3942      2.866     -0.138      0.891      -6.012       5.223
ma.L1          0.2978      2.903      0.103      0.918      -5.391       5.987
ar.S.L7       -0.2865      0.226     -1.267      0.205      -0.730       0.157
ma.S.L7        1.0004   2600.201      0.000      1.000   -5095.300    5097.301
sigma2         1.4850   3862.208      0.000      1.000   -7568.304    7571.274
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.64   Prob(JB):                         0.95
Heteroskedasticity (H):               0.12   Skew:                             0.21
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.8601980974876, Current Price: 149.91
BUY EXECUTED at 149.91
BUY ORDER COMPLETED at 150.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.678
Date:                           Wed, 09 Oct 2024   AIC                             57.355
Time:                                   14:39:46   BIC                             60.180
Sample:                                        0   HQIC                            56.775
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8545      0.252     -3.384      0.001      -1.349      -0.360
ma.L1          1.0000   6.05e+04   1.65e-05      1.000   -1.19e+05    1.19e+05
ar.S.L7       -0.3501      0.179     -1.956      0.050      -0.701       0.001
ma.S.L7        0.4391      0.814      0.540      0.589      -1.156       2.034
sigma2         1.6909   1.02e+05   1.65e-05      1.000      -2e+05       2e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.78   Prob(JB):                         0.78
Heteroskedasticity (H):               0.24   Skew:                            -0.11
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.8082554440286, Current Price: 149.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.880
Date:                           Wed, 09 Oct 2024   AIC                             57.759
Time:                                   14:39:46   BIC                             60.584
Sample:                                        0   HQIC                            57.179
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8277      0.302     -2.744      0.006      -1.419      -0.237
ma.L1          1.0000   4.65e+04   2.15e-05      1.000   -9.11e+04    9.11e+04
ar.S.L7       -0.2880      0.223     -1.293      0.196      -0.725       0.149
ma.S.L7        0.1786      0.634      0.282      0.778      -1.063       1.420
sigma2         1.9204   8.93e+04   2.15e-05      1.000   -1.75e+05    1.75e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.75   Prob(JB):                         0.71
Heteroskedasticity (H):               0.19   Skew:                             0.34
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.8903779661939, Current Price: 150.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.053
Date:                           Wed, 09 Oct 2024   AIC                             52.106
Time:                                   14:39:46   BIC                             54.930
Sample:                                        0   HQIC                            51.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4945      0.078      6.354      0.000       0.342       0.647
ma.L1         -1.0016     64.728     -0.015      0.988    -127.867     125.864
ar.S.L7        0.3366      0.321      1.050      0.294      -0.292       0.965
ma.S.L7       -1.0000   2.77e+04  -3.61e-05      1.000   -5.43e+04    5.43e+04
sigma2         0.7340   2.03e+04   3.61e-05      1.000   -3.99e+04    3.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.66   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.06   Prob(JB):                         0.70
Heteroskedasticity (H):               0.27   Skew:                             0.13
Prob(H) (two-sided):                  0.23   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.13217672300576, Current Price: 150.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.494
Date:                           Wed, 09 Oct 2024   AIC                             48.988
Time:                                   14:39:46   BIC                             51.813
Sample:                                        0   HQIC                            48.408
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4832      0.163      2.969      0.003       0.164       0.802
ma.L1         -0.1685      0.255     -0.662      0.508      -0.667       0.331
ar.S.L7        0.3272      0.322      1.015      0.310      -0.305       0.959
ma.S.L7       -1.0001   7520.526     -0.000      1.000   -1.47e+04    1.47e+04
sigma2         0.6790   5106.473      0.000      1.000      -1e+04       1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 2.55
Prob(Q):                              0.69   Prob(JB):                         0.28
Heteroskedasticity (H):               0.19   Skew:                             1.01
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.73581902297346, Current Price: 150.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.506
Date:                           Wed, 09 Oct 2024   AIC                             45.011
Time:                                   14:39:46   BIC                             47.836
Sample:                                        0   HQIC                            44.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3752      2.163      0.173      0.862      -3.865       4.615
ma.L1         -2.0439      8.607     -0.237      0.812     -18.913      14.825
ar.S.L7        0.2210      0.409      0.540      0.589      -0.581       1.023
ma.S.L7       -1.0001   1.45e+04  -6.89e-05      1.000   -2.85e+04    2.85e+04
sigma2         0.1248   1813.180   6.88e-05      1.000   -3553.643    3553.893
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 7.14
Prob(Q):                              0.83   Prob(JB):                         0.03
Heteroskedasticity (H):               0.08   Skew:                             1.56
Prob(H) (two-sided):                  0.03   Kurtosis:                         4.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.94797891359963, Current Price: 149.81
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.346
Date:                           Wed, 09 Oct 2024   AIC                             50.692
Time:                                   14:39:46   BIC                             53.517
Sample:                                        0   HQIC                            50.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3796     12.496      0.030      0.976     -24.112      24.872
ma.L1         -2.3220     63.856     -0.036      0.971    -127.477     122.833
ar.S.L7        0.1169      0.532      0.220      0.826      -0.925       1.159
ma.S.L7       -0.7166      1.560     -0.459      0.646      -3.775       2.342
sigma2         0.1920     10.417      0.018      0.985     -20.225      20.609
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.94   Prob(JB):                         0.67
Heteroskedasticity (H):               0.54   Skew:                             0.19
Prob(H) (two-sided):                  0.56   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.9309915969951, Current Price: 150.56
SELL EXECUTED at 150.56
SELL ORDER COMPLETED at 149.04
OPERATION PROFIT, GROSS -1.1100000000000136, NET -1.4091900000000137
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.492
Date:                           Wed, 09 Oct 2024   AIC                             40.985
Time:                                   14:39:46   BIC                             43.809
Sample:                                        0   HQIC                            40.404
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5480      0.473      1.158      0.247      -0.380       1.475
ma.L1         -1.9055      1.921     -0.992      0.321      -5.670       1.859
ar.S.L7        0.0520      0.300      0.173      0.862      -0.536       0.640
ma.S.L7       -1.0003   2424.450     -0.000      1.000   -4752.835    4750.834
sigma2         0.1043    252.739      0.000      1.000    -495.255     495.463
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 2.15
Prob(Q):                              0.29   Prob(JB):                         0.34
Heteroskedasticity (H):               1.98   Skew:                            -0.88
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.9066984387804, Current Price: 149.24
BUY EXECUTED at 149.24
BUY ORDER COMPLETED at 148.6601
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.342
Date:                           Wed, 09 Oct 2024   AIC                             42.685
Time:                                   14:39:46   BIC                             45.510
Sample:                                        0   HQIC                            42.104
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6737      0.463     -1.455      0.146      -1.581       0.234
ma.L1          0.4092      1.031      0.397      0.692      -1.612       2.430
ar.S.L7        0.0085      0.036      0.235      0.815      -0.062       0.079
ma.S.L7       -1.0001   5945.635     -0.000      1.000   -1.17e+04    1.17e+04
sigma2         0.4370   2598.069      0.000      1.000   -5091.685    5092.559
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.83   Prob(JB):                         0.58
Heteroskedasticity (H):               1.67   Skew:                            -0.65
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.74307446127196, Current Price: 147.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.346
Date:                           Wed, 09 Oct 2024   AIC                             44.692
Time:                                   14:39:47   BIC                             47.517
Sample:                                        0   HQIC                            44.111
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6049      0.827      0.731      0.465      -1.017       2.227
ma.L1         -1.7228      2.970     -0.580      0.562      -7.544       4.099
ar.S.L7       -0.1213      0.205     -0.591      0.555      -0.524       0.281
ma.S.L7        0.3902      0.919      0.425      0.671      -1.411       2.191
sigma2         0.2569      0.781      0.329      0.742      -1.274       1.788
===================================================================================
Ljung-Box (L1) (Q):                   2.92   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.09   Prob(JB):                         0.68
Heteroskedasticity (H):              24.53   Skew:                            -0.56
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.3495976658617, Current Price: 148.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.007
Date:                           Wed, 09 Oct 2024   AIC                             44.013
Time:                                   14:39:47   BIC                             46.838
Sample:                                        0   HQIC                            43.432
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1316      2.260     -0.058      0.954      -4.562       4.299
ma.L1        -12.4888    406.567     -0.031      0.975    -809.346     784.368
ar.S.L7       -0.2294      0.338     -0.679      0.497      -0.892       0.433
ma.S.L7        0.3569      1.155      0.309      0.757      -1.907       2.620
sigma2         0.0050      0.325      0.015      0.988      -0.631       0.641
===================================================================================
Ljung-Box (L1) (Q):                   1.48   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.22   Prob(JB):                         0.54
Heteroskedasticity (H):               5.50   Skew:                            -0.64
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.81640967207716, Current Price: 149.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.896
Date:                           Wed, 09 Oct 2024   AIC                             43.793
Time:                                   14:39:47   BIC                             46.617
Sample:                                        0   HQIC                            43.212
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1189      1.963     -0.061      0.952      -3.966       3.728
ma.L1         -8.2350    153.171     -0.054      0.957    -308.445     291.975
ar.S.L7       -0.1583      0.261     -0.606      0.544      -0.670       0.353
ma.S.L7        0.8311      6.026      0.138      0.890     -10.979      12.642
sigma2         0.0080      0.292      0.028      0.978      -0.565       0.581
===================================================================================
Ljung-Box (L1) (Q):                   1.41   Jarque-Bera (JB):                 1.46
Prob(Q):                              0.24   Prob(JB):                         0.48
Heteroskedasticity (H):               1.57   Skew:                            -0.80
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.2005711236414, Current Price: 148.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.170
Date:                           Wed, 09 Oct 2024   AIC                             42.341
Time:                                   14:39:47   BIC                             45.165
Sample:                                        0   HQIC                            41.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8410      1.026     -0.819      0.413      -2.853       1.171
ma.L1          1.0000    1.9e+04   5.27e-05      1.000   -3.72e+04    3.72e+04
ar.S.L7       -0.2809      0.176     -1.598      0.110      -0.625       0.064
ma.S.L7        1.0001   2.65e+04   3.78e-05      1.000   -5.19e+04    5.19e+04
sigma2         0.3412   1.05e+04   3.24e-05      1.000   -2.06e+04    2.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.31   Prob(JB):                         0.45
Heteroskedasticity (H):               1.77   Skew:                            -0.75
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.99364888231634, Current Price: 149.94
SELL EXECUTED at 149.94
SELL ORDER COMPLETED at 150.0799
OPERATION PROFIT, GROSS 1.4198000000000093, NET 1.1210600000000093
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.651
Date:                           Wed, 09 Oct 2024   AIC                             45.302
Time:                                   14:39:47   BIC                             48.127
Sample:                                        0   HQIC                            44.722
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9152      0.574     -1.595      0.111      -2.040       0.210
ma.L1          1.0000   1.42e+05   7.05e-06      1.000   -2.78e+05    2.78e+05
ar.S.L7       -0.3978      0.235     -1.693      0.090      -0.858       0.063
ma.S.L7        0.2546      1.237      0.206      0.837      -2.170       2.680
sigma2         0.7214   1.02e+05   7.05e-06      1.000   -2.01e+05    2.01e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.53
Prob(Q):                              0.99   Prob(JB):                         0.46
Heteroskedasticity (H):               1.16   Skew:                            -0.71
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.31562433676544, Current Price: 150.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.764
Date:                           Wed, 09 Oct 2024   AIC                             45.529
Time:                                   14:39:47   BIC                             48.353
Sample:                                        0   HQIC                            44.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4474      2.823     -0.158      0.874      -5.981       5.086
ma.L1          0.2763      3.350      0.082      0.934      -6.290       6.843
ar.S.L7       -0.1686      0.537     -0.314      0.754      -1.222       0.885
ma.S.L7        0.0956      0.714      0.134      0.893      -1.303       1.494
sigma2         0.8972      0.434      2.066      0.039       0.046       1.748
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.67   Prob(JB):                         0.76
Heteroskedasticity (H):               2.02   Skew:                            -0.37
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.98121520747802, Current Price: 150.76
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.382
Date:                           Wed, 09 Oct 2024   AIC                             46.764
Time:                                   14:39:47   BIC                             49.589
Sample:                                        0   HQIC                            46.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5002      0.994     -0.503      0.615      -2.448       1.448
ma.L1          0.3881      1.605      0.242      0.809      -2.759       3.535
ar.S.L7       -0.2265      1.060     -0.214      0.831      -2.304       1.851
ma.S.L7       -0.3906      1.252     -0.312      0.755      -2.844       2.063
sigma2         0.9167      0.464      1.975      0.048       0.007       1.826
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.76
Prob(Q):                              0.97   Prob(JB):                         0.25
Heteroskedasticity (H):               0.27   Skew:                            -1.10
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.00321646061855, Current Price: 150.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.259
Date:                           Wed, 09 Oct 2024   AIC                             44.518
Time:                                   14:39:47   BIC                             47.343
Sample:                                        0   HQIC                            43.938
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4652      0.602      0.772      0.440      -0.715       1.646
ma.L1         -2.1127      4.809     -0.439      0.660     -11.539       7.314
ar.S.L7       -0.2207      0.309     -0.713      0.476      -0.827       0.386
ma.S.L7       -1.0001   9487.399     -0.000      1.000   -1.86e+04    1.86e+04
sigma2         0.1106   1049.318      0.000      1.000   -2056.514    2056.735
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.71
Prob(Q):                              0.86   Prob(JB):                         0.26
Heteroskedasticity (H):               0.26   Skew:                            -1.09
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.56918808614037, Current Price: 148.339
BUY EXECUTED at 148.339
BUY ORDER COMPLETED at 147.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.965
Date:                           Wed, 09 Oct 2024   AIC                             53.929
Time:                                   14:39:47   BIC                             56.754
Sample:                                        0   HQIC                            53.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7793      0.345     -2.258      0.024      -1.456      -0.103
ma.L1          1.0000   5.94e+04   1.68e-05      1.000   -1.16e+05    1.16e+05
ar.S.L7       -0.4536      0.527     -0.861      0.389      -1.487       0.579
ma.S.L7       -0.4909      1.518     -0.323      0.746      -3.465       2.484
sigma2         1.3555   8.06e+04   1.68e-05      1.000   -1.58e+05    1.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 3.95
Prob(Q):                              0.63   Prob(JB):                         0.14
Heteroskedasticity (H):               2.13   Skew:                            -1.30
Prob(H) (two-sided):                  0.48   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.9005363879851, Current Price: 146.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.108
Date:                           Wed, 09 Oct 2024   AIC                             56.216
Time:                                   14:39:47   BIC                             59.040
Sample:                                        0   HQIC                            55.635
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3165      5.426      0.058      0.953     -10.319      10.952
ma.L1         -0.0502      5.256     -0.010      0.992     -10.351      10.251
ar.S.L7       -0.4760      1.256     -0.379      0.705      -2.938       1.986
ma.S.L7       -0.9999   3.75e+04  -2.67e-05      1.000   -7.35e+04    7.35e+04
sigma2         1.2339   4.63e+04   2.67e-05      1.000   -9.07e+04    9.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.95
Prob(Q):                              0.73   Prob(JB):                         0.38
Heteroskedasticity (H):               1.57   Skew:                            -0.95
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.37641176387555, Current Price: 145.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.319
Date:                           Wed, 09 Oct 2024   AIC                             52.639
Time:                                   14:39:47   BIC                             55.464
Sample:                                        0   HQIC                            52.058
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5680      0.290     -1.956      0.050      -1.137       0.001
ma.L1          1.0000   3.44e+04   2.91e-05      1.000   -6.74e+04    6.74e+04
ar.S.L7       -0.4540      0.575     -0.790      0.430      -1.581       0.673
ma.S.L7       -1.7154      8.149     -0.211      0.833     -17.687      14.256
sigma2         0.3971   1.37e+04   2.91e-05      1.000   -2.68e+04    2.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.11
Prob(Q):                              0.75   Prob(JB):                         0.35
Heteroskedasticity (H):               2.83   Skew:                            -0.97
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.52780783346927, Current Price: 146.24
SELL EXECUTED at 146.24
SELL ORDER COMPLETED at 146.77
OPERATION PROFIT, GROSS -1.0900000000000034, NET -1.3846300000000036
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.833
Date:                           Wed, 09 Oct 2024   AIC                             51.666
Time:                                   14:39:47   BIC                             54.490
Sample:                                        0   HQIC                            51.085
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5044      0.127     -3.984      0.000      -0.753      -0.256
ma.L1          1.0000   4.16e+04    2.4e-05      1.000   -8.16e+04    8.16e+04
ar.S.L7       -0.4056      0.485     -0.836      0.403      -1.356       0.545
ma.S.L7       -0.7319      5.944     -0.123      0.902     -12.382      10.918
sigma2         0.9837    4.1e+04    2.4e-05      1.000   -8.03e+04    8.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 1.91
Prob(Q):                              0.53   Prob(JB):                         0.38
Heteroskedasticity (H):               3.65   Skew:                            -0.91
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.29693365267275, Current Price: 147.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.210
Date:                           Wed, 09 Oct 2024   AIC                             48.419
Time:                                   14:39:47   BIC                             51.244
Sample:                                        0   HQIC                            47.838
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0782      2.310      0.034      0.973      -4.449       4.605
ma.L1          0.4469      2.110      0.212      0.832      -3.689       4.583
ar.S.L7       -0.7785      1.447     -0.538      0.591      -3.615       2.059
ma.S.L7       -0.2405      2.163     -0.111      0.911      -4.480       3.999
sigma2         1.0979      0.590      1.862      0.063      -0.058       2.254
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                38.89
Prob(Q):                              0.92   Prob(JB):                         0.00
Heteroskedasticity (H):               5.75   Skew:                            -2.73
Prob(H) (two-sided):                  0.12   Kurtosis:                         9.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.26648714278605, Current Price: 146.001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.102
Date:                           Wed, 09 Oct 2024   AIC                             48.205
Time:                                   14:39:47   BIC                             51.030
Sample:                                        0   HQIC                            47.624
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0541      2.302      0.024      0.981      -4.457       4.565
ma.L1          0.4682      2.189      0.214      0.831      -3.822       4.758
ar.S.L7       -0.8110      1.388     -0.584      0.559      -3.532       1.910
ma.S.L7       -0.3208      2.495     -0.129      0.898      -5.211       4.569
sigma2         1.0590      0.952      1.112      0.266      -0.808       2.926
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                34.18
Prob(Q):                              0.86   Prob(JB):                         0.00
Heteroskedasticity (H):               3.40   Skew:                            -2.58
Prob(H) (two-sided):                  0.26   Kurtosis:                         9.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.6431983600006, Current Price: 144.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.217
Date:                           Wed, 09 Oct 2024   AIC                             46.434
Time:                                   14:39:47   BIC                             49.258
Sample:                                        0   HQIC                            45.853
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2429      2.386      0.102      0.919      -4.434       4.919
ma.L1          0.3922      2.547      0.154      0.878      -4.599       5.383
ar.S.L7       -0.9067      1.356     -0.668      0.504      -3.565       1.752
ma.S.L7       -1.0001   1.08e+04   -9.3e-05      1.000   -2.11e+04    2.11e+04
sigma2         0.5813   6250.555    9.3e-05      1.000   -1.23e+04    1.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                36.80
Prob(Q):                              0.97   Prob(JB):                         0.00
Heteroskedasticity (H):               4.89   Skew:                            -2.65
Prob(H) (two-sided):                  0.15   Kurtosis:                         9.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.78274274634006, Current Price: 147.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.243
Date:                           Wed, 09 Oct 2024   AIC                             48.486
Time:                                   14:39:47   BIC                             51.311
Sample:                                        0   HQIC                            47.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1317      3.103      0.042      0.966      -5.949       6.213
ma.L1          0.4735      2.005      0.236      0.813      -3.455       4.402
ar.S.L7       -0.8461      0.758     -1.116      0.264      -2.331       0.639
ma.S.L7       -1.0003   5375.017     -0.000      1.000   -1.05e+04    1.05e+04
sigma2         0.6806   3658.436      0.000      1.000   -7169.721    7171.082
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                37.95
Prob(Q):                              0.76   Prob(JB):                         0.00
Heteroskedasticity (H):               0.33   Skew:                            -2.69
Prob(H) (two-sided):                  0.31   Kurtosis:                         9.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.1545138342689, Current Price: 148.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.749
Date:                           Wed, 09 Oct 2024   AIC                             47.499
Time:                                   14:39:47   BIC                             50.323
Sample:                                        0   HQIC                            46.918
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0840      3.667      0.023      0.982      -7.103       7.271
ma.L1          0.4521      3.408      0.133      0.894      -6.227       7.132
ar.S.L7       -0.8782      0.731     -1.202      0.229      -2.310       0.554
ma.S.L7       -1.0001   2.03e+04  -4.94e-05      1.000   -3.97e+04    3.97e+04
sigma2         0.6310   1.28e+04   4.94e-05      1.000   -2.51e+04    2.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                26.73
Prob(Q):                              0.82   Prob(JB):                         0.00
Heteroskedasticity (H):               0.94   Skew:                            -2.39
Prob(H) (two-sided):                  0.95   Kurtosis:                         8.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.7630307076476, Current Price: 149.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.473
Date:                           Wed, 09 Oct 2024   AIC                             46.947
Time:                                   14:39:47   BIC                             49.771
Sample:                                        0   HQIC                            46.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0922      3.581      0.026      0.979      -6.927       7.111
ma.L1          0.4179      2.922      0.143      0.886      -5.309       6.145
ar.S.L7       -0.9367      0.901     -1.039      0.299      -2.703       0.829
ma.S.L7       -1.0000   3.55e+04  -2.81e-05      1.000   -6.96e+04    6.96e+04
sigma2         0.6048   2.15e+04   2.81e-05      1.000   -4.21e+04    4.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                30.85
Prob(Q):                              0.99   Prob(JB):                         0.00
Heteroskedasticity (H):               0.04   Skew:                            -2.51
Prob(H) (two-sided):                  0.01   Kurtosis:                         8.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.66761859223894, Current Price: 150.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.694
Date:                           Wed, 09 Oct 2024   AIC                             47.388
Time:                                   14:39:47   BIC                             50.213
Sample:                                        0   HQIC                            46.808
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1003      3.048      0.033      0.974      -5.873       6.073
ma.L1          0.4260      2.571      0.166      0.868      -4.613       5.465
ar.S.L7       -0.9313      0.906     -1.028      0.304      -2.707       0.844
ma.S.L7       -1.0001   2.02e+04  -4.96e-05      1.000   -3.95e+04    3.95e+04
sigma2         0.6256   1.26e+04   4.96e-05      1.000   -2.47e+04    2.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                28.54
Prob(Q):                              0.97   Prob(JB):                         0.00
Heteroskedasticity (H):               0.05   Skew:                            -2.44
Prob(H) (two-sided):                  0.01   Kurtosis:                         8.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.52097874172088, Current Price: 151.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.145
Date:                           Wed, 09 Oct 2024   AIC                             48.291
Time:                                   14:39:47   BIC                             51.115
Sample:                                        0   HQIC                            47.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1278      1.743      0.073      0.942      -3.289       3.545
ma.L1          0.4692      1.726      0.272      0.786      -2.914       3.853
ar.S.L7       -0.8095      0.822     -0.985      0.325      -2.420       0.801
ma.S.L7       -1.0000   6.32e+04  -1.58e-05      1.000   -1.24e+05    1.24e+05
sigma2         0.6706   4.24e+04   1.58e-05      1.000   -8.31e+04    8.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                28.56
Prob(Q):                              0.97   Prob(JB):                         0.00
Heteroskedasticity (H):               0.15   Skew:                            -2.42
Prob(H) (two-sided):                  0.09   Kurtosis:                         8.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.4949124170523, Current Price: 152.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.987
Date:                           Wed, 09 Oct 2024   AIC                             47.973
Time:                                   14:39:47   BIC                             50.798
Sample:                                        0   HQIC                            47.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0860      2.240      0.038      0.969      -4.305       4.477
ma.L1          0.5021      1.609      0.312      0.755      -2.652       3.656
ar.S.L7       -0.8589      0.715     -1.201      0.230      -2.261       0.543
ma.S.L7       -1.0000   5.39e+04  -1.86e-05      1.000   -1.06e+05    1.06e+05
sigma2         0.6544   3.53e+04   1.86e-05      1.000   -6.91e+04    6.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                26.43
Prob(Q):                              0.70   Prob(JB):                         0.00
Heteroskedasticity (H):               0.13   Skew:                            -2.36
Prob(H) (two-sided):                  0.07   Kurtosis:                         8.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.6727496410677, Current Price: 154.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.520
Date:                           Wed, 09 Oct 2024   AIC                             31.039
Time:                                   14:39:47   BIC                             33.864
Sample:                                        0   HQIC                            30.458
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4552      0.348      1.310      0.190      -0.226       1.137
ma.L1          0.2833      0.466      0.608      0.543      -0.630       1.197
ar.S.L7       -0.8362      0.254     -3.295      0.001      -1.334      -0.339
ma.S.L7       -1.0001   1.18e+04  -8.48e-05      1.000   -2.31e+04    2.31e+04
sigma2         0.1714   2021.387   8.48e-05      1.000   -3961.675    3962.017
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.50   Prob(JB):                         0.62
Heteroskedasticity (H):               1.91   Skew:                             0.09
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.93117523321004, Current Price: 154.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.924
Date:                           Wed, 09 Oct 2024   AIC                             41.847
Time:                                   14:39:47   BIC                             44.672
Sample:                                        0   HQIC                            41.267
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1855      0.737      0.252      0.801      -1.258       1.629
ma.L1          0.4756      0.674      0.705      0.481      -0.846       1.797
ar.S.L7       -0.7069      0.377     -1.876      0.061      -1.446       0.032
ma.S.L7       -0.6821      2.144     -0.318      0.750      -4.885       3.521
sigma2         0.5411      1.126      0.480      0.631      -1.667       2.749
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.80   Prob(JB):                         0.70
Heteroskedasticity (H):               6.67   Skew:                             0.31
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.30373359652353, Current Price: 155.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.480
Date:                           Wed, 09 Oct 2024   AIC                             42.959
Time:                                   14:39:47   BIC                             45.784
Sample:                                        0   HQIC                            42.379
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4614      0.248      1.858      0.063      -0.025       0.948
ma.L1          0.2553      0.716      0.357      0.721      -1.147       1.658
ar.S.L7       -0.8737      0.136     -6.403      0.000      -1.141      -0.606
ma.S.L7        0.9999   7369.503      0.000      1.000   -1.44e+04    1.44e+04
sigma2         0.4332   3192.448      0.000      1.000   -6256.651    6257.517
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.44   Prob(JB):                         0.59
Heteroskedasticity (H):               2.06   Skew:                             0.62
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.78949423677207, Current Price: 156.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.590
Date:                           Wed, 09 Oct 2024   AIC                             35.179
Time:                                   14:39:47   BIC                             38.004
Sample:                                        0   HQIC                            34.599
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1297      0.077     14.760      0.000       0.980       1.280
ma.L1         -1.0000   1.48e+04  -6.76e-05      1.000    -2.9e+04     2.9e+04
ar.S.L7       -0.9020      0.081    -11.082      0.000      -1.062      -0.742
ma.S.L7        1.0000   1.85e+04    5.4e-05      1.000   -3.63e+04    3.63e+04
sigma2         0.2161   6102.254   3.54e-05      1.000    -1.2e+04     1.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.17
Prob(Q):                              0.99   Prob(JB):                         0.34
Heteroskedasticity (H):               0.18   Skew:                             0.49
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.69641280716385, Current Price: 154.66
BUY EXECUTED at 154.66
BUY ORDER COMPLETED at 154.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.329
Date:                           Wed, 09 Oct 2024   AIC                             52.657
Time:                                   14:39:48   BIC                             55.482
Sample:                                        0   HQIC                            52.077
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2073      1.311      0.158      0.874      -2.362       2.776
ma.L1          2.9725     18.473      0.161      0.872     -33.234      39.179
ar.S.L7       -0.8961      0.180     -4.979      0.000      -1.249      -0.543
ma.S.L7        0.6832      3.083      0.222      0.825      -5.359       6.725
sigma2         0.1406      1.869      0.075      0.940      -3.523       3.804
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                10.07
Prob(Q):                              0.68   Prob(JB):                         0.01
Heteroskedasticity (H):               3.88   Skew:                            -1.63
Prob(H) (two-sided):                  0.22   Kurtosis:                         5.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.80083385943203, Current Price: 156.02
SELL EXECUTED at 156.02
SELL ORDER COMPLETED at 155.91
OPERATION PROFIT, GROSS 1.6899999999999977, NET 1.3798699999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.719
Date:                           Wed, 09 Oct 2024   AIC                             53.437
Time:                                   14:39:48   BIC                             56.262
Sample:                                        0   HQIC                            52.857
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3058      2.872      0.106      0.915      -5.324       5.935
ma.L1          0.0393      3.522      0.011      0.991      -6.863       6.942
ar.S.L7       -0.8843      0.151     -5.867      0.000      -1.180      -0.589
ma.S.L7        1.0000   3.63e+04   2.76e-05      1.000   -7.11e+04    7.11e+04
sigma2         0.9963   3.61e+04   2.76e-05      1.000   -7.08e+04    7.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                19.49
Prob(Q):                              0.67   Prob(JB):                         0.00
Heteroskedasticity (H):               3.64   Skew:                            -2.07
Prob(H) (two-sided):                  0.24   Kurtosis:                         7.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.52015341333492, Current Price: 154.83
BUY EXECUTED at 154.83
BUY ORDER COMPLETED at 156.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.827
Date:                           Wed, 09 Oct 2024   AIC                             53.654
Time:                                   14:39:48   BIC                             56.479
Sample:                                        0   HQIC                            53.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3562      1.674      0.213      0.831      -2.924       3.636
ma.L1         -0.0047      2.012     -0.002      0.998      -3.949       3.939
ar.S.L7       -0.9209      0.152     -6.064      0.000      -1.219      -0.623
ma.S.L7        1.0000   3.08e+05   3.24e-06      1.000   -6.04e+05    6.04e+05
sigma2         1.0119   3.12e+05   3.24e-06      1.000   -6.11e+05    6.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                13.04
Prob(Q):                              0.70   Prob(JB):                         0.00
Heteroskedasticity (H):               3.77   Skew:                            -1.83
Prob(H) (two-sided):                  0.23   Kurtosis:                         6.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.47903636534392, Current Price: 156.12
SELL EXECUTED at 156.12
SELL ORDER COMPLETED at 157.6
OPERATION PROFIT, GROSS 1.5999999999999943, NET 1.2863999999999942
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.930
Date:                           Wed, 09 Oct 2024   AIC                             51.860
Time:                                   14:39:48   BIC                             54.685
Sample:                                        0   HQIC                            51.280
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3512      1.881      0.187      0.852      -3.335       4.038
ma.L1         -0.1787      2.077     -0.086      0.931      -4.250       3.892
ar.S.L7       -0.7628      0.321     -2.378      0.017      -1.392      -0.134
ma.S.L7        1.0001   9717.525      0.000      1.000    -1.9e+04     1.9e+04
sigma2         0.8827   8578.283      0.000      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                11.82
Prob(Q):                              0.48   Prob(JB):                         0.00
Heteroskedasticity (H):               7.60   Skew:                            -1.84
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.6906140663928, Current Price: 157.34
BUY EXECUTED at 157.34
BUY ORDER COMPLETED at 156.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.671
Date:                           Wed, 09 Oct 2024   AIC                             51.343
Time:                                   14:39:48   BIC                             54.167
Sample:                                        0   HQIC                            50.762
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3392      1.824     -0.186      0.853      -3.915       3.237
ma.L1          0.2744      1.813      0.151      0.880      -3.279       3.828
ar.S.L7       -0.6596      0.371     -1.780      0.075      -1.386       0.067
ma.S.L7        1.0003   5989.736      0.000      1.000   -1.17e+04    1.17e+04
sigma2         0.8481   5080.470      0.000      1.000   -9956.691    9958.387
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.86
Prob(Q):                              0.94   Prob(JB):                         0.24
Heteroskedasticity (H):               1.24   Skew:                            -1.10
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.95408184805726, Current Price: 157.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.041
Date:                           Wed, 09 Oct 2024   AIC                             52.081
Time:                                   14:39:48   BIC                             54.906
Sample:                                        0   HQIC                            51.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6472      0.723     -0.895      0.371      -2.064       0.770
ma.L1          0.5735      0.908      0.631      0.528      -1.207       2.354
ar.S.L7       -0.4872      0.297     -1.640      0.101      -1.069       0.095
ma.S.L7        0.2777      0.850      0.327      0.744      -1.389       1.945
sigma2         1.4227      0.919      1.548      0.122      -0.379       3.224
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.55   Prob(JB):                         0.59
Heteroskedasticity (H):               0.47   Skew:                            -0.70
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.88739864311313, Current Price: 157.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.654
Date:                           Wed, 09 Oct 2024   AIC                             51.308
Time:                                   14:39:48   BIC                             54.133
Sample:                                        0   HQIC                            50.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7282      0.691     -1.054      0.292      -2.082       0.626
ma.L1          0.5923      0.952      0.622      0.534      -1.274       2.459
ar.S.L7       -0.4301      0.464     -0.926      0.354      -1.340       0.480
ma.S.L7       -1.0001   1.08e+04   -9.3e-05      1.000   -2.11e+04    2.11e+04
sigma2         0.8160   8776.385    9.3e-05      1.000   -1.72e+04    1.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.99   Prob(JB):                         0.68
Heteroskedasticity (H):               0.54   Skew:                            -0.60
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.18472082904896, Current Price: 157.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.799
Date:                           Wed, 09 Oct 2024   AIC                             51.598
Time:                                   14:39:48   BIC                             54.423
Sample:                                        0   HQIC                            51.018
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6377      1.216     -0.525      0.600      -3.020       1.745
ma.L1          0.5277      1.464      0.360      0.719      -2.342       3.397
ar.S.L7       -0.4065      0.460     -0.884      0.377      -1.308       0.495
ma.S.L7       -1.0013    884.556     -0.001      0.999   -1734.700    1732.697
sigma2         0.8347    738.916      0.001      0.999   -1447.414    1449.083
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.96   Prob(JB):                         0.83
Heteroskedasticity (H):               0.20   Skew:                            -0.40
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.53445687595752, Current Price: 158.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.229
Date:                           Wed, 09 Oct 2024   AIC                             50.458
Time:                                   14:39:48   BIC                             53.283
Sample:                                        0   HQIC                            49.878
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6324      0.453      1.395      0.163      -0.256       1.521
ma.L1         -0.7252      0.678     -1.070      0.285      -2.053       0.603
ar.S.L7       -0.0011      0.003     -0.402      0.688      -0.007       0.004
ma.S.L7       -1.0010    830.146     -0.001      0.999   -1628.056    1626.054
sigma2         0.8833    733.517      0.001      0.999   -1436.783    1438.549
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.27   Prob(JB):                         0.63
Heteroskedasticity (H):               0.36   Skew:                            -0.65
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.32694921584456, Current Price: 157.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.145
Date:                           Wed, 09 Oct 2024   AIC                             46.291
Time:                                   14:39:48   BIC                             49.115
Sample:                                        0   HQIC                            45.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3519      1.674     -0.210      0.834      -3.634       2.930
ma.L1          0.0501      1.579      0.032      0.975      -3.046       3.146
ar.S.L7       -0.2643      0.313     -0.845      0.398      -0.877       0.349
ma.S.L7       -1.6163      2.776     -0.582      0.560      -7.058       3.825
sigma2         0.3052      0.789      0.387      0.699      -1.241       1.851
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.68   Prob(JB):                         0.98
Heteroskedasticity (H):               0.32   Skew:                             0.13
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.3409281962471, Current Price: 161.52
SELL EXECUTED at 161.52
SELL ORDER COMPLETED at 162.36
OPERATION PROFIT, GROSS 5.390000000000015, NET 5.070670000000015
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.140
Date:                           Wed, 09 Oct 2024   AIC                             52.281
Time:                                   14:39:48   BIC                             55.105
Sample:                                        0   HQIC                            51.700
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4383      0.100      4.396      0.000       0.243       0.634
ma.L1         -0.8051      0.277     -2.907      0.004      -1.348      -0.262
ar.S.L7       -0.5054      0.286     -1.766      0.077      -1.066       0.056
ma.S.L7       24.7437    300.467      0.082      0.934    -564.161     613.649
sigma2         0.0024      0.059      0.041      0.967      -0.113       0.118
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               0.63   Skew:                             0.41
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.88604702085178, Current Price: 161.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.511
Date:                           Wed, 09 Oct 2024   AIC                             51.023
Time:                                   14:39:48   BIC                             53.848
Sample:                                        0   HQIC                            50.442
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2772      0.679      0.408      0.683      -1.054       1.609
ma.L1         -1.3457      0.895     -1.503      0.133      -3.100       0.409
ar.S.L7       -0.5548      0.183     -3.029      0.002      -0.914      -0.196
ma.S.L7       -0.1522      0.409     -0.372      0.710      -0.955       0.650
sigma2         0.7434      0.823      0.904      0.366      -0.869       2.356
===================================================================================
Ljung-Box (L1) (Q):                   1.34   Jarque-Bera (JB):                 2.18
Prob(Q):                              0.25   Prob(JB):                         0.34
Heteroskedasticity (H):               0.74   Skew:                             1.00
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.0346765798531, Current Price: 160.64
BUY EXECUTED at 160.64
BUY ORDER COMPLETED at 161.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.468
Date:                           Wed, 09 Oct 2024   AIC                             48.935
Time:                                   14:39:48   BIC                             51.760
Sample:                                        0   HQIC                            48.355
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0156      0.847      0.018      0.985      -1.644       1.676
ma.L1         -0.5774      0.656     -0.880      0.379      -1.864       0.709
ar.S.L7       -0.6377      0.203     -3.139      0.002      -1.036      -0.240
ma.S.L7        0.1515      0.328      0.462      0.644      -0.492       0.795
sigma2         1.1570      0.896      1.291      0.197      -0.600       2.914
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.99   Prob(JB):                         0.51
Heteroskedasticity (H):               1.25   Skew:                             0.78
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.73393272358274, Current Price: 161.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.904
Date:                           Wed, 09 Oct 2024   AIC                             43.809
Time:                                   14:39:48   BIC                             46.634
Sample:                                        0   HQIC                            43.228
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5831      0.140     -4.170      0.000      -0.857      -0.309
ma.L1          1.0002    350.969      0.003      0.998    -686.886     688.886
ar.S.L7       -0.6599      0.155     -4.269      0.000      -0.963      -0.357
ma.S.L7        1.0000   3.94e+04   2.54e-05      1.000   -7.73e+04    7.73e+04
sigma2         0.3815   1.51e+04   2.53e-05      1.000   -2.96e+04    2.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.72   Jarque-Bera (JB):                 2.36
Prob(Q):                              0.05   Prob(JB):                         0.31
Heteroskedasticity (H):               2.63   Skew:                             1.04
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.89330721422172, Current Price: 167.119
SELL EXECUTED at 167.119
SELL ORDER COMPLETED at 169.93
OPERATION PROFIT, GROSS 8.29000000000002, NET 7.95843000000002
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.201
Date:                           Wed, 09 Oct 2024   AIC                             62.402
Time:                                   14:39:48   BIC                             65.227
Sample:                                        0   HQIC                            61.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5278      0.348     -1.515      0.130      -1.210       0.155
ma.L1          1.0000    2.5e+04   3.99e-05      1.000   -4.91e+04    4.91e+04
ar.S.L7       -0.2308      0.475     -0.486      0.627      -1.161       0.700
ma.S.L7        1.0001   1.62e+04   6.18e-05      1.000   -3.17e+04    3.17e+04
sigma2         1.6312   4.72e+04   3.46e-05      1.000   -9.24e+04    9.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.96   Prob(JB):                         0.55
Heteroskedasticity (H):              10.57   Skew:                             0.74
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.2593327304695, Current Price: 168.61
BUY EXECUTED at 168.61
BUY ORDER COMPLETED at 172.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.959
Date:                           Wed, 09 Oct 2024   AIC                             61.918
Time:                                   14:39:48   BIC                             64.742
Sample:                                        0   HQIC                            61.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5144      0.768     -0.669      0.503      -2.020       0.991
ma.L1          1.0000   6633.213      0.000      1.000    -1.3e+04     1.3e+04
ar.S.L7       -0.1212      0.373     -0.325      0.746      -0.853       0.611
ma.S.L7        0.4516      1.539      0.293      0.769      -2.565       3.468
sigma2         2.4967   1.66e+04      0.000      1.000   -3.25e+04    3.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.62   Prob(JB):                         0.63
Heteroskedasticity (H):               7.55   Skew:                             0.62
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.6070362797, Current Price: 174.58
SELL EXECUTED at 174.58
SELL ORDER COMPLETED at 172.28
OPERATION PROFIT, GROSS -0.18000000000000682, NET -0.5247400000000069
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.215
Date:                           Wed, 09 Oct 2024   AIC                             70.431
Time:                                   14:39:48   BIC                             73.256
Sample:                                        0   HQIC                            69.850
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1404      0.472      2.416      0.016       0.215       2.066
ma.L1         -1.3028      1.266     -1.029      0.303      -3.784       1.178
ar.S.L7        0.0001      0.208      0.001      1.000      -0.407       0.408
ma.S.L7       -4.9078     19.812     -0.248      0.804     -43.739      33.923
sigma2         0.1491      1.364      0.109      0.913      -2.525       2.823
===================================================================================
Ljung-Box (L1) (Q):                   1.71   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.19   Prob(JB):                         0.63
Heteroskedasticity (H):               6.43   Skew:                             0.50
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.76384943827173, Current Price: 170.75
BUY EXECUTED at 170.75
BUY ORDER COMPLETED at 169.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.702
Date:                           Wed, 09 Oct 2024   AIC                             73.405
Time:                                   14:39:48   BIC                             76.229
Sample:                                        0   HQIC                            72.824
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.2583      0.890     -1.413      0.158      -3.003       0.487
ma.L1          0.8196      0.797      1.028      0.304      -0.743       2.382
ar.S.L7       -0.5454      0.935     -0.583      0.560      -2.378       1.287
ma.S.L7       -0.1850      2.025     -0.091      0.927      -4.155       3.785
sigma2         7.2726      3.120      2.331      0.020       1.157      13.388
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 1.51
Prob(Q):                              0.43   Prob(JB):                         0.47
Heteroskedasticity (H):              20.42   Skew:                             0.80
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.01538885656745, Current Price: 169.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.238
Date:                           Wed, 09 Oct 2024   AIC                             76.475
Time:                                   14:39:48   BIC                             79.300
Sample:                                        0   HQIC                            75.895
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8109      1.950     -0.416      0.678      -4.633       3.011
ma.L1          0.6333      2.631      0.241      0.810      -4.524       5.790
ar.S.L7       -0.7668      2.537     -0.302      0.763      -5.740       4.206
ma.S.L7       -0.3315      3.616     -0.092      0.927      -7.420       6.757
sigma2         9.1203     13.362      0.683      0.495     -17.070      35.310
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.85   Prob(JB):                         0.44
Heteroskedasticity (H):              22.31   Skew:                             0.87
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.82737053924552, Current Price: 171.8
SELL EXECUTED at 171.8
SELL ORDER COMPLETED at 172.6
OPERATION PROFIT, GROSS 3.030000000000001, NET 2.6878300000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.142
Date:                           Wed, 09 Oct 2024   AIC                             76.283
Time:                                   14:39:48   BIC                             79.108
Sample:                                        0   HQIC                            75.702
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3559      2.626      0.136      0.892      -4.792       5.504
ma.L1         -0.5715      2.227     -0.257      0.797      -4.936       3.793
ar.S.L7       -0.9911      1.335     -0.742      0.458      -3.608       1.626
ma.S.L7       -1.0005   3729.440     -0.000      1.000   -7310.568    7308.567
sigma2         5.7607   2.15e+04      0.000      1.000   -4.21e+04    4.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 4.27
Prob(Q):                              0.90   Prob(JB):                         0.12
Heteroskedasticity (H):               7.90   Skew:                             1.38
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.82640620236288, Current Price: 173.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.309
Date:                           Wed, 09 Oct 2024   AIC                             76.618
Time:                                   14:39:48   BIC                             79.443
Sample:                                        0   HQIC                            76.038
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3252      2.189      0.149      0.882      -3.965       4.616
ma.L1         -0.5317      1.825     -0.291      0.771      -4.108       3.045
ar.S.L7       -1.1505      1.183     -0.972      0.331      -3.470       1.169
ma.S.L7       -1.0001   1.22e+04   -8.2e-05      1.000   -2.39e+04    2.39e+04
sigma2         5.9181   7.22e+04    8.2e-05      1.000   -1.41e+05    1.41e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 2.76
Prob(Q):                              0.78   Prob(JB):                         0.25
Heteroskedasticity (H):               1.99   Skew:                             1.13
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.26233742111617, Current Price: 174.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.277
Date:                           Wed, 09 Oct 2024   AIC                             76.554
Time:                                   14:39:48   BIC                             79.379
Sample:                                        0   HQIC                            75.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6325      1.516      0.417      0.677      -2.339       3.604
ma.L1         -1.0000   1.18e+04  -8.48e-05      1.000   -2.31e+04    2.31e+04
ar.S.L7       -0.3537      1.010     -0.350      0.726      -2.334       1.626
ma.S.L7       -0.9630     59.753     -0.016      0.987    -118.076     116.150
sigma2         4.9157   5.81e+04   8.46e-05      1.000   -1.14e+05    1.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.37   Prob(JB):                         0.71
Heteroskedasticity (H):               1.75   Skew:                             0.56
Prob(H) (two-sided):                  0.60   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.74410679089235, Current Price: 177.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.390
Date:                           Wed, 09 Oct 2024   AIC                             76.780
Time:                                   14:39:48   BIC                             79.605
Sample:                                        0   HQIC                            76.199
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3572      2.017      0.177      0.859      -3.596       4.310
ma.L1         -0.5898      1.698     -0.347      0.728      -3.917       2.738
ar.S.L7       -0.3508      0.975     -0.360      0.719      -2.263       1.561
ma.S.L7       -1.0002   7766.696     -0.000      1.000   -1.52e+04    1.52e+04
sigma2         5.9829   4.65e+04      0.000      1.000   -9.11e+04    9.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.55   Prob(JB):                         0.74
Heteroskedasticity (H):               2.00   Skew:                             0.52
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.3355184483242, Current Price: 179.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.321
Date:                           Wed, 09 Oct 2024   AIC                             76.642
Time:                                   14:39:48   BIC                             79.467
Sample:                                        0   HQIC                            76.062
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2672      1.347      0.198      0.843      -2.372       2.907
ma.L1         -0.5727      1.102     -0.519      0.603      -2.733       1.588
ar.S.L7       -0.1396      0.738     -0.189      0.850      -1.586       1.306
ma.S.L7       -0.5457      1.736     -0.314      0.753      -3.948       2.857
sigma2         8.5767     10.358      0.828      0.408     -11.724      28.877
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.72   Prob(JB):                         0.60
Heteroskedasticity (H):               0.33   Skew:                             0.67
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.91975398398716, Current Price: 184.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.301
Date:                           Wed, 09 Oct 2024   AIC                             76.602
Time:                                   14:39:49   BIC                             79.427
Sample:                                        0   HQIC                            76.021
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3981      4.366     -0.091      0.927      -8.956       8.159
ma.L1          0.3143      4.629      0.068      0.946      -8.759       9.387
ar.S.L7       -0.3434      0.848     -0.405      0.686      -2.006       1.320
ma.S.L7       -1.0000   2.57e+04   -3.9e-05      1.000   -5.03e+04    5.03e+04
sigma2         5.9247   1.52e+05    3.9e-05      1.000   -2.98e+05    2.98e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.63   Prob(JB):                         0.82
Heteroskedasticity (H):               0.48   Skew:                            -0.43
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.0205970363115, Current Price: 177.67
BUY EXECUTED at 177.67
BUY ORDER COMPLETED at 177.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.187
Date:                           Wed, 09 Oct 2024   AIC                             80.373
Time:                                   14:39:49   BIC                             83.198
Sample:                                        0   HQIC                            79.793
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4181      0.651     -0.642      0.521      -1.695       0.859
ma.L1          0.0384      0.712      0.054      0.957      -1.357       1.434
ar.S.L7       -1.0024      0.534     -1.879      0.060      -2.048       0.043
ma.S.L7        1.0000   4.61e+04   2.17e-05      1.000   -9.04e+04    9.04e+04
sigma2         7.9019   3.64e+05   2.17e-05      1.000   -7.14e+05    7.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.62   Prob(JB):                         0.77
Heteroskedasticity (H):               0.39   Skew:                             0.07
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.45936892812813, Current Price: 171.646
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.649
Date:                           Wed, 09 Oct 2024   AIC                             83.298
Time:                                   14:39:49   BIC                             86.122
Sample:                                        0   HQIC                            82.717
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6171      0.391      1.578      0.115      -0.150       1.384
ma.L1         -1.0000   8117.019     -0.000      1.000   -1.59e+04    1.59e+04
ar.S.L7       -0.7533      0.715     -1.054      0.292      -2.154       0.648
ma.S.L7       -0.0298      1.124     -0.027      0.979      -2.233       2.173
sigma2        14.0696   1.14e+05      0.000      1.000   -2.24e+05    2.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.88   Prob(JB):                         0.78
Heteroskedasticity (H):               0.78   Skew:                            -0.23
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.94109056314082, Current Price: 172.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.967
Date:                           Wed, 09 Oct 2024   AIC                             79.935
Time:                                   14:39:49   BIC                             82.760
Sample:                                        0   HQIC                            79.354
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6770      0.279      2.429      0.015       0.131       1.223
ma.L1         -1.0000   7006.396     -0.000      1.000   -1.37e+04    1.37e+04
ar.S.L7       -1.1445      0.498     -2.296      0.022      -2.121      -0.168
ma.S.L7        0.2386      0.694      0.344      0.731      -1.121       1.598
sigma2        10.8112   7.57e+04      0.000      1.000   -1.48e+05    1.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.45   Prob(JB):                         0.64
Heteroskedasticity (H):               1.04   Skew:                             0.00
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.99786418826503, Current Price: 177.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.106
Date:                           Wed, 09 Oct 2024   AIC                             78.212
Time:                                   14:39:49   BIC                             81.037
Sample:                                        0   HQIC                            77.631
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3722      0.716      0.520      0.603      -1.031       1.775
ma.L1         -0.1510      0.787     -0.192      0.848      -1.694       1.392
ar.S.L7       -1.4400      0.618     -2.331      0.020      -2.651      -0.229
ma.S.L7        1.0000   3.75e+04   2.66e-05      1.000   -7.36e+04    7.36e+04
sigma2         6.7014   2.52e+05   2.66e-05      1.000   -4.93e+05    4.93e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.78   Prob(JB):                         0.93
Heteroskedasticity (H):               0.66   Skew:                             0.21
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.517452970415, Current Price: 173.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.681
Date:                           Wed, 09 Oct 2024   AIC                             77.362
Time:                                   14:39:49   BIC                             80.187
Sample:                                        0   HQIC                            76.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0234      2.139      0.011      0.991      -4.169       4.216
ma.L1          0.3460      2.161      0.160      0.873      -3.890       4.582
ar.S.L7       -1.3737      0.438     -3.136      0.002      -2.232      -0.515
ma.S.L7        0.3909      0.766      0.510      0.610      -1.111       1.893
sigma2         9.7569      7.959      1.226      0.220      -5.842      25.356
===================================================================================
Ljung-Box (L1) (Q):                   2.14   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.14   Prob(JB):                         0.58
Heteroskedasticity (H):               0.65   Skew:                            -0.47
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.69562265459928, Current Price: 179.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.657
Date:                           Wed, 09 Oct 2024   AIC                             67.314
Time:                                   14:39:49   BIC                             70.138
Sample:                                        0   HQIC                            66.733
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3336      0.518      0.644      0.519      -0.681       1.348
ma.L1          2.2460      2.189      1.026      0.305      -2.044       6.536
ar.S.L7       -1.3786      0.152     -9.065      0.000      -1.677      -1.081
ma.S.L7        1.0001   3851.500      0.000      1.000   -7547.801    7549.802
sigma2         0.5756   2216.692      0.000      1.000   -4344.060    4345.212
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.56   Prob(JB):                         0.68
Heteroskedasticity (H):               1.20   Skew:                            -0.58
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.5414968114564, Current Price: 177.72
SELL EXECUTED at 177.72
SELL ORDER COMPLETED at 177.44
OPERATION PROFIT, GROSS -0.46000000000000796, NET -0.815340000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.053
Date:                           Wed, 09 Oct 2024   AIC                             66.106
Time:                                   14:39:49   BIC                             68.930
Sample:                                        0   HQIC                            65.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3016      0.340      0.886      0.376      -0.366       0.969
ma.L1          1.0000   2036.366      0.000      1.000   -3990.204    3992.204
ar.S.L7       -1.2450      0.040    -31.151      0.000      -1.323      -1.167
ma.S.L7       -0.7470      2.540     -0.294      0.769      -5.725       4.231
sigma2         3.0674   6244.998      0.000      1.000   -1.22e+04    1.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.55   Prob(JB):                         0.45
Heteroskedasticity (H):               1.79   Skew:                            -0.81
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.83930226739346, Current Price: 177.87
BUY EXECUTED at 177.87
BUY ORDER COMPLETED at 182.8199
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.214
Date:                           Wed, 09 Oct 2024   AIC                             68.429
Time:                                   14:39:49   BIC                             71.254
Sample:                                        0   HQIC                            67.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1799      0.699      0.257      0.797      -1.191       1.551
ma.L1          1.0000   9.68e+04   1.03e-05      1.000    -1.9e+05     1.9e+05
ar.S.L7       -1.1715      0.107    -10.960      0.000      -1.381      -0.962
ma.S.L7        0.1881      0.539      0.349      0.727      -0.868       1.244
sigma2         4.4464    4.3e+05   1.03e-05      1.000   -8.43e+05    8.43e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.81   Prob(JB):                         0.61
Heteroskedasticity (H):               3.47   Skew:                            -0.55
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.8879480869435, Current Price: 183.238
SELL EXECUTED at 183.238
SELL ORDER COMPLETED at 184.58
OPERATION PROFIT, GROSS 1.7601000000000226, NET 1.3927001000000225
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.826
Date:                           Wed, 09 Oct 2024   AIC                             71.651
Time:                                   14:39:49   BIC                             74.476
Sample:                                        0   HQIC                            71.071
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5286      0.437     -1.210      0.226      -1.385       0.327
ma.L1          1.0000   1.04e+04    9.6e-05      1.000   -2.04e+04    2.04e+04
ar.S.L7       -1.0539      0.362     -2.909      0.004      -1.764      -0.344
ma.S.L7       -1.0008   1256.205     -0.001      0.999   -2463.117    2461.115
sigma2         3.5754      4e+04   8.93e-05      1.000   -7.84e+04    7.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.85   Prob(JB):                         0.39
Heteroskedasticity (H):               2.02   Skew:                            -0.93
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.17666007856548, Current Price: 182.9
BUY EXECUTED at 182.9
BUY ORDER COMPLETED at 176.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.711
Date:                           Wed, 09 Oct 2024   AIC                             73.423
Time:                                   14:39:49   BIC                             76.248
Sample:                                        0   HQIC                            72.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5112      0.178     -2.871      0.004      -0.860      -0.162
ma.L1          1.0000   7586.077      0.000      1.000   -1.49e+04    1.49e+04
ar.S.L7       -1.0169      0.261     -3.897      0.000      -1.528      -0.506
ma.S.L7       -0.6975      2.503     -0.279      0.781      -5.604       4.209
sigma2         5.4251   4.11e+04      0.000      1.000   -8.06e+04    8.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.73   Prob(JB):                         0.58
Heteroskedasticity (H):               0.43   Skew:                            -0.55
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.32334188504802, Current Price: 177.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.994
Date:                           Wed, 09 Oct 2024   AIC                             73.988
Time:                                   14:39:49   BIC                             76.812
Sample:                                        0   HQIC                            73.407
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1962      0.670     -0.293      0.770      -1.509       1.117
ma.L1          1.0000   5.74e+04   1.74e-05      1.000   -1.12e+05    1.13e+05
ar.S.L7       -1.0876      0.124     -8.752      0.000      -1.331      -0.844
ma.S.L7       -0.2164      0.919     -0.235      0.814      -2.018       1.585
sigma2         7.1384    4.1e+05   1.74e-05      1.000   -8.03e+05    8.03e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.43   Prob(JB):                         0.73
Heteroskedasticity (H):               0.89   Skew:                            -0.31
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.13724885077988, Current Price: 181.81
SELL EXECUTED at 181.81
SELL ORDER COMPLETED at 179.76
OPERATION PROFIT, GROSS 3.569999999999993, NET 3.214049999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.681
Date:                           Wed, 09 Oct 2024   AIC                             73.363
Time:                                   14:39:49   BIC                             76.187
Sample:                                        0   HQIC                            72.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2444      0.643     -0.380      0.704      -1.505       1.016
ma.L1          1.0000   7034.281      0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -1.0908      0.131     -8.321      0.000      -1.348      -0.834
ma.S.L7       -0.3120      0.830     -0.376      0.707      -1.939       1.315
sigma2         6.7330   4.74e+04      0.000      1.000   -9.28e+04    9.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.31   Prob(JB):                         0.79
Heteroskedasticity (H):               0.97   Skew:                            -0.27
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.10167934334282, Current Price: 180.7
BUY EXECUTED at 180.7
BUY ORDER COMPLETED at 178.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.190
Date:                           Wed, 09 Oct 2024   AIC                             74.379
Time:                                   14:39:49   BIC                             77.204
Sample:                                        0   HQIC                            73.799
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2381      0.508     -0.469      0.639      -1.233       0.757
ma.L1          1.0000   1.47e+04   6.82e-05      1.000   -2.87e+04    2.88e+04
ar.S.L7       -1.1005      0.095    -11.610      0.000      -1.286      -0.915
ma.S.L7       -0.6325      1.155     -0.548      0.584      -2.896       1.631
sigma2         6.4157   9.41e+04   6.82e-05      1.000   -1.84e+05    1.84e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.20   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.27   Prob(JB):                         0.80
Heteroskedasticity (H):               1.28   Skew:                             0.27
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.58294994785285, Current Price: 176.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.360
Date:                           Wed, 09 Oct 2024   AIC                             76.720
Time:                                   14:39:49   BIC                             79.544
Sample:                                        0   HQIC                            76.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9977      0.219      4.554      0.000       0.568       1.427
ma.L1         -1.0001   1589.451     -0.001      0.999   -3116.267    3114.266
ar.S.L7       -1.1148      0.289     -3.855      0.000      -1.682      -0.548
ma.S.L7       -1.0000   2.73e+04  -3.66e-05      1.000   -5.35e+04    5.35e+04
sigma2         4.8032   1.37e+05   3.51e-05      1.000   -2.68e+05    2.68e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.90   Prob(JB):                         0.73
Heteroskedasticity (H):               2.11   Skew:                             0.54
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.131248072203, Current Price: 178.54
SELL EXECUTED at 178.54
SELL ORDER COMPLETED at 177.55
OPERATION PROFIT, GROSS -1.1799999999999784, NET -1.5362799999999783
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.669
Date:                           Wed, 09 Oct 2024   AIC                             83.338
Time:                                   14:39:49   BIC                             86.162
Sample:                                        0   HQIC                            82.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0143      3.645      0.004      0.997      -7.129       7.158
ma.L1         -0.1538      3.336     -0.046      0.963      -6.692       6.385
ar.S.L7       -0.7332      0.623     -1.177      0.239      -1.954       0.488
ma.S.L7       -1.0003   4757.983     -0.000      1.000   -9326.476    9324.475
sigma2         9.9349   4.73e+04      0.000      1.000   -9.26e+04    9.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.37   Prob(JB):                         0.96
Heteroskedasticity (H):               4.16   Skew:                             0.03
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.01312331009512, Current Price: 177.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.771
Date:                           Wed, 09 Oct 2024   AIC                             83.542
Time:                                   14:39:49   BIC                             86.367
Sample:                                        0   HQIC                            82.961
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5460      0.259      2.111      0.035       0.039       1.053
ma.L1         -1.0000   4899.954     -0.000      1.000   -9604.733    9602.733
ar.S.L7       -0.7387      0.521     -1.418      0.156      -1.759       0.282
ma.S.L7       -0.0759      1.849     -0.041      0.967      -3.700       3.549
sigma2        14.3440   7.03e+04      0.000      1.000   -1.38e+05    1.38e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.98   Prob(JB):                         0.69
Heteroskedasticity (H):               4.90   Skew:                            -0.54
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.07241640462047, Current Price: 174.4
BUY EXECUTED at 174.4
BUY ORDER COMPLETED at 173.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -37.032
Date:                           Wed, 09 Oct 2024   AIC                             84.064
Time:                                   14:39:49   BIC                             86.889
Sample:                                        0   HQIC                            83.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3458      1.134      0.305      0.760      -1.877       2.569
ma.L1         -0.7617      0.835     -0.913      0.361      -2.398       0.874
ar.S.L7       -0.7811      0.257     -3.041      0.002      -1.285      -0.278
ma.S.L7        0.2675      1.214      0.220      0.826      -2.111       2.646
sigma2        16.9002      9.715      1.740      0.082      -2.141      35.942
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.89   Prob(JB):                         0.82
Heteroskedasticity (H):               3.19   Skew:                            -0.33
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.3228295466432, Current Price: 176.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.290
Date:                           Wed, 09 Oct 2024   AIC                             82.581
Time:                                   14:39:49   BIC                             85.406
Sample:                                        0   HQIC                            82.000
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3604      1.138      0.317      0.752      -1.870       2.591
ma.L1         -0.7517      0.859     -0.875      0.382      -2.436       0.933
ar.S.L7       -0.7657      0.216     -3.540      0.000      -1.190      -0.342
ma.S.L7        0.2134      1.076      0.198      0.843      -1.896       2.322
sigma2        15.2438      7.782      1.959      0.050      -0.009      30.496
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.87   Prob(JB):                         0.75
Heteroskedasticity (H):               0.40   Skew:                            -0.51
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.8497961570502, Current Price: 173.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.403
Date:                           Wed, 09 Oct 2024   AIC                             82.806
Time:                                   14:39:49   BIC                             85.631
Sample:                                        0   HQIC                            82.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3418      1.207      0.283      0.777      -2.025       2.708
ma.L1         -1.4014      1.686     -0.831      0.406      -4.707       1.904
ar.S.L7       -0.7955      0.225     -3.535      0.000      -1.237      -0.355
ma.S.L7        0.2335      1.051      0.222      0.824      -1.826       2.293
sigma2         7.8789     17.016      0.463      0.643     -25.472      41.230
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.85   Prob(JB):                         0.71
Heteroskedasticity (H):               0.38   Skew:                            -0.56
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.27862673466825, Current Price: 175.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.149
Date:                           Wed, 09 Oct 2024   AIC                             82.298
Time:                                   14:39:49   BIC                             85.123
Sample:                                        0   HQIC                            81.718
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4969      0.496      1.001      0.317      -0.476       1.469
ma.L1         -0.7626      0.612     -1.245      0.213      -1.963       0.437
ar.S.L7       -0.8068      0.203     -3.984      0.000      -1.204      -0.410
ma.S.L7        1.0000   4.11e+04   2.43e-05      1.000   -8.06e+04    8.06e+04
sigma2         8.9083   3.66e+05   2.43e-05      1.000   -7.18e+05    7.18e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.60   Prob(JB):                         0.72
Heteroskedasticity (H):               0.23   Skew:                            -0.53
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.20553795385857, Current Price: 173.59
SELL EXECUTED at 173.59
SELL ORDER COMPLETED at 169.3
OPERATION PROFIT, GROSS -4.4199999999999875, NET -4.763019999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.094
Date:                           Wed, 09 Oct 2024   AIC                             82.189
Time:                                   14:39:49   BIC                             85.013
Sample:                                        0   HQIC                            81.608
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3774      1.296      0.291      0.771      -2.163       2.917
ma.L1         -0.7285      0.966     -0.755      0.451      -2.621       1.164
ar.S.L7       -0.7682      0.200     -3.841      0.000      -1.160      -0.376
ma.S.L7        0.3573      1.113      0.321      0.748      -1.825       2.539
sigma2        14.3055     13.378      1.069      0.285     -11.915      40.526
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.57   Prob(JB):                         0.85
Heteroskedasticity (H):               0.13   Skew:                            -0.38
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.05949025555466, Current Price: 169.05
BUY EXECUTED at 169.05
BUY ORDER COMPLETED at 164.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.898
Date:                           Wed, 09 Oct 2024   AIC                             81.796
Time:                                   14:39:49   BIC                             84.621
Sample:                                        0   HQIC                            81.215
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0146      1.361      0.011      0.991      -2.652       2.682
ma.L1         -0.4910      0.815     -0.603      0.547      -2.088       1.106
ar.S.L7       -0.6140      0.432     -1.421      0.155      -1.461       0.233
ma.S.L7        0.2055      1.080      0.190      0.849      -1.911       2.322
sigma2        14.4002      8.705      1.654      0.098      -2.661      31.462
===================================================================================
Ljung-Box (L1) (Q):                   2.62   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.11   Prob(JB):                         0.51
Heteroskedasticity (H):               0.63   Skew:                            -0.52
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.46721804091032, Current Price: 159.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -38.907
Date:                           Wed, 09 Oct 2024   AIC                             87.815
Time:                                   14:39:49   BIC                             90.640
Sample:                                        0   HQIC                            87.234
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1171      5.597      0.021      0.983     -10.854      11.088
ma.L1         -0.1705      5.627     -0.030      0.976     -11.199      10.858
ar.S.L7       -0.3316      0.500     -0.664      0.507      -1.311       0.648
ma.S.L7       -1.0000   4.47e+04  -2.24e-05      1.000   -8.76e+04    8.76e+04
sigma2        14.0272   6.27e+05   2.24e-05      1.000   -1.23e+06    1.23e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.50   Prob(JB):                         0.95
Heteroskedasticity (H):               0.93   Skew:                            -0.09
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.71910298913164, Current Price: 157.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -38.241
Date:                           Wed, 09 Oct 2024   AIC                             86.483
Time:                                   14:39:49   BIC                             89.307
Sample:                                        0   HQIC                            85.902
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0243      8.815     -0.003      0.998     -17.301      17.252
ma.L1         -0.0234      8.779     -0.003      0.998     -17.231      17.184
ar.S.L7       -0.3830      0.486     -0.789      0.430      -1.335       0.569
ma.S.L7       -0.2712      0.961     -0.282      0.778      -2.154       1.612
sigma2        20.3943      9.303      2.192      0.028       2.161      38.628
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.76   Prob(JB):                         0.89
Heteroskedasticity (H):               1.69   Skew:                            -0.28
Prob(H) (two-sided):                  0.62   Kurtosis:                         3.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.172342004999, Current Price: 160.63
SELL EXECUTED at 160.63
SELL ORDER COMPLETED at 160.73
OPERATION PROFIT, GROSS -3.780000000000001, NET -4.105240000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.830
Date:                           Wed, 09 Oct 2024   AIC                             83.661
Time:                                   14:39:49   BIC                             86.486
Sample:                                        0   HQIC                            83.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4513      0.175     -2.579      0.010      -0.794      -0.108
ma.L1          1.0000   4104.906      0.000      1.000   -8044.467    8046.467
ar.S.L7       -0.5908      0.384     -1.539      0.124      -1.343       0.161
ma.S.L7       -1.0000   3.38e+04  -2.96e-05      1.000   -6.62e+04    6.62e+04
sigma2         9.6492   3.21e+05   3.01e-05      1.000   -6.29e+05    6.29e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 2.75
Prob(Q):                              0.72   Prob(JB):                         0.25
Heteroskedasticity (H):               2.34   Skew:                            -0.95
Prob(H) (two-sided):                  0.43   Kurtosis:                         4.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.08480714932293, Current Price: 156.22
BUY EXECUTED at 156.22
BUY ORDER COMPLETED at 158.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -37.856
Date:                           Wed, 09 Oct 2024   AIC                             85.713
Time:                                   14:39:49   BIC                             88.537
Sample:                                        0   HQIC                            85.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3131      3.531      0.089      0.929      -6.607       7.233
ma.L1         -0.4015      3.451     -0.116      0.907      -7.165       6.362
ar.S.L7       -0.2325      0.289     -0.805      0.421      -0.798       0.334
ma.S.L7        0.0297      0.523      0.057      0.955      -0.995       1.054
sigma2        19.8023     12.151      1.630      0.103      -4.014      43.619
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.45   Prob(JB):                         0.78
Heteroskedasticity (H):               2.22   Skew:                            -0.17
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.17080023752706, Current Price: 157.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -37.094
Date:                           Wed, 09 Oct 2024   AIC                             84.187
Time:                                   14:39:49   BIC                             87.012
Sample:                                        0   HQIC                            83.607
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2386      2.487      0.096      0.924      -4.636       5.113
ma.L1         -0.3775      2.335     -0.162      0.872      -4.953       4.198
ar.S.L7       -0.2525      0.274     -0.920      0.357      -0.790       0.285
ma.S.L7        0.2442      0.747      0.327      0.744      -1.220       1.708
sigma2        17.1976      9.653      1.782      0.075      -1.722      36.118
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.74   Prob(JB):                         0.70
Heteroskedasticity (H):               0.22   Skew:                            -0.44
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.78813425703163, Current Price: 158.06
SELL EXECUTED at 158.06
SELL ORDER COMPLETED at 161.09
OPERATION PROFIT, GROSS 2.969999999999999, NET 2.650789999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.450
Date:                           Wed, 09 Oct 2024   AIC                             82.901
Time:                                   14:39:49   BIC                             85.725
Sample:                                        0   HQIC                            82.320
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1375      2.208      0.062      0.950      -4.191       4.466
ma.L1         -0.3293      2.373     -0.139      0.890      -4.981       4.323
ar.S.L7       -0.1842      0.291     -0.633      0.527      -0.754       0.386
ma.S.L7        1.0000   3.77e+04   2.65e-05      1.000   -7.39e+04    7.39e+04
sigma2         9.6057   3.62e+05   2.65e-05      1.000   -7.09e+05    7.09e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.77   Prob(JB):                         0.78
Heteroskedasticity (H):               0.04   Skew:                            -0.33
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.57282865457444, Current Price: 160.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.689
Date:                           Wed, 09 Oct 2024   AIC                             83.379
Time:                                   14:39:50   BIC                             86.204
Sample:                                        0   HQIC                            82.798
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4201      0.513     -0.819      0.413      -1.425       0.585
ma.L1          1.0000   1.57e+04   6.35e-05      1.000   -3.08e+04    3.08e+04
ar.S.L7       -0.4347      0.249     -1.749      0.080      -0.922       0.053
ma.S.L7        0.0841      0.468      0.180      0.857      -0.833       1.001
sigma2        14.8058   2.33e+05   6.35e-05      1.000   -4.57e+05    4.57e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.62   Prob(JB):                         0.59
Heteroskedasticity (H):               1.04   Skew:                            -0.68
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.5725613461995, Current Price: 157.644
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.695
Date:                           Wed, 09 Oct 2024   AIC                             83.390
Time:                                   14:39:50   BIC                             86.215
Sample:                                        0   HQIC                            82.809
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5551      0.407     -1.362      0.173      -1.354       0.244
ma.L1          1.0000    2.2e+04   4.56e-05      1.000    -4.3e+04     4.3e+04
ar.S.L7       -0.4194      0.302     -1.386      0.166      -1.012       0.173
ma.S.L7        0.1191      0.597      0.199      0.842      -1.052       1.290
sigma2        14.0888   3.09e+05   4.56e-05      1.000   -6.06e+05    6.06e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.56
Prob(Q):                              0.79   Prob(JB):                         0.46
Heteroskedasticity (H):               1.19   Skew:                            -0.84
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.75799134582613, Current Price: 159.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.301
Date:                           Wed, 09 Oct 2024   AIC                             82.602
Time:                                   14:39:50   BIC                             85.427
Sample:                                        0   HQIC                            82.022
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1023      0.495      0.207      0.836      -0.868       1.072
ma.L1          0.6291      0.517      1.216      0.224      -0.385       1.643
ar.S.L7       -0.4110      0.132     -3.117      0.002      -0.669      -0.153
ma.S.L7        1.0000      0.684      1.462      0.144      -0.341       2.341
sigma2         9.3202      0.073    126.996      0.000       9.176       9.464
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.78   Prob(JB):                         0.66
Heteroskedasticity (H):               0.71   Skew:                            -0.12
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.59e+17. Standard errors may be unstable.
Predicted Price: 165.23458780246332, Current Price: 160.49
BUY EXECUTED at 160.49
BUY ORDER COMPLETED at 161.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.048
Date:                           Wed, 09 Oct 2024   AIC                             82.096
Time:                                   14:39:50   BIC                             84.921
Sample:                                        0   HQIC                            81.516
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0886      0.663      0.134      0.894      -1.211       1.388
ma.L1          0.2861      0.613      0.466      0.641      -0.916       1.488
ar.S.L7    -5.902e-05      0.202     -0.000      1.000      -0.396       0.396
ma.S.L7       -0.2689      0.291     -0.924      0.356      -0.840       0.302
sigma2        14.9398      9.556      1.563      0.118      -3.790      33.669
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.47   Prob(JB):                         0.49
Heteroskedasticity (H):               0.38   Skew:                            -0.69
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.1190156763891, Current Price: 159.18
SELL EXECUTED at 159.18
SELL ORDER COMPLETED at 162.05
OPERATION PROFIT, GROSS 1.0300000000000011, NET 0.7069300000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.364
Date:                           Wed, 09 Oct 2024   AIC                             78.729
Time:                                   14:39:50   BIC                             81.554
Sample:                                        0   HQIC                            78.148
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0997      0.572      0.174      0.861      -1.021       1.220
ma.L1          0.4364      0.454      0.962      0.336      -0.453       1.326
ar.S.L7        0.0450      0.280      0.161      0.872      -0.504       0.593
ma.S.L7       -0.3559      0.510     -0.697      0.486      -1.356       0.644
sigma2        10.9553     10.642      1.029      0.303      -9.902      31.812
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.78   Prob(JB):                         0.53
Heteroskedasticity (H):               0.70   Skew:                            -0.28
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.437790223465, Current Price: 163.266
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.825
Date:                           Wed, 09 Oct 2024   AIC                             77.651
Time:                                   14:39:50   BIC                             80.475
Sample:                                        0   HQIC                            77.070
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5360      0.911     -0.589      0.556      -2.321       1.249
ma.L1          1.0000   2600.915      0.000      1.000   -5096.700    5098.700
ar.S.L7        0.0361      0.220      0.165      0.869      -0.394       0.466
ma.S.L7       -1.0001   1.68e+04  -5.95e-05      1.000    -3.3e+04     3.3e+04
sigma2         6.2028   1.08e+05   5.75e-05      1.000   -2.11e+05    2.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.73   Prob(JB):                         0.65
Heteroskedasticity (H):               0.93   Skew:                            -0.51
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.97129420829845, Current Price: 162.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.256
Date:                           Wed, 09 Oct 2024   AIC                             72.513
Time:                                   14:39:50   BIC                             75.338
Sample:                                        0   HQIC                            71.932
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0674      0.642      0.105      0.916      -1.191       1.326
ma.L1          0.4529      0.760      0.596      0.551      -1.038       1.943
ar.S.L7        0.0279      0.187      0.149      0.881      -0.338       0.394
ma.S.L7       -1.0001   1.14e+04  -8.78e-05      1.000   -2.23e+04    2.23e+04
sigma2         4.3291   4.93e+04   8.78e-05      1.000   -9.67e+04    9.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.73   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.10   Prob(JB):                         0.69
Heteroskedasticity (H):               1.32   Skew:                            -0.43
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.47063318745975, Current Price: 163.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.456
Date:                           Wed, 09 Oct 2024   AIC                             66.913
Time:                                   14:39:50   BIC                             69.737
Sample:                                        0   HQIC                            66.332
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5986      0.811     -0.739      0.460      -2.187       0.990
ma.L1          0.7277      0.850      0.856      0.392      -0.939       2.394
ar.S.L7       -0.1260      0.235     -0.536      0.592      -0.587       0.335
ma.S.L7       -1.0000      2e+04  -5.01e-05      1.000   -3.92e+04    3.92e+04
sigma2         2.7415   5.48e+04   5.01e-05      1.000   -1.07e+05    1.07e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.27   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.26   Prob(JB):                         0.96
Heteroskedasticity (H):               1.08   Skew:                            -0.06
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.75545753006895, Current Price: 162.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.102
Date:                           Wed, 09 Oct 2024   AIC                             70.203
Time:                                   14:39:50   BIC                             73.028
Sample:                                        0   HQIC                            69.623
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2327      1.072      0.217      0.828      -1.869       2.335
ma.L1          0.2685      0.975      0.276      0.783      -1.641       2.179
ar.S.L7       -0.0986      0.285     -0.345      0.730      -0.658       0.461
ma.S.L7       -1.0001   6873.594     -0.000      1.000   -1.35e+04    1.35e+04
sigma2         3.6212   2.49e+04      0.000      1.000   -4.88e+04    4.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.90   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.09   Prob(JB):                         0.70
Heteroskedasticity (H):               1.07   Skew:                            -0.40
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.43867238447595, Current Price: 163.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.387
Date:                           Wed, 09 Oct 2024   AIC                             72.773
Time:                                   14:39:50   BIC                             75.598
Sample:                                        0   HQIC                            72.193
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7165      0.210     -3.407      0.001      -1.129      -0.304
ma.L1          1.0000      3e+04   3.33e-05      1.000   -5.89e+04    5.89e+04
ar.S.L7       -0.4350      0.186     -2.342      0.019      -0.799      -0.071
ma.S.L7        0.4533      0.752      0.603      0.547      -1.021       1.928
sigma2         5.4880   1.65e+05   3.33e-05      1.000   -3.23e+05    3.23e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.88   Prob(JB):                         0.53
Heteroskedasticity (H):               0.51   Skew:                            -0.36
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.15171505125346, Current Price: 162.62
BUY EXECUTED at 162.62
BUY ORDER COMPLETED at 159.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.901
Date:                           Wed, 09 Oct 2024   AIC                             69.802
Time:                                   14:39:50   BIC                             72.627
Sample:                                        0   HQIC                            69.222
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7228      0.372     -1.945      0.052      -1.451       0.006
ma.L1          1.1392      0.237      4.800      0.000       0.674       1.604
ar.S.L7       -0.0001      0.039     -0.003      0.998      -0.077       0.077
ma.S.L7       -1.0004   1158.371     -0.001      0.999   -2271.366    2269.365
sigma2         3.2115   3720.396      0.001      0.999   -7288.630    7295.053
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.45   Prob(JB):                         0.80
Heteroskedasticity (H):               0.85   Skew:                            -0.14
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.86282353881455, Current Price: 161.84
SELL EXECUTED at 161.84
SELL ORDER COMPLETED at 161.09
OPERATION PROFIT, GROSS 1.1299999999999955, NET 0.8089499999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.785
Date:                           Wed, 09 Oct 2024   AIC                             71.570
Time:                                   14:39:50   BIC                             74.395
Sample:                                        0   HQIC                            70.990
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5518      0.154     -3.579      0.000      -0.854      -0.250
ma.L1          1.0000   1.22e+04   8.17e-05      1.000    -2.4e+04     2.4e+04
ar.S.L7       -0.4554      0.230     -1.982      0.047      -0.906      -0.005
ma.S.L7        0.5037      1.032      0.488      0.625      -1.518       2.526
sigma2         4.9078   6.01e+04   8.17e-05      1.000   -1.18e+05    1.18e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.66   Prob(JB):                         0.51
Heteroskedasticity (H):               0.52   Skew:                            -0.10
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.99027817356853, Current Price: 159.87
BUY EXECUTED at 159.87
BUY ORDER COMPLETED at 157.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.343
Date:                           Wed, 09 Oct 2024   AIC                             74.686
Time:                                   14:39:50   BIC                             77.510
Sample:                                        0   HQIC                            74.105
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4102      2.585     -0.159      0.874      -5.477       4.657
ma.L1          0.5687      2.621      0.217      0.828      -4.568       5.705
ar.S.L7       -0.5130      0.301     -1.706      0.088      -1.102       0.076
ma.S.L7        0.3834      1.623      0.236      0.813      -2.798       3.565
sigma2         7.9523      3.948      2.014      0.044       0.214      15.691
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.48   Prob(JB):                         0.67
Heteroskedasticity (H):               1.20   Skew:                            -0.60
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.93997511185466, Current Price: 157.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.546
Date:                           Wed, 09 Oct 2024   AIC                             69.092
Time:                                   14:39:50   BIC                             71.916
Sample:                                        0   HQIC                            68.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7434      0.285      2.608      0.009       0.185       1.302
ma.L1         -1.0000   4865.505     -0.000      1.000   -9537.215    9535.215
ar.S.L7       -0.3193      0.452     -0.707      0.480      -1.205       0.566
ma.S.L7        0.2773      2.499      0.111      0.912      -4.621       5.175
sigma2         4.6593   2.27e+04      0.000      1.000   -4.44e+04    4.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.87   Prob(JB):                         0.63
Heteroskedasticity (H):               2.64   Skew:                            -0.64
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.42296050590403, Current Price: 159.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.429
Date:                           Wed, 09 Oct 2024   AIC                             68.857
Time:                                   14:39:50   BIC                             71.682
Sample:                                        0   HQIC                            68.277
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6589      0.199      3.308      0.001       0.268       1.049
ma.L1         -1.0000   5120.471     -0.000      1.000      -1e+04       1e+04
ar.S.L7       -0.2722      0.208     -1.307      0.191      -0.680       0.136
ma.S.L7        0.1666      1.274      0.131      0.896      -2.330       2.663
sigma2         4.6523   2.38e+04      0.000      1.000   -4.67e+04    4.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.40
Prob(Q):                              1.00   Prob(JB):                         0.82
Heteroskedasticity (H):               2.37   Skew:                            -0.42
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.7319140016611, Current Price: 161.02
SELL EXECUTED at 161.02
SELL ORDER COMPLETED at 161.24
OPERATION PROFIT, GROSS 3.6200000000000045, NET 3.3011400000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.549
Date:                           Wed, 09 Oct 2024   AIC                             69.098
Time:                                   14:39:50   BIC                             71.923
Sample:                                        0   HQIC                            68.518
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0209      6.168     -0.003      0.997     -12.110      12.068
ma.L1         -0.0444      6.228     -0.007      0.994     -12.251      12.162
ar.S.L7       -0.2362      0.455     -0.520      0.603      -1.127       0.655
ma.S.L7        0.2675      0.955      0.280      0.779      -1.604       2.139
sigma2         5.3600      2.493      2.150      0.032       0.473      10.247
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.76   Prob(JB):                         0.38
Heteroskedasticity (H):               2.93   Skew:                            -0.87
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.9252791252969, Current Price: 165.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.060
Date:                           Wed, 09 Oct 2024   AIC                             70.120
Time:                                   14:39:50   BIC                             72.945
Sample:                                        0   HQIC                            69.540
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7364      0.865     -0.851      0.395      -2.433       0.960
ma.L1          1.0000   8664.642      0.000      1.000    -1.7e+04     1.7e+04
ar.S.L7    -4.852e-05      0.586  -8.28e-05      1.000      -1.148       1.148
ma.S.L7       -0.0768      0.371     -0.207      0.836      -0.804       0.650
sigma2         5.6016   4.85e+04      0.000      1.000   -9.51e+04    9.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.82   Prob(JB):                         0.67
Heteroskedasticity (H):               0.92   Skew:                            -0.60
Prob(H) (two-sided):                  0.94   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.71729637914947, Current Price: 167.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.890
Date:                           Wed, 09 Oct 2024   AIC                             69.780
Time:                                   14:39:50   BIC                             72.604
Sample:                                        0   HQIC                            69.199
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3457      1.115     -0.310      0.756      -2.531       1.839
ma.L1          0.5980      0.922      0.649      0.517      -1.209       2.405
ar.S.L7       -0.0668      0.417     -0.160      0.873      -0.883       0.750
ma.S.L7       -0.0285      0.816     -0.035      0.972      -1.627       1.570
sigma2         5.8086      3.137      1.852      0.064      -0.340      11.957
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.13
Prob(Q):                              0.83   Prob(JB):                         0.21
Heteroskedasticity (H):               1.49   Skew:                            -1.09
Prob(H) (two-sided):                  0.71   Kurtosis:                         4.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.96638782601963, Current Price: 169.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.857
Date:                           Wed, 09 Oct 2024   AIC                             71.714
Time:                                   14:39:50   BIC                             74.538
Sample:                                        0   HQIC                            71.133
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6612      0.327      2.020      0.043       0.020       1.302
ma.L1         -1.0000   6841.622     -0.000      1.000   -1.34e+04    1.34e+04
ar.S.L7       -0.4490      0.276     -1.629      0.103      -0.989       0.091
ma.S.L7        1.0000   2.02e+04   4.95e-05      1.000   -3.96e+04    3.96e+04
sigma2         3.5970   7.14e+04   5.04e-05      1.000    -1.4e+05     1.4e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.39   Prob(JB):                         0.73
Heteroskedasticity (H):               1.50   Skew:                            -0.35
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.45006432990223, Current Price: 169.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.715
Date:                           Wed, 09 Oct 2024   AIC                             67.430
Time:                                   14:39:50   BIC                             70.255
Sample:                                        0   HQIC                            66.850
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4156      1.002      0.415      0.678      -1.547       2.379
ma.L1         -0.0197      1.002     -0.020      0.984      -1.983       1.944
ar.S.L7        0.2679      0.295      0.909      0.364      -0.310       0.846
ma.S.L7       -1.0001   1.15e+04  -8.68e-05      1.000   -2.26e+04    2.26e+04
sigma2         2.9275   3.37e+04   8.68e-05      1.000   -6.61e+04    6.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 2.62
Prob(Q):                              0.68   Prob(JB):                         0.27
Heteroskedasticity (H):               0.66   Skew:                            -1.06
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.41702830915784, Current Price: 167.34
BUY EXECUTED at 167.34
BUY ORDER COMPLETED at 164.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.003
Date:                           Wed, 09 Oct 2024   AIC                             68.005
Time:                                   14:39:50   BIC                             70.830
Sample:                                        0   HQIC                            67.425
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5191      0.277      1.876      0.061      -0.023       1.062
ma.L1         -0.2190      0.612     -0.358      0.720      -1.418       0.980
ar.S.L7        0.3577      0.365      0.980      0.327      -0.358       1.073
ma.S.L7       -1.0000    4.2e+04  -2.38e-05      1.000   -8.23e+04    8.23e+04
sigma2         3.0000   1.26e+05   2.38e-05      1.000   -2.47e+05    2.47e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 9.19
Prob(Q):                              0.75   Prob(JB):                         0.01
Heteroskedasticity (H):               1.09   Skew:                            -1.62
Prob(H) (two-sided):                  0.93   Kurtosis:                         5.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.6363626113396, Current Price: 167.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.053
Date:                           Wed, 09 Oct 2024   AIC                             66.106
Time:                                   14:39:50   BIC                             68.931
Sample:                                        0   HQIC                            65.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1607      1.460      0.110      0.912      -2.701       3.022
ma.L1          0.0296      1.338      0.022      0.982      -2.593       2.652
ar.S.L7       -0.5289      0.299     -1.768      0.077      -1.115       0.058
ma.S.L7        1.0000   1.92e+05   5.21e-06      1.000   -3.76e+05    3.76e+05
sigma2         2.6405   5.07e+05   5.21e-06      1.000   -9.94e+05    9.94e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.97   Prob(JB):                         0.51
Heteroskedasticity (H):               0.10   Skew:                            -0.78
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.13176650249096, Current Price: 169.06
SELL EXECUTED at 169.06
SELL ORDER COMPLETED at 171.17
OPERATION PROFIT, GROSS 7.139999999999986, NET 6.804799999999986
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.088
Date:                           Wed, 09 Oct 2024   AIC                             68.177
Time:                                   14:39:50   BIC                             71.001
Sample:                                        0   HQIC                            67.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4875      1.009      0.483      0.629      -1.490       2.465
ma.L1         -0.1027      1.051     -0.098      0.922      -2.163       1.957
ar.S.L7       -0.0106      1.098     -0.010      0.992      -2.162       2.141
ma.S.L7       -0.1002      1.080     -0.093      0.926      -2.217       2.017
sigma2         5.1195      2.197      2.330      0.020       0.813       9.426
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 7.43
Prob(Q):                              0.78   Prob(JB):                         0.02
Heteroskedasticity (H):               0.11   Skew:                            -1.56
Prob(H) (two-sided):                  0.05   Kurtosis:                         5.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.3721703527635, Current Price: 171.72
BUY EXECUTED at 171.72
BUY ORDER COMPLETED at 171.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.894
Date:                           Wed, 09 Oct 2024   AIC                             65.787
Time:                                   14:39:50   BIC                             68.612
Sample:                                        0   HQIC                            65.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3603      1.403      0.257      0.797      -2.390       3.111
ma.L1         -0.1597      1.168     -0.137      0.891      -2.448       2.129
ar.S.L7       -0.6647      0.299     -2.224      0.026      -1.250      -0.079
ma.S.L7        1.0000   1.98e+04   5.04e-05      1.000   -3.89e+04    3.89e+04
sigma2         2.5772   5.11e+04   5.04e-05      1.000      -1e+05       1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.78   Prob(JB):                         0.88
Heteroskedasticity (H):               0.08   Skew:                            -0.35
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.58280894944934, Current Price: 170.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.695
Date:                           Wed, 09 Oct 2024   AIC                             63.389
Time:                                   14:39:50   BIC                             66.214
Sample:                                        0   HQIC                            62.808
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5859      1.053      0.556      0.578      -1.478       2.650
ma.L1         -0.3139      0.859     -0.365      0.715      -1.997       1.369
ar.S.L7       -0.6917      0.500     -1.384      0.166      -1.671       0.288
ma.S.L7        1.0000   4.82e+04   2.08e-05      1.000   -9.44e+04    9.44e+04
sigma2         2.0647   9.94e+04   2.08e-05      1.000   -1.95e+05    1.95e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.89   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.17   Prob(JB):                         0.67
Heteroskedasticity (H):               0.14   Skew:                             0.31
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.046876212152, Current Price: 174.98
SELL EXECUTED at 174.98
SELL ORDER COMPLETED at 174.35
OPERATION PROFIT, GROSS 3.319999999999993, NET 2.974619999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.430
Date:                           Wed, 09 Oct 2024   AIC                             60.860
Time:                                   14:39:50   BIC                             63.684
Sample:                                        0   HQIC                            60.279
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3229      0.698      0.463      0.644      -1.045       1.691
ma.L1          0.0167      0.782      0.021      0.983      -1.515       1.548
ar.S.L7        0.4543      0.485      0.936      0.349      -0.497       1.406
ma.S.L7       -1.0001   1.07e+04  -9.38e-05      1.000   -2.09e+04    2.09e+04
sigma2         1.7631   1.88e+04   9.38e-05      1.000   -3.68e+04    3.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.29   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.26   Prob(JB):                         0.70
Heteroskedasticity (H):               0.95   Skew:                            -0.13
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.92465742527946, Current Price: 173.53
BUY EXECUTED at 173.53
BUY ORDER COMPLETED at 174.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.863
Date:                           Wed, 09 Oct 2024   AIC                             61.726
Time:                                   14:39:50   BIC                             64.551
Sample:                                        0   HQIC                            61.146
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1610      2.334      0.069      0.945      -4.414       4.737
ma.L1          0.0839      2.042      0.041      0.967      -3.918       4.086
ar.S.L7       -0.6439      0.367     -1.754      0.079      -1.363       0.076
ma.S.L7        1.0000   2.12e+04   4.71e-05      1.000   -4.16e+04    4.16e+04
sigma2         1.8852      4e+04   4.71e-05      1.000   -7.85e+04    7.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.99   Prob(JB):                         0.52
Heteroskedasticity (H):               0.62   Skew:                             0.61
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.3440019682629, Current Price: 172.07
SELL EXECUTED at 172.07
SELL ORDER COMPLETED at 172.4299
OPERATION PROFIT, GROSS -1.8500999999999976, NET -2.1968098999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.711
Date:                           Wed, 09 Oct 2024   AIC                             61.421
Time:                                   14:39:51   BIC                             64.246
Sample:                                        0   HQIC                            60.841
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3867      0.940      0.411      0.681      -1.456       2.230
ma.L1         -0.0165      1.000     -0.017      0.987      -1.976       1.943
ar.S.L7       -0.4231      0.266     -1.588      0.112      -0.945       0.099
ma.S.L7        1.0000   9.09e+04    1.1e-05      1.000   -1.78e+05    1.78e+05
sigma2         1.8420   1.67e+05    1.1e-05      1.000   -3.28e+05    3.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.90   Prob(JB):                         0.60
Heteroskedasticity (H):               0.66   Skew:                             0.22
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.12774161980914, Current Price: 171.14
BUY EXECUTED at 171.14
BUY ORDER COMPLETED at 172.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.727
Date:                           Wed, 09 Oct 2024   AIC                             55.454
Time:                                   14:39:51   BIC                             58.279
Sample:                                        0   HQIC                            54.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7388      0.134      5.495      0.000       0.475       1.002
ma.L1         -1.0000   1.16e+04  -8.65e-05      1.000   -2.26e+04    2.26e+04
ar.S.L7       -0.4589      0.236     -1.943      0.052      -0.922       0.004
ma.S.L7        1.3641      3.988      0.342      0.732      -6.451       9.180
sigma2         0.7034   8129.677   8.65e-05      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.84   Prob(JB):                         0.71
Heteroskedasticity (H):               0.64   Skew:                             0.01
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.17650218364955, Current Price: 173.96
SELL EXECUTED at 173.96
SELL ORDER COMPLETED at 173.74
OPERATION PROFIT, GROSS 1.6400000000000148, NET 1.2941600000000149
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.413
Date:                           Wed, 09 Oct 2024   AIC                             50.826
Time:                                   14:39:51   BIC                             53.651
Sample:                                        0   HQIC                            50.245
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5731      0.076      7.552      0.000       0.424       0.722
ma.L1         -1.0000   1.15e+04  -8.73e-05      1.000   -2.25e+04    2.25e+04
ar.S.L7       -0.4166      0.145     -2.872      0.004      -0.701      -0.132
ma.S.L7        1.0000   4.84e+04   2.06e-05      1.000   -9.49e+04    9.49e+04
sigma2         0.7187   4.07e+04   1.77e-05      1.000   -7.97e+04    7.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.37   Prob(JB):                         0.89
Heteroskedasticity (H):               0.33   Skew:                            -0.03
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.74625858984788, Current Price: 173.2
BUY EXECUTED at 173.2
BUY ORDER COMPLETED at 173.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.262
Date:                           Wed, 09 Oct 2024   AIC                             58.524
Time:                                   14:39:51   BIC                             61.349
Sample:                                        0   HQIC                            57.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5793      0.145      3.982      0.000       0.294       0.864
ma.L1         -0.7881      0.598     -1.317      0.188      -1.961       0.385
ar.S.L7       -0.2604      0.261     -0.998      0.318      -0.771       0.251
ma.S.L7        1.0001   1.42e+04   7.07e-05      1.000   -2.77e+04    2.77e+04
sigma2         1.4054   1.99e+04   7.07e-05      1.000    -3.9e+04     3.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.25   Prob(JB):                         0.73
Heteroskedasticity (H):               2.38   Skew:                            -0.48
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.20618841167115, Current Price: 173.36
SELL EXECUTED at 173.36
SELL ORDER COMPLETED at 171.63
OPERATION PROFIT, GROSS -1.7199999999999989, NET -2.064979999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.173
Date:                           Wed, 09 Oct 2024   AIC                             54.347
Time:                                   14:39:51   BIC                             57.172
Sample:                                        0   HQIC                            53.766
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6334      1.127     -0.562      0.574      -2.843       1.576
ma.L1          0.2268      0.506      0.448      0.654      -0.766       1.219
ar.S.L7       -0.3049      0.330     -0.923      0.356      -0.953       0.343
ma.S.L7        0.7732      5.857      0.132      0.895     -10.706      12.253
sigma2         1.2764      6.042      0.211      0.833     -10.565      13.118
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 2.91
Prob(Q):                              0.34   Prob(JB):                         0.23
Heteroskedasticity (H):               2.85   Skew:                            -1.15
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.4284458668828, Current Price: 171.51
BUY EXECUTED at 171.51
BUY ORDER COMPLETED at 170.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.052
Date:                           Wed, 09 Oct 2024   AIC                             60.104
Time:                                   14:39:51   BIC                             62.928
Sample:                                        0   HQIC                            59.523
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.3627      0.149     -9.135      0.000      -1.655      -1.070
ma.L1          1.0000   1.25e+04      8e-05      1.000   -2.45e+04    2.45e+04
ar.S.L7       -0.1408      0.281     -0.501      0.616      -0.691       0.410
ma.S.L7        1.0000   4.08e+04   2.45e-05      1.000      -8e+04       8e+04
sigma2         1.3381   5.59e+04    2.4e-05      1.000   -1.09e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.21   Prob(JB):                         0.85
Heteroskedasticity (H):               4.26   Skew:                            -0.36
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.5628231932853, Current Price: 167.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.775
Date:                           Wed, 09 Oct 2024   AIC                             67.550
Time:                                   14:39:51   BIC                             70.374
Sample:                                        0   HQIC                            66.969
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1915      0.301      3.963      0.000       0.602       1.781
ma.L1         -1.0000   1.99e+04  -5.04e-05      1.000   -3.89e+04    3.89e+04
ar.S.L7       -0.2115      0.387     -0.547      0.585      -0.970       0.547
ma.S.L7       -0.6504      1.474     -0.441      0.659      -3.539       2.238
sigma2         3.2441   6.44e+04   5.04e-05      1.000   -1.26e+05    1.26e+05
===================================================================================
Ljung-Box (L1) (Q):                   5.30   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.02   Prob(JB):                         0.90
Heteroskedasticity (H):               4.79   Skew:                             0.07
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.381687198777, Current Price: 167.62
SELL EXECUTED at 167.62
SELL ORDER COMPLETED at 166.6099
OPERATION PROFIT, GROSS -3.4300999999999817, NET -3.7667498999999816
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.988
Date:                           Wed, 09 Oct 2024   AIC                             69.977
Time:                                   14:39:51   BIC                             72.802
Sample:                                        0   HQIC                            69.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5644      1.537     -0.367      0.713      -3.576       2.447
ma.L1          0.4222      1.797      0.235      0.814      -3.100       3.945
ar.S.L7       -0.2085      0.567     -0.368      0.713      -1.320       0.903
ma.S.L7       -0.0920      0.981     -0.094      0.925      -2.015       1.831
sigma2         5.8764      4.056      1.449      0.147      -2.074      13.827
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.56   Prob(JB):                         0.71
Heteroskedasticity (H):               3.83   Skew:                            -0.34
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.66861743491262, Current Price: 163.5
BUY EXECUTED at 163.5
BUY ORDER COMPLETED at 164.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.560
Date:                           Wed, 09 Oct 2024   AIC                             71.120
Time:                                   14:39:51   BIC                             73.945
Sample:                                        0   HQIC                            70.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9540      0.355      2.688      0.007       0.258       1.649
ma.L1         -1.0000   1.26e+04  -7.93e-05      1.000   -2.47e+04    2.47e+04
ar.S.L7        0.0611      0.942      0.065      0.948      -1.785       1.907
ma.S.L7       -0.1599      1.375     -0.116      0.907      -2.855       2.535
sigma2         5.3905   6.79e+04   7.93e-05      1.000   -1.33e+05    1.33e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.47   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.12   Prob(JB):                         0.77
Heteroskedasticity (H):               3.55   Skew:                            -0.16
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.3027979300221, Current Price: 165.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.458
Date:                           Wed, 09 Oct 2024   AIC                             70.916
Time:                                   14:39:51   BIC                             73.740
Sample:                                        0   HQIC                            70.335
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9408      0.411      2.291      0.022       0.136       1.746
ma.L1         -1.0000   1.71e+04  -5.85e-05      1.000   -3.35e+04    3.35e+04
ar.S.L7        0.1254      0.996      0.126      0.900      -1.827       2.078
ma.S.L7       -0.1843      1.378     -0.134      0.894      -2.886       2.517
sigma2         5.2766   9.02e+04   5.85e-05      1.000   -1.77e+05    1.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.68   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.10   Prob(JB):                         0.75
Heteroskedasticity (H):               1.39   Skew:                            -0.33
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.98846823412086, Current Price: 164.83
SELL EXECUTED at 164.83
SELL ORDER COMPLETED at 163.33
OPERATION PROFIT, GROSS -1.4099999999999966, NET -1.7380699999999967
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.996
Date:                           Wed, 09 Oct 2024   AIC                             69.992
Time:                                   14:39:51   BIC                             72.817
Sample:                                        0   HQIC                            69.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9365      0.652      1.436      0.151      -0.342       2.215
ma.L1         -1.0000   4961.316     -0.000      1.000   -9725.002    9723.002
ar.S.L7       -0.0103      0.052     -0.198      0.843      -0.112       0.091
ma.S.L7       -0.3651      0.641     -0.570      0.569      -1.621       0.890
sigma2         4.7711   2.37e+04      0.000      1.000   -4.64e+04    4.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.72   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.10   Prob(JB):                         0.75
Heteroskedasticity (H):               1.79   Skew:                            -0.18
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.97194141226578, Current Price: 163.4
BUY EXECUTED at 163.4
BUY ORDER COMPLETED at 166.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.039
Date:                           Wed, 09 Oct 2024   AIC                             68.078
Time:                                   14:39:51   BIC                             70.902
Sample:                                        0   HQIC                            67.497
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8996      0.837      1.075      0.282      -0.741       2.540
ma.L1         -1.0000   1.76e+04  -5.68e-05      1.000   -3.45e+04    3.45e+04
ar.S.L7        0.1096      0.728      0.151      0.880      -1.317       1.536
ma.S.L7       -0.7155      4.259     -0.168      0.867      -9.063       7.631
sigma2         3.2118   5.65e+04   5.68e-05      1.000   -1.11e+05    1.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.26   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.13   Prob(JB):                         0.96
Heteroskedasticity (H):               1.46   Skew:                            -0.13
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.94900316168358, Current Price: 166.63
SELL EXECUTED at 166.63
SELL ORDER COMPLETED at 166.4
OPERATION PROFIT, GROSS -0.5300000000000011, NET -0.8633300000000012
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.383
Date:                           Wed, 09 Oct 2024   AIC                             70.765
Time:                                   14:39:51   BIC                             73.590
Sample:                                        0   HQIC                            70.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4550      1.655     -0.275      0.783      -3.699       2.789
ma.L1          0.2982      1.812      0.165      0.869      -3.253       3.849
ar.S.L7       -0.1203      0.557     -0.216      0.829      -1.213       0.972
ma.S.L7       -0.6699      1.885     -0.355      0.722      -4.364       3.024
sigma2         5.0543      6.493      0.778      0.436      -7.672      17.781
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.26   Prob(JB):                         0.72
Heteroskedasticity (H):               0.86   Skew:                            -0.14
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.4891201854993, Current Price: 166.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.067
Date:                           Wed, 09 Oct 2024   AIC                             72.134
Time:                                   14:39:51   BIC                             74.959
Sample:                                        0   HQIC                            71.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8309      0.525      1.583      0.113      -0.198       1.860
ma.L1         -1.0003    776.786     -0.001      0.999   -1523.473    1521.472
ar.S.L7       -0.2079      0.665     -0.312      0.755      -1.512       1.096
ma.S.L7       -0.9999   1.36e+04  -7.36e-05      1.000   -2.66e+04    2.66e+04
sigma2         3.3763   4.57e+04   7.38e-05      1.000   -8.96e+04    8.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.24   Prob(JB):                         0.74
Heteroskedasticity (H):               1.10   Skew:                            -0.00
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.376642600564, Current Price: 170.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.981
Date:                           Wed, 09 Oct 2024   AIC                             71.962
Time:                                   14:39:51   BIC                             74.786
Sample:                                        0   HQIC                            71.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8641      0.419      2.061      0.039       0.042       1.686
ma.L1         -1.7299      1.698     -1.019      0.308      -5.057       1.598
ar.S.L7       -0.9324      0.432     -2.156      0.031      -1.780      -0.085
ma.S.L7        1.0000   2.12e+06   4.72e-07      1.000   -4.16e+06    4.16e+06
sigma2         1.3364   2.83e+06   4.72e-07      1.000   -5.55e+06    5.55e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.70   Prob(JB):                         0.76
Heteroskedasticity (H):               0.76   Skew:                            -0.26
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.6318828775082, Current Price: 169.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.877
Date:                           Wed, 09 Oct 2024   AIC                             71.753
Time:                                   14:39:51   BIC                             74.578
Sample:                                        0   HQIC                            71.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9135      0.219      4.164      0.000       0.483       1.343
ma.L1         -1.6484      1.111     -1.483      0.138      -3.827       0.530
ar.S.L7       -0.9709      0.506     -1.917      0.055      -1.964       0.022
ma.S.L7        1.0002   5090.235      0.000      1.000   -9975.678    9977.678
sigma2         1.4466   7363.954      0.000      1.000   -1.44e+04    1.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.63   Prob(JB):                         0.91
Heteroskedasticity (H):               0.91   Skew:                            -0.00
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.70314825937976, Current Price: 169.82
BUY EXECUTED at 169.82
BUY ORDER COMPLETED at 169.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.719
Date:                           Wed, 09 Oct 2024   AIC                             71.438
Time:                                   14:39:51   BIC                             74.263
Sample:                                        0   HQIC                            70.857
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6781      0.485      1.399      0.162      -0.272       1.628
ma.L1         -0.5845      0.628     -0.931      0.352      -1.814       0.645
ar.S.L7       -0.2411      0.758     -0.318      0.751      -1.727       1.245
ma.S.L7       -0.6744      3.245     -0.208      0.835      -7.034       5.685
sigma2         5.5291     11.994      0.461      0.645     -17.978      29.036
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.76   Prob(JB):                         0.78
Heteroskedasticity (H):               0.83   Skew:                            -0.13
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.41582646138923, Current Price: 167.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.108
Date:                           Wed, 09 Oct 2024   AIC                             68.217
Time:                                   14:39:51   BIC                             71.041
Sample:                                        0   HQIC                            67.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7499      0.122      6.141      0.000       0.511       0.989
ma.L1         -1.0000   3233.044     -0.000      1.000   -6337.649    6335.649
ar.S.L7       -1.0387      0.333     -3.118      0.002      -1.692      -0.386
ma.S.L7        0.7976      2.696      0.296      0.767      -4.487       6.082
sigma2         3.3149   1.07e+04      0.000      1.000    -2.1e+04     2.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.44
Prob(Q):                              0.71   Prob(JB):                         0.49
Heteroskedasticity (H):               0.86   Skew:                             0.40
Prob(H) (two-sided):                  0.88   Kurtosis:                         1.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.60294263211776, Current Price: 168.18
SELL EXECUTED at 168.18
SELL ORDER COMPLETED at 168.79
OPERATION PROFIT, GROSS -0.27000000000001023, NET -0.6078500000000102
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.101
Date:                           Wed, 09 Oct 2024   AIC                             68.202
Time:                                   14:39:51   BIC                             71.027
Sample:                                        0   HQIC                            67.621
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6853      0.175      3.924      0.000       0.343       1.028
ma.L1         -1.0000   3146.895     -0.000      1.000   -6168.801    6166.801
ar.S.L7       -0.9670      0.311     -3.105      0.002      -1.577      -0.357
ma.S.L7        0.3301      0.588      0.561      0.574      -0.822       1.483
sigma2         4.3025   1.35e+04      0.000      1.000   -2.65e+04    2.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.81   Prob(JB):                         0.56
Heteroskedasticity (H):               0.41   Skew:                             0.26
Prob(H) (two-sided):                  0.41   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.04835257976077, Current Price: 169.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.404
Date:                           Wed, 09 Oct 2024   AIC                             62.809
Time:                                   14:39:51   BIC                             65.634
Sample:                                        0   HQIC                            62.228
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4269      0.488     -0.875      0.382      -1.384       0.530
ma.L1          1.0000   1.16e+04   8.63e-05      1.000   -2.27e+04    2.27e+04
ar.S.L7       -0.0726      0.212     -0.342      0.732      -0.489       0.344
ma.S.L7       -1.0000   1.44e+04  -6.95e-05      1.000   -2.82e+04    2.82e+04
sigma2         1.9651   3.83e+04   5.13e-05      1.000    -7.5e+04    7.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.99   Prob(JB):                         0.76
Heteroskedasticity (H):               0.69   Skew:                            -0.18
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.2919690234281, Current Price: 165.976
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.047
Date:                           Wed, 09 Oct 2024   AIC                             64.095
Time:                                   14:39:51   BIC                             66.920
Sample:                                        0   HQIC                            63.514
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5894      0.496      1.189      0.234      -0.382       1.561
ma.L1         -0.7071      0.562     -1.259      0.208      -1.808       0.394
ar.S.L7       -0.8106      0.193     -4.201      0.000      -1.189      -0.432
ma.S.L7        0.5427      0.614      0.884      0.377      -0.661       1.746
sigma2         3.1550      2.605      1.211      0.226      -1.950       8.260
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.41   Prob(JB):                         0.61
Heteroskedasticity (H):               0.61   Skew:                             0.05
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.09700259263593, Current Price: 166.4
BUY EXECUTED at 166.4
BUY ORDER COMPLETED at 162.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.965
Date:                           Wed, 09 Oct 2024   AIC                             59.930
Time:                                   14:39:51   BIC                             62.755
Sample:                                        0   HQIC                            59.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1711      0.914      0.187      0.851      -1.620       1.962
ma.L1          0.2641      0.798      0.331      0.741      -1.301       1.829
ar.S.L7       -0.6234      0.315     -1.976      0.048      -1.242      -0.005
ma.S.L7        0.0366      0.476      0.077      0.939      -0.896       0.970
sigma2         2.7245      1.896      1.437      0.151      -0.992       6.441
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.42   Prob(JB):                         0.72
Heteroskedasticity (H):               0.56   Skew:                            -0.18
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.2778280772704, Current Price: 161.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.577
Date:                           Wed, 09 Oct 2024   AIC                             51.154
Time:                                   14:39:51   BIC                             53.979
Sample:                                        0   HQIC                            50.574
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3853      0.460      0.838      0.402      -0.516       1.287
ma.L1          1.0000   4.53e+05   2.21e-06      1.000   -8.88e+05    8.88e+05
ar.S.L7       -0.5035      0.110     -4.582      0.000      -0.719      -0.288
ma.S.L7       -1.0003   3187.271     -0.000      1.000   -6247.936    6245.935
sigma2         0.7684    3.5e+05    2.2e-06      1.000   -6.86e+05    6.86e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.92   Prob(JB):                         0.84
Heteroskedasticity (H):               0.45   Skew:                            -0.01
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.56952464541635, Current Price: 158.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.638
Date:                           Wed, 09 Oct 2024   AIC                             55.277
Time:                                   14:39:52   BIC                             58.101
Sample:                                        0   HQIC                            54.696
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4423      0.465      0.950      0.342      -0.470       1.354
ma.L1          1.0000   6637.221      0.000      1.000    -1.3e+04     1.3e+04
ar.S.L7       -0.6409      0.088     -7.320      0.000      -0.812      -0.469
ma.S.L7        1.7967      5.485      0.328      0.743      -8.954      12.547
sigma2         0.4287   2846.289      0.000      1.000   -5578.196    5579.053
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.39   Prob(JB):                         0.63
Heteroskedasticity (H):               1.96   Skew:                            -0.29
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.81000682828108, Current Price: 152.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.800
Date:                           Wed, 09 Oct 2024   AIC                             55.600
Time:                                   14:39:52   BIC                             58.425
Sample:                                        0   HQIC                            55.019
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4116      0.376      1.095      0.273      -0.325       1.148
ma.L1          1.0000   5909.640      0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.6488      0.114     -5.712      0.000      -0.871      -0.426
ma.S.L7        0.6191      1.790      0.346      0.729      -2.888       4.126
sigma2         1.3710   8101.300      0.000      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.52   Prob(JB):                         0.74
Heteroskedasticity (H):               1.22   Skew:                            -0.13
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.60922820560475, Current Price: 152.33
SELL EXECUTED at 152.33
SELL ORDER COMPLETED at 154.31
OPERATION PROFIT, GROSS -8.039999999999992, NET -8.356659999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.592
Date:                           Wed, 09 Oct 2024   AIC                             53.184
Time:                                   14:39:52   BIC                             56.009
Sample:                                        0   HQIC                            52.603
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5678      0.260      2.188      0.029       0.059       1.076
ma.L1          1.0000   1.31e+04   7.65e-05      1.000   -2.56e+04    2.56e+04
ar.S.L7       -0.5525      0.093     -5.946      0.000      -0.735      -0.370
ma.S.L7        1.0003   2812.096      0.000      1.000   -5510.607    5512.607
sigma2         0.7846   1.09e+04   7.22e-05      1.000   -2.13e+04    2.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.83   Prob(JB):                         0.50
Heteroskedasticity (H):               0.70   Skew:                            -0.00
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.72348172505448, Current Price: 155.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.860
Date:                           Wed, 09 Oct 2024   AIC                             51.720
Time:                                   14:39:52   BIC                             54.545
Sample:                                        0   HQIC                            51.140
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4711      0.293      1.607      0.108      -0.103       1.046
ma.L1          1.0000   1.26e+04   7.92e-05      1.000   -2.47e+04    2.47e+04
ar.S.L7       -0.5662      0.086     -6.583      0.000      -0.735      -0.398
ma.S.L7        1.0001   6223.487      0.000      1.000   -1.22e+04    1.22e+04
sigma2         0.7237   9521.022    7.6e-05      1.000   -1.87e+04    1.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.77   Prob(JB):                         0.59
Heteroskedasticity (H):               0.60   Skew:                             0.06
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.57712786222504, Current Price: 154.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.454
Date:                           Wed, 09 Oct 2024   AIC                             52.909
Time:                                   14:39:52   BIC                             55.733
Sample:                                        0   HQIC                            52.328
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5754      0.342      1.682      0.092      -0.095       1.246
ma.L1          1.0000   1.18e+04   8.46e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.4964      0.087     -5.704      0.000      -0.667      -0.326
ma.S.L7        0.6406      0.794      0.807      0.420      -0.916       2.197
sigma2         1.0575   1.25e+04   8.46e-05      1.000   -2.45e+04    2.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.76   Prob(JB):                         0.70
Heteroskedasticity (H):               0.43   Skew:                             0.02
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.90870209015617, Current Price: 156.98
BUY EXECUTED at 156.98
BUY ORDER COMPLETED at 156.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.384
Date:                           Wed, 09 Oct 2024   AIC                             52.769
Time:                                   14:39:52   BIC                             55.593
Sample:                                        0   HQIC                            52.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5305      0.205      2.593      0.010       0.129       0.932
ma.L1          1.0000   4335.354      0.000      1.000   -8496.138    8498.138
ar.S.L7       -0.5087      0.119     -4.264      0.000      -0.742      -0.275
ma.S.L7        1.0000   1.43e+04      7e-05      1.000    -2.8e+04     2.8e+04
sigma2         0.7607   1.14e+04   6.69e-05      1.000   -2.23e+04    2.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.77   Prob(JB):                         0.80
Heteroskedasticity (H):               0.47   Skew:                             0.05
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.0327142223692, Current Price: 157.16
SELL EXECUTED at 157.16
SELL ORDER COMPLETED at 156.35
OPERATION PROFIT, GROSS -0.6299999999999955, NET -0.9433299999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.837
Date:                           Wed, 09 Oct 2024   AIC                             55.674
Time:                                   14:39:52   BIC                             58.498
Sample:                                        0   HQIC                            55.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6232      0.275      2.266      0.023       0.084       1.162
ma.L1          0.2980      0.571      0.522      0.602      -0.821       1.417
ar.S.L7       -0.5947      0.324     -1.837      0.066      -1.229       0.040
ma.S.L7        1.0000   5.21e+04   1.92e-05      1.000   -1.02e+05    1.02e+05
sigma2         1.1445   5.97e+04   1.92e-05      1.000   -1.17e+05    1.17e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.87   Prob(JB):                         0.65
Heteroskedasticity (H):               1.71   Skew:                             0.53
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.70353918637514, Current Price: 156.04
BUY EXECUTED at 156.04
BUY ORDER COMPLETED at 156.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.718
Date:                           Wed, 09 Oct 2024   AIC                             57.437
Time:                                   14:39:52   BIC                             60.261
Sample:                                        0   HQIC                            56.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3306      0.758      0.436      0.663      -1.155       1.816
ma.L1          0.4226      1.087      0.389      0.697      -1.708       2.553
ar.S.L7       -0.6391      0.368     -1.735      0.083      -1.361       0.083
ma.S.L7        0.5728      2.780      0.206      0.837      -4.876       6.021
sigma2         1.9302      3.205      0.602      0.547      -4.352       8.213
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.84   Prob(JB):                         0.99
Heteroskedasticity (H):               2.29   Skew:                             0.05
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.21906100595402, Current Price: 156.31
SELL EXECUTED at 156.31
SELL ORDER COMPLETED at 155.08
OPERATION PROFIT, GROSS -1.2699999999999818, NET -1.581429999999982
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.191
Date:                           Wed, 09 Oct 2024   AIC                             62.382
Time:                                   14:39:52   BIC                             65.207
Sample:                                        0   HQIC                            61.801
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0409      0.509      2.043      0.041       0.042       2.039
ma.L1         -0.1011      0.506     -0.200      0.842      -1.094       0.891
ar.S.L7       -0.4940      0.235     -2.098      0.036      -0.956      -0.032
ma.S.L7        0.7622      4.958      0.154      0.878      -8.955      10.479
sigma2         2.4011     11.397      0.211      0.833     -19.937      24.740
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.98   Prob(JB):                         0.62
Heteroskedasticity (H):               5.04   Skew:                             0.24
Prob(H) (two-sided):                  0.15   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.0682823341331, Current Price: 154.91
BUY EXECUTED at 154.91
BUY ORDER COMPLETED at 154.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.850
Date:                           Wed, 09 Oct 2024   AIC                             63.700
Time:                                   14:39:52   BIC                             66.524
Sample:                                        0   HQIC                            63.119
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4216      1.150      0.366      0.714      -1.833       2.676
ma.L1         -0.1276      1.308     -0.097      0.922      -2.692       2.437
ar.S.L7       -0.4358      0.334     -1.305      0.192      -1.090       0.219
ma.S.L7       -1.0000   1.84e+04  -5.43e-05      1.000   -3.61e+04    3.61e+04
sigma2         2.1960   4.04e+04   5.43e-05      1.000   -7.93e+04    7.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.63   Prob(JB):                         0.64
Heteroskedasticity (H):               1.29   Skew:                             0.47
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.20448992784964, Current Price: 151.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.792
Date:                           Wed, 09 Oct 2024   AIC                             69.584
Time:                                   14:39:52   BIC                             72.408
Sample:                                        0   HQIC                            69.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3596      1.115      0.322      0.747      -1.826       2.545
ma.L1          0.1184      0.948      0.125      0.901      -1.740       1.977
ar.S.L7       -0.5518      0.373     -1.481      0.139      -1.282       0.179
ma.S.L7       -0.6670      1.964     -0.340      0.734      -4.517       3.183
sigma2         4.6221      7.162      0.645      0.519      -9.416      18.660
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.72   Prob(JB):                         0.83
Heteroskedasticity (H):               2.81   Skew:                             0.08
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.2414611383336, Current Price: 150.34
SELL EXECUTED at 150.34
SELL ORDER COMPLETED at 152.1401
OPERATION PROFIT, GROSS -1.9099000000000217, NET -2.216090100000022
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.303
Date:                           Wed, 09 Oct 2024   AIC                             70.605
Time:                                   14:39:52   BIC                             73.430
Sample:                                        0   HQIC                            70.024
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4170      0.697     -0.598      0.550      -1.783       0.949
ma.L1          0.7634      0.491      1.555      0.120      -0.199       1.725
ar.S.L7       -0.4088      0.411     -0.994      0.320      -1.215       0.397
ma.S.L7       -1.0001   1.93e+04  -5.18e-05      1.000   -3.78e+04    3.78e+04
sigma2         3.7622   7.26e+04   5.18e-05      1.000   -1.42e+05    1.42e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.44   Prob(JB):                         0.67
Heteroskedasticity (H):               2.12   Skew:                             0.31
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.79076681734503, Current Price: 151.99
BUY EXECUTED at 151.99
BUY ORDER COMPLETED at 154.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.200
Date:                           Wed, 09 Oct 2024   AIC                             70.400
Time:                                   14:39:52   BIC                             73.225
Sample:                                        0   HQIC                            69.819
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4452      0.628     -0.709      0.478      -1.677       0.786
ma.L1          0.7690      0.521      1.477      0.140      -0.251       1.789
ar.S.L7       -0.4008      0.522     -0.767      0.443      -1.425       0.623
ma.S.L7       -1.0001   2.55e+04  -3.92e-05      1.000   -5.01e+04    5.01e+04
sigma2         3.6902   9.42e+04   3.92e-05      1.000   -1.85e+05    1.85e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.38   Prob(JB):                         0.69
Heteroskedasticity (H):               1.69   Skew:                             0.15
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.59229930177497, Current Price: 155.92
SELL EXECUTED at 155.92
SELL ORDER COMPLETED at 155.43
OPERATION PROFIT, GROSS 0.6700000000000159, NET 0.35981000000001595
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.508
Date:                           Wed, 09 Oct 2024   AIC                             75.017
Time:                                   14:39:52   BIC                             77.842
Sample:                                        0   HQIC                            74.436
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1803      1.856      0.097      0.923      -3.458       3.819
ma.L1          0.0449      1.876      0.024      0.981      -3.632       3.722
ar.S.L7       -0.3595      1.246     -0.289      0.773      -2.801       2.082
ma.S.L7       -0.1761      1.629     -0.108      0.914      -3.370       3.017
sigma2         8.5949      5.446      1.578      0.115      -2.079      19.269
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.65   Prob(JB):                         0.92
Heteroskedasticity (H):               6.43   Skew:                            -0.27
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.19223029435315, Current Price: 156.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.209
Date:                           Wed, 09 Oct 2024   AIC                             74.418
Time:                                   14:39:52   BIC                             77.243
Sample:                                        0   HQIC                            73.837
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0540      1.513      0.036      0.972      -2.911       3.019
ma.L1          0.1639      1.430      0.115      0.909      -2.638       2.966
ar.S.L7       -0.4510      0.819     -0.550      0.582      -2.057       1.155
ma.S.L7       -0.0402      1.060     -0.038      0.970      -2.119       2.038
sigma2         8.3041      3.831      2.168      0.030       0.795      15.813
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.74   Prob(JB):                         0.75
Heteroskedasticity (H):              19.74   Skew:                            -0.44
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.62527129459403, Current Price: 157.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.510
Date:                           Wed, 09 Oct 2024   AIC                             75.020
Time:                                   14:39:52   BIC                             77.845
Sample:                                        0   HQIC                            74.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1598      1.057      0.151      0.880      -1.912       2.231
ma.L1          0.1293      1.074      0.120      0.904      -1.975       2.234
ar.S.L7       -0.3323      0.712     -0.467      0.641      -1.728       1.063
ma.S.L7        0.1125      0.810      0.139      0.889      -1.475       1.700
sigma2         8.6603      4.560      1.899      0.058      -0.278      17.599
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.46
Prob(Q):                              0.68   Prob(JB):                         0.48
Heteroskedasticity (H):               2.13   Skew:                            -0.77
Prob(H) (two-sided):                  0.48   Kurtosis:                         3.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.06901187113897, Current Price: 157.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.598
Date:                           Wed, 09 Oct 2024   AIC                             73.195
Time:                                   14:39:52   BIC                             76.020
Sample:                                        0   HQIC                            72.615
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1246      2.245      0.055      0.956      -4.276       4.526
ma.L1          0.1306      2.407      0.054      0.957      -4.587       4.848
ar.S.L7       -0.4002      0.416     -0.963      0.336      -1.215       0.415
ma.S.L7        1.0002   1.03e+04   9.69e-05      1.000   -2.02e+04    2.02e+04
sigma2         4.5534    4.7e+04   9.69e-05      1.000   -9.21e+04    9.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 4.11
Prob(Q):                              0.85   Prob(JB):                         0.13
Heteroskedasticity (H):               2.59   Skew:                            -1.14
Prob(H) (two-sided):                  0.38   Kurtosis:                         4.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.9722821573525, Current Price: 156.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.036
Date:                           Wed, 09 Oct 2024   AIC                             74.071
Time:                                   14:39:52   BIC                             76.896
Sample:                                        0   HQIC                            73.491
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2994      1.345      0.223      0.824      -2.336       2.935
ma.L1         -0.0134      1.343     -0.010      0.992      -2.645       2.619
ar.S.L7       -0.4437      0.504     -0.880      0.379      -1.431       0.544
ma.S.L7        0.3007      1.198      0.251      0.802      -2.048       2.649
sigma2         7.7934      5.752      1.355      0.175      -3.480      19.067
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.75   Prob(JB):                         0.39
Heteroskedasticity (H):               0.29   Skew:                            -0.86
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.73215313964795, Current Price: 158.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.348
Date:                           Wed, 09 Oct 2024   AIC                             72.696
Time:                                   14:39:52   BIC                             75.520
Sample:                                        0   HQIC                            72.115
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3636      1.124      0.323      0.746      -1.840       2.567
ma.L1         -0.0288      1.201     -0.024      0.981      -2.382       2.324
ar.S.L7       -0.5249      0.266     -1.970      0.049      -1.047      -0.003
ma.S.L7        0.9999   1.56e+04   6.39e-05      1.000   -3.07e+04    3.07e+04
sigma2         4.3841   6.86e+04   6.39e-05      1.000   -1.34e+05    1.34e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.60
Prob(Q):                              0.85   Prob(JB):                         0.45
Heteroskedasticity (H):               0.33   Skew:                            -0.82
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.50215760954617, Current Price: 159.67
BUY EXECUTED at 159.67
BUY ORDER COMPLETED at 161.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.293
Date:                           Wed, 09 Oct 2024   AIC                             74.586
Time:                                   14:39:52   BIC                             77.411
Sample:                                        0   HQIC                            74.005
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0908      0.516     -0.176      0.860      -1.102       0.921
ma.L1          0.7830      0.482      1.625      0.104      -0.161       1.727
ar.S.L7        0.5752      1.321      0.435      0.663      -2.014       3.164
ma.S.L7       -1.0001   1.31e+04  -7.64e-05      1.000   -2.57e+04    2.57e+04
sigma2         5.0779   6.65e+04   7.64e-05      1.000    -1.3e+05     1.3e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.65   Prob(JB):                         0.94
Heteroskedasticity (H):               0.19   Skew:                             0.12
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.11955077392898, Current Price: 160.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.099
Date:                           Wed, 09 Oct 2024   AIC                             74.197
Time:                                   14:39:52   BIC                             77.022
Sample:                                        0   HQIC                            73.617
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0608      1.132      0.054      0.957      -2.157       2.279
ma.L1          0.2318      0.968      0.239      0.811      -1.665       2.129
ar.S.L7       -0.3655      0.386     -0.948      0.343      -1.121       0.390
ma.S.L7        0.3489      0.680      0.513      0.608      -0.984       1.682
sigma2         7.7599      5.207      1.490      0.136      -2.445      17.965
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.94   Prob(JB):                         0.78
Heteroskedasticity (H):               0.34   Skew:                            -0.35
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.41503221030132, Current Price: 159.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.307
Date:                           Wed, 09 Oct 2024   AIC                             68.614
Time:                                   14:39:52   BIC                             71.438
Sample:                                        0   HQIC                            68.033
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1491      0.607     -0.245      0.806      -1.340       1.042
ma.L1          0.6144      0.561      1.095      0.274      -0.486       1.714
ar.S.L7        0.2841      0.569      0.499      0.618      -0.831       1.399
ma.S.L7       -1.0001   1.87e+04  -5.34e-05      1.000   -3.67e+04    3.67e+04
sigma2         3.2062      6e+04   5.34e-05      1.000   -1.18e+05    1.18e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.57   Prob(JB):                         0.69
Heteroskedasticity (H):               0.27   Skew:                            -0.56
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.12371641286896, Current Price: 160.5
SELL EXECUTED at 160.5
SELL ORDER COMPLETED at 159.94
OPERATION PROFIT, GROSS -1.0800000000000125, NET -1.4009600000000124
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.598
Date:                           Wed, 09 Oct 2024   AIC                             67.195
Time:                                   14:39:52   BIC                             70.020
Sample:                                        0   HQIC                            66.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0475      0.569     -0.083      0.933      -1.163       1.068
ma.L1          0.6287      0.354      1.777      0.076      -0.065       1.322
ar.S.L7        0.3654      0.365      1.000      0.317      -0.351       1.082
ma.S.L7       -1.0001   5645.592     -0.000      1.000   -1.11e+04    1.11e+04
sigma2         2.8723   1.62e+04      0.000      1.000   -3.18e+04    3.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 1.32
Prob(Q):                              0.52   Prob(JB):                         0.52
Heteroskedasticity (H):               0.31   Skew:                            -0.77
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.1994016947605, Current Price: 161.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.763
Date:                           Wed, 09 Oct 2024   AIC                             57.525
Time:                                   14:39:52   BIC                             60.350
Sample:                                        0   HQIC                            56.945
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0667      2.416      0.028      0.978      -4.669       4.802
ma.L1          0.1196      2.466      0.048      0.961      -4.714       4.953
ar.S.L7        0.1242      0.249      0.499      0.618      -0.364       0.612
ma.S.L7       -0.9999   7232.404     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         1.3647   9869.862      0.000      1.000   -1.93e+04    1.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.76   Prob(JB):                         0.80
Heteroskedasticity (H):               0.91   Skew:                             0.22
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.30454369754705, Current Price: 161.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.876
Date:                           Wed, 09 Oct 2024   AIC                             57.753
Time:                                   14:39:52   BIC                             60.577
Sample:                                        0   HQIC                            57.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2666      2.203      0.121      0.904      -4.051       4.584
ma.L1          0.0342      1.811      0.019      0.985      -3.514       3.583
ar.S.L7       -0.0175      1.341     -0.013      0.990      -2.646       2.611
ma.S.L7       -0.9815     80.626     -0.012      0.990    -159.006     157.043
sigma2         1.4013    111.124      0.013      0.990    -216.398     219.201
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.78
Prob(Q):                              0.53   Prob(JB):                         0.41
Heteroskedasticity (H):               0.24   Skew:                             0.91
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.5429220858395, Current Price: 162.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.282
Date:                           Wed, 09 Oct 2024   AIC                             58.565
Time:                                   14:39:52   BIC                             61.390
Sample:                                        0   HQIC                            57.984
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2012      0.655      0.307      0.759      -1.083       1.485
ma.L1          0.4979      0.511      0.975      0.329      -0.503       1.499
ar.S.L7        0.0706      0.173      0.408      0.683      -0.268       0.409
ma.S.L7       -0.6855      1.350     -0.508      0.612      -3.332       1.961
sigma2         1.9526      2.408      0.811      0.417      -2.768       6.673
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.82   Prob(JB):                         0.65
Heteroskedasticity (H):               0.42   Skew:                             0.58
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.2117233982601, Current Price: 163.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.611
Date:                           Wed, 09 Oct 2024   AIC                             47.221
Time:                                   14:39:52   BIC                             50.046
Sample:                                        0   HQIC                            46.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3416      0.282      1.213      0.225      -0.210       0.893
ma.L1          0.4121      0.252      1.635      0.102      -0.082       0.906
ar.S.L7       -0.0795      0.130     -0.612      0.540      -0.334       0.175
ma.S.L7       -1.0005   2170.473     -0.000      1.000   -4255.049    4253.048
sigma2         0.6179   1341.123      0.000      1.000   -2627.934    2629.170
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.99   Prob(JB):                         0.84
Heteroskedasticity (H):               0.53   Skew:                             0.10
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.45150611348535, Current Price: 162.01
BUY EXECUTED at 162.01
BUY ORDER COMPLETED at 161.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.748
Date:                           Wed, 09 Oct 2024   AIC                             53.497
Time:                                   14:39:52   BIC                             56.322
Sample:                                        0   HQIC                            52.916
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2941      0.913      0.322      0.747      -1.496       2.085
ma.L1          0.4779      0.567      0.843      0.399      -0.634       1.589
ar.S.L7       -0.1374      0.198     -0.693      0.488      -0.526       0.251
ma.S.L7       -0.6031      2.077     -0.290      0.772      -4.675       3.468
sigma2         1.3991      1.469      0.952      0.341      -1.480       4.278
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.24
Prob(Q):                              0.76   Prob(JB):                         0.33
Heteroskedasticity (H):               1.37   Skew:                            -0.93
Prob(H) (two-sided):                  0.77   Kurtosis:                         3.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.36553988290737, Current Price: 166.42
SELL EXECUTED at 166.42
SELL ORDER COMPLETED at 168.05
OPERATION PROFIT, GROSS 6.980000000000018, NET 6.6508800000000186
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.197
Date:                           Wed, 09 Oct 2024   AIC                             64.395
Time:                                   14:39:52   BIC                             67.219
Sample:                                        0   HQIC                            63.814
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1833      2.023      0.091      0.928      -3.782       4.149
ma.L1         -0.3746      1.711     -0.219      0.827      -3.727       2.978
ar.S.L7       -0.4882      0.440     -1.109      0.268      -1.351       0.375
ma.S.L7        0.0458      0.697      0.066      0.948      -1.320       1.412
sigma2         3.8399      2.691      1.427      0.154      -1.435       9.115
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.58   Prob(JB):                         0.96
Heteroskedasticity (H):               2.84   Skew:                            -0.11
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.94315582443977, Current Price: 167.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.142
Date:                           Wed, 09 Oct 2024   AIC                             62.283
Time:                                   14:39:52   BIC                             65.108
Sample:                                        0   HQIC                            61.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5482      0.198      2.766      0.006       0.160       0.937
ma.L1         -1.0000   3.15e+04  -3.17e-05      1.000   -6.18e+04    6.18e+04
ar.S.L7       -0.3850      0.350     -1.101      0.271      -1.070       0.300
ma.S.L7       -0.1384      0.545     -0.254      0.800      -1.207       0.930
sigma2         2.7342   8.62e+04   3.17e-05      1.000   -1.69e+05    1.69e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.67   Prob(JB):                         0.97
Heteroskedasticity (H):               3.19   Skew:                             0.10
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.6459032212429, Current Price: 168.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.679
Date:                           Wed, 09 Oct 2024   AIC                             63.358
Time:                                   14:39:52   BIC                             66.182
Sample:                                        0   HQIC                            62.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3122      1.071      0.291      0.771      -1.787       2.411
ma.L1         -0.7045      0.732     -0.962      0.336      -2.139       0.730
ar.S.L7       -0.4256      0.219     -1.945      0.052      -0.854       0.003
ma.S.L7        0.3565      1.097      0.325      0.745      -1.794       2.507
sigma2         3.3616      2.467      1.362      0.173      -1.474       8.197
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.63   Prob(JB):                         0.94
Heteroskedasticity (H):               2.61   Skew:                             0.15
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.21533572661747, Current Price: 168.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.558
Date:                           Wed, 09 Oct 2024   AIC                             61.116
Time:                                   14:39:52   BIC                             63.940
Sample:                                        0   HQIC                            60.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3463      1.059      0.327      0.744      -1.730       2.423
ma.L1         -0.7288      0.736     -0.990      0.322      -2.172       0.715
ar.S.L7       -0.3271      0.293     -1.116      0.264      -0.902       0.247
ma.S.L7        0.1284      0.727      0.177      0.860      -1.297       1.554
sigma2         2.9569      2.064      1.433      0.152      -1.088       7.002
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.82   Prob(JB):                         0.86
Heteroskedasticity (H):               4.27   Skew:                             0.37
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.76689433578767, Current Price: 169.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.740
Date:                           Wed, 09 Oct 2024   AIC                             61.479
Time:                                   14:39:52   BIC                             64.304
Sample:                                        0   HQIC                            60.899
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3370      0.946      0.356      0.722      -1.517       2.191
ma.L1         -0.6932      0.787     -0.881      0.379      -2.236       0.850
ar.S.L7       -0.3661      0.266     -1.375      0.169      -0.888       0.156
ma.S.L7        0.0875      0.563      0.156      0.876      -1.015       1.190
sigma2         3.0540      2.149      1.421      0.155      -1.158       7.266
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.79   Prob(JB):                         0.96
Heteroskedasticity (H):               0.47   Skew:                             0.19
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.1062454919888, Current Price: 169.56
BUY EXECUTED at 169.56
BUY ORDER COMPLETED at 169.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.254
Date:                           Wed, 09 Oct 2024   AIC                             60.509
Time:                                   14:39:53   BIC                             63.333
Sample:                                        0   HQIC                            59.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4733      0.577      0.820      0.412      -0.658       1.605
ma.L1         -0.8122      0.774     -1.050      0.294      -2.329       0.704
ar.S.L7       -0.1890      0.706     -0.268      0.789      -1.573       1.195
ma.S.L7       -8.5373     65.302     -0.131      0.896    -136.527     119.453
sigma2         0.0378      0.579      0.065      0.948      -1.096       1.172
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.43   Prob(JB):                         0.83
Heteroskedasticity (H):               0.57   Skew:                             0.30
Prob(H) (two-sided):                  0.60   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.92923168319896, Current Price: 171.05
SELL EXECUTED at 171.05
SELL ORDER COMPLETED at 169.88
OPERATION PROFIT, GROSS -0.0800000000000125, NET -0.41984000000001254
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.211
Date:                           Wed, 09 Oct 2024   AIC                             56.423
Time:                                   14:39:53   BIC                             59.247
Sample:                                        0   HQIC                            55.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7206      0.573     -1.259      0.208      -1.843       0.402
ma.L1          2.6137      6.045      0.432      0.665      -9.235      14.462
ar.S.L7       -0.0749      0.390     -0.192      0.848      -0.840       0.690
ma.S.L7       -1.0001   6586.536     -0.000      1.000   -1.29e+04    1.29e+04
sigma2         0.1752   1153.764      0.000      1.000   -2261.160    2261.511
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.93   Prob(JB):                         0.93
Heteroskedasticity (H):               0.46   Skew:                            -0.20
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.23748248060903, Current Price: 167.64
BUY EXECUTED at 167.64
BUY ORDER COMPLETED at 166.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.947
Date:                           Wed, 09 Oct 2024   AIC                             61.894
Time:                                   14:39:53   BIC                             64.719
Sample:                                        0   HQIC                            61.313
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0784      0.387     -2.786      0.005      -1.837      -0.320
ma.L1          1.0000   1.71e+04   5.86e-05      1.000   -3.35e+04    3.35e+04
ar.S.L7       -0.2582      0.372     -0.693      0.488      -0.988       0.472
ma.S.L7       -1.0000   3.75e+04  -2.67e-05      1.000   -7.34e+04    7.34e+04
sigma2         1.6870   9.04e+04   1.87e-05      1.000   -1.77e+05    1.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.84   Prob(JB):                         0.90
Heteroskedasticity (H):               1.38   Skew:                             0.28
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.4046701023631, Current Price: 167.18
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.072
Date:                           Wed, 09 Oct 2024   AIC                             64.143
Time:                                   14:39:53   BIC                             66.968
Sample:                                        0   HQIC                            63.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4283      1.484     -0.289      0.773      -3.338       2.481
ma.L1          0.3160      1.437      0.220      0.826      -2.501       3.133
ar.S.L7       -0.4541      0.348     -1.304      0.192      -1.137       0.229
ma.S.L7       -0.9999   7878.032     -0.000      1.000   -1.54e+04    1.54e+04
sigma2         2.2645   1.78e+04      0.000      1.000    -3.5e+04     3.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.15
Prob(Q):                              1.00   Prob(JB):                         0.93
Heteroskedasticity (H):               1.15   Skew:                             0.15
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.1018583560146, Current Price: 169.7
SELL EXECUTED at 169.7
SELL ORDER COMPLETED at 169.26
OPERATION PROFIT, GROSS 2.299999999999983, NET 1.963779999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.458
Date:                           Wed, 09 Oct 2024   AIC                             62.916
Time:                                   14:39:53   BIC                             65.741
Sample:                                        0   HQIC                            62.336
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4478      0.106      4.207      0.000       0.239       0.656
ma.L1         -1.0000   1.02e+04   -9.8e-05      1.000      -2e+04       2e+04
ar.S.L7       -0.8517      0.287     -2.963      0.003      -1.415      -0.288
ma.S.L7       -0.2623      1.634     -0.161      0.872      -3.465       2.941
sigma2         2.8269   2.89e+04    9.8e-05      1.000   -5.66e+04    5.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.85   Prob(JB):                         0.57
Heteroskedasticity (H):               0.55   Skew:                            -0.70
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.86812943637165, Current Price: 168.5
BUY EXECUTED at 168.5
BUY ORDER COMPLETED at 170.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.523
Date:                           Wed, 09 Oct 2024   AIC                             61.046
Time:                                   14:39:53   BIC                             63.870
Sample:                                        0   HQIC                            60.465
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3358      0.840      0.400      0.689      -1.310       1.982
ma.L1         -1.1500      2.050     -0.561      0.575      -5.169       2.869
ar.S.L7       -0.8113      0.290     -2.794      0.005      -1.380      -0.242
ma.S.L7       -1.0002   3042.907     -0.000      1.000   -5964.988    5962.988
sigma2         1.2766   3885.438      0.000      1.000   -7614.041    7616.595
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.79   Prob(JB):                         0.65
Heteroskedasticity (H):               0.82   Skew:                            -0.53
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.89520125092952, Current Price: 168.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.439
Date:                           Wed, 09 Oct 2024   AIC                             62.877
Time:                                   14:39:53   BIC                             65.702
Sample:                                        0   HQIC                            62.297
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0370      2.466      0.015      0.988      -4.797       4.871
ma.L1         -0.3611      2.243     -0.161      0.872      -4.757       4.035
ar.S.L7       -0.6781      0.329     -2.059      0.039      -1.323      -0.033
ma.S.L7       -1.0001   1.27e+04  -7.88e-05      1.000   -2.49e+04    2.49e+04
sigma2         2.0592   2.61e+04   7.88e-05      1.000   -5.12e+04    5.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.91   Prob(JB):                         0.83
Heteroskedasticity (H):               0.49   Skew:                            -0.02
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.02858649785716, Current Price: 167.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.688
Date:                           Wed, 09 Oct 2024   AIC                             55.376
Time:                                   14:39:53   BIC                             58.200
Sample:                                        0   HQIC                            54.795
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2931      0.899      0.326      0.744      -1.469       2.055
ma.L1         -0.6412      0.597     -1.074      0.283      -1.811       0.529
ar.S.L7       -1.4590      0.513     -2.842      0.004      -2.465      -0.453
ma.S.L7        0.2011      0.372      0.541      0.588      -0.527       0.929
sigma2         1.8901      1.064      1.777      0.076      -0.195       3.975
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.76   Prob(JB):                         0.86
Heteroskedasticity (H):               1.31   Skew:                             0.37
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.13080733316582, Current Price: 167.51
SELL EXECUTED at 167.51
SELL ORDER COMPLETED at 167.65
OPERATION PROFIT, GROSS -2.359999999999985, NET -2.6976599999999853
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.611
Date:                           Wed, 09 Oct 2024   AIC                             55.222
Time:                                   14:39:53   BIC                             58.046
Sample:                                        0   HQIC                            54.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3210      2.252     -0.143      0.887      -4.736       4.094
ma.L1          0.2786      2.268      0.123      0.902      -4.167       4.724
ar.S.L7       -0.7708      0.428     -1.800      0.072      -1.610       0.068
ma.S.L7       -0.4371      0.737     -0.593      0.553      -1.882       1.007
sigma2         1.7460      1.165      1.499      0.134      -0.538       4.030
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.97   Prob(JB):                         0.69
Heteroskedasticity (H):               2.55   Skew:                             0.46
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.95674912240762, Current Price: 167.12
BUY EXECUTED at 167.12
BUY ORDER COMPLETED at 168.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.864
Date:                           Wed, 09 Oct 2024   AIC                             59.727
Time:                                   14:39:53   BIC                             62.552
Sample:                                        0   HQIC                            59.147
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2901      1.648     -0.176      0.860      -3.520       2.940
ma.L1          0.1186      1.659      0.071      0.943      -3.133       3.370
ar.S.L7       -0.4512      1.026     -0.440      0.660      -2.463       1.560
ma.S.L7       -0.5098      2.853     -0.179      0.858      -6.101       5.082
sigma2         2.3862      4.690      0.509      0.611      -6.805      11.578
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.53   Prob(JB):                         0.67
Heteroskedasticity (H):               6.80   Skew:                            -0.11
Prob(H) (two-sided):                  0.09   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.42135524306525, Current Price: 168.108
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.897
Date:                           Wed, 09 Oct 2024   AIC                             53.793
Time:                                   14:39:53   BIC                             56.618
Sample:                                        0   HQIC                            53.212
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5114      1.503      0.340      0.734      -2.435       3.458
ma.L1         -0.4913      1.671     -0.294      0.769      -3.767       2.785
ar.S.L7       -0.7887      0.137     -5.737      0.000      -1.058      -0.519
ma.S.L7        1.0000   6.64e+04   1.51e-05      1.000    -1.3e+05     1.3e+05
sigma2         0.9908   6.58e+04   1.51e-05      1.000   -1.29e+05    1.29e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.27   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.13   Prob(JB):                         0.88
Heteroskedasticity (H):               2.66   Skew:                            -0.35
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.39597924009996, Current Price: 168.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.127
Date:                           Wed, 09 Oct 2024   AIC                             56.254
Time:                                   14:39:53   BIC                             59.079
Sample:                                        0   HQIC                            55.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3158      2.980     -0.106      0.916      -6.157       5.525
ma.L1          0.0971      3.298      0.029      0.977      -6.366       6.560
ar.S.L7       -0.8344      0.186     -4.477      0.000      -1.200      -0.469
ma.S.L7        1.0001   1.06e+04   9.46e-05      1.000   -2.07e+04    2.07e+04
sigma2         1.2386   1.31e+04   9.46e-05      1.000   -2.57e+04    2.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.24   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.07   Prob(JB):                         0.67
Heteroskedasticity (H):               0.88   Skew:                             0.10
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.12645137855353, Current Price: 167.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.656
Date:                           Wed, 09 Oct 2024   AIC                             57.313
Time:                                   14:39:53   BIC                             60.138
Sample:                                        0   HQIC                            56.732
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3621      1.710     -0.212      0.832      -3.714       2.990
ma.L1          0.1029      1.919      0.054      0.957      -3.658       3.864
ar.S.L7       -0.8345      0.142     -5.875      0.000      -1.113      -0.556
ma.S.L7        1.0000   7.17e+05    1.4e-06      1.000    -1.4e+06     1.4e+06
sigma2         1.3420   9.62e+05    1.4e-06      1.000   -1.89e+06    1.89e+06
===================================================================================
Ljung-Box (L1) (Q):                   3.34   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.07   Prob(JB):                         0.54
Heteroskedasticity (H):               0.70   Skew:                             0.00
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.36698523214432, Current Price: 171.02
SELL EXECUTED at 171.02
SELL ORDER COMPLETED at 170.4
OPERATION PROFIT, GROSS 1.7700000000000102, NET 1.4309700000000103
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.134
Date:                           Wed, 09 Oct 2024   AIC                             62.267
Time:                                   14:39:53   BIC                             65.092
Sample:                                        0   HQIC                            61.687
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8591      0.378      2.274      0.023       0.118       1.600
ma.L1         -1.0000   1.94e+04  -5.16e-05      1.000    -3.8e+04     3.8e+04
ar.S.L7       -0.7859      0.153     -5.124      0.000      -1.087      -0.485
ma.S.L7        0.1466      0.492      0.298      0.766      -0.818       1.111
sigma2         2.8015   5.43e+04   5.16e-05      1.000   -1.06e+05    1.06e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.29   Prob(JB):                         0.74
Heteroskedasticity (H):               0.91   Skew:                             0.13
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.68739571291272, Current Price: 172.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.400
Date:                           Wed, 09 Oct 2024   AIC                             62.800
Time:                                   14:39:53   BIC                             65.624
Sample:                                        0   HQIC                            62.219
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7911      0.430      1.839      0.066      -0.052       1.634
ma.L1         -1.0000   9014.372     -0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7       -0.7557      0.192     -3.926      0.000      -1.133      -0.378
ma.S.L7       -0.0167      0.535     -0.031      0.975      -1.065       1.032
sigma2         2.9072   2.62e+04      0.000      1.000   -5.14e+04    5.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.86   Prob(JB):                         0.72
Heteroskedasticity (H):               1.10   Skew:                             0.08
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.80982117164478, Current Price: 173.02
BUY EXECUTED at 173.02
BUY ORDER COMPLETED at 172.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.555
Date:                           Wed, 09 Oct 2024   AIC                             53.110
Time:                                   14:39:53   BIC                             55.935
Sample:                                        0   HQIC                            52.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5077      0.114     -4.438      0.000      -0.732      -0.283
ma.L1          1.0000   1.72e+04   5.81e-05      1.000   -3.37e+04    3.37e+04
ar.S.L7       -0.1777      0.193     -0.919      0.358      -0.557       0.201
ma.S.L7       -0.4313      1.166     -0.370      0.711      -2.716       1.853
sigma2         1.3364    2.3e+04   5.81e-05      1.000   -4.51e+04    4.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.65   Prob(JB):                         0.83
Heteroskedasticity (H):               3.60   Skew:                             0.24
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.46364506500555, Current Price: 172.231
SELL EXECUTED at 172.231
SELL ORDER COMPLETED at 172.14
OPERATION PROFIT, GROSS -0.4900000000000091, NET -0.8347700000000091
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.510
Date:                           Wed, 09 Oct 2024   AIC                             53.021
Time:                                   14:39:53   BIC                             55.846
Sample:                                        0   HQIC                            52.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5373      0.160     -3.349      0.001      -0.852      -0.223
ma.L1          1.0000   3134.322      0.000      1.000   -6142.158    6144.158
ar.S.L7       -0.1176      0.186     -0.633      0.527      -0.482       0.247
ma.S.L7       -1.0003   2058.190     -0.000      1.000   -4034.979    4032.979
sigma2         0.8684   3820.471      0.000      1.000   -7487.117    7488.854
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.52   Prob(JB):                         0.71
Heteroskedasticity (H):               3.70   Skew:                             0.41
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.54923833478063, Current Price: 171.7
BUY EXECUTED at 171.7
BUY ORDER COMPLETED at 172.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.677
Date:                           Wed, 09 Oct 2024   AIC                             51.355
Time:                                   14:39:53   BIC                             54.179
Sample:                                        0   HQIC                            50.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5364      0.701      0.765      0.444      -0.837       1.910
ma.L1         -0.4934      0.796     -0.620      0.535      -2.053       1.066
ar.S.L7       -0.5574      0.165     -3.378      0.001      -0.881      -0.234
ma.S.L7       -1.0000   2.18e+04  -4.58e-05      1.000   -4.28e+04    4.28e+04
sigma2         0.8214   1.79e+04   4.58e-05      1.000   -3.52e+04    3.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.68   Prob(JB):                         0.52
Heteroskedasticity (H):               0.88   Skew:                             0.77
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.9376035531679, Current Price: 173.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.764
Date:                           Wed, 09 Oct 2024   AIC                             51.528
Time:                                   14:39:53   BIC                             54.353
Sample:                                        0   HQIC                            50.947
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2201      1.518     -0.145      0.885      -3.195       2.755
ma.L1          0.3884      1.409      0.276      0.783      -2.373       3.150
ar.S.L7       -0.4941      0.229     -2.155      0.031      -0.944      -0.045
ma.S.L7       -1.0000   2.55e+04  -3.93e-05      1.000   -4.99e+04    4.99e+04
sigma2         0.8604   2.19e+04   3.93e-05      1.000   -4.29e+04    4.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.85   Prob(JB):                         0.74
Heteroskedasticity (H):               0.54   Skew:                             0.43
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.42763607740446, Current Price: 164.286
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.080
Date:                           Wed, 09 Oct 2024   AIC                             72.161
Time:                                   14:39:53   BIC                             74.985
Sample:                                        0   HQIC                            71.580
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5317      1.369      0.388      0.698      -2.152       3.215
ma.L1         -0.3125      2.071     -0.151      0.880      -4.372       3.748
ar.S.L7       -0.5956      0.607     -0.982      0.326      -1.785       0.593
ma.S.L7       -0.4076      2.135     -0.191      0.849      -4.592       3.777
sigma2         6.4318      4.616      1.393      0.164      -2.615      15.479
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                12.65
Prob(Q):                              0.94   Prob(JB):                         0.00
Heteroskedasticity (H):              12.63   Skew:                            -1.77
Prob(H) (two-sided):                  0.03   Kurtosis:                         6.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.5862036037833, Current Price: 166.61
SELL EXECUTED at 166.61
SELL ORDER COMPLETED at 166.23
OPERATION PROFIT, GROSS -6.610000000000014, NET -6.949070000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.743
Date:                           Wed, 09 Oct 2024   AIC                             71.486
Time:                                   14:39:53   BIC                             74.310
Sample:                                        0   HQIC                            70.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4465      0.624      0.716      0.474      -0.776       1.669
ma.L1         -1.0000   6.89e+04  -1.45e-05      1.000   -1.35e+05    1.35e+05
ar.S.L7       -0.5507      0.794     -0.694      0.488      -2.107       1.005
ma.S.L7       -0.2460      2.433     -0.101      0.919      -5.014       4.523
sigma2         5.6799   3.91e+05   1.45e-05      1.000   -7.67e+05    7.67e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 8.51
Prob(Q):                              0.48   Prob(JB):                         0.01
Heteroskedasticity (H):               7.70   Skew:                            -1.56
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.6291997925385, Current Price: 166.34
BUY EXECUTED at 166.34
BUY ORDER COMPLETED at 165.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.913
Date:                           Wed, 09 Oct 2024   AIC                             71.827
Time:                                   14:39:53   BIC                             74.652
Sample:                                        0   HQIC                            71.246
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5539      0.770      0.719      0.472      -0.955       2.063
ma.L1         -1.0000   2.71e+04   -3.7e-05      1.000    -5.3e+04     5.3e+04
ar.S.L7       -0.7325      0.426     -1.720      0.085      -1.567       0.102
ma.S.L7       -0.1438      1.861     -0.077      0.938      -3.791       3.503
sigma2         5.7385   1.55e+05    3.7e-05      1.000   -3.04e+05    3.04e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 8.78
Prob(Q):                              0.81   Prob(JB):                         0.01
Heteroskedasticity (H):               7.67   Skew:                            -1.57
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.9480017781591, Current Price: 165.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.474
Date:                           Wed, 09 Oct 2024   AIC                             70.948
Time:                                   14:39:53   BIC                             73.773
Sample:                                        0   HQIC                            70.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4963      0.547      0.907      0.364      -0.576       1.568
ma.L1         -1.0000   1.83e+04  -5.46e-05      1.000   -3.59e+04    3.59e+04
ar.S.L7       -1.1176      1.104     -1.012      0.312      -3.282       1.047
ma.S.L7       -0.0881      0.995     -0.089      0.929      -2.038       1.861
sigma2         5.4284   9.94e+04   5.46e-05      1.000   -1.95e+05    1.95e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                10.30
Prob(Q):                              1.00   Prob(JB):                         0.01
Heteroskedasticity (H):               8.51   Skew:                            -1.65
Prob(H) (two-sided):                  0.06   Kurtosis:                         5.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.11964503959422, Current Price: 162.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.008
Date:                           Wed, 09 Oct 2024   AIC                             72.016
Time:                                   14:39:53   BIC                             74.840
Sample:                                        0   HQIC                            71.435
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4416      0.116      3.804      0.000       0.214       0.669
ma.L1         -1.0000   1.77e+04  -5.65e-05      1.000   -3.47e+04    3.47e+04
ar.S.L7       -1.3014      0.823     -1.581      0.114      -2.914       0.312
ma.S.L7       -4.9333     22.280     -0.221      0.825     -48.602      38.735
sigma2         0.2394   4236.550   5.65e-05      1.000   -8303.247    8303.725
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 6.35
Prob(Q):                              0.94   Prob(JB):                         0.04
Heteroskedasticity (H):               1.57   Skew:                            -1.43
Prob(H) (two-sided):                  0.67   Kurtosis:                         4.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.5928470191109, Current Price: 163.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.130
Date:                           Wed, 09 Oct 2024   AIC                             72.260
Time:                                   14:39:53   BIC                             75.085
Sample:                                        0   HQIC                            71.680
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3541      4.968      0.071      0.943      -9.383      10.092
ma.L1         -0.5149      4.736     -0.109      0.913      -9.797       8.768
ar.S.L7       -0.8076      1.159     -0.697      0.486      -3.079       1.464
ma.S.L7       -0.0977      1.879     -0.052      0.959      -3.781       3.586
sigma2         7.0106      3.904      1.796      0.073      -0.641      14.662
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                11.31
Prob(Q):                              0.98   Prob(JB):                         0.00
Heteroskedasticity (H):               0.64   Skew:                            -1.71
Prob(H) (two-sided):                  0.67   Kurtosis:                         6.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.14739225569963, Current Price: 165.28
SELL EXECUTED at 165.28
SELL ORDER COMPLETED at 163.64
OPERATION PROFIT, GROSS -2.130000000000024, NET -2.459410000000024
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.214
Date:                           Wed, 09 Oct 2024   AIC                             72.429
Time:                                   14:39:53   BIC                             75.254
Sample:                                        0   HQIC                            71.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3647      2.902      0.126      0.900      -5.322       6.052
ma.L1         -0.5418      2.679     -0.202      0.840      -5.793       4.710
ar.S.L7       -0.7841      0.901     -0.870      0.384      -2.550       0.982
ma.S.L7       -0.1351      1.648     -0.082      0.935      -3.365       3.095
sigma2         7.0781      3.335      2.122      0.034       0.542      13.614
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                11.29
Prob(Q):                              1.00   Prob(JB):                         0.00
Heteroskedasticity (H):               0.54   Skew:                            -1.73
Prob(H) (two-sided):                  0.56   Kurtosis:                         5.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.78370286360945, Current Price: 166.3799
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.076
Date:                           Wed, 09 Oct 2024   AIC                             70.153
Time:                                   14:39:53   BIC                             72.978
Sample:                                        0   HQIC                            69.572
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5672      0.852     -0.665      0.506      -2.238       1.104
ma.L1          0.4095      1.328      0.308      0.758      -2.193       3.012
ar.S.L7       -0.6213      0.954     -0.652      0.515      -2.491       1.248
ma.S.L7       -1.0001   2.61e+04  -3.83e-05      1.000   -5.12e+04    5.12e+04
sigma2         3.4585   9.03e+04   3.83e-05      1.000   -1.77e+05    1.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                11.48
Prob(Q):                              0.65   Prob(JB):                         0.00
Heteroskedasticity (H):               0.78   Skew:                            -1.77
Prob(H) (two-sided):                  0.82   Kurtosis:                         5.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.23908561233264, Current Price: 165.07
BUY EXECUTED at 165.07
BUY ORDER COMPLETED at 163.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.785
Date:                           Wed, 09 Oct 2024   AIC                             69.570
Time:                                   14:39:54   BIC                             72.394
Sample:                                        0   HQIC                            68.989
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0043      0.267     -3.759      0.000      -1.528      -0.481
ma.L1          1.0000   2.12e+04   4.73e-05      1.000   -4.15e+04    4.15e+04
ar.S.L7       -0.5295      0.556     -0.953      0.341      -1.618       0.559
ma.S.L7       -1.0000   2.28e+04  -4.39e-05      1.000   -4.47e+04    4.47e+04
sigma2         3.0444   1.27e+05    2.4e-05      1.000   -2.48e+05    2.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 6.78
Prob(Q):                              0.35   Prob(JB):                         0.03
Heteroskedasticity (H):               3.93   Skew:                            -1.45
Prob(H) (two-sided):                  0.21   Kurtosis:                         5.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.77233096775598, Current Price: 162.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.622
Date:                           Wed, 09 Oct 2024   AIC                             73.243
Time:                                   14:39:54   BIC                             76.068
Sample:                                        0   HQIC                            72.663
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0390     14.754     -0.003      0.998     -28.957      28.879
ma.L1          0.0870     14.602      0.006      0.995     -28.533      28.707
ar.S.L7       -0.6605      0.812     -0.813      0.416      -2.253       0.931
ma.S.L7       -1.0000   2.91e+04  -3.43e-05      1.000   -5.71e+04    5.71e+04
sigma2         4.5716   1.33e+05   3.43e-05      1.000   -2.61e+05    2.61e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 3.25
Prob(Q):                              0.62   Prob(JB):                         0.20
Heteroskedasticity (H):               0.54   Skew:                            -1.19
Prob(H) (two-sided):                  0.57   Kurtosis:                         3.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.9498847697619, Current Price: 159.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.597
Date:                           Wed, 09 Oct 2024   AIC                             73.194
Time:                                   14:39:54   BIC                             76.019
Sample:                                        0   HQIC                            72.613
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8871      0.467     -1.901      0.057      -1.802       0.027
ma.L1          1.0000   1.17e+04   8.55e-05      1.000   -2.29e+04    2.29e+04
ar.S.L7       -0.7050      2.398     -0.294      0.769      -5.406       3.996
ma.S.L7       -1.0001   1.37e+04  -7.31e-05      1.000   -2.68e+04    2.68e+04
sigma2         4.0235    8.1e+04   4.97e-05      1.000   -1.59e+05    1.59e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 1.50
Prob(Q):                              0.61   Prob(JB):                         0.47
Heteroskedasticity (H):               1.11   Skew:                            -0.76
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.55096867075747, Current Price: 161.08
SELL EXECUTED at 161.08
SELL ORDER COMPLETED at 160.08
OPERATION PROFIT, GROSS -3.859999999999985, NET -4.184019999999985
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.324
Date:                           Wed, 09 Oct 2024   AIC                             74.647
Time:                                   14:39:54   BIC                             77.472
Sample:                                        0   HQIC                            74.067
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1144      4.728      0.024      0.981      -9.152       9.381
ma.L1          0.0478      4.913      0.010      0.992      -9.582       9.677
ar.S.L7       -0.7598      0.881     -0.862      0.389      -2.487       0.967
ma.S.L7       -1.0000   4.42e+04  -2.26e-05      1.000   -8.67e+04    8.67e+04
sigma2         5.0929   2.25e+05   2.26e-05      1.000   -4.41e+05    4.41e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.40   Prob(JB):                         0.59
Heteroskedasticity (H):               0.67   Skew:                            -0.70
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.14768810107756, Current Price: 161.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.767
Date:                           Wed, 09 Oct 2024   AIC                             73.535
Time:                                   14:39:54   BIC                             76.359
Sample:                                        0   HQIC                            72.954
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8899      0.217     -4.104      0.000      -1.315      -0.465
ma.L1          1.0000   9695.481      0.000      1.000    -1.9e+04     1.9e+04
ar.S.L7       -0.7004      1.076     -0.651      0.515      -2.809       1.408
ma.S.L7       -1.0001   1.03e+04  -9.74e-05      1.000   -2.01e+04    2.01e+04
sigma2         4.1305   6.37e+04   6.48e-05      1.000   -1.25e+05    1.25e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.52   Prob(JB):                         0.57
Heteroskedasticity (H):               0.76   Skew:                            -0.55
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.53088768668547, Current Price: 161.59
BUY EXECUTED at 161.59
BUY ORDER COMPLETED at 160.1976
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.046
Date:                           Wed, 09 Oct 2024   AIC                             66.092
Time:                                   14:39:54   BIC                             68.917
Sample:                                        0   HQIC                            65.512
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1297      1.895     -0.068      0.945      -3.844       3.585
ma.L1          3.6837     25.738      0.143      0.886     -46.762      54.130
ar.S.L7       -0.6844      0.452     -1.516      0.130      -1.569       0.201
ma.S.L7       -0.9424     17.627     -0.053      0.957     -35.491      33.606
sigma2         0.2027      5.057      0.040      0.968      -9.709      10.115
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.33   Prob(JB):                         0.71
Heteroskedasticity (H):               1.11   Skew:                            -0.27
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.30245287336422, Current Price: 160.13
SELL EXECUTED at 160.13
SELL ORDER COMPLETED at 160.63
OPERATION PROFIT, GROSS 0.43240000000000123, NET 0.11157240000000124
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.062
Date:                           Wed, 09 Oct 2024   AIC                             70.124
Time:                                   14:39:54   BIC                             72.949
Sample:                                        0   HQIC                            69.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1079      2.239      0.048      0.962      -4.281       4.497
ma.L1          0.0627      2.285      0.027      0.978      -4.417       4.542
ar.S.L7       -0.5594      0.356     -1.572      0.116      -1.257       0.138
ma.S.L7       -1.0001   1.39e+04   -7.2e-05      1.000   -2.72e+04    2.72e+04
sigma2         3.5963   4.99e+04    7.2e-05      1.000   -9.78e+04    9.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.96   Prob(JB):                         0.81
Heteroskedasticity (H):               5.31   Skew:                             0.43
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.16917073072597, Current Price: 160.21
BUY EXECUTED at 160.21
BUY ORDER COMPLETED at 158.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.230
Date:                           Wed, 09 Oct 2024   AIC                             72.459
Time:                                   14:39:54   BIC                             75.284
Sample:                                        0   HQIC                            71.879
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7891      0.748     -1.054      0.292      -2.256       0.678
ma.L1          1.0000    4.1e+04   2.44e-05      1.000   -8.04e+04    8.04e+04
ar.S.L7       -0.5807      0.162     -3.578      0.000      -0.899      -0.263
ma.S.L7        0.3140      0.760      0.413      0.679      -1.175       1.803
sigma2         5.7097   2.34e+05   2.44e-05      1.000   -4.59e+05    4.59e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.98   Prob(JB):                         0.79
Heteroskedasticity (H):               0.97   Skew:                             0.36
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.46604023373357, Current Price: 159.57
SELL EXECUTED at 159.57
SELL ORDER COMPLETED at 160.88
OPERATION PROFIT, GROSS 2.680000000000007, NET 2.360920000000007
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.453
Date:                           Wed, 09 Oct 2024   AIC                             72.906
Time:                                   14:39:54   BIC                             75.731
Sample:                                        0   HQIC                            72.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3178      7.547     -0.042      0.966     -15.110      14.474
ma.L1          0.3655      7.432      0.049      0.961     -14.202      14.933
ar.S.L7       -0.6233      0.214     -2.919      0.004      -1.042      -0.205
ma.S.L7        0.3152      0.605      0.521      0.603      -0.871       1.502
sigma2         7.0976      5.244      1.354      0.176      -3.180      17.375
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.78   Prob(JB):                         0.79
Heteroskedasticity (H):               0.42   Skew:                             0.07
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.5033296355474, Current Price: 161.5329
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.434
Date:                           Wed, 09 Oct 2024   AIC                             72.869
Time:                                   14:39:54   BIC                             75.693
Sample:                                        0   HQIC                            72.288
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6109      0.661     -0.924      0.356      -1.907       0.685
ma.L1          1.0000   8.03e+04   1.25e-05      1.000   -1.57e+05    1.57e+05
ar.S.L7       -0.6755      0.155     -4.348      0.000      -0.980      -0.371
ma.S.L7        0.6501      1.946      0.334      0.738      -3.165       4.465
sigma2         4.8814   3.92e+05   1.25e-05      1.000   -7.68e+05    7.68e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.84   Prob(JB):                         0.75
Heteroskedasticity (H):               0.60   Skew:                            -0.38
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.2108433305814, Current Price: 164.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.656
Date:                           Wed, 09 Oct 2024   AIC                             73.313
Time:                                   14:39:54   BIC                             76.137
Sample:                                        0   HQIC                            72.732
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5494      0.414     -1.326      0.185      -1.362       0.263
ma.L1          1.0000   3.21e+04   3.12e-05      1.000   -6.28e+04    6.28e+04
ar.S.L7       -0.6286      0.207     -3.038      0.002      -1.034      -0.223
ma.S.L7        1.0000   3.09e+04   3.24e-05      1.000   -6.05e+04    6.06e+04
sigma2         3.7061   1.52e+05   2.44e-05      1.000   -2.97e+05    2.97e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.76   Prob(JB):                         0.62
Heteroskedasticity (H):               0.68   Skew:                            -0.46
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.7713970096842, Current Price: 163.24
BUY EXECUTED at 163.24
BUY ORDER COMPLETED at 162.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.952
Date:                           Wed, 09 Oct 2024   AIC                             73.904
Time:                                   14:39:54   BIC                             76.728
Sample:                                        0   HQIC                            73.323
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2241      1.363     -0.164      0.869      -2.895       2.447
ma.L1          1.8510      4.306      0.430      0.667      -6.588      10.290
ar.S.L7       -0.6428      0.210     -3.056      0.002      -1.055      -0.231
ma.S.L7        0.9999   7472.832      0.000      1.000   -1.46e+04    1.46e+04
sigma2         1.4012   1.05e+04      0.000      1.000   -2.05e+04    2.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.80   Prob(JB):                         0.72
Heteroskedasticity (H):               0.60   Skew:                            -0.30
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.3631778423316, Current Price: 161.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.144
Date:                           Wed, 09 Oct 2024   AIC                             70.288
Time:                                   14:39:54   BIC                             73.113
Sample:                                        0   HQIC                            69.707
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0484      2.221     -0.022      0.983      -4.402       4.305
ma.L1        -26.5092   1567.433     -0.017      0.987   -3098.621    3045.603
ar.S.L7       -0.1021      0.505     -0.202      0.840      -1.093       0.889
ma.S.L7       -7.4828     37.067     -0.202      0.840     -80.133      65.167
sigma2         0.0002      0.018      0.009      0.993      -0.035       0.035
===================================================================================
Ljung-Box (L1) (Q):                   1.74   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.19   Prob(JB):                         0.56
Heteroskedasticity (H):               0.87   Skew:                             0.53
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.55382801662108, Current Price: 161.28
SELL EXECUTED at 161.28
SELL ORDER COMPLETED at 161.67
OPERATION PROFIT, GROSS -1.0400000000000205, NET -1.3643800000000206
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.906
Date:                           Wed, 09 Oct 2024   AIC                             67.811
Time:                                   14:39:54   BIC                             70.636
Sample:                                        0   HQIC                            67.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5756      0.963      0.598      0.550      -1.312       2.463
ma.L1         -0.7636      1.020     -0.748      0.454      -2.764       1.236
ar.S.L7       -0.0379      0.231     -0.164      0.870      -0.491       0.415
ma.S.L7       -0.2026      0.467     -0.433      0.665      -1.119       0.714
sigma2         4.8901      2.831      1.728      0.084      -0.658      10.438
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.41   Prob(JB):                         0.57
Heteroskedasticity (H):               0.66   Skew:                             0.53
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.98885328864995, Current Price: 162.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.963
Date:                           Wed, 09 Oct 2024   AIC                             65.926
Time:                                   14:39:54   BIC                             68.751
Sample:                                        0   HQIC                            65.345
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5672      0.507      1.119      0.263      -0.426       1.561
ma.L1         -1.8695      3.781     -0.494      0.621      -9.281       5.542
ar.S.L7       -0.3229      0.387     -0.834      0.404      -1.082       0.436
ma.S.L7        0.4531      1.533      0.296      0.768      -2.551       3.458
sigma2         1.1029      4.547      0.243      0.808      -7.808      10.014
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.67   Prob(JB):                         0.62
Heteroskedasticity (H):               0.44   Skew:                             0.64
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.57298139365844, Current Price: 162.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.898
Date:                           Wed, 09 Oct 2024   AIC                             65.796
Time:                                   14:39:54   BIC                             68.621
Sample:                                        0   HQIC                            65.215
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5391      0.499      1.080      0.280      -0.439       1.517
ma.L1         -1.9878      5.220     -0.381      0.703     -12.219       8.243
ar.S.L7       -0.3162      0.416     -0.760      0.447      -1.131       0.499
ma.S.L7        1.0005   4116.962      0.000      1.000   -8068.097    8070.098
sigma2         0.6289   2592.258      0.000      1.000   -5080.103    5081.361
===================================================================================
Ljung-Box (L1) (Q):                   0.95   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.33   Prob(JB):                         0.65
Heteroskedasticity (H):               0.36   Skew:                             0.61
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.46461808828462, Current Price: 159.89
BUY EXECUTED at 159.89
BUY ORDER COMPLETED at 157.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.819
Date:                           Wed, 09 Oct 2024   AIC                             65.639
Time:                                   14:39:54   BIC                             68.463
Sample:                                        0   HQIC                            65.058
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7812      0.734      1.064      0.287      -0.657       2.220
ma.L1         -1.0000   4960.080     -0.000      1.000   -9722.578    9720.578
ar.S.L7       -0.2968      0.693     -0.428      0.669      -1.655       1.062
ma.S.L7       -0.1339      0.806     -0.166      0.868      -1.713       1.445
sigma2         3.5552   1.76e+04      0.000      1.000   -3.46e+04    3.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.46   Prob(JB):                         0.78
Heteroskedasticity (H):               6.75   Skew:                             0.12
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.93751155101523, Current Price: 157.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.534
Date:                           Wed, 09 Oct 2024   AIC                             69.069
Time:                                   14:39:54   BIC                             71.894
Sample:                                        0   HQIC                            68.488
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5545      0.265      2.092      0.036       0.035       1.074
ma.L1         -1.0000   3697.454     -0.000      1.000   -7247.877    7245.877
ar.S.L7       -0.3296      0.795     -0.415      0.678      -1.888       1.228
ma.S.L7       -1.0001   7260.791     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         2.7260   2.37e+04      0.000      1.000   -4.65e+04    4.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.27   Prob(JB):                         0.72
Heteroskedasticity (H):               5.03   Skew:                             0.43
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.53478506046622, Current Price: 158.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.949
Date:                           Wed, 09 Oct 2024   AIC                             67.899
Time:                                   14:39:54   BIC                             70.724
Sample:                                        0   HQIC                            67.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4512      0.921      0.490      0.624      -1.354       2.256
ma.L1         -1.6825      2.089     -0.805      0.421      -5.776       2.411
ar.S.L7       -0.3625      0.403     -0.899      0.369      -1.153       0.428
ma.S.L7       -1.0001   8280.384     -0.000      1.000   -1.62e+04    1.62e+04
sigma2         1.0641   8812.138      0.000      1.000   -1.73e+04    1.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.22   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.27   Prob(JB):                         0.82
Heteroskedasticity (H):               1.43   Skew:                            -0.29
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.5648169369768, Current Price: 159.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.805
Date:                           Wed, 09 Oct 2024   AIC                             67.609
Time:                                   14:39:54   BIC                             70.434
Sample:                                        0   HQIC                            67.029
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6602      0.721      0.915      0.360      -0.754       2.074
ma.L1         -1.0000   2.68e+04  -3.73e-05      1.000   -5.26e+04    5.26e+04
ar.S.L7       -0.5205      0.345     -1.511      0.131      -1.196       0.155
ma.S.L7       -0.5707      1.061     -0.538      0.591      -2.650       1.509
sigma2         3.4492   9.26e+04   3.73e-05      1.000   -1.81e+05    1.81e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.37   Prob(JB):                         0.91
Heteroskedasticity (H):               0.37   Skew:                            -0.05
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.31295609734187, Current Price: 161.1
SELL EXECUTED at 161.1
SELL ORDER COMPLETED at 161.2
OPERATION PROFIT, GROSS 3.5, NET 3.1811
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.485
Date:                           Wed, 09 Oct 2024   AIC                             62.970
Time:                                   14:39:54   BIC                             65.795
Sample:                                        0   HQIC                            62.390
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0748      0.690     -0.109      0.914      -1.426       1.277
ma.L1          1.0000   1626.660      0.001      1.000   -3187.195    3189.195
ar.S.L7       -0.4151      0.114     -3.630      0.000      -0.639      -0.191
ma.S.L7       -1.0009   1023.271     -0.001      0.999   -2006.575    2004.573
sigma2         1.9458   3484.344      0.001      1.000   -6827.243    6831.135
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.76   Prob(JB):                         0.63
Heteroskedasticity (H):               1.02   Skew:                            -0.66
Prob(H) (two-sided):                  0.98   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.4826603678259, Current Price: 161.065
BUY EXECUTED at 161.065
BUY ORDER COMPLETED at 160.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.360
Date:                           Wed, 09 Oct 2024   AIC                             64.720
Time:                                   14:39:54   BIC                             67.545
Sample:                                        0   HQIC                            64.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5483      0.438      1.251      0.211      -0.311       1.407
ma.L1         -1.0000   1.26e+04  -7.92e-05      1.000   -2.48e+04    2.48e+04
ar.S.L7       -0.5401      0.424     -1.272      0.203      -1.372       0.292
ma.S.L7       -1.0000   4.52e+04  -2.21e-05      1.000   -8.85e+04    8.85e+04
sigma2         1.9090   8.36e+04   2.28e-05      1.000   -1.64e+05    1.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.30   Prob(JB):                         0.84
Heteroskedasticity (H):               0.20   Skew:                             0.18
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.0996851633142, Current Price: 162.7
SELL EXECUTED at 162.7
SELL ORDER COMPLETED at 162.4509
OPERATION PROFIT, GROSS 1.710899999999981, NET 1.387709099999981
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.841
Date:                           Wed, 09 Oct 2024   AIC                             65.681
Time:                                   14:39:54   BIC                             68.506
Sample:                                        0   HQIC                            65.101
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1431      1.065     -0.134      0.893      -2.231       1.945
ma.L1          0.4932      0.994      0.496      0.620      -1.456       2.442
ar.S.L7       -0.3651      0.442     -0.826      0.409      -1.231       0.501
ma.S.L7       -0.4213      0.768     -0.548      0.583      -1.927       1.085
sigma2         3.9264      3.243      1.211      0.226      -2.430      10.282
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.59   Prob(JB):                         0.55
Heteroskedasticity (H):               1.63   Skew:                            -0.27
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.33458984964355, Current Price: 160.85
BUY EXECUTED at 160.85
BUY ORDER COMPLETED at 160.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.667
Date:                           Wed, 09 Oct 2024   AIC                             59.335
Time:                                   14:39:54   BIC                             62.160
Sample:                                        0   HQIC                            58.754
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3410      0.623      0.547      0.584      -0.881       1.563
ma.L1         -1.0000   3249.010     -0.000      1.000   -6368.943    6366.943
ar.S.L7       -0.5190      0.336     -1.544      0.123      -1.178       0.140
ma.S.L7       -1.0001   1.43e+04  -6.99e-05      1.000    -2.8e+04     2.8e+04
sigma2         1.3493   1.92e+04   7.03e-05      1.000   -3.76e+04    3.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.33   Prob(JB):                         0.97
Heteroskedasticity (H):               5.74   Skew:                             0.16
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.41361468445297, Current Price: 160.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.533
Date:                           Wed, 09 Oct 2024   AIC                             65.066
Time:                                   14:39:54   BIC                             67.890
Sample:                                        0   HQIC                            64.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1973      1.779     -0.111      0.912      -3.685       3.290
ma.L1          0.4696      1.762      0.266      0.790      -2.984       3.924
ar.S.L7       -0.4304      0.419     -1.027      0.305      -1.252       0.391
ma.S.L7       -0.3257      1.097     -0.297      0.766      -2.475       1.823
sigma2         3.8710      3.365      1.150      0.250      -2.724      10.466
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.59   Prob(JB):                         0.58
Heteroskedasticity (H):               1.67   Skew:                            -0.24
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.22393060386995, Current Price: 160.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.630
Date:                           Wed, 09 Oct 2024   AIC                             65.260
Time:                                   14:39:54   BIC                             68.085
Sample:                                        0   HQIC                            64.680
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1673      1.737     -0.096      0.923      -3.571       3.236
ma.L1          0.3717      1.753      0.212      0.832      -3.064       3.808
ar.S.L7       -0.5621      0.313     -1.796      0.072      -1.175       0.051
ma.S.L7        0.1520      0.716      0.212      0.832      -1.251       1.555
sigma2         4.0705      3.275      1.243      0.214      -2.349      10.490
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.84   Prob(JB):                         0.57
Heteroskedasticity (H):               0.35   Skew:                            -0.64
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.97218855887672, Current Price: 159.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.591
Date:                           Wed, 09 Oct 2024   AIC                             65.182
Time:                                   14:39:54   BIC                             68.006
Sample:                                        0   HQIC                            64.601
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1863      1.675     -0.111      0.911      -3.470       3.097
ma.L1          0.3873      1.732      0.224      0.823      -3.007       3.782
ar.S.L7       -0.5912      0.334     -1.772      0.076      -1.245       0.063
ma.S.L7        0.2107      0.875      0.241      0.810      -1.503       1.925
sigma2         4.0108      3.900      1.028      0.304      -3.633      11.655
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.90   Prob(JB):                         0.62
Heteroskedasticity (H):               0.12   Skew:                            -0.54
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.3355841727425, Current Price: 159.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.123
Date:                           Wed, 09 Oct 2024   AIC                             64.246
Time:                                   14:39:55   BIC                             67.071
Sample:                                        0   HQIC                            63.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2038      3.018     -0.068      0.946      -6.119       5.711
ma.L1          0.3420      2.966      0.115      0.908      -5.472       6.156
ar.S.L7       -0.6499      0.360     -1.807      0.071      -1.355       0.055
ma.S.L7        0.3413      0.788      0.433      0.665      -1.202       1.885
sigma2         3.6177      2.864      1.263      0.206      -1.995       9.230
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.62   Prob(JB):                         0.84
Heteroskedasticity (H):               0.07   Skew:                            -0.25
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.5065661797936, Current Price: 159.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.986
Date:                           Wed, 09 Oct 2024   AIC                             59.972
Time:                                   14:39:55   BIC                             62.797
Sample:                                        0   HQIC                            59.392
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8393      0.796     -1.055      0.291      -2.399       0.720
ma.L1          1.0000   5.04e+04   1.98e-05      1.000   -9.87e+04    9.88e+04
ar.S.L7       -0.7983      0.389     -2.051      0.040      -1.561      -0.035
ma.S.L7        1.0000   1.04e+05   9.59e-06      1.000   -2.04e+05    2.04e+05
sigma2         1.3247   1.43e+05   9.29e-06      1.000   -2.79e+05    2.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.84   Prob(JB):                         0.63
Heteroskedasticity (H):               0.13   Skew:                            -0.46
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.2992798818182, Current Price: 159.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.345
Date:                           Wed, 09 Oct 2024   AIC                             58.690
Time:                                   14:39:55   BIC                             61.515
Sample:                                        0   HQIC                            58.109
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0719      0.712     -0.101      0.920      -1.467       1.324
ma.L1          0.5263      0.724      0.727      0.467      -0.893       1.945
ar.S.L7       -0.0026      0.007     -0.377      0.706      -0.016       0.011
ma.S.L7       -1.0000   3.05e+04  -3.28e-05      1.000   -5.98e+04    5.98e+04
sigma2         1.6059    4.9e+04   3.28e-05      1.000   -9.61e+04    9.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.91   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.09   Prob(JB):                         0.89
Heteroskedasticity (H):               0.07   Skew:                             0.06
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.46687269993308, Current Price: 159.3
SELL EXECUTED at 159.3
SELL ORDER COMPLETED at 159.48
OPERATION PROFIT, GROSS -1.0300000000000011, NET -1.3499900000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.123
Date:                           Wed, 09 Oct 2024   AIC                             46.246
Time:                                   14:39:55   BIC                             49.071
Sample:                                        0   HQIC                            45.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5231      0.397      1.319      0.187      -0.254       1.301
ma.L1         -1.0000   4.09e+04  -2.45e-05      1.000   -8.01e+04    8.01e+04
ar.S.L7    -1.811e-05      0.023     -0.001      0.999      -0.046       0.046
ma.S.L7       -0.8849      1.929     -0.459      0.646      -4.666       2.897
sigma2         0.6639   2.71e+04   2.45e-05      1.000   -5.32e+04    5.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.83   Prob(JB):                         0.61
Heteroskedasticity (H):               0.86   Skew:                             0.64
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.62583031919013, Current Price: 159.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.526
Date:                           Wed, 09 Oct 2024   AIC                             51.053
Time:                                   14:39:55   BIC                             53.877
Sample:                                        0   HQIC                            50.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1020      0.901      0.113      0.910      -1.664       1.868
ma.L1          0.2561      0.852      0.301      0.764      -1.414       1.926
ar.S.L7       -0.1059      0.649     -0.163      0.870      -1.378       1.166
ma.S.L7       -1.0005   2401.015     -0.000      1.000   -4706.903    4704.902
sigma2         0.8292   1991.251      0.000      1.000   -3901.951    3903.609
===================================================================================
Ljung-Box (L1) (Q):                   2.64   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.10   Prob(JB):                         0.58
Heteroskedasticity (H):               1.54   Skew:                             0.68
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.47251578364893, Current Price: 161.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.161
Date:                           Wed, 09 Oct 2024   AIC                             50.321
Time:                                   14:39:55   BIC                             53.146
Sample:                                        0   HQIC                            49.741
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6200      0.280      2.217      0.027       0.072       1.168
ma.L1         -0.5622      0.472     -1.191      0.234      -1.487       0.363
ar.S.L7       -0.4164      0.202     -2.062      0.039      -0.812      -0.021
ma.S.L7       -1.0001   1.31e+04  -7.64e-05      1.000   -2.57e+04    2.57e+04
sigma2         0.7551   9888.986   7.64e-05      1.000   -1.94e+04    1.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.91   Prob(JB):                         0.56
Heteroskedasticity (H):               1.76   Skew:                             0.49
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.3939875041028, Current Price: 161.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.791
Date:                           Wed, 09 Oct 2024   AIC                             47.582
Time:                                   14:39:55   BIC                             50.407
Sample:                                        0   HQIC                            47.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1609      5.324      0.030      0.976     -10.274      10.596
ma.L1         -0.1136      5.282     -0.022      0.983     -10.466      10.239
ar.S.L7       -0.4178      0.237     -1.766      0.077      -0.881       0.046
ma.S.L7       -1.0012   1038.809     -0.001      0.999   -2037.029    2035.027
sigma2         0.6344    659.143      0.001      0.999   -1291.262    1292.531
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.92   Prob(JB):                         0.68
Heteroskedasticity (H):               3.16   Skew:                             0.47
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.906630242041, Current Price: 161.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.557
Date:                           Wed, 09 Oct 2024   AIC                             47.113
Time:                                   14:39:55   BIC                             49.938
Sample:                                        0   HQIC                            46.532
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3867      0.602      0.643      0.520      -0.792       1.566
ma.L1         -0.2158      0.602     -0.359      0.720      -1.395       0.964
ar.S.L7       -0.4255      0.173     -2.464      0.014      -0.764      -0.087
ma.S.L7       -1.0001   1.04e+04  -9.57e-05      1.000   -2.05e+04    2.05e+04
sigma2         0.6100   6373.209   9.57e-05      1.000   -1.25e+04    1.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.95   Prob(JB):                         0.52
Heteroskedasticity (H):               0.83   Skew:                             0.77
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.29490949974812, Current Price: 161.32
BUY EXECUTED at 161.32
BUY ORDER COMPLETED at 160.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.344
Date:                           Wed, 09 Oct 2024   AIC                             46.689
Time:                                   14:39:55   BIC                             49.513
Sample:                                        0   HQIC                            46.108
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4172      0.307     -1.361      0.174      -1.018       0.184
ma.L1          1.7119      1.028      1.665      0.096      -0.303       3.727
ar.S.L7       -0.5231      0.249     -2.097      0.036      -1.012      -0.034
ma.S.L7       -1.0001   1.87e+04  -5.34e-05      1.000   -3.67e+04    3.67e+04
sigma2         0.1986   3721.358   5.34e-05      1.000   -7293.530    7293.927
===================================================================================
Ljung-Box (L1) (Q):                   1.11   Jarque-Bera (JB):                 2.84
Prob(Q):                              0.29   Prob(JB):                         0.24
Heteroskedasticity (H):               0.89   Skew:                             1.11
Prob(H) (two-sided):                  0.92   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.525826405819, Current Price: 160.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.772
Date:                           Wed, 09 Oct 2024   AIC                             45.545
Time:                                   14:39:55   BIC                             48.370
Sample:                                        0   HQIC                            44.964
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2634      1.825      0.144      0.885      -3.314       3.840
ma.L1          0.2610      1.972      0.132      0.895      -3.604       4.126
ar.S.L7       -0.7029      0.772     -0.910      0.363      -2.216       0.810
ma.S.L7       -1.0001      1e+04  -9.98e-05      1.000   -1.96e+04    1.96e+04
sigma2         0.5431   5444.945   9.97e-05      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.92   Prob(JB):                         0.57
Heteroskedasticity (H):               8.93   Skew:                             0.20
Prob(H) (two-sided):                  0.06   Kurtosis:                         4.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.11909792372342, Current Price: 158.97
SELL EXECUTED at 158.97
SELL ORDER COMPLETED at 158.82
OPERATION PROFIT, GROSS -1.920000000000016, NET -2.239560000000016
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.787
Date:                           Wed, 09 Oct 2024   AIC                             49.574
Time:                                   14:39:55   BIC                             52.399
Sample:                                        0   HQIC                            48.994
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2895      2.884      0.100      0.920      -5.364       5.943
ma.L1         -0.0181      2.668     -0.007      0.995      -5.248       5.212
ar.S.L7       -0.4533      0.580     -0.782      0.434      -1.590       0.683
ma.S.L7       -0.1879      0.984     -0.191      0.849      -2.117       1.741
sigma2         1.2121      0.790      1.535      0.125      -0.336       2.760
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 5.25
Prob(Q):                              0.95   Prob(JB):                         0.07
Heteroskedasticity (H):               3.21   Skew:                             1.27
Prob(H) (two-sided):                  0.29   Kurtosis:                         4.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.51765834204622, Current Price: 159.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.151
Date:                           Wed, 09 Oct 2024   AIC                             50.302
Time:                                   14:39:55   BIC                             53.127
Sample:                                        0   HQIC                            49.721
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2906      2.427      0.120      0.905      -4.467       5.048
ma.L1         -0.0167      2.469     -0.007      0.995      -4.857       4.823
ar.S.L7       -0.4273      0.520     -0.822      0.411      -1.446       0.591
ma.S.L7        0.0304      0.622      0.049      0.961      -1.189       1.250
sigma2         1.2994      0.853      1.524      0.128      -0.372       2.971
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 4.74
Prob(Q):                              0.95   Prob(JB):                         0.09
Heteroskedasticity (H):               0.60   Skew:                             1.25
Prob(H) (two-sided):                  0.63   Kurtosis:                         4.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.34197048587808, Current Price: 159.08
BUY EXECUTED at 159.08
BUY ORDER COMPLETED at 156.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.065
Date:                           Wed, 09 Oct 2024   AIC                             50.130
Time:                                   14:39:55   BIC                             52.955
Sample:                                        0   HQIC                            49.549
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2409      1.418     -0.170      0.865      -3.019       2.538
ma.L1          1.0001   2600.363      0.000      1.000   -5095.618    5097.618
ar.S.L7       -0.8483      0.190     -4.461      0.000      -1.221      -0.476
ma.S.L7        1.0000   3.36e+04   2.97e-05      1.000   -6.59e+04    6.59e+04
sigma2         0.6581   2.17e+04   3.03e-05      1.000   -4.26e+04    4.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                19.36
Prob(Q):                              0.97   Prob(JB):                         0.00
Heteroskedasticity (H):               0.25   Skew:                             2.12
Prob(H) (two-sided):                  0.20   Kurtosis:                         7.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.6612798620601, Current Price: 156.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.345
Date:                           Wed, 09 Oct 2024   AIC                             52.690
Time:                                   14:39:55   BIC                             55.514
Sample:                                        0   HQIC                            52.109
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1900      1.144     -0.166      0.868      -2.433       2.053
ma.L1          1.0000   1.35e+04   7.42e-05      1.000   -2.64e+04    2.64e+04
ar.S.L7       -0.8311      0.239     -3.471      0.001      -1.300      -0.362
ma.S.L7        1.0001    1.8e+04   5.56e-05      1.000   -3.52e+04    3.52e+04
sigma2         0.7998   1.79e+04   4.46e-05      1.000   -3.51e+04    3.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                14.68
Prob(Q):                              0.93   Prob(JB):                         0.00
Heteroskedasticity (H):               0.37   Skew:                             1.87
Prob(H) (two-sided):                  0.35   Kurtosis:                         6.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.47511184959924, Current Price: 154.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.269
Date:                           Wed, 09 Oct 2024   AIC                             52.537
Time:                                   14:39:55   BIC                             55.362
Sample:                                        0   HQIC                            51.956
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1821      1.054     -0.173      0.863      -2.247       1.883
ma.L1          1.0000   4877.406      0.000      1.000   -9558.540    9560.540
ar.S.L7       -0.8334      0.216     -3.858      0.000      -1.257      -0.410
ma.S.L7        1.0000   1.56e+05   6.41e-06      1.000   -3.06e+05    3.06e+05
sigma2         0.7904   1.22e+05   6.47e-06      1.000    -2.4e+05     2.4e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 9.03
Prob(Q):                              0.92   Prob(JB):                         0.01
Heteroskedasticity (H):               0.36   Skew:                             1.53
Prob(H) (two-sided):                  0.35   Kurtosis:                         5.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.5291985808414, Current Price: 154.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.797
Date:                           Wed, 09 Oct 2024   AIC                             51.595
Time:                                   14:39:55   BIC                             54.419
Sample:                                        0   HQIC                            51.014
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1436      0.733     -0.196      0.845      -1.580       1.293
ma.L1          1.0000   6421.777      0.000      1.000   -1.26e+04    1.26e+04
ar.S.L7       -0.7867      0.217     -3.624      0.000      -1.212      -0.361
ma.S.L7        1.0003   2976.981      0.000      1.000   -5833.776    5835.777
sigma2         0.7339   4836.353      0.000      1.000   -9478.344    9479.811
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 6.73
Prob(Q):                              0.64   Prob(JB):                         0.03
Heteroskedasticity (H):               0.37   Skew:                             1.39
Prob(H) (two-sided):                  0.36   Kurtosis:                         5.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.61654845093898, Current Price: 153.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.072
Date:                           Wed, 09 Oct 2024   AIC                             40.144
Time:                                   14:39:55   BIC                             42.969
Sample:                                        0   HQIC                            39.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0193      0.384      0.050      0.960      -0.733       0.771
ma.L1          1.0000   5152.389      0.000      1.000   -1.01e+04    1.01e+04
ar.S.L7       -0.7201      0.112     -6.457      0.000      -0.939      -0.502
ma.S.L7        0.4407      0.578      0.762      0.446      -0.693       1.574
sigma2         0.4657   2399.455      0.000      1.000   -4702.379    4703.311
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.57   Prob(JB):                         0.60
Heteroskedasticity (H):               3.24   Skew:                            -0.65
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.27133215895108, Current Price: 151.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.750
Date:                           Wed, 09 Oct 2024   AIC                             41.500
Time:                                   14:39:55   BIC                             44.325
Sample:                                        0   HQIC                            40.920
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2168      0.466      0.466      0.641      -0.696       1.129
ma.L1          1.0000   1.43e+04   6.99e-05      1.000    -2.8e+04     2.8e+04
ar.S.L7       -0.5775      0.088     -6.562      0.000      -0.750      -0.405
ma.S.L7        0.1807      0.285      0.634      0.526      -0.378       0.739
sigma2         0.5606   8016.056   6.99e-05      1.000   -1.57e+04    1.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.50   Prob(JB):                         0.66
Heteroskedasticity (H):               8.41   Skew:                            -0.26
Prob(H) (two-sided):                  0.06   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.14565442736887, Current Price: 149.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.711
Date:                           Wed, 09 Oct 2024   AIC                             43.423
Time:                                   14:39:55   BIC                             46.248
Sample:                                        0   HQIC                            42.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3531      0.381      0.928      0.353      -0.393       1.099
ma.L1          1.2678      0.748      1.695      0.090      -0.198       2.734
ar.S.L7       -0.6079      0.084     -7.200      0.000      -0.773      -0.442
ma.S.L7        1.5160      3.782      0.401      0.689      -5.898       8.929
sigma2         0.1581      0.584      0.271      0.787      -0.987       1.303
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.58   Prob(JB):                         0.71
Heteroskedasticity (H):               1.04   Skew:                             0.06
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.34485554005556, Current Price: 149.46
SELL EXECUTED at 149.46
SELL ORDER COMPLETED at 150.83
OPERATION PROFIT, GROSS -5.780000000000001, NET -6.087440000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.794
Date:                           Wed, 09 Oct 2024   AIC                             43.588
Time:                                   14:39:55   BIC                             46.412
Sample:                                        0   HQIC                            43.007
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2200      0.363      0.605      0.545      -0.492       0.932
ma.L1          1.0000   2539.987      0.000      1.000   -4977.284    4979.284
ar.S.L7       -0.6608      0.089     -7.412      0.000      -0.835      -0.486
ma.S.L7        0.2011      0.604      0.333      0.739      -0.983       1.385
sigma2         0.6551   1663.926      0.000      1.000   -3260.580    3261.891
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.42   Prob(JB):                         0.68
Heteroskedasticity (H):               1.00   Skew:                             0.17
Prob(H) (two-sided):                  1.00   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.37917239367306, Current Price: 152.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.645
Date:                           Wed, 09 Oct 2024   AIC                             53.291
Time:                                   14:39:55   BIC                             56.116
Sample:                                        0   HQIC                            52.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1173      1.103      0.106      0.915      -2.045       2.280
ma.L1          1.0000   2.09e+04   4.78e-05      1.000    -4.1e+04     4.1e+04
ar.S.L7       -0.6295      0.149     -4.226      0.000      -0.922      -0.338
ma.S.L7       -1.0001   5163.350     -0.000      1.000   -1.01e+04    1.01e+04
sigma2         0.9177   2.15e+04   4.26e-05      1.000   -4.22e+04    4.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 2.41
Prob(Q):                              0.81   Prob(JB):                         0.30
Heteroskedasticity (H):               5.49   Skew:                             0.88
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.76335807705487, Current Price: 154.55
BUY EXECUTED at 154.55
BUY ORDER COMPLETED at 154.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.623
Date:                           Wed, 09 Oct 2024   AIC                             55.246
Time:                                   14:39:55   BIC                             58.071
Sample:                                        0   HQIC                            54.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2296      0.505     -0.454      0.650      -1.220       0.761
ma.L1          1.0000   2.44e+04    4.1e-05      1.000   -4.78e+04    4.78e+04
ar.S.L7       -0.6146      0.205     -3.002      0.003      -1.016      -0.213
ma.S.L7       -1.0001   7062.807     -0.000      1.000   -1.38e+04    1.38e+04
sigma2         1.0834   3.05e+04   3.55e-05      1.000   -5.98e+04    5.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 5.91
Prob(Q):                              0.62   Prob(JB):                         0.05
Heteroskedasticity (H):               6.12   Skew:                             1.35
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.8875043206981, Current Price: 154.65
SELL EXECUTED at 154.65
SELL ORDER COMPLETED at 153.59
OPERATION PROFIT, GROSS -0.5200000000000102, NET -0.8277000000000103
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.181
Date:                           Wed, 09 Oct 2024   AIC                             54.361
Time:                                   14:39:55   BIC                             57.186
Sample:                                        0   HQIC                            53.781
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2510      1.173      0.214      0.831      -2.048       2.550
ma.L1          0.1339      1.201      0.112      0.911      -2.220       2.488
ar.S.L7       -1.0478      0.406     -2.578      0.010      -1.844      -0.251
ma.S.L7       -1.0004   1745.679     -0.001      1.000   -3422.469    3420.468
sigma2         1.0694   1867.267      0.001      1.000   -3658.706    3660.845
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.98   Prob(JB):                         0.69
Heteroskedasticity (H):               1.86   Skew:                             0.56
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.50658883556736, Current Price: 152.08
BUY EXECUTED at 152.08
BUY ORDER COMPLETED at 151.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.792
Date:                           Wed, 09 Oct 2024   AIC                             55.585
Time:                                   14:39:55   BIC                             58.409
Sample:                                        0   HQIC                            55.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5433      0.893      0.608      0.543      -1.207       2.293
ma.L1         -0.1741      0.872     -0.200      0.842      -1.883       1.535
ar.S.L7       -1.3374      1.022     -1.308      0.191      -3.341       0.666
ma.S.L7       -0.7779      4.360     -0.178      0.858      -9.323       7.767
sigma2         1.3967      5.226      0.267      0.789      -8.846      11.639
===================================================================================
Ljung-Box (L1) (Q):                   1.46   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.23   Prob(JB):                         0.92
Heteroskedasticity (H):               3.02   Skew:                            -0.00
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.89699352336388, Current Price: 151.62
SELL EXECUTED at 151.62
SELL ORDER COMPLETED at 152.71
OPERATION PROFIT, GROSS 1.210000000000008, NET 0.905790000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.064
Date:                           Wed, 09 Oct 2024   AIC                             56.127
Time:                                   14:39:55   BIC                             58.952
Sample:                                        0   HQIC                            55.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3280      1.916      0.171      0.864      -3.427       4.083
ma.L1         -0.1000      2.093     -0.048      0.962      -4.202       4.002
ar.S.L7       -1.2629      0.665     -1.898      0.058      -2.567       0.041
ma.S.L7       -0.6468      1.967     -0.329      0.742      -4.501       3.208
sigma2         1.6650      2.558      0.651      0.515      -3.349       6.679
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.27   Prob(JB):                         0.88
Heteroskedasticity (H):               1.90   Skew:                             0.10
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.2978198542309, Current Price: 151.41
BUY EXECUTED at 151.41
BUY ORDER COMPLETED at 151.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.752
Date:                           Wed, 09 Oct 2024   AIC                             57.504
Time:                                   14:39:56   BIC                             60.329
Sample:                                        0   HQIC                            56.923
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3117      2.064      0.151      0.880      -3.734       4.358
ma.L1         -0.0685      2.129     -0.032      0.974      -4.241       4.104
ar.S.L7       -1.0299      0.538     -1.913      0.056      -2.085       0.025
ma.S.L7       -0.6549      1.905     -0.344      0.731      -4.388       3.078
sigma2         1.8409      2.754      0.668      0.504      -3.557       7.239
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.43   Prob(JB):                         0.59
Heteroskedasticity (H):               1.80   Skew:                             0.69
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.6682633441844, Current Price: 152.68
SELL EXECUTED at 152.68
SELL ORDER COMPLETED at 153.47
OPERATION PROFIT, GROSS 1.5800000000000125, NET 1.2746400000000127
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.179
Date:                           Wed, 09 Oct 2024   AIC                             56.358
Time:                                   14:39:56   BIC                             59.183
Sample:                                        0   HQIC                            55.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1515      3.376      0.045      0.964      -6.464       6.767
ma.L1         -0.0108      3.393     -0.003      0.997      -6.661       6.639
ar.S.L7       -0.8791      0.383     -2.298      0.022      -1.629      -0.129
ma.S.L7       -1.0002   3334.882     -0.000      1.000   -6537.248    6535.248
sigma2         1.2471   4159.631      0.000      1.000   -8151.480    8153.974
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.51   Prob(JB):                         0.69
Heteroskedasticity (H):               1.46   Skew:                             0.53
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.93915495546224, Current Price: 151.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.074
Date:                           Wed, 09 Oct 2024   AIC                             56.148
Time:                                   14:39:56   BIC                             58.973
Sample:                                        0   HQIC                            55.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0830      5.148     -0.016      0.987     -10.173      10.007
ma.L1          0.1867      4.940      0.038      0.970      -9.496       9.869
ar.S.L7       -0.6243      0.653     -0.956      0.339      -1.905       0.656
ma.S.L7       -1.0002   6334.069     -0.000      1.000   -1.24e+04    1.24e+04
sigma2         1.2271   7773.361      0.000      1.000   -1.52e+04    1.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.84   Prob(JB):                         0.80
Heteroskedasticity (H):               0.74   Skew:                             0.42
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.05801872773228, Current Price: 151.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.718
Date:                           Wed, 09 Oct 2024   AIC                             59.436
Time:                                   14:39:56   BIC                             62.261
Sample:                                        0   HQIC                            58.855
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1836      2.098      0.088      0.930      -3.929       4.297
ma.L1          0.1036      1.887      0.055      0.956      -3.595       3.802
ar.S.L7       -0.6466      0.833     -0.776      0.438      -2.279       0.986
ma.S.L7       -0.7398      5.472     -0.135      0.892     -11.465       9.986
sigma2         2.0042      8.427      0.238      0.812     -14.513      18.521
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.87   Prob(JB):                         0.63
Heteroskedasticity (H):               1.54   Skew:                             0.65
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.32530674266812, Current Price: 151.62
BUY EXECUTED at 151.62
BUY ORDER COMPLETED at 155.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.117
Date:                           Wed, 09 Oct 2024   AIC                             60.234
Time:                                   14:39:56   BIC                             63.059
Sample:                                        0   HQIC                            59.654
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1280      3.382      0.038      0.970      -6.501       6.757
ma.L1          0.0500      3.435      0.015      0.988      -6.682       6.782
ar.S.L7       -0.8206      0.447     -1.834      0.067      -1.697       0.056
ma.S.L7       -0.0770      0.801     -0.096      0.923      -1.648       1.494
sigma2         2.7843      2.168      1.284      0.199      -1.464       7.033
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.80   Prob(JB):                         0.69
Heteroskedasticity (H):               0.32   Skew:                             0.53
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.19658039232013, Current Price: 157.5
SELL EXECUTED at 157.5
SELL ORDER COMPLETED at 157.26
OPERATION PROFIT, GROSS 1.8499999999999943, NET 1.5373299999999943
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.058
Date:                           Wed, 09 Oct 2024   AIC                             70.115
Time:                                   14:39:56   BIC                             72.940
Sample:                                        0   HQIC                            69.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3892      2.288      0.170      0.865      -4.095       4.874
ma.L1         -0.1736      2.596     -0.067      0.947      -5.262       4.915
ar.S.L7       -0.9842      0.637     -1.545      0.122      -2.233       0.264
ma.S.L7       -0.5279      2.271     -0.232      0.816      -4.980       3.924
sigma2         5.2562      8.174      0.643      0.520     -10.764      21.276
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 1.62
Prob(Q):                              0.57   Prob(JB):                         0.45
Heteroskedasticity (H):               3.85   Skew:                             0.86
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.52641363000265, Current Price: 157.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.966
Date:                           Wed, 09 Oct 2024   AIC                             69.933
Time:                                   14:39:56   BIC                             72.757
Sample:                                        0   HQIC                            69.352
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3716      1.707      0.218      0.828      -2.974       3.717
ma.L1         -0.1236      2.020     -0.061      0.951      -4.083       3.836
ar.S.L7       -0.9429      0.658     -1.433      0.152      -2.233       0.347
ma.S.L7       -1.4023      7.470     -0.188      0.851     -16.043      13.239
sigma2         2.3361     18.112      0.129      0.897     -33.163      37.836
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 1.85
Prob(Q):                              0.36   Prob(JB):                         0.40
Heteroskedasticity (H):               3.92   Skew:                             0.89
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.38960952256892, Current Price: 157.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.031
Date:                           Wed, 09 Oct 2024   AIC                             70.061
Time:                                   14:39:56   BIC                             72.886
Sample:                                        0   HQIC                            69.480
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4246      1.078      0.394      0.694      -1.689       2.538
ma.L1         -0.1987      1.303     -0.153      0.879      -2.752       2.355
ar.S.L7       -0.9929      0.714     -1.392      0.164      -2.391       0.406
ma.S.L7       -0.3866      1.732     -0.223      0.823      -3.782       3.009
sigma2         5.5700      4.695      1.186      0.236      -3.633      14.773
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 1.92
Prob(Q):                              0.35   Prob(JB):                         0.38
Heteroskedasticity (H):               2.82   Skew:                             0.86
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.8074019878886, Current Price: 157.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.751
Date:                           Wed, 09 Oct 2024   AIC                             65.503
Time:                                   14:39:56   BIC                             68.328
Sample:                                        0   HQIC                            64.922
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9838      0.525      1.874      0.061      -0.045       2.013
ma.L1         -1.0000   7569.890     -0.000      1.000   -1.48e+04    1.48e+04
ar.S.L7       -0.8571      0.800     -1.072      0.284      -2.424       0.710
ma.S.L7       -0.5824      4.042     -0.144      0.885      -8.504       7.339
sigma2         2.9078    2.2e+04      0.000      1.000   -4.31e+04    4.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 6.43
Prob(Q):                              0.56   Prob(JB):                         0.04
Heteroskedasticity (H):               5.06   Skew:                             1.36
Prob(H) (two-sided):                  0.15   Kurtosis:                         5.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.55088065848992, Current Price: 154.5
BUY EXECUTED at 154.5
BUY ORDER COMPLETED at 153.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.288
Date:                           Wed, 09 Oct 2024   AIC                             70.575
Time:                                   14:39:56   BIC                             73.400
Sample:                                        0   HQIC                            69.995
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3106      7.204      0.043      0.966     -13.809      14.431
ma.L1         -0.2205      7.417     -0.030      0.976     -14.758      14.317
ar.S.L7       -0.4225      0.932     -0.453      0.650      -2.249       1.404
ma.S.L7       -0.7297      4.689     -0.156      0.876      -9.919       8.460
sigma2         4.7599     19.287      0.247      0.805     -33.041      42.561
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 7.76
Prob(Q):                              0.72   Prob(JB):                         0.02
Heteroskedasticity (H):               2.88   Skew:                             1.29
Prob(H) (two-sided):                  0.33   Kurtosis:                         5.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.45107614030138, Current Price: 154.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.773
Date:                           Wed, 09 Oct 2024   AIC                             71.545
Time:                                   14:39:56   BIC                             74.370
Sample:                                        0   HQIC                            70.965
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5048      0.896      0.564      0.573      -1.250       2.260
ma.L1         -0.4137      1.293     -0.320      0.749      -2.949       2.121
ar.S.L7       -0.5688      0.646     -0.880      0.379      -1.835       0.698
ma.S.L7       -0.2422      1.660     -0.146      0.884      -3.496       3.012
sigma2         6.4717      4.552      1.422      0.155      -2.451      15.394
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 5.28
Prob(Q):                              0.85   Prob(JB):                         0.07
Heteroskedasticity (H):               2.45   Skew:                             1.07
Prob(H) (two-sided):                  0.41   Kurtosis:                         5.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.58538238889687, Current Price: 155.36
SELL EXECUTED at 155.36
SELL ORDER COMPLETED at 155.49
OPERATION PROFIT, GROSS 2.469999999999999, NET 2.161489999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.671
Date:                           Wed, 09 Oct 2024   AIC                             71.342
Time:                                   14:39:56   BIC                             74.167
Sample:                                        0   HQIC                            70.761
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7694      1.482      0.519      0.604      -2.136       3.675
ma.L1         -1.0000      2e+04  -5.01e-05      1.000   -3.91e+04    3.91e+04
ar.S.L7       -0.5261      0.789     -0.667      0.505      -2.072       1.020
ma.S.L7       -0.3159      1.835     -0.172      0.863      -3.912       3.280
sigma2         5.2357   1.04e+05   5.01e-05      1.000   -2.05e+05    2.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 4.38
Prob(Q):                              0.65   Prob(JB):                         0.11
Heteroskedasticity (H):               2.28   Skew:                             0.95
Prob(H) (two-sided):                  0.44   Kurtosis:                         5.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.75685016170382, Current Price: 156.4594
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.352
Date:                           Wed, 09 Oct 2024   AIC                             70.705
Time:                                   14:39:56   BIC                             73.529
Sample:                                        0   HQIC                            70.124
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7242      1.423      0.509      0.611      -2.065       3.513
ma.L1         -1.0000   1.71e+04  -5.85e-05      1.000   -3.35e+04    3.35e+04
ar.S.L7       -0.4088      0.668     -0.612      0.541      -1.719       0.901
ma.S.L7       -0.2759      1.377     -0.200      0.841      -2.974       2.422
sigma2         5.0564   8.65e+04   5.85e-05      1.000    -1.7e+05     1.7e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 6.44
Prob(Q):                              0.65   Prob(JB):                         0.04
Heteroskedasticity (H):               1.62   Skew:                             1.24
Prob(H) (two-sided):                  0.65   Kurtosis:                         5.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.879040859227, Current Price: 157.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.236
Date:                           Wed, 09 Oct 2024   AIC                             68.473
Time:                                   14:39:56   BIC                             71.297
Sample:                                        0   HQIC                            67.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8018      0.767      1.045      0.296      -0.702       2.306
ma.L1         -1.0001   2806.625     -0.000      1.000   -5501.884    5499.884
ar.S.L7       -0.0002      0.057     -0.003      0.998      -0.112       0.112
ma.S.L7       -1.0001   9027.944     -0.000      1.000   -1.77e+04    1.77e+04
sigma2         3.2945   3.06e+04      0.000      1.000      -6e+04       6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                16.27
Prob(Q):                              0.96   Prob(JB):                         0.00
Heteroskedasticity (H):               0.34   Skew:                             1.90
Prob(H) (two-sided):                  0.33   Kurtosis:                         6.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.1019619227806, Current Price: 157.75
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.359
Date:                           Wed, 09 Oct 2024   AIC                             70.718
Time:                                   14:39:56   BIC                             73.543
Sample:                                        0   HQIC                            70.138
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2791      7.237      0.039      0.969     -13.905      14.464
ma.L1         -6.0807    281.578     -0.022      0.983    -557.963     545.802
ar.S.L7       -0.6085      0.399     -1.526      0.127      -1.390       0.173
ma.S.L7        0.1978      1.013      0.195      0.845      -1.787       2.183
sigma2         0.1664     15.377      0.011      0.991     -29.973      30.306
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                11.11
Prob(Q):                              0.96   Prob(JB):                         0.00
Heteroskedasticity (H):               0.06   Skew:                             1.53
Prob(H) (two-sided):                  0.02   Kurtosis:                         6.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.52550346896862, Current Price: 157.84
BUY EXECUTED at 157.84
BUY ORDER COMPLETED at 157.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.081
Date:                           Wed, 09 Oct 2024   AIC                             68.162
Time:                                   14:39:56   BIC                             70.986
Sample:                                        0   HQIC                            67.581
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7240      0.357      2.030      0.042       0.025       1.423
ma.L1         -1.0000   1.08e+04  -9.23e-05      1.000   -2.12e+04    2.12e+04
ar.S.L7       -0.6940      0.404     -1.717      0.086      -1.486       0.098
ma.S.L7        0.8437      7.138      0.118      0.906     -13.147      14.834
sigma2         3.1703   3.44e+04   9.23e-05      1.000   -6.73e+04    6.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 3.89
Prob(Q):                              0.77   Prob(JB):                         0.14
Heteroskedasticity (H):               0.21   Skew:                             1.10
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.17115193370014, Current Price: 157.93
SELL EXECUTED at 157.93
SELL ORDER COMPLETED at 158.0
OPERATION PROFIT, GROSS 0.539999999999992, NET 0.22453999999999202
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.407
Date:                           Wed, 09 Oct 2024   AIC                             66.814
Time:                                   14:39:56   BIC                             69.639
Sample:                                        0   HQIC                            66.233
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7315      0.580      1.262      0.207      -0.404       1.867
ma.L1         -0.9997    292.384     -0.003      0.997    -574.062     572.063
ar.S.L7     -4.06e-05      0.330     -0.000      1.000      -0.646       0.646
ma.S.L7       -0.9099      4.033     -0.226      0.822      -8.815       6.995
sigma2         3.1628    924.919      0.003      0.997   -1809.646    1815.971
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 8.35
Prob(Q):                              0.90   Prob(JB):                         0.02
Heteroskedasticity (H):               0.05   Skew:                             1.37
Prob(H) (two-sided):                  0.01   Kurtosis:                         5.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.8018693103828, Current Price: 157.16
BUY EXECUTED at 157.16
BUY ORDER COMPLETED at 156.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.627
Date:                           Wed, 09 Oct 2024   AIC                             67.255
Time:                                   14:39:56   BIC                             70.079
Sample:                                        0   HQIC                            66.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6330      0.550      1.151      0.250      -0.445       1.711
ma.L1         -1.0000   4051.686     -0.000      1.000   -7942.159    7940.158
ar.S.L7        0.0001      0.071      0.002      0.999      -0.138       0.139
ma.S.L7       -1.3633      3.824     -0.356      0.721      -8.859       6.132
sigma2         2.0144   8163.503      0.000      1.000    -1.6e+04     1.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.18   Jarque-Bera (JB):                 6.86
Prob(Q):                              0.28   Prob(JB):                         0.03
Heteroskedasticity (H):               0.09   Skew:                             1.35
Prob(H) (two-sided):                  0.04   Kurtosis:                         5.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.88996058206607, Current Price: 155.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.338
Date:                           Wed, 09 Oct 2024   AIC                             48.676
Time:                                   14:39:56   BIC                             51.500
Sample:                                        0   HQIC                            48.095
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2809      4.782      0.059      0.953      -9.092       9.654
ma.L1         -4.3348     91.751     -0.047      0.962    -184.163     175.493
ar.S.L7       -0.0864      0.205     -0.422      0.673      -0.488       0.315
ma.S.L7       -1.0021   1044.238     -0.001      0.999   -2047.672    2045.668
sigma2         0.0367     39.162      0.001      0.999     -76.720      76.793
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.89   Prob(JB):                         0.71
Heteroskedasticity (H):               3.45   Skew:                             0.43
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.3306191265914, Current Price: 152.015
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -41.885
Date:                           Wed, 09 Oct 2024   AIC                             93.770
Time:                                   14:39:56   BIC                             96.595
Sample:                                        0   HQIC                            93.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          5.4205      1.669      3.247      0.001       2.149       8.692
ma.L1         -6.0097      5.029     -1.195      0.232     -15.867       3.847
ar.S.L7       -0.0132      0.019     -0.680      0.496      -0.051       0.025
ma.S.L7       -0.7419      1.223     -0.606      0.544      -3.140       1.656
sigma2         0.9210      1.991      0.463      0.644      -2.981       4.823
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.70   Prob(JB):                         0.64
Heteroskedasticity (H):               1.08   Skew:                            -0.34
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.15901642077883, Current Price: 152.64
SELL EXECUTED at 152.64
SELL ORDER COMPLETED at 152.58
OPERATION PROFIT, GROSS -3.4199999999999875, NET -3.7285799999999876
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.189
Date:                           Wed, 09 Oct 2024   AIC                             64.378
Time:                                   14:39:56   BIC                             67.203
Sample:                                        0   HQIC                            63.797
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2442      3.815      0.064      0.949      -7.232       7.721
ma.L1         -7.0591    182.209     -0.039      0.969    -364.182     350.064
ar.S.L7       -0.0452      0.158     -0.287      0.774      -0.354       0.264
ma.S.L7        1.0111     46.679      0.022      0.983     -90.479      92.501
sigma2         0.0456      3.093      0.015      0.988      -6.017       6.108
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.94   Prob(JB):                         1.00
Heteroskedasticity (H):               4.76   Skew:                             0.05
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.65453611628163, Current Price: 153.76
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.053
Date:                           Wed, 09 Oct 2024   AIC                             64.106
Time:                                   14:39:57   BIC                             66.931
Sample:                                        0   HQIC                            63.526
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2288      3.588      0.064      0.949      -6.804       7.262
ma.L1         -8.2414    235.354     -0.035      0.972    -469.527     453.044
ar.S.L7       -0.0366      0.129     -0.284      0.777      -0.290       0.217
ma.S.L7        1.0127     40.480      0.025      0.980     -78.327      80.352
sigma2         0.0330      2.249      0.015      0.988      -4.374       4.440
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.87   Prob(JB):                         0.98
Heteroskedasticity (H):               0.70   Skew:                            -0.12
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.20728827415775, Current Price: 152.62
BUY EXECUTED at 152.62
BUY ORDER COMPLETED at 153.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -32128.664
Date:                           Wed, 09 Oct 2024   AIC                          64267.328
Time:                                   14:39:57   BIC                          64270.153
Sample:                                        0   HQIC                         64266.747
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          4.8519      0.002   2235.139      0.000       4.848       4.856
ma.L1         -4.8628      0.003  -1917.398      0.000      -4.868      -4.858
ar.S.L7      -61.5000      0.504   -121.921      0.000     -62.489     -60.511
ma.S.L7     3.715e-05      0.000      0.247      0.805      -0.000       0.000
sigma2         7.0970      0.121     58.778      0.000       6.860       7.334
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.60
Prob(Q):                              0.97   Prob(JB):                         0.17
Heteroskedasticity (H):               0.29   Skew:                            -1.05
Prob(H) (two-sided):                  0.25   Kurtosis:                         4.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 27.008702104794338, Current Price: 152.83
SELL EXECUTED at 152.83
SELL ORDER COMPLETED at 151.9
OPERATION PROFIT, GROSS -1.4000000000000057, NET -1.7052000000000058
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.526
Date:                           Wed, 09 Oct 2024   AIC                             65.053
Time:                                   14:39:57   BIC                             67.877
Sample:                                        0   HQIC                            64.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1756      8.882      0.020      0.984     -17.233      17.584
ma.L1         -8.3766    605.155     -0.014      0.989   -1194.458    1177.705
ar.S.L7       -0.0903      0.154     -0.588      0.557      -0.391       0.211
ma.S.L7        1.9168      2.309      0.830      0.407      -2.610       6.443
sigma2         0.0138      1.996      0.007      0.994      -3.898       3.926
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.84   Prob(JB):                         0.99
Heteroskedasticity (H):               0.19   Skew:                            -0.03
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.69824298816727, Current Price: 151.05
BUY EXECUTED at 151.05
BUY ORDER COMPLETED at 155.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.124
Date:                           Wed, 09 Oct 2024   AIC                             62.248
Time:                                   14:39:57   BIC                             65.072
Sample:                                        0   HQIC                            61.667
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2872      4.497      0.064      0.949      -8.526       9.101
ma.L1         -6.4451    178.548     -0.036      0.971    -356.392     343.502
ar.S.L7       -0.1187      0.145     -0.818      0.413      -0.403       0.166
ma.S.L7        0.9971    292.631      0.003      0.997    -572.548     574.542
sigma2         0.0472     15.136      0.003      0.998     -29.619      29.714
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.92   Prob(JB):                         0.89
Heteroskedasticity (H):               0.18   Skew:                            -0.23
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.53692999152247, Current Price: 155.19
SELL EXECUTED at 155.19
SELL ORDER COMPLETED at 154.67
OPERATION PROFIT, GROSS -0.46000000000000796, NET -0.7698000000000079
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.378
Date:                           Wed, 09 Oct 2024   AIC                             66.757
Time:                                   14:39:57   BIC                             69.582
Sample:                                        0   HQIC                            66.176
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2377      1.472     -0.161      0.872      -3.123       2.647
ma.L1          3.5043     18.400      0.190      0.849     -32.558      39.567
ar.S.L7       -0.0003      0.043     -0.006      0.995      -0.084       0.083
ma.S.L7        0.4960      0.740      0.670      0.503      -0.955       1.947
sigma2         0.3384      3.492      0.097      0.923      -6.506       7.183
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 7.96
Prob(Q):                              0.82   Prob(JB):                         0.02
Heteroskedasticity (H):               3.67   Skew:                             1.64
Prob(H) (two-sided):                  0.24   Kurtosis:                         4.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.8424102634535, Current Price: 155.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.657
Date:                           Wed, 09 Oct 2024   AIC                             65.314
Time:                                   14:39:57   BIC                             68.139
Sample:                                        0   HQIC                            64.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0505      0.672      0.075      0.940      -1.266       1.367
ma.L1          1.0000   1.57e+04   6.37e-05      1.000   -3.08e+04    3.08e+04
ar.S.L7        0.4107      0.346      1.186      0.236      -0.268       1.090
ma.S.L7        1.0000   8.27e+04   1.21e-05      1.000   -1.62e+05    1.62e+05
sigma2         2.0970   1.82e+05   1.15e-05      1.000   -3.56e+05    3.56e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.98   Prob(JB):                         0.61
Heteroskedasticity (H):               2.25   Skew:                             0.67
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.54561340968687, Current Price: 157.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.582
Date:                           Wed, 09 Oct 2024   AIC                             67.163
Time:                                   14:39:57   BIC                             69.988
Sample:                                        0   HQIC                            66.583
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3702      2.251      0.165      0.869      -4.041       4.781
ma.L1          0.0462      2.256      0.020      0.984      -4.376       4.469
ar.S.L7        0.3571      0.376      0.951      0.342      -0.379       1.093
ma.S.L7       -1.0000   6.03e+04  -1.66e-05      1.000   -1.18e+05    1.18e+05
sigma2         2.8639   1.73e+05   1.66e-05      1.000   -3.39e+05    3.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.74
Prob(Q):                              0.91   Prob(JB):                         0.42
Heteroskedasticity (H):               2.86   Skew:                             0.88
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.02845857922915, Current Price: 155.68
BUY EXECUTED at 155.68
BUY ORDER COMPLETED at 154.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.097
Date:                           Wed, 09 Oct 2024   AIC                             68.193
Time:                                   14:39:57   BIC                             71.018
Sample:                                        0   HQIC                            67.613
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2013      0.674      0.299      0.765      -1.120       1.523
ma.L1          1.0000   1.35e+04   7.43e-05      1.000   -2.64e+04    2.64e+04
ar.S.L7        0.8528      0.662      1.289      0.197      -0.444       2.149
ma.S.L7       -0.3398      2.421     -0.140      0.888      -5.084       4.405
sigma2         4.4097   5.93e+04   7.43e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.72
Prob(Q):                              0.95   Prob(JB):                         0.16
Heteroskedasticity (H):               2.76   Skew:                             1.09
Prob(H) (two-sided):                  0.35   Kurtosis:                         4.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.52009737609467, Current Price: 153.71
SELL EXECUTED at 153.71
SELL ORDER COMPLETED at 153.61
OPERATION PROFIT, GROSS -0.6199999999999761, NET -0.9278399999999761
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.999
Date:                           Wed, 09 Oct 2024   AIC                             67.998
Time:                                   14:39:57   BIC                             70.823
Sample:                                        0   HQIC                            67.418
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1752      2.503      0.070      0.944      -4.730       5.081
ma.L1          0.1186      2.347      0.051      0.960      -4.482       4.719
ar.S.L7        0.2987      0.388      0.770      0.441      -0.462       1.059
ma.S.L7       -1.0002   1.37e+04  -7.32e-05      1.000   -2.68e+04    2.68e+04
sigma2         3.0539   4.17e+04   7.32e-05      1.000   -8.18e+04    8.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.71   Prob(JB):                         0.40
Heteroskedasticity (H):               1.38   Skew:                             0.86
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.1525905343155, Current Price: 154.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.398
Date:                           Wed, 09 Oct 2024   AIC                             66.795
Time:                                   14:39:57   BIC                             69.620
Sample:                                        0   HQIC                            66.215
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2335      1.862      0.125      0.900      -3.416       3.883
ma.L1          0.3560      1.720      0.207      0.836      -3.014       3.726
ar.S.L7        0.4764      0.442      1.078      0.281      -0.389       1.342
ma.S.L7       -0.7113      4.842     -0.147      0.883     -10.201       8.778
sigma2         3.6092     14.016      0.257      0.797     -23.863      31.081
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 4.49
Prob(Q):                              0.85   Prob(JB):                         0.11
Heteroskedasticity (H):               3.00   Skew:                             1.11
Prob(H) (two-sided):                  0.31   Kurtosis:                         4.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.299492114136, Current Price: 152.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.780
Date:                           Wed, 09 Oct 2024   AIC                             65.559
Time:                                   14:39:57   BIC                             68.384
Sample:                                        0   HQIC                            64.978
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2101      1.540      0.136      0.891      -2.808       3.228
ma.L1          0.3964      1.427      0.278      0.781      -2.400       3.193
ar.S.L7        0.4378      0.385      1.136      0.256      -0.317       1.193
ma.S.L7       -1.0000   3.09e+04  -3.23e-05      1.000   -6.06e+04    6.06e+04
sigma2         2.5314   7.83e+04   3.23e-05      1.000   -1.54e+05    1.54e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 5.27
Prob(Q):                              0.94   Prob(JB):                         0.07
Heteroskedasticity (H):               3.28   Skew:                             1.12
Prob(H) (two-sided):                  0.28   Kurtosis:                         5.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.30175406509073, Current Price: 152.99
BUY EXECUTED at 152.99
BUY ORDER COMPLETED at 151.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.540
Date:                           Wed, 09 Oct 2024   AIC                             57.080
Time:                                   14:39:57   BIC                             59.905
Sample:                                        0   HQIC                            56.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6090      0.831     -0.733      0.463      -2.237       1.019
ma.L1          0.4180      1.120      0.373      0.709      -1.777       2.612
ar.S.L7       -0.3678      1.025     -0.359      0.720      -2.377       1.641
ma.S.L7       -1.0001   1.93e+04  -5.18e-05      1.000   -3.78e+04    3.78e+04
sigma2         1.2690   2.45e+04   5.18e-05      1.000    -4.8e+04     4.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.24   Prob(JB):                         0.91
Heteroskedasticity (H):               1.91   Skew:                             0.21
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.69588228716916, Current Price: 152.59
SELL EXECUTED at 152.59
SELL ORDER COMPLETED at 153.45
OPERATION PROFIT, GROSS 2.1899999999999977, NET 1.8852899999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.466
Date:                           Wed, 09 Oct 2024   AIC                             60.932
Time:                                   14:39:57   BIC                             63.757
Sample:                                        0   HQIC                            60.352
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0600      4.157      0.014      0.988      -8.088       8.208
ma.L1          0.0566      3.966      0.014      0.989      -7.717       7.831
ar.S.L7       -0.1413      1.356     -0.104      0.917      -2.799       2.516
ma.S.L7       -1.0001   2.39e+04  -4.18e-05      1.000   -4.69e+04    4.69e+04
sigma2         1.7741   4.24e+04   4.18e-05      1.000   -8.31e+04    8.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.28   Jarque-Bera (JB):                 2.42
Prob(Q):                              0.26   Prob(JB):                         0.30
Heteroskedasticity (H):               0.45   Skew:                             0.89
Prob(H) (two-sided):                  0.46   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.57622035509726, Current Price: 154.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.967
Date:                           Wed, 09 Oct 2024   AIC                             57.933
Time:                                   14:39:57   BIC                             60.758
Sample:                                        0   HQIC                            57.352
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9079      0.116     -7.833      0.000      -1.135      -0.681
ma.L1          1.0000    2.7e+04   3.71e-05      1.000   -5.29e+04    5.29e+04
ar.S.L7       -0.6660      0.163     -4.097      0.000      -0.985      -0.347
ma.S.L7        1.3594      5.770      0.236      0.814      -9.949      12.668
sigma2         0.7831   2.11e+04   3.71e-05      1.000   -4.14e+04    4.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.72   Prob(JB):                         0.87
Heteroskedasticity (H):               0.33   Skew:                             0.26
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.5089195621237, Current Price: 154.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.139
Date:                           Wed, 09 Oct 2024   AIC                             56.277
Time:                                   14:39:57   BIC                             59.102
Sample:                                        0   HQIC                            55.696
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8600      0.113     -7.594      0.000      -1.082      -0.638
ma.L1          1.0000   4019.448      0.000      1.000   -7876.974    7878.974
ar.S.L7       -0.6957      0.142     -4.894      0.000      -0.974      -0.417
ma.S.L7        1.6867      4.506      0.374      0.708      -7.146      10.519
sigma2         0.4991   2007.004      0.000      1.000   -3933.157    3934.155
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.67   Prob(JB):                         0.93
Heteroskedasticity (H):               0.28   Skew:                            -0.26
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.25661554960348, Current Price: 153.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.758
Date:                           Wed, 09 Oct 2024   AIC                             59.516
Time:                                   14:39:57   BIC                             62.341
Sample:                                        0   HQIC                            58.936
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3768      0.909     -0.414      0.679      -2.159       1.405
ma.L1          0.1648      1.441      0.114      0.909      -2.659       2.989
ar.S.L7       -0.7427      0.152     -4.901      0.000      -1.040      -0.446
ma.S.L7        0.4352      1.092      0.398      0.690      -1.706       2.576
sigma2         2.4367      2.868      0.850      0.395      -3.184       8.057
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.75   Prob(JB):                         0.77
Heteroskedasticity (H):               0.51   Skew:                             0.25
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.2398801654601, Current Price: 153.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.406
Date:                           Wed, 09 Oct 2024   AIC                             56.812
Time:                                   14:39:57   BIC                             59.637
Sample:                                        0   HQIC                            56.232
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5425      0.196      2.770      0.006       0.159       0.926
ma.L1         -1.0000    1.1e+04   -9.1e-05      1.000   -2.15e+04    2.15e+04
ar.S.L7       -0.6551      0.240     -2.729      0.006      -1.126      -0.185
ma.S.L7        0.2162      0.554      0.390      0.696      -0.870       1.303
sigma2         1.8269   2.01e+04    9.1e-05      1.000   -3.94e+04    3.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.44   Prob(JB):                         0.80
Heteroskedasticity (H):               0.14   Skew:                             0.29
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.7857761689521, Current Price: 153.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.382
Date:                           Wed, 09 Oct 2024   AIC                             54.764
Time:                                   14:39:57   BIC                             57.589
Sample:                                        0   HQIC                            54.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4159      4.340      0.096      0.924      -8.090       8.922
ma.L1         -2.4601     27.856     -0.088      0.930     -57.058      52.137
ar.S.L7       -0.6104      0.221     -2.765      0.006      -1.043      -0.178
ma.S.L7        6.6158     29.300      0.226      0.821     -50.810      64.042
sigma2         0.0067      0.170      0.040      0.968      -0.326       0.339
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.69   Prob(JB):                         0.84
Heteroskedasticity (H):               0.53   Skew:                            -0.30
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.15411017302884, Current Price: 153.67
BUY EXECUTED at 153.67
BUY ORDER COMPLETED at 152.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.617
Date:                           Wed, 09 Oct 2024   AIC                             51.233
Time:                                   14:39:57   BIC                             54.058
Sample:                                        0   HQIC                            50.653
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4679      0.169      2.762      0.006       0.136       0.800
ma.L1         -1.0000   2005.983     -0.000      1.000   -3932.655    3930.655
ar.S.L7       -0.1932      0.568     -0.340      0.734      -1.306       0.919
ma.S.L7       -1.0004   2034.490     -0.000      1.000   -3988.527    3986.526
sigma2         0.7183   1681.948      0.000      1.000   -3295.840    3297.276
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.40   Prob(JB):                         0.44
Heteroskedasticity (H):               0.48   Skew:                             0.86
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.50771832411027, Current Price: 153.03
SELL EXECUTED at 153.03
SELL ORDER COMPLETED at 153.63
OPERATION PROFIT, GROSS 1.1299999999999955, NET 0.8238699999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.123
Date:                           Wed, 09 Oct 2024   AIC                             50.246
Time:                                   14:39:57   BIC                             53.070
Sample:                                        0   HQIC                            49.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3481      0.364      0.955      0.339      -0.366       1.062
ma.L1         -1.0000   5143.083     -0.000      1.000   -1.01e+04    1.01e+04
ar.S.L7       -0.3836      0.194     -1.975      0.048      -0.764      -0.003
ma.S.L7       -0.1675      0.564     -0.297      0.766      -1.273       0.938
sigma2         1.1382   5854.117      0.000      1.000   -1.15e+04    1.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.70   Prob(JB):                         0.53
Heteroskedasticity (H):               0.81   Skew:                             0.72
Prob(H) (two-sided):                  0.85   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.08906893929398, Current Price: 153.52
BUY EXECUTED at 153.52
BUY ORDER COMPLETED at 155.33
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.481
Date:                           Wed, 09 Oct 2024   AIC                             48.963
Time:                                   14:39:57   BIC                             51.788
Sample:                                        0   HQIC                            48.382
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3766      1.648     -0.229      0.819      -3.606       2.853
ma.L1          0.1730      1.889      0.092      0.927      -3.530       3.876
ar.S.L7       -0.3457      0.167     -2.066      0.039      -0.674      -0.018
ma.S.L7       -0.4846      0.835     -0.581      0.562      -2.121       1.151
sigma2         1.0563      0.600      1.762      0.078      -0.119       2.231
===================================================================================
Ljung-Box (L1) (Q):                   1.27   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.26   Prob(JB):                         0.85
Heteroskedasticity (H):               1.60   Skew:                             0.34
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.2964644620651, Current Price: 155.67
SELL EXECUTED at 155.67
SELL ORDER COMPLETED at 156.7
OPERATION PROFIT, GROSS 1.3699999999999761, NET 1.057969999999976
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.708
Date:                           Wed, 09 Oct 2024   AIC                             49.417
Time:                                   14:39:58   BIC                             52.241
Sample:                                        0   HQIC                            48.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3800      0.541     -0.703      0.482      -1.440       0.680
ma.L1         -0.1515      0.644     -0.235      0.814      -1.413       1.110
ar.S.L7       -0.3886      0.201     -1.930      0.054      -0.783       0.006
ma.S.L7       -0.7959      3.064     -0.260      0.795      -6.801       5.209
sigma2         0.8912      2.588      0.344      0.731      -4.182       5.964
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.44
Prob(Q):                              0.44   Prob(JB):                         0.49
Heteroskedasticity (H):               3.77   Skew:                             0.78
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.0788745351013, Current Price: 156.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.800
Date:                           Wed, 09 Oct 2024   AIC                             53.601
Time:                                   14:39:58   BIC                             56.426
Sample:                                        0   HQIC                            53.020
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0721      4.355      0.017      0.987      -8.464       8.608
ma.L1         -0.1704      4.525     -0.038      0.970      -9.040       8.699
ar.S.L7       -0.2043      0.143     -1.430      0.153      -0.484       0.076
ma.S.L7        1.0000   3.02e+04   3.31e-05      1.000   -5.92e+04    5.92e+04
sigma2         1.0090   3.05e+04   3.31e-05      1.000   -5.98e+04    5.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.85   Prob(JB):                         0.79
Heteroskedasticity (H):               1.49   Skew:                             0.05
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.8456884371802, Current Price: 157.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.497
Date:                           Wed, 09 Oct 2024   AIC                             54.993
Time:                                   14:39:58   BIC                             57.818
Sample:                                        0   HQIC                            54.413
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2474     12.973      0.019      0.985     -25.179      25.673
ma.L1         -0.1810     12.873     -0.014      0.989     -25.411      25.049
ar.S.L7       -0.1977      0.152     -1.298      0.194      -0.496       0.101
ma.S.L7        0.6498      2.577      0.252      0.801      -4.400       5.700
sigma2         1.5227      3.538      0.430      0.667      -5.412       8.457
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.61   Prob(JB):                         0.72
Heteroskedasticity (H):               1.56   Skew:                            -0.13
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.90298824867054, Current Price: 157.43
BUY EXECUTED at 157.43
BUY ORDER COMPLETED at 157.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.316
Date:                           Wed, 09 Oct 2024   AIC                             52.632
Time:                                   14:39:58   BIC                             55.457
Sample:                                        0   HQIC                            52.051
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1885      3.637      0.052      0.959      -6.939       7.316
ma.L1         -0.1089      3.742     -0.029      0.977      -7.442       7.224
ar.S.L7        0.0124      1.233      0.010      0.992      -2.405       2.429
ma.S.L7        0.2654      1.437      0.185      0.854      -2.552       3.082
sigma2         1.5069      1.193      1.263      0.207      -0.832       3.846
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.36   Prob(JB):                         0.55
Heteroskedasticity (H):               1.41   Skew:                             0.10
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.73031098159947, Current Price: 156.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.162
Date:                           Wed, 09 Oct 2024   AIC                             52.323
Time:                                   14:39:58   BIC                             55.148
Sample:                                        0   HQIC                            51.743
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4431      0.553      0.801      0.423      -0.642       1.528
ma.L1         -0.5924      0.590     -1.004      0.315      -1.749       0.564
ar.S.L7       -0.1766      0.435     -0.406      0.685      -1.028       0.675
ma.S.L7        0.6870      3.910      0.176      0.861      -6.976       8.350
sigma2         1.2062      4.005      0.301      0.763      -6.643       9.055
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.82   Prob(JB):                         0.49
Heteroskedasticity (H):               2.92   Skew:                             0.06
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.7271237449927, Current Price: 155.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.930
Date:                           Wed, 09 Oct 2024   AIC                             51.859
Time:                                   14:39:58   BIC                             54.684
Sample:                                        0   HQIC                            51.279
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6550      0.900      0.727      0.467      -1.110       2.420
ma.L1         -1.3208      1.319     -1.002      0.317      -3.906       1.264
ar.S.L7       -0.0097      0.064     -0.151      0.880      -0.135       0.116
ma.S.L7        1.0001   5175.624      0.000      1.000   -1.01e+04    1.01e+04
sigma2         0.5118   2649.200      0.000      1.000   -5191.824    5192.848
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.79   Prob(JB):                         0.50
Heteroskedasticity (H):               0.79   Skew:                             0.06
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.32139122586477, Current Price: 154.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.985
Date:                           Wed, 09 Oct 2024   AIC                             49.971
Time:                                   14:39:58   BIC                             52.796
Sample:                                        0   HQIC                            49.390
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2935      0.926     -0.317      0.751      -2.108       1.521
ma.L1          0.5875      0.689      0.853      0.394      -0.763       1.938
ar.S.L7        0.4443      1.501      0.296      0.767      -2.497       3.386
ma.S.L7        0.0665      1.283      0.052      0.959      -2.449       2.582
sigma2         1.2640      0.904      1.399      0.162      -0.507       3.035
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.61   Prob(JB):                         0.91
Heteroskedasticity (H):               0.80   Skew:                             0.25
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.12323411956817, Current Price: 155.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.912
Date:                           Wed, 09 Oct 2024   AIC                             47.825
Time:                                   14:39:58   BIC                             50.649
Sample:                                        0   HQIC                            47.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5396      0.224      2.406      0.016       0.100       0.979
ma.L1         -0.2639      0.455     -0.580      0.562      -1.156       0.628
ar.S.L7        0.4695      0.292      1.609      0.108      -0.102       1.041
ma.S.L7       -1.0001   1.24e+04   -8.1e-05      1.000   -2.42e+04    2.42e+04
sigma2         0.6239   7706.498    8.1e-05      1.000   -1.51e+04    1.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.93   Prob(JB):                         0.52
Heteroskedasticity (H):               0.34   Skew:                             0.75
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.3692994704164, Current Price: 156.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.736
Date:                           Wed, 09 Oct 2024   AIC                             45.473
Time:                                   14:39:58   BIC                             48.298
Sample:                                        0   HQIC                            44.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5697      0.522      1.090      0.276      -0.454       1.594
ma.L1         -0.2372      0.600     -0.395      0.692      -1.413       0.938
ar.S.L7        0.4763      0.232      2.050      0.040       0.021       0.932
ma.S.L7       -1.0001   1.64e+04  -6.08e-05      1.000   -3.22e+04    3.22e+04
sigma2         0.5222   8586.155   6.08e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 1.93
Prob(Q):                              0.25   Prob(JB):                         0.38
Heteroskedasticity (H):               0.37   Skew:                             0.94
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.96417316272158, Current Price: 156.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.281
Date:                           Wed, 09 Oct 2024   AIC                             36.562
Time:                                   14:39:58   BIC                             39.387
Sample:                                        0   HQIC                            35.982
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3300      0.597      0.553      0.580      -0.840       1.500
ma.L1          0.2084      0.617      0.338      0.735      -1.000       1.417
ar.S.L7        0.4720      0.138      3.419      0.001       0.201       0.743
ma.S.L7       -1.0000   1.01e+04  -9.87e-05      1.000   -1.99e+04    1.99e+04
sigma2         0.2729   2765.491   9.87e-05      1.000   -5419.990    5420.535
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 2.32
Prob(Q):                              0.74   Prob(JB):                         0.31
Heteroskedasticity (H):               0.72   Skew:                             1.01
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.92957840328958, Current Price: 156.48
SELL EXECUTED at 156.48
SELL ORDER COMPLETED at 156.36
OPERATION PROFIT, GROSS -1.2399999999999807, NET -1.5539599999999807
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.283
Date:                           Wed, 09 Oct 2024   AIC                             40.565
Time:                                   14:39:58   BIC                             43.390
Sample:                                        0   HQIC                            39.985
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2371      0.815      0.291      0.771      -1.361       1.835
ma.L1          0.2060      0.873      0.236      0.813      -1.505       1.917
ar.S.L7        0.4555      0.193      2.356      0.018       0.077       0.835
ma.S.L7       -1.0000   4.09e+04  -2.45e-05      1.000   -8.01e+04    8.01e+04
sigma2         0.3702   1.51e+04   2.45e-05      1.000   -2.97e+04    2.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.42   Prob(JB):                         0.55
Heteroskedasticity (H):               0.19   Skew:                             0.69
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.4694036966573, Current Price: 156.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.317
Date:                           Wed, 09 Oct 2024   AIC                             44.635
Time:                                   14:39:58   BIC                             47.459
Sample:                                        0   HQIC                            44.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2607      1.140      0.229      0.819      -1.974       2.496
ma.L1          0.2722      1.074      0.253      0.800      -1.834       2.378
ar.S.L7        0.3009      0.132      2.284      0.022       0.043       0.559
ma.S.L7       -1.0002   8161.115     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.5062   4131.667      0.000      1.000   -8097.413    8098.425
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.28
Prob(Q):                              1.00   Prob(JB):                         0.87
Heteroskedasticity (H):               0.48   Skew:                             0.22
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.56483941104466, Current Price: 157.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.406
Date:                           Wed, 09 Oct 2024   AIC                             44.813
Time:                                   14:39:58   BIC                             47.638
Sample:                                        0   HQIC                            44.232
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3262      0.853      0.382      0.702      -1.345       1.998
ma.L1          0.2667      0.930      0.287      0.774      -1.555       2.089
ar.S.L7        0.2894      0.132      2.200      0.028       0.032       0.547
ma.S.L7       -1.0001   1.35e+04   -7.4e-05      1.000   -2.65e+04    2.65e+04
sigma2         0.5132   6939.012    7.4e-05      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.57   Prob(JB):                         0.96
Heteroskedasticity (H):               0.36   Skew:                            -0.08
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.36873468309363, Current Price: 155.99
BUY EXECUTED at 155.99
BUY ORDER COMPLETED at 155.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.108
Date:                           Wed, 09 Oct 2024   AIC                             38.216
Time:                                   14:39:58   BIC                             41.041
Sample:                                        0   HQIC                            37.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4083      0.452      0.903      0.367      -0.478       1.295
ma.L1          0.3745      0.343      1.092      0.275      -0.298       1.047
ar.S.L7       -0.0889      0.169     -0.527      0.598      -0.420       0.242
ma.S.L7        0.2159      0.430      0.502      0.616      -0.628       1.059
sigma2         0.5038      0.302      1.667      0.095      -0.088       1.096
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.84   Prob(JB):                         0.75
Heteroskedasticity (H):               2.35   Skew:                             0.07
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.9295550111994, Current Price: 155.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.979
Date:                           Wed, 09 Oct 2024   AIC                             35.958
Time:                                   14:39:58   BIC                             38.783
Sample:                                        0   HQIC                            35.377
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3327      0.461      0.721      0.471      -0.572       1.237
ma.L1          1.0000      2e+04      5e-05      1.000   -3.92e+04    3.92e+04
ar.S.L7        0.0827      0.069      1.204      0.229      -0.052       0.217
ma.S.L7       -1.0001   6507.157     -0.000      1.000   -1.28e+04    1.28e+04
sigma2         0.2403   5684.175   4.23e-05      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.85   Prob(JB):                         0.64
Heteroskedasticity (H):               2.65   Skew:                            -0.50
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.10167660200725, Current Price: 155.63
SELL EXECUTED at 155.63
SELL ORDER COMPLETED at 155.85
OPERATION PROFIT, GROSS 0.789999999999992, NET 0.479089999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.542
Date:                           Wed, 09 Oct 2024   AIC                             41.084
Time:                                   14:39:58   BIC                             43.909
Sample:                                        0   HQIC                            40.503
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0655      0.538      0.122      0.903      -0.989       1.120
ma.L1          1.0000   8068.014      0.000      1.000   -1.58e+04    1.58e+04
ar.S.L7        0.0832      0.144      0.578      0.563      -0.199       0.365
ma.S.L7       -0.6197      1.504     -0.412      0.680      -3.568       2.329
sigma2         0.4922   3971.281      0.000      1.000   -7783.076    7784.060
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.81   Prob(JB):                         0.77
Heteroskedasticity (H):               2.93   Skew:                             0.12
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.8651555394735, Current Price: 156.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.955
Date:                           Wed, 09 Oct 2024   AIC                             39.910
Time:                                   14:39:58   BIC                             42.735
Sample:                                        0   HQIC                            39.330
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0575      0.616      0.093      0.926      -1.149       1.264
ma.L1          1.0000   4.31e+04   2.32e-05      1.000   -8.45e+04    8.45e+04
ar.S.L7        0.0908      0.177      0.514      0.607      -0.256       0.437
ma.S.L7       -0.3378      0.878     -0.385      0.700      -2.059       1.383
sigma2         0.5035   2.17e+04   2.32e-05      1.000   -4.26e+04    4.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.95   Prob(JB):                         0.86
Heteroskedasticity (H):               4.43   Skew:                             0.02
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.56178907104032, Current Price: 156.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.296
Date:                           Wed, 09 Oct 2024   AIC                             40.593
Time:                                   14:39:58   BIC                             43.418
Sample:                                        0   HQIC                            40.012
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0012      0.484     -0.003      0.998      -0.949       0.947
ma.L1          1.0000   8086.091      0.000      1.000   -1.58e+04    1.58e+04
ar.S.L7        0.0829      0.299      0.278      0.781      -0.502       0.668
ma.S.L7       -1.0004   2012.393     -0.000      1.000   -3945.219    3943.218
sigma2         0.3471   3234.851      0.000      1.000   -6339.843    6340.538
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.82   Prob(JB):                         0.71
Heteroskedasticity (H):               2.24   Skew:                            -0.37
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.9003028973499, Current Price: 157.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.336
Date:                           Wed, 09 Oct 2024   AIC                             40.672
Time:                                   14:39:58   BIC                             43.497
Sample:                                        0   HQIC                            40.091
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0107      0.489      0.022      0.983      -0.947       0.969
ma.L1          1.0000    1.4e+04   7.13e-05      1.000   -2.75e+04    2.75e+04
ar.S.L7        0.0744      0.350      0.212      0.832      -0.612       0.761
ma.S.L7       -0.4245      0.784     -0.541      0.588      -1.961       1.112
sigma2         0.5225   7330.070   7.13e-05      1.000   -1.44e+04    1.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.87   Prob(JB):                         0.70
Heteroskedasticity (H):               0.72   Skew:                            -0.32
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.20309209239772, Current Price: 158.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.423
Date:                           Wed, 09 Oct 2024   AIC                             40.845
Time:                                   14:39:58   BIC                             43.670
Sample:                                        0   HQIC                            40.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0915      0.412     -0.222      0.824      -0.899       0.716
ma.L1          1.0000   2.72e+04   3.67e-05      1.000   -5.34e+04    5.34e+04
ar.S.L7       -0.0648      0.506     -0.128      0.898      -1.057       0.927
ma.S.L7        0.3626      0.691      0.525      0.600      -0.991       1.717
sigma2         0.5102   1.39e+04   3.67e-05      1.000   -2.72e+04    2.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.93   Prob(JB):                         0.73
Heteroskedasticity (H):               1.91   Skew:                            -0.54
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.54293262033536, Current Price: 160.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.066
Date:                           Wed, 09 Oct 2024   AIC                             40.133
Time:                                   14:39:58   BIC                             42.957
Sample:                                        0   HQIC                            39.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3409      0.527      0.647      0.518      -0.693       1.374
ma.L1          0.9333      0.432      2.159      0.031       0.086       1.781
ar.S.L7       -0.5254      0.907     -0.579      0.562      -2.303       1.252
ma.S.L7       -1.3023      7.867     -0.166      0.869     -16.721      14.117
sigma2         0.2531      2.027      0.125      0.901      -3.720       4.227
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.74   Prob(JB):                         0.97
Heteroskedasticity (H):               8.25   Skew:                            -0.15
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.68177020488503, Current Price: 161.89
BUY EXECUTED at 161.89
BUY ORDER COMPLETED at 161.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.546
Date:                           Wed, 09 Oct 2024   AIC                             43.092
Time:                                   14:39:58   BIC                             45.917
Sample:                                        0   HQIC                            42.512
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2819      0.296      0.951      0.341      -0.299       0.862
ma.L1          1.0000   1.08e+04   9.28e-05      1.000   -2.11e+04    2.11e+04
ar.S.L7       -0.3734      0.431     -0.867      0.386      -1.217       0.471
ma.S.L7       -0.1424      0.761     -0.187      0.852      -1.633       1.349
sigma2         0.6527   7032.548   9.28e-05      1.000   -1.38e+04    1.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.90   Prob(JB):                         0.75
Heteroskedasticity (H):               2.63   Skew:                            -0.49
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.38180326708806, Current Price: 161.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.137
Date:                           Wed, 09 Oct 2024   AIC                             42.273
Time:                                   14:39:58   BIC                             45.098
Sample:                                        0   HQIC                            41.693
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2926      0.321      0.912      0.362      -0.336       0.921
ma.L1          1.0000   6524.449      0.000      1.000   -1.28e+04    1.28e+04
ar.S.L7       -0.3930      0.324     -1.213      0.225      -1.028       0.242
ma.S.L7       -0.3574      0.749     -0.478      0.633      -1.824       1.110
sigma2         0.5962   3889.539      0.000      1.000   -7622.759    7623.952
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.79   Prob(JB):                         0.93
Heteroskedasticity (H):               1.19   Skew:                            -0.15
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.94886747408066, Current Price: 161.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.421
Date:                           Wed, 09 Oct 2024   AIC                             42.841
Time:                                   14:39:58   BIC                             45.666
Sample:                                        0   HQIC                            42.261
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3066      0.350      0.876      0.381      -0.379       0.992
ma.L1          1.0000   8268.450      0.000      1.000   -1.62e+04    1.62e+04
ar.S.L7       -0.2655      0.457     -0.581      0.561      -1.160       0.629
ma.S.L7       -0.4101      1.036     -0.396      0.692      -2.440       1.620
sigma2         0.6136   5074.272      0.000      1.000   -9944.777    9946.004
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.77   Prob(JB):                         0.81
Heteroskedasticity (H):               0.26   Skew:                             0.19
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.65507139765384, Current Price: 161.64
SELL EXECUTED at 161.64
SELL ORDER COMPLETED at 161.6
OPERATION PROFIT, GROSS -0.27000000000001023, NET -0.5934700000000103
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.769
Date:                           Wed, 09 Oct 2024   AIC                             43.537
Time:                                   14:39:58   BIC                             46.362
Sample:                                        0   HQIC                            42.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2402      0.269      0.893      0.372      -0.287       0.768
ma.L1          1.0000   7301.499      0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.2813      0.391     -0.720      0.471      -1.047       0.484
ma.S.L7       -0.2575      0.754     -0.341      0.733      -1.736       1.221
sigma2         0.6704   4894.880      0.000      1.000   -9593.118    9594.459
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.87   Prob(JB):                         0.75
Heteroskedasticity (H):               0.32   Skew:                             0.06
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.8678243471137, Current Price: 160.59
BUY EXECUTED at 160.59
BUY ORDER COMPLETED at 161.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -10051.995
Date:                           Wed, 09 Oct 2024   AIC                          20113.989
Time:                                   14:39:58   BIC                          20116.814
Sample:                                        0   HQIC                         20113.409
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1469      0.000   -313.026      0.000      -0.148      -0.146
ma.L1          0.9581      0.002    477.264      0.000       0.954       0.962
ar.S.L7      -53.0000      0.836    -63.369      0.000     -54.639     -51.361
ma.S.L7    -3.311e-05      0.001     -0.061      0.951      -0.001       0.001
sigma2         1.1223      0.035     32.117      0.000       1.054       1.191
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.95   Prob(JB):                         0.74
Heteroskedasticity (H):               0.39   Skew:                            -0.44
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 85.45605657370513, Current Price: 160.52
SELL EXECUTED at 160.52
SELL ORDER COMPLETED at 161.14
OPERATION PROFIT, GROSS -0.12000000000000455, NET -0.4424000000000045
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.991
Date:                           Wed, 09 Oct 2024   AIC                             47.983
Time:                                   14:39:58   BIC                             50.808
Sample:                                        0   HQIC                            47.402
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2156      0.609      0.354      0.723      -0.978       1.409
ma.L1          0.5679      0.634      0.896      0.370      -0.675       1.810
ar.S.L7       -0.4411      1.574     -0.280      0.779      -3.526       2.644
ma.S.L7       -0.1879      1.358     -0.138      0.890      -2.849       2.473
sigma2         1.0687      0.794      1.345      0.179      -0.488       2.626
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.62   Prob(JB):                         0.69
Heteroskedasticity (H):               1.34   Skew:                            -0.41
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.74772912503948, Current Price: 164.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.590
Date:                           Wed, 09 Oct 2024   AIC                             49.179
Time:                                   14:39:58   BIC                             52.004
Sample:                                        0   HQIC                            48.598
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0217      0.520     -0.042      0.967      -1.042       0.998
ma.L1          0.9999    236.794      0.004      0.997    -463.108     465.107
ar.S.L7     3.294e-07      0.018   1.87e-05      1.000      -0.034       0.034
ma.S.L7       -0.0363      0.441     -0.082      0.934      -0.900       0.828
sigma2         1.1149    263.918      0.004      0.997    -516.155     518.385
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.81   Prob(JB):                         0.51
Heteroskedasticity (H):               8.94   Skew:                            -0.78
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.97140847181817, Current Price: 164.48
BUY EXECUTED at 164.48
BUY ORDER COMPLETED at 164.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.426
Date:                           Wed, 09 Oct 2024   AIC                             52.852
Time:                                   14:39:58   BIC                             55.677
Sample:                                        0   HQIC                            52.271
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2938      0.628     -0.468      0.640      -1.524       0.937
ma.L1          1.0000   1.41e+04   7.11e-05      1.000   -2.76e+04    2.76e+04
ar.S.L7       -0.0161      3.322     -0.005      0.996      -6.528       6.496
ma.S.L7       -0.2718      3.928     -0.069      0.945      -7.970       7.427
sigma2         1.4046   1.98e+04   7.11e-05      1.000   -3.87e+04    3.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.64   Prob(JB):                         0.86
Heteroskedasticity (H):               6.64   Skew:                            -0.20
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.1194451339016, Current Price: 164.31
SELL EXECUTED at 164.31
SELL ORDER COMPLETED at 165.16
OPERATION PROFIT, GROSS 1.039999999999992, NET 0.710719999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.058
Date:                           Wed, 09 Oct 2024   AIC                             54.117
Time:                                   14:39:58   BIC                             56.942
Sample:                                        0   HQIC                            53.536
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4162      0.450     -0.924      0.355      -1.299       0.467
ma.L1          1.0000   1.21e+04   8.24e-05      1.000   -2.38e+04    2.38e+04
ar.S.L7       -0.1765      0.670     -0.263      0.792      -1.490       1.137
ma.S.L7        0.0030      1.101      0.003      0.998      -2.155       2.161
sigma2         1.5664    1.9e+04   8.24e-05      1.000   -3.72e+04    3.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.79   Prob(JB):                         0.82
Heteroskedasticity (H):               1.00   Skew:                            -0.10
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.92266864847574, Current Price: 164.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.016
Date:                           Wed, 09 Oct 2024   AIC                             54.031
Time:                                   14:39:59   BIC                             56.856
Sample:                                        0   HQIC                            53.451
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4080      0.456     -0.894      0.371      -1.302       0.486
ma.L1          1.0000   7401.990      0.000      1.000   -1.45e+04    1.45e+04
ar.S.L7       -0.1537      0.722     -0.213      0.831      -1.569       1.261
ma.S.L7       -0.0226      1.175     -0.019      0.985      -2.325       2.280
sigma2         1.5604   1.15e+04      0.000      1.000   -2.26e+04    2.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.75   Prob(JB):                         0.80
Heteroskedasticity (H):               1.01   Skew:                            -0.11
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.69175599646212, Current Price: 168.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.586
Date:                           Wed, 09 Oct 2024   AIC                             59.172
Time:                                   14:39:59   BIC                             61.997
Sample:                                        0   HQIC                            58.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0416      0.996      0.042      0.967      -1.910       1.993
ma.L1          2.3857      6.180      0.386      0.699      -9.727      14.499
ar.S.L7       -0.2764      0.728     -0.379      0.704      -1.704       1.151
ma.S.L7        0.3386      1.767      0.192      0.848      -3.124       3.802
sigma2         0.4304      2.598      0.166      0.868      -4.662       5.523
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.91   Prob(JB):                         0.71
Heteroskedasticity (H):               1.88   Skew:                            -0.04
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.58936732363483, Current Price: 167.29
BUY EXECUTED at 167.29
BUY ORDER COMPLETED at 168.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.245
Date:                           Wed, 09 Oct 2024   AIC                             58.489
Time:                                   14:39:59   BIC                             61.314
Sample:                                        0   HQIC                            57.909
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1108      1.131     -0.098      0.922      -2.328       2.106
ma.L1          0.4485      1.166      0.385      0.700      -1.836       2.733
ar.S.L7       -0.3692      0.499     -0.740      0.459      -1.347       0.608
ma.S.L7        0.6113      1.629      0.375      0.707      -2.581       3.804
sigma2         2.0437      2.307      0.886      0.376      -2.478       6.565
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.65   Prob(JB):                         0.69
Heteroskedasticity (H):               1.91   Skew:                             0.35
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.41167125556555, Current Price: 167.9
SELL EXECUTED at 167.9
SELL ORDER COMPLETED at 168.84
OPERATION PROFIT, GROSS 0.6200000000000045, NET 0.2829400000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.346
Date:                           Wed, 09 Oct 2024   AIC                             54.693
Time:                                   14:39:59   BIC                             57.518
Sample:                                        0   HQIC                            54.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5341      2.194     -0.243      0.808      -4.834       3.766
ma.L1          0.5493      2.706      0.203      0.839      -4.754       5.852
ar.S.L7       -0.5861      1.027     -0.570      0.568      -2.600       1.427
ma.S.L7        1.0000   6.19e+04   1.61e-05      1.000   -1.21e+05    1.21e+05
sigma2         1.0510   6.51e+04   1.61e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.12
Prob(Q):                              0.97   Prob(JB):                         0.35
Heteroskedasticity (H):               8.86   Skew:                             0.95
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.66466706255352, Current Price: 167.92
BUY EXECUTED at 167.92
BUY ORDER COMPLETED at 167.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.786
Date:                           Wed, 09 Oct 2024   AIC                             57.573
Time:                                   14:39:59   BIC                             60.397
Sample:                                        0   HQIC                            56.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4949      0.180      2.755      0.006       0.143       0.847
ma.L1         -1.0000   4656.017     -0.000      1.000   -9126.626    9124.626
ar.S.L7       -0.1887      0.774     -0.244      0.807      -1.705       1.327
ma.S.L7       -0.3979      0.873     -0.456      0.649      -2.110       1.314
sigma2         1.8094   8424.874      0.000      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.91   Prob(JB):                         0.54
Heteroskedasticity (H):               3.47   Skew:                             0.74
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.77762055895502, Current Price: 171.31
SELL EXECUTED at 171.31
SELL ORDER COMPLETED at 171.89
OPERATION PROFIT, GROSS 4.019999999999982, NET 3.6802399999999817
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.429
Date:                           Wed, 09 Oct 2024   AIC                             58.857
Time:                                   14:39:59   BIC                             61.682
Sample:                                        0   HQIC                            58.277
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2838      1.028      0.276      0.782      -1.731       2.299
ma.L1         -0.7753      0.870     -0.892      0.373      -2.480       0.929
ar.S.L7       -0.2820      0.405     -0.697      0.486      -1.075       0.511
ma.S.L7       -0.5023      2.099     -0.239      0.811      -4.617       3.612
sigma2         2.1882      1.855      1.180      0.238      -1.447       5.824
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.69
Prob(Q):                              1.00   Prob(JB):                         0.71
Heteroskedasticity (H):               1.03   Skew:                             0.54
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.58911752986324, Current Price: 171.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.043
Date:                           Wed, 09 Oct 2024   AIC                             58.087
Time:                                   14:39:59   BIC                             60.911
Sample:                                        0   HQIC                            57.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3080      1.084      0.284      0.776      -1.816       2.432
ma.L1         -1.4032      1.719     -0.816      0.414      -4.772       1.966
ar.S.L7       -0.2525      0.484     -0.522      0.602      -1.200       0.696
ma.S.L7       -1.0001   8553.973     -0.000      1.000   -1.68e+04    1.68e+04
sigma2         0.7138   6105.193      0.000      1.000    -1.2e+04     1.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.90   Prob(JB):                         0.70
Heteroskedasticity (H):               0.94   Skew:                             0.55
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.4827112719803, Current Price: 170.4
BUY EXECUTED at 170.4
BUY ORDER COMPLETED at 170.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.220
Date:                           Wed, 09 Oct 2024   AIC                             58.439
Time:                                   14:39:59   BIC                             61.264
Sample:                                        0   HQIC                            57.858
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3037      0.798      0.380      0.704      -1.261       1.868
ma.L1         -0.7820      0.707     -1.105      0.269      -2.169       0.605
ar.S.L7       -0.2672      0.531     -0.503      0.615      -1.308       0.773
ma.S.L7       -1.0002   7143.578     -0.000      1.000    -1.4e+04     1.4e+04
sigma2         1.4240   1.02e+04      0.000      1.000   -1.99e+04    1.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.85   Prob(JB):                         0.76
Heteroskedasticity (H):               1.14   Skew:                             0.48
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.99628113218327, Current Price: 171.72
SELL EXECUTED at 171.72
SELL ORDER COMPLETED at 171.88
OPERATION PROFIT, GROSS 1.0699999999999932, NET 0.7273099999999931
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.933
Date:                           Wed, 09 Oct 2024   AIC                             57.866
Time:                                   14:39:59   BIC                             60.690
Sample:                                        0   HQIC                            57.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2565      0.822      0.312      0.755      -1.354       1.867
ma.L1         -0.7036      0.719     -0.978      0.328      -2.114       0.706
ar.S.L7       -0.2316      0.469     -0.494      0.621      -1.150       0.687
ma.S.L7       -0.7494      3.515     -0.213      0.831      -7.638       6.139
sigma2         1.7402      4.985      0.349      0.727      -8.030      11.510
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.50   Prob(JB):                         0.80
Heteroskedasticity (H):               1.13   Skew:                             0.45
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.18915367166173, Current Price: 171.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.991
Date:                           Wed, 09 Oct 2024   AIC                             55.982
Time:                                   14:39:59   BIC                             58.807
Sample:                                        0   HQIC                            55.402
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3629      0.598      0.607      0.544      -0.809       1.535
ma.L1         -1.2786      1.233     -1.037      0.300      -3.696       1.139
ar.S.L7       -0.2060      0.375     -0.549      0.583      -0.941       0.529
ma.S.L7       -1.0001   1.83e+04  -5.45e-05      1.000   -3.59e+04    3.59e+04
sigma2         0.7226   1.32e+04   5.45e-05      1.000    -2.6e+04     2.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               0.58   Skew:                             0.57
Prob(H) (two-sided):                  0.61   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.21982503515474, Current Price: 171.47
BUY EXECUTED at 171.47
BUY ORDER COMPLETED at 172.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.489
Date:                           Wed, 09 Oct 2024   AIC                             52.977
Time:                                   14:39:59   BIC                             55.802
Sample:                                        0   HQIC                            52.397
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5663      0.462      1.225      0.221      -0.340       1.472
ma.L1         -1.0000   1.22e+04  -8.21e-05      1.000   -2.39e+04    2.39e+04
ar.S.L7       -0.7495      0.591     -1.269      0.204      -1.907       0.408
ma.S.L7       -0.1559      0.494     -0.316      0.752      -1.124       0.812
sigma2         1.3355   1.63e+04   8.21e-05      1.000   -3.19e+04    3.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.42   Prob(JB):                         0.49
Heteroskedasticity (H):               0.22   Skew:                             0.78
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.25134241520843, Current Price: 171.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.829
Date:                           Wed, 09 Oct 2024   AIC                             55.658
Time:                                   14:39:59   BIC                             58.483
Sample:                                        0   HQIC                            55.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2888      1.550      0.186      0.852      -2.750       3.327
ma.L1         -0.5448      1.672     -0.326      0.745      -3.822       2.733
ar.S.L7       -0.3718      1.025     -0.363      0.717      -2.381       1.638
ma.S.L7       -0.6691      3.428     -0.195      0.845      -7.389       6.051
sigma2         1.5783      4.649      0.340      0.734      -7.533      10.690
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.89   Prob(JB):                         0.78
Heteroskedasticity (H):               0.49   Skew:                             0.47
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.14797139167098, Current Price: 171.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.895
Date:                           Wed, 09 Oct 2024   AIC                             55.789
Time:                                   14:39:59   BIC                             58.614
Sample:                                        0   HQIC                            55.209
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2816      0.913      0.309      0.758      -1.507       2.070
ma.L1         -1.0000   4141.764     -0.000      1.000   -8118.709    8116.709
ar.S.L7       -1.0940      0.235     -4.646      0.000      -1.555      -0.633
ma.S.L7        1.0002   8927.711      0.000      1.000   -1.75e+04    1.75e+04
sigma2         1.1330   1.02e+04      0.000      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.63   Prob(JB):                         0.88
Heteroskedasticity (H):               1.96   Skew:                             0.19
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.94343939782306, Current Price: 170.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.036
Date:                           Wed, 09 Oct 2024   AIC                             58.071
Time:                                   14:39:59   BIC                             60.896
Sample:                                        0   HQIC                            57.490
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3440      0.538      0.639      0.523      -0.711       1.398
ma.L1         -1.0000   3062.887     -0.000      1.000   -6004.149    6002.149
ar.S.L7       -1.1437      0.207     -5.537      0.000      -1.549      -0.739
ma.S.L7        0.5548      2.305      0.241      0.810      -3.964       5.073
sigma2         1.9252   5898.411      0.000      1.000   -1.16e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.26   Prob(JB):                         0.65
Heteroskedasticity (H):               1.26   Skew:                             0.33
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.0024795158664, Current Price: 169.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.619
Date:                           Wed, 09 Oct 2024   AIC                             55.238
Time:                                   14:39:59   BIC                             58.063
Sample:                                        0   HQIC                            54.658
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3357      3.044      0.110      0.912      -5.630       6.302
ma.L1         -0.4272      3.092     -0.138      0.890      -6.487       5.633
ar.S.L7       -0.8077      0.341     -2.366      0.018      -1.477      -0.138
ma.S.L7        0.1056      0.640      0.165      0.869      -1.149       1.360
sigma2         1.8931      1.168      1.621      0.105      -0.395       4.181
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.65   Prob(JB):                         0.75
Heteroskedasticity (H):               1.15   Skew:                             0.43
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.0942571071921, Current Price: 172.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.884
Date:                           Wed, 09 Oct 2024   AIC                             53.769
Time:                                   14:39:59   BIC                             56.594
Sample:                                        0   HQIC                            53.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0050      1.655      0.003      0.998      -3.239       3.250
ma.L1          0.2420      1.845      0.131      0.896      -3.374       3.858
ar.S.L7       -0.9301      0.369     -2.520      0.012      -1.653      -0.207
ma.S.L7        0.2494      0.772      0.323      0.747      -1.263       1.762
sigma2         1.6549      0.878      1.886      0.059      -0.065       3.375
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.75   Prob(JB):                         0.60
Heteroskedasticity (H):               0.36   Skew:                             0.67
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.48609932127385, Current Price: 171.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.014
Date:                           Wed, 09 Oct 2024   AIC                             54.028
Time:                                   14:39:59   BIC                             56.853
Sample:                                        0   HQIC                            53.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4701      0.614      0.765      0.444      -0.734       1.674
ma.L1         -0.3142      1.073     -0.293      0.770      -2.418       1.789
ar.S.L7       -0.8559      0.348     -2.461      0.014      -1.537      -0.174
ma.S.L7        0.2775      1.185      0.234      0.815      -2.045       2.600
sigma2         1.6616      1.222      1.360      0.174      -0.733       4.056
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.97   Prob(JB):                         0.81
Heteroskedasticity (H):               0.13   Skew:                             0.42
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.2693123792712, Current Price: 172.295
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.922
Date:                           Wed, 09 Oct 2024   AIC                             47.843
Time:                                   14:39:59   BIC                             50.668
Sample:                                        0   HQIC                            47.263
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4898      0.277     -1.770      0.077      -1.032       0.053
ma.L1          1.0000    2.2e+04   4.54e-05      1.000   -4.32e+04    4.32e+04
ar.S.L7       -0.7902      0.282     -2.804      0.005      -1.343      -0.238
ma.S.L7        0.1022      0.911      0.112      0.911      -1.683       1.888
sigma2         0.9061      2e+04   4.54e-05      1.000   -3.91e+04    3.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.40   Prob(JB):                         0.82
Heteroskedasticity (H):               0.24   Skew:                             0.37
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.2069667556202, Current Price: 172.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.227
Date:                           Wed, 09 Oct 2024   AIC                             44.454
Time:                                   14:39:59   BIC                             47.279
Sample:                                        0   HQIC                            43.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4876      0.416      1.172      0.241      -0.328       1.303
ma.L1         -0.0297      0.426     -0.070      0.944      -0.865       0.805
ar.S.L7       -0.5913      0.194     -3.043      0.002      -0.972      -0.210
ma.S.L7       -0.2149      0.421     -0.510      0.610      -1.041       0.611
sigma2         0.7956      0.618      1.287      0.198      -0.416       2.007
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.92   Prob(JB):                         0.69
Heteroskedasticity (H):               0.25   Skew:                             0.23
Prob(H) (two-sided):                  0.21   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.74159583990456, Current Price: 172.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.235
Date:                           Wed, 09 Oct 2024   AIC                             42.469
Time:                                   14:39:59   BIC                             45.294
Sample:                                        0   HQIC                            41.889
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1574      0.561      0.281      0.779      -0.942       1.256
ma.L1          1.0000   3516.688      0.000      1.000   -6891.581    6893.581
ar.S.L7       -0.7550      0.078     -9.720      0.000      -0.907      -0.603
ma.S.L7       -0.1489      0.534     -0.279      0.781      -1.196       0.899
sigma2         0.6246   2196.525      0.000      1.000   -4304.486    4305.735
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.72   Prob(JB):                         0.73
Heteroskedasticity (H):               1.74   Skew:                             0.02
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.97639938195093, Current Price: 173.61
SELL EXECUTED at 173.61
SELL ORDER COMPLETED at 172.87
OPERATION PROFIT, GROSS -0.060000000000002274, NET -0.40580000000000227
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.628
Date:                           Wed, 09 Oct 2024   AIC                             45.256
Time:                                   14:39:59   BIC                             48.081
Sample:                                        0   HQIC                            44.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9219      0.462      1.995      0.046       0.016       1.828
ma.L1         -1.0000   1.23e+04   -8.1e-05      1.000   -2.42e+04    2.42e+04
ar.S.L7       -0.5982      0.106     -5.636      0.000      -0.806      -0.390
ma.S.L7        0.4127      1.039      0.397      0.691      -1.623       2.448
sigma2         0.7183   8863.915    8.1e-05      1.000   -1.74e+04    1.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.23   Prob(JB):                         0.90
Heteroskedasticity (H):               0.64   Skew:                            -0.31
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.11689619771875, Current Price: 172.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.744
Date:                           Wed, 09 Oct 2024   AIC                             41.488
Time:                                   14:39:59   BIC                             44.313
Sample:                                        0   HQIC                            40.908
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2019      0.779      0.259      0.795      -1.325       1.728
ma.L1          0.2940      0.876      0.336      0.737      -1.423       2.011
ar.S.L7       -0.6110      0.101     -6.070      0.000      -0.808      -0.414
ma.S.L7        1.0000   3.42e+04   2.92e-05      1.000   -6.71e+04    6.71e+04
sigma2         0.3974   1.36e+04   2.92e-05      1.000   -2.67e+04    2.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.82   Prob(JB):                         0.79
Heteroskedasticity (H):               0.38   Skew:                            -0.02
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.39786982585372, Current Price: 172.05
BUY EXECUTED at 172.05
BUY ORDER COMPLETED at 171.86
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.710
Date:                           Wed, 09 Oct 2024   AIC                             49.420
Time:                                   14:39:59   BIC                             52.245
Sample:                                        0   HQIC                            48.839
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3530      1.757      0.201      0.841      -3.091       3.797
ma.L1        -14.6007    379.393     -0.038      0.969    -758.196     728.995
ar.S.L7       -0.6360      0.159     -3.995      0.000      -0.948      -0.324
ma.S.L7        0.4858      1.635      0.297      0.766      -2.719       3.691
sigma2         0.0051      0.266      0.019      0.985      -0.516       0.526
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.85   Prob(JB):                         0.75
Heteroskedasticity (H):               1.43   Skew:                            -0.48
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.19232894237953, Current Price: 170.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.365
Date:                           Wed, 09 Oct 2024   AIC                             48.729
Time:                                   14:39:59   BIC                             51.554
Sample:                                        0   HQIC                            48.148
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9078      0.168      5.418      0.000       0.579       1.236
ma.L1         -1.0000   6630.118     -0.000      1.000    -1.3e+04     1.3e+04
ar.S.L7       -0.6649      0.132     -5.041      0.000      -0.923      -0.406
ma.S.L7        1.0001   1.61e+04    6.2e-05      1.000   -3.16e+04    3.16e+04
sigma2         0.6129   1.16e+04   5.28e-05      1.000   -2.28e+04    2.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.65   Prob(JB):                         0.67
Heteroskedasticity (H):               1.26   Skew:                            -0.46
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.002030423668, Current Price: 170.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.578
Date:                           Wed, 09 Oct 2024   AIC                             45.156
Time:                                   14:39:59   BIC                             47.980
Sample:                                        0   HQIC                            44.575
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8572      0.122      7.047      0.000       0.619       1.096
ma.L1         -1.0000   5620.602     -0.000      1.000    -1.1e+04     1.1e+04
ar.S.L7       -0.6955      0.140     -4.955      0.000      -0.971      -0.420
ma.S.L7        0.2616      0.783      0.334      0.738      -1.272       1.795
sigma2         0.7417   4168.314      0.000      1.000   -8169.003    8170.487
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.97   Prob(JB):                         0.56
Heteroskedasticity (H):               3.82   Skew:                            -0.67
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.2008335261004, Current Price: 171.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.150
Date:                           Wed, 09 Oct 2024   AIC                             40.300
Time:                                   14:39:59   BIC                             43.125
Sample:                                        0   HQIC                            39.719
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3451      0.893     -0.387      0.699      -2.095       1.404
ma.L1          1.0000   1.35e+05   7.39e-06      1.000   -2.65e+05    2.65e+05
ar.S.L7       -0.6340      0.122     -5.186      0.000      -0.874      -0.394
ma.S.L7        0.3360      1.057      0.318      0.751      -1.737       2.408
sigma2         0.5009   6.78e+04   7.39e-06      1.000   -1.33e+05    1.33e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.38   Prob(JB):                         0.90
Heteroskedasticity (H):               3.12   Skew:                            -0.10
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.91155711212483, Current Price: 170.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.506
Date:                           Wed, 09 Oct 2024   AIC                             43.012
Time:                                   14:40:00   BIC                             45.837
Sample:                                        0   HQIC                            42.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2280      2.438      0.094      0.925      -4.550       5.006
ma.L1        -11.9039    328.052     -0.036      0.971    -654.873     631.066
ar.S.L7       -0.6513      0.224     -2.904      0.004      -1.091      -0.212
ma.S.L7        0.4655      1.164      0.400      0.689      -1.817       2.748
sigma2         0.0047      0.258      0.018      0.986      -0.500       0.510
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.66
Prob(Q):                              0.99   Prob(JB):                         0.26
Heteroskedasticity (H):               1.45   Skew:                            -0.87
Prob(H) (two-sided):                  0.73   Kurtosis:                         4.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.73111420682073, Current Price: 168.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.022
Date:                           Wed, 09 Oct 2024   AIC                             46.044
Time:                                   14:40:00   BIC                             48.868
Sample:                                        0   HQIC                            45.463
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0373      0.273      3.806      0.000       0.503       1.572
ma.L1         -1.0000    1.6e+04  -6.24e-05      1.000   -3.14e+04    3.14e+04
ar.S.L7       -0.5242      0.252     -2.083      0.037      -1.017      -0.031
ma.S.L7       -1.0017    384.584     -0.003      0.998    -754.772     752.768
sigma2         0.4530   7239.366   6.26e-05      1.000   -1.42e+04    1.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.89
Prob(Q):                              0.94   Prob(JB):                         0.39
Heteroskedasticity (H):               4.19   Skew:                            -0.89
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.43795334112883, Current Price: 169.42
SELL EXECUTED at 169.42
SELL ORDER COMPLETED at 169.21
OPERATION PROFIT, GROSS -2.6500000000000057, NET -2.991070000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.985
Date:                           Wed, 09 Oct 2024   AIC                             51.970
Time:                                   14:40:00   BIC                             54.795
Sample:                                        0   HQIC                            51.389
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0632      0.420      0.150      0.880      -0.760       0.887
ma.L1        -19.7992      0.001  -1.56e+04      0.000     -19.802     -19.797
ar.S.L7       -0.4888      0.448     -1.090      0.276      -1.367       0.390
ma.S.L7       -1.3659      7.525     -0.182      0.856     -16.114      13.382
sigma2         0.0016      0.012      0.126      0.900      -0.023       0.026
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.64   Prob(JB):                         0.96
Heteroskedasticity (H):              11.31   Skew:                             0.18
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.84e+19. Standard errors may be unstable.
Predicted Price: 171.90162798903597, Current Price: 169.54
BUY EXECUTED at 169.54
BUY ORDER COMPLETED at 168.8
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.568
Date:                           Wed, 09 Oct 2024   AIC                             51.136
Time:                                   14:40:00   BIC                             53.960
Sample:                                        0   HQIC                            50.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0557      3.441     -0.016      0.987      -6.800       6.689
ma.L1         -3.8899     50.951     -0.076      0.939    -103.753      95.973
ar.S.L7       -0.7616      0.206     -3.695      0.000      -1.166      -0.358
ma.S.L7        1.7396      7.035      0.247      0.805     -12.049      15.528
sigma2         0.0259      0.786      0.033      0.974      -1.514       1.566
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.37   Prob(JB):                         0.62
Heteroskedasticity (H):               1.52   Skew:                            -0.34
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.42805829307423, Current Price: 168.7891
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.497
Date:                           Wed, 09 Oct 2024   AIC                             50.994
Time:                                   14:40:00   BIC                             53.819
Sample:                                        0   HQIC                            50.413
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0950      3.071     -0.031      0.975      -6.115       5.925
ma.L1         -3.9988     48.652     -0.082      0.934     -99.354      91.356
ar.S.L7       -0.7282      0.209     -3.490      0.000      -1.137      -0.319
ma.S.L7        1.7387      7.680      0.226      0.821     -13.315      16.792
sigma2         0.0243      0.694      0.035      0.972      -1.335       1.384
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.40   Prob(JB):                         0.59
Heteroskedasticity (H):               1.73   Skew:                            -0.38
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.87060741994213, Current Price: 166.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.937
Date:                           Wed, 09 Oct 2024   AIC                             53.873
Time:                                   14:40:00   BIC                             56.698
Sample:                                        0   HQIC                            53.293
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9140      0.421      2.172      0.030       0.089       1.739
ma.L1         -1.0000   3.13e+04   -3.2e-05      1.000   -6.13e+04    6.13e+04
ar.S.L7       -0.6741      0.279     -2.417      0.016      -1.221      -0.128
ma.S.L7        0.4208      1.018      0.413      0.679      -1.574       2.416
sigma2         1.3896   4.35e+04    3.2e-05      1.000   -8.52e+04    8.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.32   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.13   Prob(JB):                         0.84
Heteroskedasticity (H):               1.15   Skew:                             0.05
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.07700323560087, Current Price: 167.58
SELL EXECUTED at 167.58
SELL ORDER COMPLETED at 166.04
OPERATION PROFIT, GROSS -2.7600000000000193, NET -3.094840000000019
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.904
Date:                           Wed, 09 Oct 2024   AIC                             49.808
Time:                                   14:40:00   BIC                             52.633
Sample:                                        0   HQIC                            49.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2882      1.156     -0.249      0.803      -2.554       1.977
ma.L1         -0.1471      1.229     -0.120      0.905      -2.555       2.261
ar.S.L7       -0.8786      0.169     -5.205      0.000      -1.209      -0.548
ma.S.L7        1.0000   2.15e+04   4.64e-05      1.000   -4.22e+04    4.22e+04
sigma2         0.7537   1.62e+04   4.64e-05      1.000   -3.18e+04    3.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.34   Prob(JB):                         0.68
Heteroskedasticity (H):               0.79   Skew:                            -0.19
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.08507663964144, Current Price: 165.4258
BUY EXECUTED at 165.4258
BUY ORDER COMPLETED at 165.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.847
Date:                           Wed, 09 Oct 2024   AIC                             53.695
Time:                                   14:40:00   BIC                             56.519
Sample:                                        0   HQIC                            53.114
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9378      0.230      4.085      0.000       0.488       1.388
ma.L1         -1.0000   9896.703     -0.000      1.000   -1.94e+04    1.94e+04
ar.S.L7       -0.6622      0.303     -2.189      0.029      -1.255      -0.069
ma.S.L7        0.1848      0.719      0.257      0.797      -1.225       1.594
sigma2         1.4448   1.43e+04      0.000      1.000    -2.8e+04     2.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   4.15   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.04   Prob(JB):                         0.84
Heteroskedasticity (H):               1.60   Skew:                             0.21
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.05730334368718, Current Price: 164.8603
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.505
Date:                           Wed, 09 Oct 2024   AIC                             55.011
Time:                                   14:40:00   BIC                             57.835
Sample:                                        0   HQIC                            54.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9598      0.421      2.279      0.023       0.134       1.785
ma.L1         -1.0000    3.3e+04  -3.03e-05      1.000   -6.48e+04    6.48e+04
ar.S.L7       -0.6630      0.532     -1.247      0.212      -1.705       0.379
ma.S.L7        0.2773      1.062      0.261      0.794      -1.804       2.358
sigma2         1.5784   5.22e+04   3.03e-05      1.000   -1.02e+05    1.02e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.90   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.09   Prob(JB):                         0.89
Heteroskedasticity (H):               1.03   Skew:                             0.21
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.8893370780092, Current Price: 166.02
SELL EXECUTED at 166.02
SELL ORDER COMPLETED at 166.23
OPERATION PROFIT, GROSS 0.44999999999998863, NET 0.1179899999999886
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.676
Date:                           Wed, 09 Oct 2024   AIC                             47.352
Time:                                   14:40:00   BIC                             50.177
Sample:                                        0   HQIC                            46.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7956      0.219      3.631      0.000       0.366       1.225
ma.L1         -1.0000   1.02e+04  -9.85e-05      1.000   -1.99e+04    1.99e+04
ar.S.L7       -0.4506      0.319     -1.411      0.158      -1.076       0.175
ma.S.L7        1.0004   3241.810      0.000      1.000   -6352.830    6354.831
sigma2         0.5511   7071.190   7.79e-05      1.000   -1.39e+04    1.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.37   Prob(JB):                         0.70
Heteroskedasticity (H):               2.97   Skew:                            -0.48
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.11755737534753, Current Price: 165.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.922
Date:                           Wed, 09 Oct 2024   AIC                             45.843
Time:                                   14:40:00   BIC                             48.668
Sample:                                        0   HQIC                            45.263
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3171      1.070     -0.296      0.767      -2.414       1.780
ma.L1        -15.6880    186.010     -0.084      0.933    -380.262     348.886
ar.S.L7       -0.5820      0.217     -2.680      0.007      -1.008      -0.156
ma.S.L7        0.9723     27.288      0.036      0.972     -52.512      54.457
sigma2         0.0023      0.087      0.027      0.979      -0.168       0.173
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.32
Prob(Q):                              0.89   Prob(JB):                         0.52
Heteroskedasticity (H):               0.46   Skew:                            -0.66
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.19867638841453, Current Price: 166.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.295
Date:                           Wed, 09 Oct 2024   AIC                             52.591
Time:                                   14:40:00   BIC                             55.416
Sample:                                        0   HQIC                            52.010
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2979      2.026     -0.147      0.883      -4.268       3.672
ma.L1          0.0163      1.780      0.009      0.993      -3.472       3.505
ar.S.L7       -0.3179      0.635     -0.501      0.617      -1.563       0.927
ma.S.L7      -16.7736    258.590     -0.065      0.948    -523.600     490.053
sigma2         0.0055      0.171      0.032      0.974      -0.330       0.341
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.91   Prob(JB):                         0.77
Heteroskedasticity (H):               0.37   Skew:                            -0.44
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.15891755087816, Current Price: 166.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.876
Date:                           Wed, 09 Oct 2024   AIC                             51.752
Time:                                   14:40:00   BIC                             54.577
Sample:                                        0   HQIC                            51.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6192      0.299      2.072      0.038       0.033       1.205
ma.L1         -1.0000   6596.322     -0.000      1.000   -1.29e+04    1.29e+04
ar.S.L7       -0.2774      0.313     -0.886      0.375      -0.891       0.336
ma.S.L7        0.0237      0.767      0.031      0.975      -1.479       1.526
sigma2         1.2474   8228.616      0.000      1.000   -1.61e+04    1.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.87   Prob(JB):                         0.83
Heteroskedasticity (H):               0.38   Skew:                            -0.11
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.14643966514208, Current Price: 162.6
BUY EXECUTED at 162.6
BUY ORDER COMPLETED at 163.12
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.897
Date:                           Wed, 09 Oct 2024   AIC                             63.794
Time:                                   14:40:00   BIC                             66.618
Sample:                                        0   HQIC                            63.213
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6369      3.361     -0.190      0.850      -7.224       5.950
ma.L1          1.6560      9.105      0.182      0.856     -16.190      19.502
ar.S.L7       -0.7737      1.110     -0.697      0.486      -2.949       1.402
ma.S.L7       -0.2928      1.946     -0.150      0.880      -4.106       3.521
sigma2         1.5624     17.845      0.088      0.930     -33.414      36.539
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.41   Prob(JB):                         0.79
Heteroskedasticity (H):               2.05   Skew:                             0.09
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.90192902941416, Current Price: 163.23
SELL EXECUTED at 163.23
SELL ORDER COMPLETED at 163.91
OPERATION PROFIT, GROSS 0.789999999999992, NET 0.462969999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.299
Date:                           Wed, 09 Oct 2024   AIC                             50.599
Time:                                   14:40:01   BIC                             53.424
Sample:                                        0   HQIC                            50.018
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0125      0.751     -0.017      0.987      -1.485       1.460
ma.L1         -1.0000   9027.833     -0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7        0.0039      0.040      0.098      0.922      -0.075       0.083
ma.S.L7       -0.2825      0.559     -0.505      0.613      -1.378       0.813
sigma2         1.1184   1.01e+04      0.000      1.000   -1.98e+04    1.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.85   Prob(JB):                         0.87
Heteroskedasticity (H):               6.68   Skew:                             0.29
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.02861796066367, Current Price: 166.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.863
Date:                           Wed, 09 Oct 2024   AIC                             59.727
Time:                                   14:40:01   BIC                             62.552
Sample:                                        0   HQIC                            59.146
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1486      1.229      0.121      0.904      -2.259       2.556
ma.L1         -1.0000    1.3e+04  -7.72e-05      1.000   -2.54e+04    2.54e+04
ar.S.L7       -0.2360      0.412     -0.573      0.566      -1.043       0.571
ma.S.L7       -1.0003   4259.863     -0.000      1.000   -8350.178    8348.178
sigma2         1.3723    2.2e+04   6.23e-05      1.000   -4.32e+04    4.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.87   Prob(JB):                         0.91
Heteroskedasticity (H):              10.36   Skew:                             0.29
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.1101743241681, Current Price: 166.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.138
Date:                           Wed, 09 Oct 2024   AIC                             60.277
Time:                                   14:40:01   BIC                             63.101
Sample:                                        0   HQIC                            59.696
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5459      0.298     -1.829      0.067      -1.131       0.039
ma.L1          1.0000   7438.473      0.000      1.000   -1.46e+04    1.46e+04
ar.S.L7       -0.6264      0.379     -1.652      0.099      -1.370       0.117
ma.S.L7       -1.0001   7996.761     -0.000      1.000   -1.57e+04    1.57e+04
sigma2         1.4824   1.69e+04   8.77e-05      1.000   -3.31e+04    3.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.89   Prob(JB):                         0.93
Heteroskedasticity (H):               4.16   Skew:                            -0.07
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.8819492014565, Current Price: 167.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.969
Date:                           Wed, 09 Oct 2024   AIC                             61.938
Time:                                   14:40:01   BIC                             64.763
Sample:                                        0   HQIC                            61.357
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5375      0.394     -1.365      0.172      -1.309       0.234
ma.L1          1.0000   1.15e+04   8.66e-05      1.000   -2.26e+04    2.26e+04
ar.S.L7       -0.5621      0.477     -1.179      0.239      -1.497       0.373
ma.S.L7       -0.5463      1.609     -0.339      0.734      -3.701       2.608
sigma2         2.4460   2.82e+04   8.66e-05      1.000   -5.53e+04    5.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.65   Prob(JB):                         0.81
Heteroskedasticity (H):               3.49   Skew:                            -0.31
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.19841833957994, Current Price: 167.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.180
Date:                           Wed, 09 Oct 2024   AIC                             62.360
Time:                                   14:40:01   BIC                             65.185
Sample:                                        0   HQIC                            61.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1857      1.086      0.171      0.864      -1.942       2.314
ma.L1         -0.5156      0.988     -0.522      0.602      -2.453       1.422
ar.S.L7       -0.0438      1.250     -0.035      0.972      -2.494       2.406
ma.S.L7       -0.0296      1.628     -0.018      0.985      -3.219       3.160
sigma2         3.2828      1.651      1.988      0.047       0.046       6.520
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.68   Prob(JB):                         0.79
Heteroskedasticity (H):              10.89   Skew:                            -0.29
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.92132430286887, Current Price: 167.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.149
Date:                           Wed, 09 Oct 2024   AIC                             62.298
Time:                                   14:40:01   BIC                             65.122
Sample:                                        0   HQIC                            61.717
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0474      0.846      0.056      0.955      -1.611       1.706
ma.L1         -0.4553      0.770     -0.592      0.554      -1.964       1.053
ar.S.L7        0.0669      0.980      0.068      0.946      -1.854       1.987
ma.S.L7        0.1085      1.518      0.071      0.943      -2.867       3.084
sigma2         3.2544      1.867      1.743      0.081      -0.405       6.914
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.52   Prob(JB):                         0.82
Heteroskedasticity (H):               2.45   Skew:                            -0.32
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.2697612373124, Current Price: 167.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.302
Date:                           Wed, 09 Oct 2024   AIC                             62.604
Time:                                   14:40:01   BIC                             65.429
Sample:                                        0   HQIC                            62.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3069      2.455      0.125      0.901      -4.505       5.119
ma.L1         -0.4701      2.261     -0.208      0.835      -4.902       3.962
ar.S.L7       -0.4095      1.625     -0.252      0.801      -3.594       2.775
ma.S.L7       -0.3477      2.114     -0.164      0.869      -4.492       3.796
sigma2         3.1811      2.588      1.229      0.219      -1.890       8.253
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 3.61
Prob(Q):                              0.61   Prob(JB):                         0.16
Heteroskedasticity (H):               1.27   Skew:                            -0.67
Prob(H) (two-sided):                  0.82   Kurtosis:                         5.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.7910244555168, Current Price: 167.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.442
Date:                           Wed, 09 Oct 2024   AIC                             62.883
Time:                                   14:40:01   BIC                             65.708
Sample:                                        0   HQIC                            62.302
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1981      2.563      0.077      0.938      -4.825       5.221
ma.L1         -0.3513      2.463     -0.143      0.887      -5.180       4.477
ar.S.L7       -0.3413      0.985     -0.347      0.729      -2.271       1.589
ma.S.L7       -0.4156      1.887     -0.220      0.826      -4.114       3.282
sigma2         3.1734      3.025      1.049      0.294      -2.756       9.103
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 4.51
Prob(Q):                              0.56   Prob(JB):                         0.10
Heteroskedasticity (H):               0.80   Skew:                            -0.73
Prob(H) (two-sided):                  0.84   Kurtosis:                         5.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.1008437932278, Current Price: 166.09
BUY EXECUTED at 166.09
BUY ORDER COMPLETED at 165.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.602
Date:                           Wed, 09 Oct 2024   AIC                             63.203
Time:                                   14:40:01   BIC                             66.028
Sample:                                        0   HQIC                            62.623
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1038      2.080      0.050      0.960      -3.972       4.180
ma.L1         -0.3039      2.085     -0.146      0.884      -4.391       3.783
ar.S.L7       -0.2517      0.946     -0.266      0.790      -2.107       1.603
ma.S.L7       -1.0002   5050.728     -0.000      1.000   -9900.245    9898.245
sigma2         2.1120   1.07e+04      0.000      1.000   -2.09e+04    2.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 2.64
Prob(Q):                              0.56   Prob(JB):                         0.27
Heteroskedasticity (H):               0.22   Skew:                            -0.42
Prob(H) (two-sided):                  0.17   Kurtosis:                         5.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.96966225288972, Current Price: 165.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.101
Date:                           Wed, 09 Oct 2024   AIC                             62.202
Time:                                   14:40:01   BIC                             65.027
Sample:                                        0   HQIC                            61.622
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2511      1.889      0.133      0.894      -3.451       3.953
ma.L1         -0.4568      2.007     -0.228      0.820      -4.391       3.478
ar.S.L7       -0.2599      1.029     -0.253      0.801      -2.276       1.756
ma.S.L7       -1.0000   2.69e+04  -3.71e-05      1.000   -5.28e+04    5.28e+04
sigma2         1.9547   5.26e+04   3.71e-05      1.000   -1.03e+05    1.03e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.72   Prob(JB):                         0.58
Heteroskedasticity (H):               0.30   Skew:                            -0.66
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.21230871886027, Current Price: 167.87
SELL EXECUTED at 167.87
SELL ORDER COMPLETED at 167.75
OPERATION PROFIT, GROSS 2.009999999999991, NET 1.6765099999999908
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.212
Date:                           Wed, 09 Oct 2024   AIC                             62.424
Time:                                   14:40:01   BIC                             65.249
Sample:                                        0   HQIC                            61.843
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1761      1.355      0.130      0.897      -2.480       2.833
ma.L1         -0.4508      1.437     -0.314      0.754      -3.267       2.365
ar.S.L7       -0.1806      1.122     -0.161      0.872      -2.380       2.018
ma.S.L7       -1.0001   1.48e+04  -6.76e-05      1.000    -2.9e+04     2.9e+04
sigma2         1.9878   2.94e+04   6.76e-05      1.000   -5.76e+04    5.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.64   Prob(JB):                         0.62
Heteroskedasticity (H):               0.29   Skew:                            -0.64
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.5259684638553, Current Price: 167.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.533
Date:                           Wed, 09 Oct 2024   AIC                             61.065
Time:                                   14:40:01   BIC                             63.890
Sample:                                        0   HQIC                            60.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0967      1.033      0.094      0.925      -1.927       2.121
ma.L1         -0.4529      1.045     -0.434      0.665      -2.500       1.594
ar.S.L7       -0.1950      0.668     -0.292      0.770      -1.504       1.114
ma.S.L7       -1.0001   1.81e+04  -5.54e-05      1.000   -3.54e+04    3.54e+04
sigma2         1.7908   3.23e+04   5.54e-05      1.000   -6.34e+04    6.34e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.96   Prob(JB):                         0.78
Heteroskedasticity (H):               0.14   Skew:                            -0.38
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.3505631200576, Current Price: 167.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.754
Date:                           Wed, 09 Oct 2024   AIC                             57.508
Time:                                   14:40:01   BIC                             60.332
Sample:                                        0   HQIC                            56.927
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1472      0.992      0.148      0.882      -1.797       2.092
ma.L1         -0.4639      0.817     -0.568      0.570      -2.065       1.137
ar.S.L7       -0.2139      0.995     -0.215      0.830      -2.163       1.736
ma.S.L7       -1.0001   1.49e+04  -6.72e-05      1.000   -2.92e+04    2.92e+04
sigma2         1.3617   2.03e+04   6.72e-05      1.000   -3.97e+04    3.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.81   Prob(JB):                         0.82
Heteroskedasticity (H):               0.28   Skew:                             0.41
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.06473258008444, Current Price: 169.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.097
Date:                           Wed, 09 Oct 2024   AIC                             52.195
Time:                                   14:40:01   BIC                             55.020
Sample:                                        0   HQIC                            51.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4884      0.250     -1.955      0.051      -0.978       0.001
ma.L1          1.0000   2517.045      0.000      1.000   -4932.318    4934.318
ar.S.L7     5.671e-06      0.053      0.000      1.000      -0.103       0.103
ma.S.L7       -1.0019     81.807     -0.012      0.990    -161.340     159.336
sigma2         1.0295   2631.955      0.000      1.000   -5157.508    5159.567
===================================================================================
Ljung-Box (L1) (Q):                   2.79   Jarque-Bera (JB):                 2.30
Prob(Q):                              0.10   Prob(JB):                         0.32
Heteroskedasticity (H):               3.09   Skew:                            -0.92
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.62672483329328, Current Price: 169.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.735
Date:                           Wed, 09 Oct 2024   AIC                             57.470
Time:                                   14:40:01   BIC                             60.295
Sample:                                        0   HQIC                            56.889
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1130      2.502      0.045      0.964      -4.791       5.017
ma.L1         -0.2227      2.372     -0.094      0.925      -4.873       4.427
ar.S.L7       -0.3769      0.375     -1.005      0.315      -1.112       0.358
ma.S.L7       -0.0592      0.521     -0.114      0.909      -1.080       0.961
sigma2         2.2531      1.026      2.196      0.028       0.242       4.264
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.97   Prob(JB):                         0.84
Heteroskedasticity (H):               4.68   Skew:                             0.32
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.0330828331109, Current Price: 168.71
BUY EXECUTED at 168.71
BUY ORDER COMPLETED at 165.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.812
Date:                           Wed, 09 Oct 2024   AIC                             53.624
Time:                                   14:40:01   BIC                             56.449
Sample:                                        0   HQIC                            53.043
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5613      0.193     -2.904      0.004      -0.940      -0.182
ma.L1          1.0000   2.71e+04   3.69e-05      1.000   -5.32e+04    5.32e+04
ar.S.L7       -0.3402      0.325     -1.047      0.295      -0.977       0.297
ma.S.L7        0.2957      0.961      0.308      0.758      -1.587       2.179
sigma2         1.3356   3.62e+04   3.69e-05      1.000    -7.1e+04     7.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.89   Prob(JB):                         0.85
Heteroskedasticity (H):               2.61   Skew:                            -0.34
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.87147610925052, Current Price: 166.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.395
Date:                           Wed, 09 Oct 2024   AIC                             50.791
Time:                                   14:40:01   BIC                             53.615
Sample:                                        0   HQIC                            50.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3844      0.423      0.909      0.363      -0.444       1.213
ma.L1         -1.0000   5965.771     -0.000      1.000   -1.17e+04    1.17e+04
ar.S.L7       -0.2936      0.097     -3.026      0.002      -0.484      -0.103
ma.S.L7        1.0000   4.47e+04   2.24e-05      1.000   -8.76e+04    8.76e+04
sigma2         0.7760   3.23e+04    2.4e-05      1.000   -6.33e+04    6.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.65   Prob(JB):                         0.61
Heteroskedasticity (H):               1.26   Skew:                             0.29
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.68285042449645, Current Price: 167.1817
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.198
Date:                           Wed, 09 Oct 2024   AIC                             54.395
Time:                                   14:40:01   BIC                             57.220
Sample:                                        0   HQIC                            53.815
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3401      2.266     -0.150      0.881      -4.782       4.102
ma.L1          0.5529      1.942      0.285      0.776      -3.254       4.359
ar.S.L7       -0.2986      0.138     -2.161      0.031      -0.570      -0.028
ma.S.L7        1.0000   4.66e+05   2.15e-06      1.000   -9.14e+05    9.14e+05
sigma2         1.0710   4.99e+05   2.15e-06      1.000   -9.78e+05    9.78e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.90   Prob(JB):                         0.93
Heteroskedasticity (H):               0.73   Skew:                            -0.15
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.53992053542666, Current Price: 166.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.581
Date:                           Wed, 09 Oct 2024   AIC                             55.161
Time:                                   14:40:01   BIC                             57.986
Sample:                                        0   HQIC                            54.581
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3508      2.216     -0.158      0.874      -4.693       3.992
ma.L1          1.7473      5.692      0.307      0.759      -9.409      12.904
ar.S.L7       -0.3087      0.137     -2.262      0.024      -0.576      -0.041
ma.S.L7        1.0001   9185.804      0.000      1.000    -1.8e+04     1.8e+04
sigma2         0.3716   3413.842      0.000      1.000   -6690.635    6691.378
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.72   Prob(JB):                         0.91
Heteroskedasticity (H):               0.80   Skew:                            -0.03
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.17728848909795, Current Price: 166.1267
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.786
Date:                           Wed, 09 Oct 2024   AIC                             53.572
Time:                                   14:40:01   BIC                             56.397
Sample:                                        0   HQIC                            52.991
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3792      3.132     -0.121      0.904      -6.518       5.759
ma.L1          0.5871      2.674      0.220      0.826      -4.653       5.827
ar.S.L7       -0.2418      0.154     -1.567      0.117      -0.544       0.061
ma.S.L7        1.0001   8141.216      0.000      1.000    -1.6e+04     1.6e+04
sigma2         1.0036   8170.448      0.000      1.000    -1.6e+04     1.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.63   Prob(JB):                         0.96
Heteroskedasticity (H):               0.78   Skew:                            -0.17
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.98928828513775, Current Price: 164.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.000
Date:                           Wed, 09 Oct 2024   AIC                             60.001
Time:                                   14:40:01   BIC                             62.826
Sample:                                        0   HQIC                            59.420
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1597      1.012     -0.158      0.875      -2.144       1.824
ma.L1          0.5215      0.990      0.527      0.598      -1.419       2.462
ar.S.L7       -0.2755      0.520     -0.530      0.596      -1.294       0.743
ma.S.L7       -0.1809      0.641     -0.282      0.778      -1.437       1.075
sigma2         2.7042      1.491      1.813      0.070      -0.219       5.627
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.79   Prob(JB):                         0.77
Heteroskedasticity (H):               0.90   Skew:                             0.49
Prob(H) (two-sided):                  0.92   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.3625212764182, Current Price: 164.12
SELL EXECUTED at 164.12
SELL ORDER COMPLETED at 163.72
OPERATION PROFIT, GROSS -1.710000000000008, NET -2.0391500000000082
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.541
Date:                           Wed, 09 Oct 2024   AIC                             53.082
Time:                                   14:40:01   BIC                             55.907
Sample:                                        0   HQIC                            52.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1541      2.002      0.077      0.939      -3.770       4.078
ma.L1          0.1368      2.104      0.065      0.948      -3.986       4.260
ar.S.L7       -0.0191      0.453     -0.042      0.966      -0.907       0.869
ma.S.L7       -1.0011    966.327     -0.001      0.999   -1894.966    1892.964
sigma2         0.9697    937.557      0.001      0.999   -1836.608    1838.548
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.84   Prob(JB):                         0.97
Heteroskedasticity (H):               6.59   Skew:                            -0.07
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.53273442089676, Current Price: 164.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.459
Date:                           Wed, 09 Oct 2024   AIC                             52.919
Time:                                   14:40:01   BIC                             55.744
Sample:                                        0   HQIC                            52.338
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2115      1.726      0.122      0.903      -3.172       3.595
ma.L1          7.0048     90.119      0.078      0.938    -169.625     183.634
ar.S.L7       -0.0168      0.935     -0.018      0.986      -1.849       1.816
ma.S.L7       -0.9972    543.284     -0.002      0.999   -1065.814    1063.820
sigma2         0.0198     10.328      0.002      0.998     -20.222      20.261
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.77   Prob(JB):                         0.96
Heteroskedasticity (H):               1.79   Skew:                            -0.14
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.80782692776677, Current Price: 165.165
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.449
Date:                           Wed, 09 Oct 2024   AIC                             52.898
Time:                                   14:40:01   BIC                             55.723
Sample:                                        0   HQIC                            52.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2350      1.957      0.120      0.904      -3.600       4.070
ma.L1          0.0164      1.979      0.008      0.993      -3.862       3.895
ar.S.L7       -0.1768      0.194     -0.911      0.362      -0.557       0.204
ma.S.L7       -1.0000   1.94e+04  -5.16e-05      1.000    -3.8e+04     3.8e+04
sigma2         0.9560   1.85e+04   5.16e-05      1.000   -3.63e+04    3.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.95   Prob(JB):                         0.97
Heteroskedasticity (H):               0.70   Skew:                             0.15
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.86139444272956, Current Price: 165.8
BUY EXECUTED at 165.8
BUY ORDER COMPLETED at 165.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.361
Date:                           Wed, 09 Oct 2024   AIC                             52.722
Time:                                   14:40:01   BIC                             55.547
Sample:                                        0   HQIC                            52.141
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0250      2.175     -0.011      0.991      -4.288       4.238
ma.L1          0.2274      2.324      0.098      0.922      -4.328       4.783
ar.S.L7       -0.2444      0.313     -0.782      0.434      -0.857       0.368
ma.S.L7       -1.0000   2.51e+04  -3.98e-05      1.000   -4.92e+04    4.92e+04
sigma2         0.9430   2.37e+04   3.98e-05      1.000   -4.64e+04    4.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.99   Prob(JB):                         0.64
Heteroskedasticity (H):               0.42   Skew:                             0.63
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.28171413771642, Current Price: 165.65
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.514
Date:                           Wed, 09 Oct 2024   AIC                             53.028
Time:                                   14:40:01   BIC                             55.853
Sample:                                        0   HQIC                            52.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0145      2.739     -0.005      0.996      -5.383       5.354
ma.L1          0.1911      2.838      0.067      0.946      -5.371       5.753
ar.S.L7       -0.2334      0.249     -0.937      0.349      -0.722       0.255
ma.S.L7       -1.0000   1.66e+04  -6.01e-05      1.000   -3.26e+04    3.26e+04
sigma2         0.9653   1.61e+04   6.01e-05      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.70   Prob(JB):                         0.60
Heteroskedasticity (H):               0.36   Skew:                             0.69
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.5810811715577, Current Price: 165.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.389
Date:                           Wed, 09 Oct 2024   AIC                             44.777
Time:                                   14:40:01   BIC                             47.602
Sample:                                        0   HQIC                            44.197
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0948      1.498     -0.063      0.950      -3.030       2.841
ma.L1          0.2450      1.556      0.157      0.875      -2.804       3.294
ar.S.L7       -0.4404      0.283     -1.557      0.119      -0.995       0.114
ma.S.L7       -1.0000   1.45e+04  -6.91e-05      1.000   -2.84e+04    2.83e+04
sigma2         0.5118   7402.865   6.91e-05      1.000   -1.45e+04    1.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.63   Prob(JB):                         0.60
Heteroskedasticity (H):               0.49   Skew:                             0.07
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.28886801402788, Current Price: 164.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.009
Date:                           Wed, 09 Oct 2024   AIC                             48.018
Time:                                   14:40:01   BIC                             50.843
Sample:                                        0   HQIC                            47.437
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0708      1.045     -0.068      0.946      -2.119       1.977
ma.L1          0.3009      1.213      0.248      0.804      -2.077       2.679
ar.S.L7       -0.4127      0.480     -0.859      0.390      -1.354       0.528
ma.S.L7       -1.0001   1.25e+04  -8.02e-05      1.000   -2.44e+04    2.44e+04
sigma2         0.6567   8190.139   8.02e-05      1.000   -1.61e+04    1.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.72   Prob(JB):                         0.65
Heteroskedasticity (H):               1.42   Skew:                            -0.12
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.9876559215238, Current Price: 164.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.884
Date:                           Wed, 09 Oct 2024   AIC                             51.769
Time:                                   14:40:01   BIC                             54.593
Sample:                                        0   HQIC                            51.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0552      2.174      0.025      0.980      -4.206       4.317
ma.L1          0.2805      2.335      0.120      0.904      -4.297       4.858
ar.S.L7       -0.6303      0.639     -0.987      0.324      -1.882       0.621
ma.S.L7        0.0417      0.762      0.055      0.956      -1.451       1.535
sigma2         1.4541      1.545      0.941      0.347      -1.575       4.483
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.39   Prob(JB):                         0.62
Heteroskedasticity (H):               1.60   Skew:                            -0.30
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.05081521749466, Current Price: 164.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.072
Date:                           Wed, 09 Oct 2024   AIC                             42.143
Time:                                   14:40:01   BIC                             44.968
Sample:                                        0   HQIC                            41.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5426      0.142      3.809      0.000       0.263       0.822
ma.L1         -1.0000   1.48e+04  -6.75e-05      1.000    -2.9e+04     2.9e+04
ar.S.L7       -0.6647      0.155     -4.290      0.000      -0.968      -0.361
ma.S.L7        1.0001   2.57e+04   3.89e-05      1.000   -5.04e+04    5.04e+04
sigma2         0.3656   6348.742   5.76e-05      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.98   Prob(JB):                         0.94
Heteroskedasticity (H):               0.28   Skew:                             0.15
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.44272561653912, Current Price: 162.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.799
Date:                           Wed, 09 Oct 2024   AIC                             47.598
Time:                                   14:40:01   BIC                             50.423
Sample:                                        0   HQIC                            47.018
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5246      0.155      3.390      0.001       0.221       0.828
ma.L1         -1.0000   2.14e+04  -4.68e-05      1.000   -4.19e+04    4.19e+04
ar.S.L7       -0.6692      0.158     -4.248      0.000      -0.978      -0.360
ma.S.L7        0.2558      0.862      0.297      0.767      -1.434       1.946
sigma2         0.8937   1.91e+04   4.68e-05      1.000   -3.75e+04    3.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.87   Prob(JB):                         0.82
Heteroskedasticity (H):               1.41   Skew:                            -0.11
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.29406990760853, Current Price: 161.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -551576.353
Date:                           Wed, 09 Oct 2024   AIC                        1103162.705
Time:                                   14:40:02   BIC                        1103165.530
Sample:                                        0   HQIC                       1103162.125
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1913   4.46e-05   4291.263      0.000       0.191       0.191
ma.L1          0.0461   5.39e-05    855.638      0.000       0.046       0.046
ar.S.L7     -310.6062      0.004  -8.53e+04      0.000    -310.613    -310.599
ma.S.L7       -0.0002   1.02e-05    -20.359      0.000      -0.000      -0.000
sigma2         2.1597   7.95e-05   2.72e+04      0.000       2.160       2.160
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.37   Prob(JB):                         0.93
Heteroskedasticity (H):               1.33   Skew:                            -0.22
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -115.67584868062765, Current Price: 159.73
SELL EXECUTED at 159.73
SELL ORDER COMPLETED at 159.82
OPERATION PROFIT, GROSS -5.6299999999999955, NET -5.955269999999995
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.359
Date:                           Wed, 09 Oct 2024   AIC                             46.719
Time:                                   14:40:02   BIC                             49.544
Sample:                                        0   HQIC                            46.138
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4601      0.302     -1.522      0.128      -1.053       0.132
ma.L1          1.0000   7305.696      0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.8349      0.230     -3.631      0.000      -1.286      -0.384
ma.S.L7        1.7484      4.741      0.369      0.712      -7.544      11.041
sigma2         0.2258   1649.430      0.000      1.000   -3232.598    3233.050
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               0.66   Skew:                             0.04
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.3922430151224, Current Price: 160.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.097
Date:                           Wed, 09 Oct 2024   AIC                             46.194
Time:                                   14:40:02   BIC                             49.019
Sample:                                        0   HQIC                            45.613
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2725     31.524      0.009      0.993     -61.514      62.059
ma.L1         -3.8189    464.053     -0.008      0.993    -913.346     905.708
ar.S.L7       -0.7677      0.329     -2.337      0.019      -1.412      -0.124
ma.S.L7        0.9952    386.839      0.003      0.998    -757.196     759.186
sigma2         0.0391     11.404      0.003      0.997     -22.313      22.391
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.80   Prob(JB):                         0.71
Heteroskedasticity (H):               1.31   Skew:                            -0.09
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.61741794796126, Current Price: 160.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.208
Date:                           Wed, 09 Oct 2024   AIC                             46.416
Time:                                   14:40:02   BIC                             49.241
Sample:                                        0   HQIC                            45.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4480      0.149     -3.000      0.003      -0.741      -0.155
ma.L1          1.0000    1.8e+04   5.54e-05      1.000   -3.54e+04    3.54e+04
ar.S.L7       -0.6260      0.187     -3.344      0.001      -0.993      -0.259
ma.S.L7       -0.4472      0.887     -0.504      0.614      -2.185       1.291
sigma2         0.7735    1.4e+04   5.54e-05      1.000   -2.73e+04    2.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.98   Prob(JB):                         0.62
Heteroskedasticity (H):               0.52   Skew:                            -0.27
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.41055806330488, Current Price: 160.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.709
Date:                           Wed, 09 Oct 2024   AIC                             41.418
Time:                                   14:40:02   BIC                             44.243
Sample:                                        0   HQIC                            40.837
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2515      0.517     -0.487      0.627      -1.265       0.762
ma.L1          1.0000   4629.543      0.000      1.000   -9072.738    9074.738
ar.S.L7       -0.6913      0.105     -6.593      0.000      -0.897      -0.486
ma.S.L7       -1.0001   9905.139     -0.000      1.000   -1.94e+04    1.94e+04
sigma2         0.3745   4368.602   8.57e-05      1.000   -8561.928    8562.677
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.43   Prob(JB):                         0.50
Heteroskedasticity (H):               0.27   Skew:                            -0.12
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.50492769508355, Current Price: 161.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.895
Date:                           Wed, 09 Oct 2024   AIC                             41.790
Time:                                   14:40:02   BIC                             44.615
Sample:                                        0   HQIC                            41.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3628      0.835     -0.434      0.664      -2.000       1.275
ma.L1          0.6161      0.789      0.781      0.435      -0.930       2.162
ar.S.L7       -0.3764      0.248     -1.517      0.129      -0.863       0.110
ma.S.L7       -1.2198      3.571     -0.342      0.733      -8.218       5.779
sigma2         0.3240      1.163      0.279      0.781      -1.956       2.604
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.72   Prob(JB):                         0.48
Heteroskedasticity (H):               0.97   Skew:                            -0.05
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.69027529428004, Current Price: 160.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.474
Date:                           Wed, 09 Oct 2024   AIC                             38.949
Time:                                   14:40:02   BIC                             41.773
Sample:                                        0   HQIC                            38.368
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2447      1.270     -0.193      0.847      -2.735       2.245
ma.L1          0.5126      1.148      0.446      0.655      -1.738       2.763
ar.S.L7       -0.4042      0.270     -1.497      0.134      -0.933       0.125
ma.S.L7       -1.0001   8140.804     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.3271   2662.825      0.000      1.000   -5218.714    5219.369
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.34   Prob(JB):                         0.59
Heteroskedasticity (H):               0.67   Skew:                            -0.09
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.36693380150368, Current Price: 162.0204
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.172
Date:                           Wed, 09 Oct 2024   AIC                             40.344
Time:                                   14:40:02   BIC                             43.169
Sample:                                        0   HQIC                            39.764
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3956      0.249     -1.587      0.113      -0.884       0.093
ma.L1          1.0000    2.6e+04   3.85e-05      1.000   -5.09e+04    5.09e+04
ar.S.L7       -0.5852      0.180     -3.244      0.001      -0.939      -0.232
ma.S.L7       -1.0001   4267.132     -0.000      1.000   -8364.425    8362.425
sigma2         0.3352   9313.630    3.6e-05      1.000   -1.83e+04    1.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.85   Prob(JB):                         0.64
Heteroskedasticity (H):               0.67   Skew:                            -0.16
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.34617620617732, Current Price: 163.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.163
Date:                           Wed, 09 Oct 2024   AIC                             40.326
Time:                                   14:40:02   BIC                             43.151
Sample:                                        0   HQIC                            39.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2731      0.405     -0.675      0.500      -1.066       0.520
ma.L1          1.0000   5918.455      0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.6147      0.085     -7.224      0.000      -0.781      -0.448
ma.S.L7       -1.0000   3.03e+04   -3.3e-05      1.000   -5.94e+04    5.94e+04
sigma2         0.3448   1.16e+04   2.98e-05      1.000   -2.27e+04    2.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.76   Prob(JB):                         0.73
Heteroskedasticity (H):               0.60   Skew:                            -0.22
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.32853381679925, Current Price: 161.2
BUY EXECUTED at 161.2
BUY ORDER COMPLETED at 159.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.061
Date:                           Wed, 09 Oct 2024   AIC                             40.122
Time:                                   14:40:02   BIC                             42.946
Sample:                                        0   HQIC                            39.541
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3788      0.043      8.873      0.000       0.295       0.462
ma.L1         -1.0000   5215.759     -0.000      1.000   -1.02e+04    1.02e+04
ar.S.L7       -1.1038      0.239     -4.614      0.000      -1.573      -0.635
ma.S.L7       -1.0000   1.78e+04  -5.62e-05      1.000   -3.49e+04    3.49e+04
sigma2         0.2972   6066.124    4.9e-05      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.63   Prob(JB):                         0.52
Heteroskedasticity (H):               1.88   Skew:                            -0.15
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.8290321829659, Current Price: 160.44
SELL EXECUTED at 160.44
SELL ORDER COMPLETED at 159.36
OPERATION PROFIT, GROSS -0.1599999999999966, NET -0.47887999999999664
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.105
Date:                           Wed, 09 Oct 2024   AIC                             38.210
Time:                                   14:40:02   BIC                             41.035
Sample:                                        0   HQIC                            37.629
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2618      0.484      0.541      0.589      -0.687       1.211
ma.L1         -1.0000   4521.187     -0.000      1.000   -8862.363    8860.363
ar.S.L7       -1.1558      0.221     -5.238      0.000      -1.588      -0.723
ma.S.L7       -1.0000   9326.169     -0.000      1.000   -1.83e+04    1.83e+04
sigma2         0.2637   2689.816    9.8e-05      1.000   -5271.678    5272.206
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.56   Prob(JB):                         0.56
Heteroskedasticity (H):               1.05   Skew:                            -0.25
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.69021807639487, Current Price: 159.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.643
Date:                           Wed, 09 Oct 2024   AIC                             45.287
Time:                                   14:40:02   BIC                             48.111
Sample:                                        0   HQIC                            44.706
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2747      0.421      0.653      0.514      -0.550       1.099
ma.L1         -1.0001    745.159     -0.001      0.999   -1461.484    1459.484
ar.S.L7       -1.0136      0.257     -3.940      0.000      -1.518      -0.509
ma.S.L7       -1.0003   2562.988     -0.000      1.000   -5024.365    5022.365
sigma2         0.4539   1268.632      0.000      1.000   -2486.019    2486.927
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.88   Prob(JB):                         0.61
Heteroskedasticity (H):               2.47   Skew:                            -0.12
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.29445343642374, Current Price: 160.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.166
Date:                           Wed, 09 Oct 2024   AIC                             46.332
Time:                                   14:40:02   BIC                             49.156
Sample:                                        0   HQIC                            45.751
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2891      0.525      0.550      0.582      -0.740       1.319
ma.L1         -0.8669      0.658     -1.317      0.188      -2.156       0.423
ar.S.L7       -1.0815      0.314     -3.448      0.001      -1.696      -0.467
ma.S.L7       -0.2448      0.612     -0.400      0.689      -1.444       0.954
sigma2         0.8950      0.804      1.113      0.266      -0.681       2.471
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.94   Prob(JB):                         0.60
Heteroskedasticity (H):               0.64   Skew:                            -0.09
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.02908213914648, Current Price: 160.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.486
Date:                           Wed, 09 Oct 2024   AIC                             48.972
Time:                                   14:40:02   BIC                             51.797
Sample:                                        0   HQIC                            48.391
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3195      0.824      0.388      0.698      -1.296       1.935
ma.L1         -0.5933      0.807     -0.736      0.462      -2.174       0.988
ar.S.L7       -0.7401      0.310     -2.386      0.017      -1.348      -0.132
ma.S.L7       -1.0001   1.14e+04  -8.78e-05      1.000   -2.23e+04    2.23e+04
sigma2         0.7044   8021.565   8.78e-05      1.000   -1.57e+04    1.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.41   Prob(JB):                         0.57
Heteroskedasticity (H):               0.83   Skew:                            -0.55
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.7514469335885, Current Price: 161.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.723
Date:                           Wed, 09 Oct 2024   AIC                             51.445
Time:                                   14:40:02   BIC                             54.270
Sample:                                        0   HQIC                            50.865
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0668     21.045     -0.003      0.997     -41.314      41.180
ma.L1          0.0871     21.076      0.004      0.997     -41.221      41.396
ar.S.L7       -0.5606      0.992     -0.565      0.572      -2.505       1.384
ma.S.L7       -0.4596      2.276     -0.202      0.840      -4.920       4.001
sigma2         1.2923      1.874      0.690      0.490      -2.380       4.965
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 3.00
Prob(Q):                              0.52   Prob(JB):                         0.22
Heteroskedasticity (H):               1.74   Skew:                            -1.10
Prob(H) (two-sided):                  0.61   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.69677630422768, Current Price: 161.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.849
Date:                           Wed, 09 Oct 2024   AIC                             51.698
Time:                                   14:40:02   BIC                             54.523
Sample:                                        0   HQIC                            51.117
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0280      3.398     -0.008      0.993      -6.688       6.632
ma.L1          0.1489      3.408      0.044      0.965      -6.530       6.828
ar.S.L7       -0.5578      0.942     -0.592      0.554      -2.403       1.288
ma.S.L7       -0.3114      1.806     -0.172      0.863      -3.851       3.228
sigma2         1.3902      1.399      0.993      0.321      -1.353       4.133
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 3.10
Prob(Q):                              0.37   Prob(JB):                         0.21
Heteroskedasticity (H):               1.49   Skew:                            -1.13
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.1932634476311, Current Price: 161.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.014
Date:                           Wed, 09 Oct 2024   AIC                             50.027
Time:                                   14:40:02   BIC                             52.852
Sample:                                        0   HQIC                            49.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0382      9.897      0.004      0.997     -19.360      19.437
ma.L1          0.0165      9.916      0.002      0.999     -19.419      19.452
ar.S.L7       -0.6828      0.297     -2.299      0.021      -1.265      -0.101
ma.S.L7       -0.1209      0.771     -0.157      0.875      -1.633       1.391
sigma2         1.2655      0.919      1.376      0.169      -0.537       3.068
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.56   Prob(JB):                         0.38
Heteroskedasticity (H):               2.94   Skew:                            -0.90
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.4804117211924, Current Price: 162.558
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.400
Date:                           Wed, 09 Oct 2024   AIC                             50.800
Time:                                   14:40:02   BIC                             53.625
Sample:                                        0   HQIC                            50.220
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0071      7.176     -0.001      0.999     -14.071      14.057
ma.L1          0.0795      7.217      0.011      0.991     -14.065      14.224
ar.S.L7       -0.7404      0.258     -2.869      0.004      -1.246      -0.235
ma.S.L7        0.0012      0.640      0.002      0.999      -1.253       1.255
sigma2         1.3507      1.056      1.279      0.201      -0.718       3.420
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 2.21
Prob(Q):                              0.66   Prob(JB):                         0.33
Heteroskedasticity (H):               0.64   Skew:                            -0.98
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.4824712290925, Current Price: 162.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.383
Date:                           Wed, 09 Oct 2024   AIC                             50.767
Time:                                   14:40:02   BIC                             53.591
Sample:                                        0   HQIC                            50.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1760      8.000      0.022      0.982     -15.503      15.855
ma.L1         -0.0855      8.042     -0.011      0.992     -15.848      15.677
ar.S.L7       -0.7199      0.313     -2.302      0.021      -1.333      -0.107
ma.S.L7       -0.1178      0.873     -0.135      0.893      -1.830       1.594
sigma2         1.3399      1.148      1.168      0.243      -0.909       3.589
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 2.63
Prob(Q):                              0.56   Prob(JB):                         0.27
Heteroskedasticity (H):               0.11   Skew:                            -1.04
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.16847393436382, Current Price: 163.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.275
Date:                           Wed, 09 Oct 2024   AIC                             50.551
Time:                                   14:40:02   BIC                             53.376
Sample:                                        0   HQIC                            49.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3534      7.160      0.049      0.961     -13.680      14.387
ma.L1         -0.2605      7.119     -0.037      0.971     -14.214      13.693
ar.S.L7       -0.8123      0.273     -2.976      0.003      -1.347      -0.277
ma.S.L7        0.0529      0.646      0.082      0.935      -1.214       1.320
sigma2         1.3236      1.094      1.210      0.226      -0.821       3.468
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 3.61
Prob(Q):                              0.70   Prob(JB):                         0.16
Heteroskedasticity (H):               0.09   Skew:                            -1.14
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.96339229418953, Current Price: 163.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.545
Date:                           Wed, 09 Oct 2024   AIC                             49.090
Time:                                   14:40:02   BIC                             51.914
Sample:                                        0   HQIC                            48.509
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5148      1.132      0.455      0.649      -1.704       2.734
ma.L1         -0.2357      0.967     -0.244      0.807      -2.131       1.660
ar.S.L7       -1.0467      0.270     -3.870      0.000      -1.577      -0.517
ma.S.L7        0.7622      2.235      0.341      0.733      -3.619       5.144
sigma2         0.8554      1.798      0.476      0.634      -2.668       4.379
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.32   Prob(JB):                         0.87
Heteroskedasticity (H):               0.11   Skew:                            -0.33
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.96301096998477, Current Price: 163.67
BUY EXECUTED at 163.67
BUY ORDER COMPLETED at 163.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -47168.785
Date:                           Wed, 09 Oct 2024   AIC                          94347.569
Time:                                   14:40:02   BIC                          94350.394
Sample:                                        0   HQIC                         94346.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5491      0.000   2697.793      0.000       0.549       0.549
ma.L1         -0.5039      0.000  -2316.955      0.000      -0.504      -0.503
ar.S.L7      -94.7795      0.375   -252.837      0.000     -95.514     -94.045
ma.S.L7       -0.0270      0.000   -218.180      0.000      -0.027      -0.027
sigma2         2.8304      0.022    127.458      0.000       2.787       2.874
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.61   Prob(JB):                         0.77
Heteroskedasticity (H):               0.50   Skew:                            -0.49
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 352.51165210654295, Current Price: 163.21
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.512
Date:                           Wed, 09 Oct 2024   AIC                             35.024
Time:                                   14:40:02   BIC                             37.849
Sample:                                        0   HQIC                            34.443
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7032      0.442      1.590      0.112      -0.164       1.570
ma.L1         -0.4832      0.434     -1.114      0.265      -1.333       0.367
ar.S.L7       -0.3107      0.205     -1.517      0.129      -0.712       0.091
ma.S.L7       -1.0001   1.55e+04  -6.44e-05      1.000   -3.04e+04    3.04e+04
sigma2         0.2336   3626.758   6.44e-05      1.000   -7108.082    7108.549
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.74   Prob(JB):                         0.66
Heteroskedasticity (H):               0.35   Skew:                             0.25
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.7198315794527, Current Price: 161.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.088
Date:                           Wed, 09 Oct 2024   AIC                             38.177
Time:                                   14:40:02   BIC                             41.002
Sample:                                        0   HQIC                            37.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6458      0.465      1.389      0.165      -0.265       1.557
ma.L1         -0.0405      0.296     -0.137      0.891      -0.621       0.540
ar.S.L7       -0.7165      0.228     -3.146      0.002      -1.163      -0.270
ma.S.L7        0.2982      0.738      0.404      0.686      -1.148       1.744
sigma2         0.4898      0.286      1.715      0.086      -0.070       1.049
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.47   Prob(JB):                         0.71
Heteroskedasticity (H):               0.32   Skew:                             0.51
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.88979980330006, Current Price: 160.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.960
Date:                           Wed, 09 Oct 2024   AIC                             33.919
Time:                                   14:40:03   BIC                             36.744
Sample:                                        0   HQIC                            33.339
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2224      0.373      0.595      0.552      -0.510       0.954
ma.L1          1.0000   3082.288      0.000      1.000   -6040.173    6042.173
ar.S.L7       -0.7843      0.119     -6.615      0.000      -1.017      -0.552
ma.S.L7        0.0630      0.473      0.133      0.894      -0.864       0.990
sigma2         0.3192    984.130      0.000      1.000   -1928.540    1929.178
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.54   Prob(JB):                         0.77
Heteroskedasticity (H):               0.35   Skew:                             0.48
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.4451458916767, Current Price: 160.29
SELL EXECUTED at 160.29
SELL ORDER COMPLETED at 161.01
OPERATION PROFIT, GROSS -2.9099999999999966, NET -3.2349299999999968
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.441
Date:                           Wed, 09 Oct 2024   AIC                             26.882
Time:                                   14:40:03   BIC                             29.707
Sample:                                        0   HQIC                            26.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3272      0.529      0.619      0.536      -0.709       1.363
ma.L1          1.0000   3273.270      0.000      1.000   -6414.492    6416.492
ar.S.L7       -0.7424      0.059    -12.610      0.000      -0.858      -0.627
ma.S.L7       -0.2224      0.605     -0.368      0.713      -1.408       0.963
sigma2         0.1866    610.855      0.000      1.000   -1197.068    1197.441
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.47   Prob(JB):                         0.81
Heteroskedasticity (H):               0.39   Skew:                            -0.44
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.9645572342652, Current Price: 160.99
BUY EXECUTED at 160.99
BUY ORDER COMPLETED at 162.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.018
Date:                           Wed, 09 Oct 2024   AIC                             26.036
Time:                                   14:40:03   BIC                             28.860
Sample:                                        0   HQIC                            25.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0309      0.487      0.063      0.949      -0.924       0.986
ma.L1          0.9999    896.820      0.001      0.999   -1756.734    1758.734
ar.S.L7       -0.7188      0.037    -19.604      0.000      -0.791      -0.647
ma.S.L7       -0.5694      0.664     -0.858      0.391      -1.871       0.732
sigma2         0.1593    142.800      0.001      0.999    -279.724     280.042
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.55   Prob(JB):                         0.62
Heteroskedasticity (H):               0.90   Skew:                            -0.60
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.84109823959014, Current Price: 162.19
SELL EXECUTED at 162.19
SELL ORDER COMPLETED at 161.62
OPERATION PROFIT, GROSS -1.0600000000000023, NET -1.3843000000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.218
Date:                           Wed, 09 Oct 2024   AIC                             34.436
Time:                                   14:40:03   BIC                             37.261
Sample:                                        0   HQIC                            33.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4447      0.716      0.621      0.534      -0.958       1.847
ma.L1         -0.1997      0.941     -0.212      0.832      -2.044       1.645
ar.S.L7       -0.7690      0.300     -2.564      0.010      -1.357      -0.181
ma.S.L7       -6.9436     38.738     -0.179      0.858     -82.869      68.982
sigma2         0.0079      0.088      0.089      0.929      -0.165       0.180
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.98   Prob(JB):                         0.85
Heteroskedasticity (H):               3.11   Skew:                             0.39
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.9053069673564, Current Price: 161.2
BUY EXECUTED at 161.2
BUY ORDER COMPLETED at 162.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.317
Date:                           Wed, 09 Oct 2024   AIC                             42.634
Time:                                   14:40:03   BIC                             45.459
Sample:                                        0   HQIC                            42.053
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3028      3.430     -0.088      0.930      -7.026       6.421
ma.L1         -0.1736      2.261     -0.077      0.939      -4.605       4.257
ar.S.L7       -0.9869      0.614     -1.608      0.108      -2.190       0.216
ma.S.L7       -1.2988      4.925     -0.264      0.792     -10.951       8.353
sigma2         0.3197      1.473      0.217      0.828      -2.567       3.206
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 3.77
Prob(Q):                              0.59   Prob(JB):                         0.15
Heteroskedasticity (H):               6.38   Skew:                            -1.21
Prob(H) (two-sided):                  0.10   Kurtosis:                         4.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.05785838095642, Current Price: 161.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.991
Date:                           Wed, 09 Oct 2024   AIC                             39.982
Time:                                   14:40:03   BIC                             42.807
Sample:                                        0   HQIC                            39.401
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.2457      0.612     -2.036      0.042      -2.445      -0.047
ma.L1          1.0000   6898.301      0.000      1.000   -1.35e+04    1.35e+04
ar.S.L7       -0.8509      0.198     -4.300      0.000      -1.239      -0.463
ma.S.L7        0.3620      1.497      0.242      0.809      -2.572       3.296
sigma2         0.4606   3177.382      0.000      1.000   -6227.093    6228.014
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.33   Prob(JB):                         0.61
Heteroskedasticity (H):               1.14   Skew:                            -0.51
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.44019882570237, Current Price: 162.0
SELL EXECUTED at 162.0
SELL ORDER COMPLETED at 162.75
OPERATION PROFIT, GROSS 0.09000000000000341, NET -0.23540999999999657
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.632
Date:                           Wed, 09 Oct 2024   AIC                             43.265
Time:                                   14:40:03   BIC                             46.089
Sample:                                        0   HQIC                            42.684
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5217      1.051     -0.497      0.619      -2.581       1.537
ma.L1          0.1923      1.216      0.158      0.874      -2.191       2.576
ar.S.L7       -0.8216      0.228     -3.605      0.000      -1.268      -0.375
ma.S.L7        0.0933      0.904      0.103      0.918      -1.679       1.866
sigma2         0.7534      0.591      1.274      0.203      -0.406       1.912
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.76   Prob(JB):                         0.70
Heteroskedasticity (H):               5.77   Skew:                            -0.46
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.60168821131785, Current Price: 161.96
BUY EXECUTED at 161.96
BUY ORDER COMPLETED at 162.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.492
Date:                           Wed, 09 Oct 2024   AIC                             42.983
Time:                                   14:40:03   BIC                             45.808
Sample:                                        0   HQIC                            42.403
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4548      0.663     -0.686      0.492      -1.753       0.844
ma.L1          0.0572      0.740      0.077      0.938      -1.394       1.508
ar.S.L7       -0.7771      0.185     -4.207      0.000      -1.139      -0.415
ma.S.L7        0.2284      0.790      0.289      0.773      -1.320       1.777
sigma2         0.7217      0.471      1.533      0.125      -0.201       1.645
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.83   Prob(JB):                         0.84
Heteroskedasticity (H):               1.46   Skew:                            -0.01
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.25100414197672, Current Price: 162.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.433
Date:                           Wed, 09 Oct 2024   AIC                             42.865
Time:                                   14:40:03   BIC                             45.690
Sample:                                        0   HQIC                            42.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3207      0.844     -0.380      0.704      -1.975       1.333
ma.L1         -0.0998      0.910     -0.110      0.913      -1.884       1.684
ar.S.L7       -0.7902      0.184     -4.304      0.000      -1.150      -0.430
ma.S.L7        0.2780      0.747      0.372      0.710      -1.186       1.742
sigma2         0.7108      0.487      1.460      0.144      -0.243       1.665
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.79   Prob(JB):                         0.80
Heteroskedasticity (H):               0.47   Skew:                            -0.07
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.86721792254625, Current Price: 161.84
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:1431: RuntimeWarning: divide by zero encountered in divide
  test_statistic = numer_squared_sum / denom_squared_sum
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -96.576
Date:                           Wed, 09 Oct 2024   AIC                            203.152
Time:                                   14:40:03   BIC                            205.977
Sample:                                        0   HQIC                           202.571
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2070     17.292      0.012      0.990     -33.684      34.098
ma.L1         -0.0995   5.51e-05  -1806.254      0.000      -0.100      -0.099
ar.S.L7    -4.378e+13   4.48e-09  -9.76e+21      0.000   -4.38e+13   -4.38e+13
ma.S.L7     2.992e+12   1.12e-17   2.68e+29      0.000    2.99e+12    2.99e+12
sigma2         1.8357   7.27e-05   2.52e+04      0.000       1.836       1.836
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                57.24
Prob(Q):                              0.98   Prob(JB):                         0.00
Heteroskedasticity (H):                inf   Skew:                             3.18
Prob(H) (two-sided):                  0.00   Kurtosis:                        11.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 4.1e+53. Standard errors may be unstable.
Predicted Price: -5.356921107989164e+40, Current Price: 161.57
SELL EXECUTED at 161.57
SELL ORDER COMPLETED at 159.78
OPERATION PROFIT, GROSS -2.3499999999999943, NET -2.6719099999999942
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.288
Date:                           Wed, 09 Oct 2024   AIC                             44.577
Time:                                   14:40:03   BIC                             47.401
Sample:                                        0   HQIC                            43.996
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3620      1.108     -0.327      0.744      -2.533       1.809
ma.L1          0.0169      1.092      0.015      0.988      -2.124       2.158
ar.S.L7       -0.7767      0.220     -3.537      0.000      -1.207      -0.346
ma.S.L7        0.0309      0.909      0.034      0.973      -1.751       1.813
sigma2         0.8367      0.579      1.445      0.148      -0.298       1.971
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.43   Prob(JB):                         0.82
Heteroskedasticity (H):               0.68   Skew:                             0.10
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.85243113162645, Current Price: 159.7
BUY EXECUTED at 159.7
BUY ORDER COMPLETED at 159.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.858
Date:                           Wed, 09 Oct 2024   AIC                             45.716
Time:                                   14:40:03   BIC                             48.541
Sample:                                        0   HQIC                            45.135
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3161      1.097     -0.288      0.773      -2.466       1.834
ma.L1          0.0181      1.169      0.015      0.988      -2.272       2.309
ar.S.L7       -0.8574      0.398     -2.153      0.031      -1.638      -0.077
ma.S.L7        0.5885      0.993      0.593      0.553      -1.358       2.535
sigma2         0.7773      0.839      0.927      0.354      -0.867       2.421
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.77   Prob(JB):                         0.70
Heteroskedasticity (H):               8.92   Skew:                             0.11
Prob(H) (two-sided):                  0.06   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.5930646495541, Current Price: 159.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.805
Date:                           Wed, 09 Oct 2024   AIC                             45.610
Time:                                   14:40:03   BIC                             48.434
Sample:                                        0   HQIC                            45.029
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4784      0.389     -1.229      0.219      -1.242       0.285
ma.L1          0.1686      0.694      0.243      0.808      -1.191       1.528
ar.S.L7       -0.8759      0.322     -2.718      0.007      -1.507      -0.244
ma.S.L7        0.6614      1.626      0.407      0.684      -2.526       3.849
sigma2         0.7127      1.148      0.621      0.535      -1.537       2.963
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.69   Prob(JB):                         0.79
Heteroskedasticity (H):               3.34   Skew:                             0.09
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.78685375645907, Current Price: 159.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.901
Date:                           Wed, 09 Oct 2024   AIC                             43.803
Time:                                   14:40:03   BIC                             46.628
Sample:                                        0   HQIC                            43.222
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3541      1.420     -0.249      0.803      -3.138       2.430
ma.L1          0.0773      1.296      0.060      0.952      -2.462       2.617
ar.S.L7       -0.8127      0.302     -2.689      0.007      -1.405      -0.220
ma.S.L7        1.0000   2.04e+04   4.91e-05      1.000      -4e+04       4e+04
sigma2         0.4736   9654.512   4.91e-05      1.000   -1.89e+04    1.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.78   Prob(JB):                         0.74
Heteroskedasticity (H):               0.79   Skew:                            -0.19
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.02780883179312, Current Price: 158.348
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.757
Date:                           Wed, 09 Oct 2024   AIC                             43.514
Time:                                   14:40:03   BIC                             46.339
Sample:                                        0   HQIC                            42.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3138      1.491     -0.210      0.833      -3.236       2.609
ma.L1          0.0849      1.443      0.059      0.953      -2.743       2.913
ar.S.L7       -0.7504      0.470     -1.596      0.110      -1.672       0.171
ma.S.L7        1.0000    2.3e+04   4.36e-05      1.000    -4.5e+04     4.5e+04
sigma2         0.4645   1.07e+04   4.36e-05      1.000   -2.09e+04    2.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.74   Prob(JB):                         0.75
Heteroskedasticity (H):               0.33   Skew:                            -0.22
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.32918112290525, Current Price: 155.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.175
Date:                           Wed, 09 Oct 2024   AIC                             50.350
Time:                                   14:40:03   BIC                             53.174
Sample:                                        0   HQIC                            49.769
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2847      1.892     -0.151      0.880      -3.993       3.423
ma.L1         -0.1099      1.735     -0.063      0.949      -3.510       3.291
ar.S.L7       -0.9085      0.448     -2.028      0.043      -1.787      -0.030
ma.S.L7        0.6591      2.640      0.250      0.803      -4.516       5.834
sigma2         1.0586      2.587      0.409      0.682      -4.012       6.129
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.52   Prob(JB):                         0.66
Heteroskedasticity (H):               1.45   Skew:                            -0.23
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.6387601705279, Current Price: 155.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.048
Date:                           Wed, 09 Oct 2024   AIC                             50.097
Time:                                   14:40:03   BIC                             52.922
Sample:                                        0   HQIC                            49.516
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3118      3.619     -0.086      0.931      -7.404       6.780
ma.L1          0.1589      3.726      0.043      0.966      -7.144       7.461
ar.S.L7       -0.8183      0.686     -1.193      0.233      -2.163       0.526
ma.S.L7        1.0001   1.11e+04      9e-05      1.000   -2.18e+04    2.18e+04
sigma2         0.7706   8562.175      9e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.75   Prob(JB):                         0.63
Heteroskedasticity (H):               1.59   Skew:                            -0.59
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.61643447787137, Current Price: 151.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.900
Date:                           Wed, 09 Oct 2024   AIC                             53.800
Time:                                   14:40:03   BIC                             56.624
Sample:                                        0   HQIC                            53.219
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.2965      0.339      3.825      0.000       0.632       1.961
ma.L1         -1.0000   6537.074     -0.000      1.000   -1.28e+04    1.28e+04
ar.S.L7       -0.5903      0.378     -1.563      0.118      -1.330       0.150
ma.S.L7        1.0001   9645.072      0.000      1.000   -1.89e+04    1.89e+04
sigma2         0.9052   8722.760      0.000      1.000   -1.71e+04    1.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.12   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.15   Prob(JB):                         0.68
Heteroskedasticity (H):               4.24   Skew:                            -0.14
Prob(H) (two-sided):                  0.19   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.65121843837176, Current Price: 152.62
SELL EXECUTED at 152.62
SELL ORDER COMPLETED at 152.26
OPERATION PROFIT, GROSS -7.090000000000003, NET -7.401610000000003
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.196
Date:                           Wed, 09 Oct 2024   AIC                             60.391
Time:                                   14:40:03   BIC                             63.216
Sample:                                        0   HQIC                            59.810
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3957      2.126     -0.186      0.852      -4.563       3.772
ma.L1          0.1454      1.624      0.090      0.929      -3.037       3.328
ar.S.L7       -0.5351      1.179     -0.454      0.650      -2.846       1.776
ma.S.L7        0.3838      3.577      0.107      0.915      -6.626       7.394
sigma2         2.6644      3.618      0.736      0.461      -4.427       9.756
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.37   Prob(JB):                         0.73
Heteroskedasticity (H):               9.74   Skew:                            -0.52
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.9512876585711, Current Price: 152.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.071
Date:                           Wed, 09 Oct 2024   AIC                             58.143
Time:                                   14:40:03   BIC                             60.967
Sample:                                        0   HQIC                            57.562
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0728      0.382     -2.811      0.005      -1.821      -0.325
ma.L1          1.0000    1.1e+04   9.12e-05      1.000   -2.15e+04    2.15e+04
ar.S.L7       -0.3459      0.613     -0.565      0.572      -1.547       0.855
ma.S.L7        0.0723      0.992      0.073      0.942      -1.871       2.016
sigma2         2.0183   2.21e+04   9.12e-05      1.000   -4.34e+04    4.34e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.53   Prob(JB):                         0.96
Heteroskedasticity (H):               5.26   Skew:                            -0.03
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.09632758031597, Current Price: 154.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.767
Date:                           Wed, 09 Oct 2024   AIC                             57.535
Time:                                   14:40:03   BIC                             60.359
Sample:                                        0   HQIC                            56.954
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0476      0.227     -4.616      0.000      -1.492      -0.603
ma.L1          1.0000   4.28e+04   2.33e-05      1.000    -8.4e+04     8.4e+04
ar.S.L7       -0.3626      0.545     -0.665      0.506      -1.431       0.706
ma.S.L7        0.2294      1.084      0.212      0.832      -1.895       2.353
sigma2         1.8624   7.98e+04   2.33e-05      1.000   -1.56e+05    1.56e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.35   Prob(JB):                         0.93
Heteroskedasticity (H):               3.85   Skew:                             0.17
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.05570934069146, Current Price: 156.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.426
Date:                           Wed, 09 Oct 2024   AIC                             62.852
Time:                                   14:40:03   BIC                             65.677
Sample:                                        0   HQIC                            62.271
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5986      2.278      0.263      0.793      -3.866       5.064
ma.L1         -0.5037      2.560     -0.197      0.844      -5.521       4.514
ar.S.L7       -0.5322      1.211     -0.439      0.660      -2.907       1.842
ma.S.L7       -0.2295      2.072     -0.111      0.912      -4.291       3.832
sigma2         3.3121      2.064      1.605      0.109      -0.733       7.357
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.66   Prob(JB):                         0.84
Heteroskedasticity (H):               3.10   Skew:                            -0.40
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.0613999925048, Current Price: 154.57
BUY EXECUTED at 154.57
BUY ORDER COMPLETED at 154.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.868
Date:                           Wed, 09 Oct 2024   AIC                             61.735
Time:                                   14:40:03   BIC                             64.560
Sample:                                        0   HQIC                            61.155
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8841      0.814     -1.086      0.277      -2.479       0.711
ma.L1          1.0000   1.22e+04    8.2e-05      1.000   -2.39e+04    2.39e+04
ar.S.L7       -0.5078      0.574     -0.885      0.376      -1.632       0.617
ma.S.L7        0.3135      1.277      0.246      0.806      -2.189       2.816
sigma2         2.5028   3.05e+04    8.2e-05      1.000   -5.98e+04    5.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.82   Prob(JB):                         0.99
Heteroskedasticity (H):               3.13   Skew:                             0.03
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.5294966880053, Current Price: 153.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.610
Date:                           Wed, 09 Oct 2024   AIC                             61.220
Time:                                   14:40:03   BIC                             64.045
Sample:                                        0   HQIC                            60.640
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8956      0.753     -1.189      0.235      -2.372       0.581
ma.L1          1.0000   1.33e+05   7.52e-06      1.000    -2.6e+05     2.6e+05
ar.S.L7       -0.4639      0.786     -0.590      0.555      -2.004       1.076
ma.S.L7        0.2762      1.668      0.166      0.869      -2.994       3.546
sigma2         2.4372   3.24e+05   7.52e-06      1.000   -6.35e+05    6.35e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.82   Prob(JB):                         1.00
Heteroskedasticity (H):               5.46   Skew:                            -0.02
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.13381094793777, Current Price: 152.44
SELL EXECUTED at 152.44
SELL ORDER COMPLETED at 152.45
OPERATION PROFIT, GROSS -1.6400000000000148, NET -1.9465400000000148
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.674
Date:                           Wed, 09 Oct 2024   AIC                             61.349
Time:                                   14:40:03   BIC                             64.174
Sample:                                        0   HQIC                            60.768
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6139      0.791     -0.776      0.438      -2.164       0.936
ma.L1          0.4120      1.227      0.336      0.737      -1.993       2.817
ar.S.L7       -0.1984      0.687     -0.289      0.773      -1.544       1.147
ma.S.L7       -1.0004   3935.618     -0.000      1.000   -7714.671    7712.670
sigma2         1.7561   6912.310      0.000      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.56   Prob(JB):                         0.93
Heteroskedasticity (H):               1.39   Skew:                            -0.26
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.81219876077245, Current Price: 152.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.244
Date:                           Wed, 09 Oct 2024   AIC                             60.488
Time:                                   14:40:03   BIC                             63.312
Sample:                                        0   HQIC                            59.907
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4274      1.938     -0.221      0.825      -4.226       3.371
ma.L1          0.2938      2.008      0.146      0.884      -3.642       4.229
ar.S.L7       -0.2046      0.451     -0.454      0.650      -1.088       0.679
ma.S.L7       -1.0001   1.02e+04  -9.84e-05      1.000   -1.99e+04    1.99e+04
sigma2         1.7144   1.74e+04   9.84e-05      1.000   -3.41e+04    3.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.78   Prob(JB):                         0.81
Heteroskedasticity (H):               0.54   Skew:                            -0.27
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.407258567438, Current Price: 152.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.049
Date:                           Wed, 09 Oct 2024   AIC                             62.098
Time:                                   14:40:03   BIC                             64.923
Sample:                                        0   HQIC                            61.518
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2598     12.280     -0.021      0.983     -24.329      23.809
ma.L1          0.1908     12.338      0.015      0.988     -23.991      24.373
ar.S.L7       -0.9874      0.748     -1.320      0.187      -2.453       0.479
ma.S.L7        0.9998   5444.102      0.000      1.000   -1.07e+04    1.07e+04
sigma2         1.9402   1.06e+04      0.000      1.000   -2.07e+04    2.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.10
Prob(Q):                              0.94   Prob(JB):                         0.35
Heteroskedasticity (H):               0.25   Skew:                            -0.89
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.81868909993636, Current Price: 153.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.847
Date:                           Wed, 09 Oct 2024   AIC                             57.695
Time:                                   14:40:04   BIC                             60.520
Sample:                                        0   HQIC                            57.114
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9107      0.117     -7.807      0.000      -1.139      -0.682
ma.L1          1.0000   1.21e+04    8.3e-05      1.000   -2.36e+04    2.36e+04
ar.S.L7       -0.0362      0.501     -0.072      0.942      -1.019       0.946
ma.S.L7       -1.0001   1.56e+04   -6.4e-05      1.000   -3.06e+04    3.06e+04
sigma2         1.2203   2.84e+04   4.29e-05      1.000   -5.57e+04    5.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.65   Prob(JB):                         0.65
Heteroskedasticity (H):               0.24   Skew:                            -0.33
Prob(H) (two-sided):                  0.20   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.93059889401283, Current Price: 152.69
BUY EXECUTED at 152.69
BUY ORDER COMPLETED at 151.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.197
Date:                           Wed, 09 Oct 2024   AIC                             54.395
Time:                                   14:40:04   BIC                             57.219
Sample:                                        0   HQIC                            53.814
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8369      0.136     -6.176      0.000      -1.102      -0.571
ma.L1          1.0000   3.35e+04   2.98e-05      1.000   -6.57e+04    6.57e+04
ar.S.L7       -0.2075      0.428     -0.485      0.628      -1.046       0.631
ma.S.L7       -1.0000   4.16e+04   -2.4e-05      1.000   -8.16e+04    8.16e+04
sigma2         0.9477   5.76e+04   1.64e-05      1.000   -1.13e+05    1.13e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.83   Prob(JB):                         0.63
Heteroskedasticity (H):               0.13   Skew:                            -0.62
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.08815466804634, Current Price: 152.71
SELL EXECUTED at 152.71
SELL ORDER COMPLETED at 152.82
OPERATION PROFIT, GROSS 1.2099999999999795, NET 0.9055699999999796
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.442
Date:                           Wed, 09 Oct 2024   AIC                             58.883
Time:                                   14:40:04   BIC                             61.708
Sample:                                        0   HQIC                            58.302
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4956      0.336     -1.474      0.140      -1.154       0.163
ma.L1          0.3352      0.501      0.669      0.504      -0.647       1.318
ar.S.L7       -0.1670      0.340     -0.492      0.623      -0.833       0.499
ma.S.L7       -1.0000   2.01e+04  -4.97e-05      1.000   -3.94e+04    3.94e+04
sigma2         1.5122   3.04e+04   4.97e-05      1.000   -5.96e+04    5.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.49
Prob(Q):                              0.55   Prob(JB):                         0.48
Heteroskedasticity (H):               0.15   Skew:                            -0.81
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.92894473676657, Current Price: 152.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.385
Date:                           Wed, 09 Oct 2024   AIC                             52.770
Time:                                   14:40:04   BIC                             55.595
Sample:                                        0   HQIC                            52.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2843      1.419      0.200      0.841      -2.497       3.066
ma.L1         -0.5241      1.511     -0.347      0.729      -3.486       2.438
ar.S.L7       -0.6429      0.433     -1.483      0.138      -1.492       0.207
ma.S.L7       -0.1308      0.856     -0.153      0.879      -1.809       1.547
sigma2         1.5606      0.849      1.837      0.066      -0.104       3.225
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.97   Prob(JB):                         0.80
Heteroskedasticity (H):               0.86   Skew:                             0.05
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.72099652965844, Current Price: 154.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.599
Date:                           Wed, 09 Oct 2024   AIC                             55.198
Time:                                   14:40:04   BIC                             58.022
Sample:                                        0   HQIC                            54.617
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3730      2.488      0.150      0.881      -4.503       5.249
ma.L1         -0.1706      2.834     -0.060      0.952      -5.726       5.385
ar.S.L7       -0.3055      0.870     -0.351      0.726      -2.012       1.401
ma.S.L7       -1.3496      9.058     -0.149      0.882     -19.103      16.404
sigma2         0.7971      7.417      0.107      0.914     -13.739      15.334
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.61   Prob(JB):                         0.79
Heteroskedasticity (H):               2.35   Skew:                             0.21
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.50197489124264, Current Price: 153.66
BUY EXECUTED at 153.66
BUY ORDER COMPLETED at 153.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.154
Date:                           Wed, 09 Oct 2024   AIC                             58.308
Time:                                   14:40:04   BIC                             61.133
Sample:                                        0   HQIC                            57.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4669      0.306     -1.527      0.127      -1.066       0.132
ma.L1          0.4986      0.569      0.877      0.380      -0.616       1.613
ar.S.L7       -0.4080      0.282     -1.446      0.148      -0.961       0.145
ma.S.L7        0.0612      0.615      0.100      0.921      -1.143       1.266
sigma2         2.3942      1.633      1.466      0.143      -0.806       5.594
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.51   Prob(JB):                         0.60
Heteroskedasticity (H):               1.86   Skew:                             0.12
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.7587467739269, Current Price: 153.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.541
Date:                           Wed, 09 Oct 2024   AIC                             57.081
Time:                                   14:40:04   BIC                             59.906
Sample:                                        0   HQIC                            56.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0849      6.544     -0.013      0.990     -12.910      12.740
ma.L1          0.1748      6.576      0.027      0.979     -12.714      13.064
ar.S.L7       -0.3709      0.288     -1.290      0.197      -0.935       0.193
ma.S.L7        0.1203      0.545      0.221      0.825      -0.947       1.188
sigma2         2.1773      1.514      1.438      0.150      -0.790       5.145
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.40   Prob(JB):                         0.58
Heteroskedasticity (H):               0.99   Skew:                             0.21
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.74332597460997, Current Price: 154.001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.322
Date:                           Wed, 09 Oct 2024   AIC                             54.644
Time:                                   14:40:04   BIC                             57.469
Sample:                                        0   HQIC                            54.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5695      3.993     -0.143      0.887      -8.395       7.256
ma.L1          0.4997      3.978      0.126      0.900      -7.296       8.296
ar.S.L7       -0.3436      0.257     -1.336      0.181      -0.848       0.160
ma.S.L7       -0.0068      0.599     -0.011      0.991      -1.180       1.167
sigma2         1.8065      1.051      1.718      0.086      -0.254       3.867
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.88   Prob(JB):                         0.55
Heteroskedasticity (H):               1.80   Skew:                             0.61
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.3867143480608, Current Price: 155.38
SELL EXECUTED at 155.38
SELL ORDER COMPLETED at 155.22
OPERATION PROFIT, GROSS 2.1999999999999886, NET 1.8917599999999886
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.613
Date:                           Wed, 09 Oct 2024   AIC                             55.226
Time:                                   14:40:04   BIC                             58.051
Sample:                                        0   HQIC                            54.646
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3282      5.610     -0.059      0.953     -11.324      10.667
ma.L1          0.2632      5.669      0.046      0.963     -10.848      11.375
ar.S.L7       -0.3971      0.339     -1.172      0.241      -1.061       0.267
ma.S.L7       -0.0431      0.598     -0.072      0.943      -1.215       1.129
sigma2         1.8975      1.200      1.581      0.114      -0.454       4.250
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.68   Prob(JB):                         0.60
Heteroskedasticity (H):               0.38   Skew:                             0.60
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.57699053591654, Current Price: 156.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.259
Date:                           Wed, 09 Oct 2024   AIC                             54.519
Time:                                   14:40:04   BIC                             57.344
Sample:                                        0   HQIC                            53.938
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3623      6.966     -0.052      0.959     -14.016      13.291
ma.L1          0.3335      6.943      0.048      0.962     -13.274      13.941
ar.S.L7       -0.3506      0.168     -2.088      0.037      -0.680      -0.022
ma.S.L7        0.4407      0.841      0.524      0.600      -1.208       2.089
sigma2         1.6508      1.063      1.553      0.120      -0.433       3.734
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.14
Prob(Q):                              1.00   Prob(JB):                         0.57
Heteroskedasticity (H):               0.93   Skew:                             0.08
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.5108524965472, Current Price: 155.37
BUY EXECUTED at 155.37
BUY ORDER COMPLETED at 156.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.074
Date:                           Wed, 09 Oct 2024   AIC                             52.148
Time:                                   14:40:04   BIC                             54.973
Sample:                                        0   HQIC                            51.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4754      0.367     -1.297      0.195      -1.194       0.243
ma.L1          0.4469      0.273      1.637      0.102      -0.088       0.982
ar.S.L7       -0.2799      0.245     -1.142      0.254      -0.760       0.201
ma.S.L7        0.2805      0.755      0.372      0.710      -1.199       1.760
sigma2         1.4381      0.855      1.683      0.092      -0.237       3.113
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.97   Prob(JB):                         0.64
Heteroskedasticity (H):               1.58   Skew:                             0.25
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.71247359361394, Current Price: 156.246
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.519
Date:                           Wed, 09 Oct 2024   AIC                             51.037
Time:                                   14:40:04   BIC                             53.862
Sample:                                        0   HQIC                            50.456
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0360      4.420      0.008      0.993      -8.628       8.700
ma.L1          0.0729      4.304      0.017      0.986      -8.363       8.509
ar.S.L7       -0.2719      0.293     -0.927      0.354      -0.847       0.303
ma.S.L7        0.4501      0.983      0.458      0.647      -1.476       2.376
sigma2         1.2576      1.113      1.129      0.259      -0.925       3.440
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.68   Prob(JB):                         0.65
Heteroskedasticity (H):               0.84   Skew:                             0.34
Prob(H) (two-sided):                  0.87   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.51630544995393, Current Price: 155.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.814
Date:                           Wed, 09 Oct 2024   AIC                             51.628
Time:                                   14:40:04   BIC                             54.453
Sample:                                        0   HQIC                            51.047
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6147      0.742      0.828      0.408      -0.840       2.069
ma.L1         -0.5757      0.889     -0.648      0.517      -2.317       1.166
ar.S.L7       -0.0449      0.273     -0.164      0.869      -0.581       0.491
ma.S.L7       -0.5200      0.875     -0.594      0.552      -2.235       1.195
sigma2         1.2460      0.940      1.326      0.185      -0.596       3.088
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.95   Prob(JB):                         0.76
Heteroskedasticity (H):               0.29   Skew:                            -0.19
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.5922659506258, Current Price: 155.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.695
Date:                           Wed, 09 Oct 2024   AIC                             49.391
Time:                                   14:40:04   BIC                             52.215
Sample:                                        0   HQIC                            48.810
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1557      1.013     -0.154      0.878      -2.142       1.830
ma.L1          0.4268      1.047      0.407      0.684      -1.626       2.479
ar.S.L7        0.1671      0.370      0.451      0.652      -0.559       0.893
ma.S.L7       -1.0001   1.14e+04  -8.76e-05      1.000   -2.24e+04    2.24e+04
sigma2         0.7300   8338.491   8.75e-05      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.51   Prob(JB):                         0.83
Heteroskedasticity (H):               0.04   Skew:                            -0.41
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.97979166874194, Current Price: 154.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.114
Date:                           Wed, 09 Oct 2024   AIC                             44.228
Time:                                   14:40:04   BIC                             47.052
Sample:                                        0   HQIC                            43.647
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3568      0.577      0.619      0.536      -0.773       1.487
ma.L1         -0.6763      0.485     -1.393      0.164      -1.628       0.275
ar.S.L7        0.3672      0.202      1.819      0.069      -0.028       0.763
ma.S.L7       -0.8378      2.702     -0.310      0.757      -6.134       4.458
sigma2         0.5703      1.264      0.451      0.652      -1.907       3.047
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.38   Prob(JB):                         0.86
Heteroskedasticity (H):               0.58   Skew:                            -0.21
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.48930382249046, Current Price: 155.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.769
Date:                           Wed, 09 Oct 2024   AIC                             37.538
Time:                                   14:40:04   BIC                             40.362
Sample:                                        0   HQIC                            36.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0659      1.006     -0.066      0.948      -2.038       1.906
ma.L1          0.4316      0.828      0.522      0.602      -1.190       2.053
ar.S.L7        0.2922      0.314      0.932      0.352      -0.323       0.907
ma.S.L7       -1.0001   6023.915     -0.000      1.000   -1.18e+04    1.18e+04
sigma2         0.2933   1766.943      0.000      1.000   -3462.852    3463.439
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.99   Prob(JB):                         0.76
Heteroskedasticity (H):               0.96   Skew:                             0.47
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.59088971016737, Current Price: 154.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.468
Date:                           Wed, 09 Oct 2024   AIC                             40.937
Time:                                   14:40:04   BIC                             43.762
Sample:                                        0   HQIC                            40.356
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7015      0.433     -1.619      0.106      -1.551       0.148
ma.L1          1.0000   2.47e+04   4.05e-05      1.000   -4.84e+04    4.84e+04
ar.S.L7        0.0967      0.260      0.371      0.710      -0.414       0.607
ma.S.L7       -1.0001   8277.325     -0.000      1.000   -1.62e+04    1.62e+04
sigma2         0.3357   8478.511   3.96e-05      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.77   Prob(JB):                         0.59
Heteroskedasticity (H):               2.45   Skew:                             0.65
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.24569162848064, Current Price: 154.67
SELL EXECUTED at 154.67
SELL ORDER COMPLETED at 153.09
OPERATION PROFIT, GROSS -3.079999999999984, NET -3.389259999999984
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.527
Date:                           Wed, 09 Oct 2024   AIC                             39.055
Time:                                   14:40:04   BIC                             41.880
Sample:                                        0   HQIC                            38.474
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2921      1.694      0.172      0.863      -3.028       3.612
ma.L1         -2.2288      7.623     -0.292      0.770     -17.169      12.712
ar.S.L7       -0.3594      0.235     -1.530      0.126      -0.820       0.101
ma.S.L7       -0.0611      0.275     -0.222      0.824      -0.600       0.477
sigma2         0.1100      0.771      0.143      0.887      -1.401       1.621
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.56   Prob(JB):                         0.91
Heteroskedasticity (H):               2.22   Skew:                             0.22
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.65445013450372, Current Price: 152.43
BUY EXECUTED at 152.43
BUY ORDER COMPLETED at 152.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.510
Date:                           Wed, 09 Oct 2024   AIC                             49.021
Time:                                   14:40:04   BIC                             51.845
Sample:                                        0   HQIC                            48.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9171      0.357     -2.569      0.010      -1.617      -0.217
ma.L1          0.6578      0.440      1.496      0.135      -0.204       1.520
ar.S.L7       -0.2101      0.393     -0.534      0.593      -0.981       0.561
ma.S.L7       -1.0000   2.18e+04  -4.58e-05      1.000   -4.28e+04    4.28e+04
sigma2         0.6827   1.49e+04   4.58e-05      1.000   -2.92e+04    2.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.81   Prob(JB):                         0.97
Heteroskedasticity (H):               1.38   Skew:                            -0.17
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.85791482041162, Current Price: 150.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.277
Date:                           Wed, 09 Oct 2024   AIC                             50.554
Time:                                   14:40:04   BIC                             53.378
Sample:                                        0   HQIC                            49.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6632      1.062      0.624      0.532      -1.419       2.745
ma.L1         -0.4653      1.134     -0.410      0.682      -2.688       1.757
ar.S.L7       -0.3809      0.401     -0.950      0.342      -1.166       0.404
ma.S.L7       -0.2552      1.099     -0.232      0.816      -2.409       1.898
sigma2         1.2796      0.570      2.245      0.025       0.162       2.397
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 2.64
Prob(Q):                              0.50   Prob(JB):                         0.27
Heteroskedasticity (H):               3.29   Skew:                            -0.94
Prob(H) (two-sided):                  0.28   Kurtosis:                         4.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.0887413546826, Current Price: 150.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.171
Date:                           Wed, 09 Oct 2024   AIC                             50.341
Time:                                   14:40:04   BIC                             53.166
Sample:                                        0   HQIC                            49.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6411      1.770      0.362      0.717      -2.827       4.110
ma.L1         -0.4629      1.841     -0.251      0.801      -4.071       3.146
ar.S.L7       -0.3896      0.389     -1.002      0.317      -1.152       0.373
ma.S.L7       -0.2463      1.074     -0.229      0.819      -2.352       1.860
sigma2         1.2620      0.599      2.107      0.035       0.088       2.436
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 3.30
Prob(Q):                              0.58   Prob(JB):                         0.19
Heteroskedasticity (H):               3.40   Skew:                            -1.06
Prob(H) (two-sided):                  0.26   Kurtosis:                         4.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.10898790052948, Current Price: 152.81
SELL EXECUTED at 152.81
SELL ORDER COMPLETED at 152.39
OPERATION PROFIT, GROSS 0.3699999999999761, NET 0.06558999999997611
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.469
Date:                           Wed, 09 Oct 2024   AIC                             52.937
Time:                                   14:40:04   BIC                             55.762
Sample:                                        0   HQIC                            52.357
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2192      5.763      0.038      0.970     -11.077      11.515
ma.L1         -9.5140    515.545     -0.018      0.985   -1019.963    1000.935
ar.S.L7       -0.5157      0.625     -0.825      0.409      -1.741       0.709
ma.S.L7       -0.9854     70.218     -0.014      0.989    -138.610     136.640
sigma2         0.0106      0.723      0.015      0.988      -1.407       1.428
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.74   Prob(JB):                         0.62
Heteroskedasticity (H):               6.49   Skew:                            -0.62
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.6155525173516, Current Price: 152.16
BUY EXECUTED at 152.16
BUY ORDER COMPLETED at 152.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.419
Date:                           Wed, 09 Oct 2024   AIC                             52.839
Time:                                   14:40:04   BIC                             55.663
Sample:                                        0   HQIC                            52.258
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2096    731.818      0.000      1.000   -1434.127    1434.547
ma.L1         -4.7604   1.66e+04     -0.000      1.000   -3.25e+04    3.25e+04
ar.S.L7       -0.7123      1.237     -0.576      0.565      -3.137       1.712
ma.S.L7       -1.0018    847.336     -0.001      0.999   -1661.749    1659.745
sigma2         0.0419    308.242      0.000      1.000    -604.102     604.185
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.70   Prob(JB):                         0.88
Heteroskedasticity (H):               7.61   Skew:                            -0.34
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.51695049997122, Current Price: 153.34
SELL EXECUTED at 153.34
SELL ORDER COMPLETED at 152.67
OPERATION PROFIT, GROSS 0.3499999999999943, NET 0.04500999999999433
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.813
Date:                           Wed, 09 Oct 2024   AIC                             49.626
Time:                                   14:40:04   BIC                             52.451
Sample:                                        0   HQIC                            49.045
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0511      0.198     -5.308      0.000      -1.439      -0.663
ma.L1          1.0000    1.4e+04   7.12e-05      1.000   -2.75e+04    2.75e+04
ar.S.L7       -0.8345      1.164     -0.717      0.473      -3.116       1.447
ma.S.L7       -1.0005   2774.321     -0.000      1.000   -5438.569    5436.568
sigma2         0.6563      1e+04   6.54e-05      1.000   -1.97e+04    1.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.30   Prob(JB):                         0.50
Heteroskedasticity (H):               1.12   Skew:                            -0.79
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.57756213767345, Current Price: 150.75
BUY EXECUTED at 150.75
BUY ORDER COMPLETED at 150.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.074
Date:                           Wed, 09 Oct 2024   AIC                             50.148
Time:                                   14:40:04   BIC                             52.972
Sample:                                        0   HQIC                            49.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0648      0.261     -4.077      0.000      -1.577      -0.553
ma.L1          1.0000   2.64e+04   3.78e-05      1.000   -5.18e+04    5.18e+04
ar.S.L7       -1.0101      1.038     -0.973      0.330      -3.044       1.024
ma.S.L7       -1.0001   2.49e+04  -4.02e-05      1.000   -4.87e+04    4.87e+04
sigma2         0.6835   3.13e+04   2.18e-05      1.000   -6.14e+04    6.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.36   Prob(JB):                         0.71
Heteroskedasticity (H):               1.56   Skew:                            -0.55
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.5637507989748, Current Price: 151.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.198
Date:                           Wed, 09 Oct 2024   AIC                             52.396
Time:                                   14:40:04   BIC                             55.221
Sample:                                        0   HQIC                            51.816
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0719      0.231     -4.635      0.000      -1.525      -0.619
ma.L1          1.0000   5791.009      0.000      1.000   -1.13e+04    1.14e+04
ar.S.L7       -0.4873      0.888     -0.549      0.583      -2.227       1.252
ma.S.L7       -0.0396      0.887     -0.045      0.964      -1.778       1.699
sigma2         1.3113   7593.366      0.000      1.000   -1.49e+04    1.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.33   Prob(JB):                         0.92
Heteroskedasticity (H):               0.88   Skew:                             0.13
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.2216283576931, Current Price: 143.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.789
Date:                           Wed, 09 Oct 2024   AIC                             55.578
Time:                                   14:40:05   BIC                             58.403
Sample:                                        0   HQIC                            54.998
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.2085      0.107    -11.280      0.000      -1.418      -0.999
ma.L1          1.0000   4.52e+04   2.21e-05      1.000   -8.86e+04    8.86e+04
ar.S.L7       -0.3468      0.963     -0.360      0.719      -2.234       1.541
ma.S.L7        1.0000   2.27e+04   4.41e-05      1.000   -4.45e+04    4.45e+04
sigma2         0.9448   4.11e+04    2.3e-05      1.000   -8.06e+04    8.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.92   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.17   Prob(JB):                         0.95
Heteroskedasticity (H):               0.66   Skew:                             0.10
Prob(H) (two-sided):                  0.70   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.90720943718463, Current Price: 131.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood               -9357.849
Date:                           Wed, 09 Oct 2024   AIC                          18725.699
Time:                                   14:40:05   BIC                          18728.524
Sample:                                        0   HQIC                         18725.118
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8789      0.000   2143.273      0.000       0.878       0.880
ma.L1         -0.4061      0.001   -518.600      0.000      -0.408      -0.405
ar.S.L7       93.8462      1.163     80.670      0.000      91.566      96.126
ma.S.L7     7.013e-13      0.001   1.22e-09      1.000      -0.001       0.001
sigma2        11.5166      0.284     40.612      0.000      10.961      12.072
===================================================================================
Ljung-Box (L1) (Q):                   2.35   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.13   Prob(JB):                         0.87
Heteroskedasticity (H):               2.00   Skew:                             0.35
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 458.92586067011484, Current Price: 132.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.382
Date:                           Wed, 09 Oct 2024   AIC                             82.764
Time:                                   14:40:05   BIC                             85.589
Sample:                                        0   HQIC                            82.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0580      3.239      0.018      0.986      -6.290       6.406
ma.L1          0.1868      2.861      0.065      0.948      -5.420       5.794
ar.S.L7       -0.5634      5.212     -0.108      0.914     -10.779       9.653
ma.S.L7       -0.0040      5.150     -0.001      0.999     -10.099      10.091
sigma2        15.7887     12.075      1.308      0.191      -7.877      39.454
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 2.80
Prob(Q):                              0.54   Prob(JB):                         0.25
Heteroskedasticity (H):              11.89   Skew:                            -1.08
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.56158947060572, Current Price: 132.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.326
Date:                           Wed, 09 Oct 2024   AIC                             82.652
Time:                                   14:40:05   BIC                             85.477
Sample:                                        0   HQIC                            82.072
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1461      3.191      0.046      0.963      -6.108       6.400
ma.L1          0.0906      2.932      0.031      0.975      -5.656       5.837
ar.S.L7       -0.5782      4.321     -0.134      0.894      -9.047       7.891
ma.S.L7        0.0592      5.432      0.011      0.991     -10.588      10.707
sigma2        15.6332     12.414      1.259      0.208      -8.698      39.964
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 3.33
Prob(Q):                              0.63   Prob(JB):                         0.19
Heteroskedasticity (H):              13.81   Skew:                            -1.17
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.90845724927235, Current Price: 134.3
SELL EXECUTED at 134.3
SELL ORDER COMPLETED at 136.0
OPERATION PROFIT, GROSS -14.759999999999991, NET -15.04675999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.355
Date:                           Wed, 09 Oct 2024   AIC                             82.711
Time:                                   14:40:05   BIC                             85.536
Sample:                                        0   HQIC                            82.130
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1434      2.880      0.050      0.960      -5.500       5.787
ma.L1          0.0943      2.694      0.035      0.972      -5.185       5.374
ar.S.L7       -0.4737      5.509     -0.086      0.931     -11.271      10.324
ma.S.L7        0.0650      6.618      0.010      0.992     -12.905      13.035
sigma2        15.6996     10.802      1.453      0.146      -5.473      36.872
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 3.38
Prob(Q):                              0.75   Prob(JB):                         0.18
Heteroskedasticity (H):               6.77   Skew:                            -1.19
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.14555403176286, Current Price: 135.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.093
Date:                           Wed, 09 Oct 2024   AIC                             82.185
Time:                                   14:40:05   BIC                             85.010
Sample:                                        0   HQIC                            81.605
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1052      1.977      0.053      0.958      -3.771       3.981
ma.L1          0.1619      1.917      0.084      0.933      -3.595       3.918
ar.S.L7       -0.6699      2.823     -0.237      0.812      -6.202       4.862
ma.S.L7        0.1201      4.007      0.030      0.976      -7.733       7.973
sigma2        15.0178     10.475      1.434      0.152      -5.512      35.548
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 4.36
Prob(Q):                              0.81   Prob(JB):                         0.11
Heteroskedasticity (H):               1.59   Skew:                            -1.32
Prob(H) (two-sided):                  0.66   Kurtosis:                         4.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.6781353323651, Current Price: 137.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.850
Date:                           Wed, 09 Oct 2024   AIC                             81.700
Time:                                   14:40:05   BIC                             84.525
Sample:                                        0   HQIC                            81.119
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5790      0.876     -0.661      0.509      -2.296       1.138
ma.L1          1.0000   2.64e+04   3.78e-05      1.000   -5.18e+04    5.18e+04
ar.S.L7       -0.3343      1.777     -0.188      0.851      -3.816       3.148
ma.S.L7        0.0895      2.802      0.032      0.975      -5.403       5.582
sigma2        12.4334   3.29e+05   3.78e-05      1.000   -6.44e+05    6.44e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 3.18
Prob(Q):                              0.73   Prob(JB):                         0.20
Heteroskedasticity (H):               1.15   Skew:                            -1.21
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.88513219057708, Current Price: 136.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.473
Date:                           Wed, 09 Oct 2024   AIC                             82.945
Time:                                   14:40:05   BIC                             85.770
Sample:                                        0   HQIC                            82.365
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3271      2.277      0.144      0.886      -4.136       4.790
ma.L1          0.0161      2.694      0.006      0.995      -5.264       5.296
ar.S.L7       -0.6811      1.672     -0.407      0.684      -3.957       2.595
ma.S.L7        0.1521      2.838      0.054      0.957      -5.409       5.714
sigma2        15.8664     14.691      1.080      0.280     -12.927      44.660
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.43
Prob(Q):                              0.97   Prob(JB):                         0.18
Heteroskedasticity (H):               0.83   Skew:                            -1.21
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.8010123603686, Current Price: 138.3699
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.763
Date:                           Wed, 09 Oct 2024   AIC                             83.526
Time:                                   14:40:05   BIC                             86.351
Sample:                                        0   HQIC                            82.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5167      3.511      0.147      0.883      -6.364       7.398
ma.L1         -0.2676      3.986     -0.067      0.946      -8.079       7.544
ar.S.L7       -0.7891      1.410     -0.560      0.576      -3.554       1.975
ma.S.L7       -0.1562      1.589     -0.098      0.922      -3.271       2.958
sigma2        16.5363      6.706      2.466      0.014       3.393      29.679
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.23
Prob(Q):                              0.98   Prob(JB):                         0.20
Heteroskedasticity (H):               1.56   Skew:                            -1.13
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.17800222584086, Current Price: 141.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.567
Date:                           Wed, 09 Oct 2024   AIC                             81.133
Time:                                   14:40:05   BIC                             83.958
Sample:                                        0   HQIC                            80.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5185      1.979      0.262      0.793      -3.360       4.397
ma.L1         -0.2258      2.007     -0.112      0.910      -4.160       3.709
ar.S.L7       -0.4736      0.831     -0.570      0.569      -2.103       1.155
ma.S.L7       -1.0002   8858.747     -0.000      1.000   -1.74e+04    1.74e+04
sigma2         8.2720   7.33e+04      0.000      1.000   -1.44e+05    1.44e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 3.95
Prob(Q):                              0.83   Prob(JB):                         0.14
Heteroskedasticity (H):               0.49   Skew:                            -1.26
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.8003367580699, Current Price: 140.91
BUY EXECUTED at 140.91
BUY ORDER COMPLETED at 142.1353
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.262
Date:                           Wed, 09 Oct 2024   AIC                             80.523
Time:                                   14:40:05   BIC                             83.348
Sample:                                        0   HQIC                            79.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3030      1.891      0.160      0.873      -3.404       4.010
ma.L1          0.0029      1.970      0.001      0.999      -3.859       3.864
ar.S.L7       -0.4923      0.809     -0.609      0.543      -2.078       1.093
ma.S.L7       -1.0000   3.92e+04  -2.55e-05      1.000   -7.69e+04    7.69e+04
sigma2         8.0041   3.14e+05   2.55e-05      1.000   -6.15e+05    6.15e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.30
Prob(Q):                              0.98   Prob(JB):                         0.19
Heteroskedasticity (H):               0.05   Skew:                            -1.17
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.65655743846926, Current Price: 142.3
SELL EXECUTED at 142.3
SELL ORDER COMPLETED at 142.27
OPERATION PROFIT, GROSS 0.13470000000000937, NET -0.1497052999999906
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.922
Date:                           Wed, 09 Oct 2024   AIC                             79.844
Time:                                   14:40:05   BIC                             82.669
Sample:                                        0   HQIC                            79.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2089      0.801     -0.261      0.794      -1.778       1.360
ma.L1          0.5943      0.681      0.872      0.383      -0.741       1.930
ar.S.L7       -0.4390      0.602     -0.730      0.466      -1.618       0.740
ma.S.L7       -1.0000    3.6e+04  -2.77e-05      1.000   -7.06e+04    7.06e+04
sigma2         7.6066   2.74e+05   2.77e-05      1.000   -5.37e+05    5.37e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 3.47
Prob(Q):                              0.88   Prob(JB):                         0.18
Heteroskedasticity (H):               0.11   Skew:                            -1.23
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.3163743993321, Current Price: 142.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.613
Date:                           Wed, 09 Oct 2024   AIC                             79.226
Time:                                   14:40:05   BIC                             82.051
Sample:                                        0   HQIC                            78.646
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0920      0.752     -0.122      0.903      -1.565       1.382
ma.L1          0.5550      0.808      0.687      0.492      -1.028       2.138
ar.S.L7       -0.3878      0.595     -0.652      0.514      -1.553       0.777
ma.S.L7       -1.0000   4.39e+04  -2.28e-05      1.000   -8.61e+04    8.61e+04
sigma2         7.2477   3.18e+05   2.28e-05      1.000   -6.24e+05    6.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.54
Prob(Q):                              0.75   Prob(JB):                         0.28
Heteroskedasticity (H):               0.03   Skew:                            -1.07
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.58868214497903, Current Price: 141.11
BUY EXECUTED at 141.11
BUY ORDER COMPLETED at 142.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.488
Date:                           Wed, 09 Oct 2024   AIC                             76.976
Time:                                   14:40:05   BIC                             79.801
Sample:                                        0   HQIC                            76.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0026      0.603     -0.004      0.997      -1.185       1.180
ma.L1          0.4634      0.718      0.645      0.519      -0.944       1.871
ar.S.L7       -0.4269      0.434     -0.983      0.325      -1.278       0.424
ma.S.L7       -1.0000   3.62e+04  -2.76e-05      1.000   -7.09e+04    7.09e+04
sigma2         6.0941    2.2e+05   2.76e-05      1.000   -4.32e+05    4.32e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.25   Jarque-Bera (JB):                 7.50
Prob(Q):                              0.13   Prob(JB):                         0.02
Heteroskedasticity (H):               0.10   Skew:                            -1.49
Prob(H) (two-sided):                  0.05   Kurtosis:                         5.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.205492797577, Current Price: 141.92
SELL EXECUTED at 141.92
SELL ORDER COMPLETED at 141.7
OPERATION PROFIT, GROSS -0.30000000000001137, NET -0.5837000000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.734
Date:                           Wed, 09 Oct 2024   AIC                             67.467
Time:                                   14:40:05   BIC                             70.292
Sample:                                        0   HQIC                            66.887
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3188      7.440      0.043      0.966     -14.264      14.902
ma.L1         -0.2605      7.794     -0.033      0.973     -15.537      15.016
ar.S.L7       -0.5152      0.449     -1.146      0.252      -1.396       0.366
ma.S.L7       -1.0000   2.25e+04  -4.45e-05      1.000    -4.4e+04     4.4e+04
sigma2         2.9360   6.59e+04   4.45e-05      1.000   -1.29e+05    1.29e+05
===================================================================================
Ljung-Box (L1) (Q):                   3.12   Jarque-Bera (JB):                 2.36
Prob(Q):                              0.08   Prob(JB):                         0.31
Heteroskedasticity (H):               6.23   Skew:                             0.84
Prob(H) (two-sided):                  0.10   Kurtosis:                         4.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.28193379277644, Current Price: 142.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.055
Date:                           Wed, 09 Oct 2024   AIC                             72.111
Time:                                   14:40:05   BIC                             74.936
Sample:                                        0   HQIC                            71.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3517      1.050      0.335      0.738      -1.707       2.410
ma.L1          0.1745      0.885      0.197      0.844      -1.559       1.908
ar.S.L7       -0.3952      0.645     -0.613      0.540      -1.660       0.869
ma.S.L7       -1.0002   6476.305     -0.000      1.000   -1.27e+04    1.27e+04
sigma2         4.1993   2.72e+04      0.000      1.000   -5.33e+04    5.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.55   Prob(JB):                         0.73
Heteroskedasticity (H):              15.27   Skew:                             0.52
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.58798224767978, Current Price: 142.15
BUY EXECUTED at 142.15
BUY ORDER COMPLETED at 140.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.969
Date:                           Wed, 09 Oct 2024   AIC                             75.937
Time:                                   14:40:05   BIC                             78.762
Sample:                                        0   HQIC                            75.356
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1143      1.619     -0.071      0.944      -3.287       3.058
ma.L1          0.3753      1.442      0.260      0.795      -2.452       3.202
ar.S.L7       -0.5256      0.250     -2.098      0.036      -1.017      -0.035
ma.S.L7        1.0000   3.63e+04   2.75e-05      1.000   -7.12e+04    7.12e+04
sigma2         5.6231   2.04e+05   2.75e-05      1.000      -4e+05       4e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.69   Prob(JB):                         0.99
Heteroskedasticity (H):               3.52   Skew:                            -0.08
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.7821886108059, Current Price: 140.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.712
Date:                           Wed, 09 Oct 2024   AIC                             73.424
Time:                                   14:40:05   BIC                             76.248
Sample:                                        0   HQIC                            72.843
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8888      0.145      6.125      0.000       0.604       1.173
ma.L1         -1.0000   1.01e+04  -9.87e-05      1.000   -1.99e+04    1.99e+04
ar.S.L7       -0.5067      0.107     -4.722      0.000      -0.717      -0.296
ma.S.L7        1.0000   8.97e+04   1.11e-05      1.000   -1.76e+05    1.76e+05
sigma2         4.0949   3.58e+05   1.14e-05      1.000   -7.02e+05    7.02e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.96   Prob(JB):                         0.98
Heteroskedasticity (H):               0.67   Skew:                            -0.09
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.21561916005996, Current Price: 142.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.416
Date:                           Wed, 09 Oct 2024   AIC                             74.832
Time:                                   14:40:05   BIC                             77.657
Sample:                                        0   HQIC                            74.251
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6281      0.870     -0.722      0.470      -2.333       1.077
ma.L1          1.0000   2.01e+04   4.97e-05      1.000   -3.94e+04    3.94e+04
ar.S.L7       -0.5666      0.136     -4.151      0.000      -0.834      -0.299
ma.S.L7        1.0000   1.68e+05   5.94e-06      1.000    -3.3e+05     3.3e+05
sigma2         4.1565   7.04e+05   5.91e-06      1.000   -1.38e+06    1.38e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.96   Prob(JB):                         0.98
Heteroskedasticity (H):               0.20   Skew:                             0.07
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.13797455843584, Current Price: 140.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.142
Date:                           Wed, 09 Oct 2024   AIC                             74.283
Time:                                   14:40:05   BIC                             77.108
Sample:                                        0   HQIC                            73.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6154      0.773     -0.796      0.426      -2.130       0.899
ma.L1          1.0000   1.79e+05    5.6e-06      1.000    -3.5e+05     3.5e+05
ar.S.L7       -0.5644      0.128     -4.414      0.000      -0.815      -0.314
ma.S.L7        1.0000   7.65e+04   1.31e-05      1.000    -1.5e+05     1.5e+05
sigma2         3.9824   7.96e+05      5e-06      1.000   -1.56e+06    1.56e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.87   Prob(JB):                         0.85
Heteroskedasticity (H):               0.31   Skew:                             0.38
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.29685067390486, Current Price: 139.6
SELL EXECUTED at 139.6
SELL ORDER COMPLETED at 138.46
OPERATION PROFIT, GROSS -1.9199999999999875, NET -2.1988399999999872
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.663
Date:                           Wed, 09 Oct 2024   AIC                             71.326
Time:                                   14:40:05   BIC                             74.151
Sample:                                        0   HQIC                            70.746
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5957      0.492     -1.210      0.226      -1.560       0.369
ma.L1          1.0000   7.64e+04   1.31e-05      1.000    -1.5e+05     1.5e+05
ar.S.L7       -0.5163      0.137     -3.774      0.000      -0.784      -0.248
ma.S.L7        1.0000   8.38e+04   1.19e-05      1.000   -1.64e+05    1.64e+05
sigma2         3.1462   4.24e+05   7.42e-06      1.000   -8.31e+05    8.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.59   Prob(JB):                         0.89
Heteroskedasticity (H):               0.31   Skew:                             0.34
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.5504431928745, Current Price: 138.43
BUY EXECUTED at 138.43
BUY ORDER COMPLETED at 137.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.937
Date:                           Wed, 09 Oct 2024   AIC                             61.874
Time:                                   14:40:05   BIC                             64.698
Sample:                                        0   HQIC                            61.293
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3751      2.839     -0.132      0.895      -5.939       5.189
ma.L1          0.4465      2.722      0.164      0.870      -4.889       5.782
ar.S.L7       -0.1968      0.413     -0.476      0.634      -1.007       0.613
ma.S.L7        0.1423      0.618      0.230      0.818      -1.069       1.353
sigma2         3.1407      1.923      1.633      0.102      -0.629       6.910
===================================================================================
Ljung-Box (L1) (Q):                   3.19   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.07   Prob(JB):                         0.91
Heteroskedasticity (H):              10.28   Skew:                            -0.10
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.65391204516604, Current Price: 137.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.562
Date:                           Wed, 09 Oct 2024   AIC                             61.124
Time:                                   14:40:05   BIC                             63.948
Sample:                                        0   HQIC                            60.543
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0791      1.959     -0.040      0.968      -3.919       3.761
ma.L1         -0.1146      1.943     -0.059      0.953      -3.923       3.694
ar.S.L7       -0.0588      0.359     -0.164      0.870      -0.762       0.645
ma.S.L7       -0.1104      0.410     -0.269      0.788      -0.914       0.693
sigma2         2.9743      1.717      1.732      0.083      -0.392       6.340
===================================================================================
Ljung-Box (L1) (Q):                   1.25   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.26   Prob(JB):                         0.79
Heteroskedasticity (H):               0.56   Skew:                            -0.39
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.56472817440252, Current Price: 134.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.332
Date:                           Wed, 09 Oct 2024   AIC                             62.665
Time:                                   14:40:05   BIC                             65.490
Sample:                                        0   HQIC                            62.084
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0906      0.177      6.172      0.000       0.744       1.437
ma.L1         -1.0000   9050.143     -0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7       -0.0256      0.189     -0.135      0.892      -0.397       0.345
ma.S.L7       -0.4144      0.869     -0.477      0.633      -2.117       1.288
sigma2         2.5481   2.31e+04      0.000      1.000   -4.52e+04    4.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.82   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.18   Prob(JB):                         0.99
Heteroskedasticity (H):               0.33   Skew:                            -0.00
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.99475106156456, Current Price: 134.09
SELL EXECUTED at 134.09
SELL ORDER COMPLETED at 133.17
OPERATION PROFIT, GROSS -4.780000000000001, NET -5.051120000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.870
Date:                           Wed, 09 Oct 2024   AIC                             63.739
Time:                                   14:40:06   BIC                             66.564
Sample:                                        0   HQIC                            63.159
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4943      1.142     -0.433      0.665      -2.732       1.743
ma.L1          0.1762      1.532      0.115      0.908      -2.826       3.178
ar.S.L7       -0.0359      0.158     -0.227      0.821      -0.346       0.275
ma.S.L7        1.0000    2.7e+04   3.71e-05      1.000   -5.29e+04    5.29e+04
sigma2         2.2037   5.94e+04   3.71e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.25   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.13   Prob(JB):                         0.75
Heteroskedasticity (H):               0.79   Skew:                            -0.05
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.99565124703417, Current Price: 131.07
BUY EXECUTED at 131.07
BUY ORDER COMPLETED at 130.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.546
Date:                           Wed, 09 Oct 2024   AIC                             67.091
Time:                                   14:40:06   BIC                             69.916
Sample:                                        0   HQIC                            66.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9902      0.169      5.876      0.000       0.660       1.320
ma.L1         -1.0000   1.32e+04  -7.59e-05      1.000   -2.58e+04    2.58e+04
ar.S.L7        0.0737      0.205      0.360      0.719      -0.328       0.475
ma.S.L7       -1.0010    470.343     -0.002      0.998    -922.856     920.854
sigma2         2.2862   2.98e+04   7.67e-05      1.000   -5.84e+04    5.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   4.11   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.04   Prob(JB):                         0.67
Heteroskedasticity (H):               1.28   Skew:                             0.24
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.3920410299917, Current Price: 135.12
SELL EXECUTED at 135.12
SELL ORDER COMPLETED at 132.17
OPERATION PROFIT, GROSS 1.289999999999992, NET 1.026949999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.943
Date:                           Wed, 09 Oct 2024   AIC                             65.885
Time:                                   14:40:06   BIC                             68.710
Sample:                                        0   HQIC                            65.305
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1837      0.131     -9.008      0.000      -1.441      -0.926
ma.L1          1.0000   5353.352      0.000      1.000   -1.05e+04    1.05e+04
ar.S.L7        0.0300      0.416      0.072      0.943      -0.786       0.846
ma.S.L7        0.3370      3.225      0.105      0.917      -5.983       6.657
sigma2         3.4105   1.83e+04      0.000      1.000   -3.58e+04    3.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.25   Jarque-Bera (JB):                 2.17
Prob(Q):                              0.13   Prob(JB):                         0.34
Heteroskedasticity (H):               0.47   Skew:                            -0.86
Prob(H) (two-sided):                  0.48   Kurtosis:                         4.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.1065873486205, Current Price: 132.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.792
Date:                           Wed, 09 Oct 2024   AIC                             67.584
Time:                                   14:40:06   BIC                             70.409
Sample:                                        0   HQIC                            67.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0585      0.423     -2.503      0.012      -1.887      -0.230
ma.L1          1.0000   5566.794      0.000      1.000   -1.09e+04    1.09e+04
ar.S.L7    -7.054e-05      0.426     -0.000      1.000      -0.835       0.834
ma.S.L7       -0.0445      0.497     -0.089      0.929      -1.019       0.930
sigma2         4.5997   2.56e+04      0.000      1.000   -5.02e+04    5.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.40   Prob(JB):                         0.99
Heteroskedasticity (H):               1.08   Skew:                             0.05
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.40678096583346, Current Price: 131.94
BUY EXECUTED at 131.94
BUY ORDER COMPLETED at 134.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.566
Date:                           Wed, 09 Oct 2024   AIC                             69.132
Time:                                   14:40:06   BIC                             71.957
Sample:                                        0   HQIC                            68.551
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5092      1.269     -0.401      0.688      -2.996       1.978
ma.L1          0.1739      1.289      0.135      0.893      -2.352       2.700
ar.S.L7       -0.2441      0.520     -0.469      0.639      -1.263       0.775
ma.S.L7       -0.1740      1.070     -0.163      0.871      -2.271       1.923
sigma2         5.4817      5.235      1.047      0.295      -4.778      15.741
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.44   Prob(JB):                         0.91
Heteroskedasticity (H):               2.17   Skew:                             0.28
Prob(H) (two-sided):                  0.47   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.66450490719612, Current Price: 134.61
SELL EXECUTED at 134.61
SELL ORDER COMPLETED at 134.11
OPERATION PROFIT, GROSS -0.39999999999997726, NET -0.6686199999999772
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.513
Date:                           Wed, 09 Oct 2024   AIC                             69.027
Time:                                   14:40:06   BIC                             71.851
Sample:                                        0   HQIC                            68.446
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7013      0.578     -1.214      0.225      -1.834       0.431
ma.L1          0.2389      0.906      0.264      0.792      -1.538       2.016
ar.S.L7        0.1743      1.701      0.103      0.918      -3.159       3.508
ma.S.L7        0.0641      1.266      0.051      0.960      -2.418       2.546
sigma2         5.4752      3.276      1.671      0.095      -0.946      11.897
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.55   Prob(JB):                         0.76
Heteroskedasticity (H):               5.12   Skew:                             0.40
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.2740799153463, Current Price: 133.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.183
Date:                           Wed, 09 Oct 2024   AIC                             68.366
Time:                                   14:40:06   BIC                             71.190
Sample:                                        0   HQIC                            67.785
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6862      0.470     -1.459      0.145      -1.608       0.236
ma.L1          0.3301      0.576      0.573      0.567      -0.799       1.460
ar.S.L7       -0.1421      0.622     -0.228      0.819      -1.362       1.077
ma.S.L7       -0.7420      4.056     -0.183      0.855      -8.692       7.208
sigma2         3.8274     12.731      0.301      0.764     -21.125      28.779
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.85   Prob(JB):                         0.78
Heteroskedasticity (H):               2.21   Skew:                             0.14
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.80249913992262, Current Price: 133.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.459
Date:                           Wed, 09 Oct 2024   AIC                             66.918
Time:                                   14:40:06   BIC                             69.742
Sample:                                        0   HQIC                            66.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5001      0.906     -0.552      0.581      -2.276       1.276
ma.L1          0.1289      0.919      0.140      0.888      -1.673       1.931
ar.S.L7       -0.1371      0.342     -0.400      0.689      -0.808       0.534
ma.S.L7       -1.0001   1.65e+04  -6.04e-05      1.000   -3.24e+04    3.24e+04
sigma2         2.8121   4.65e+04   6.04e-05      1.000   -9.12e+04    9.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.90   Prob(JB):                         0.87
Heteroskedasticity (H):               1.31   Skew:                            -0.12
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.97722178933478, Current Price: 134.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.062
Date:                           Wed, 09 Oct 2024   AIC                             66.123
Time:                                   14:40:06   BIC                             68.948
Sample:                                        0   HQIC                            65.543
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5480      0.542     -1.010      0.312      -1.611       0.515
ma.L1          0.1737      0.827      0.210      0.834      -1.448       1.795
ar.S.L7       -0.2262      0.413     -0.548      0.584      -1.036       0.584
ma.S.L7       -1.0000   2.44e+04  -4.09e-05      1.000   -4.79e+04    4.79e+04
sigma2         2.6046   6.37e+04   4.09e-05      1.000   -1.25e+05    1.25e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.94   Prob(JB):                         0.75
Heteroskedasticity (H):               0.39   Skew:                            -0.32
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.94144332841583, Current Price: 136.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.257
Date:                           Wed, 09 Oct 2024   AIC                             66.513
Time:                                   14:40:06   BIC                             69.338
Sample:                                        0   HQIC                            65.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4755      1.161     -0.409      0.682      -2.751       1.800
ma.L1          0.1205      1.021      0.118      0.906      -1.880       2.121
ar.S.L7       -0.2131      0.704     -0.303      0.762      -1.593       1.167
ma.S.L7       -1.0001   1.44e+04  -6.97e-05      1.000   -2.81e+04    2.81e+04
sigma2         2.7299   3.92e+04   6.97e-05      1.000   -7.68e+04    7.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.88   Prob(JB):                         0.69
Heteroskedasticity (H):               0.38   Skew:                            -0.35
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.82649804507088, Current Price: 133.92
BUY EXECUTED at 133.92
BUY ORDER COMPLETED at 134.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.506
Date:                           Wed, 09 Oct 2024   AIC                             67.012
Time:                                   14:40:06   BIC                             69.837
Sample:                                        0   HQIC                            66.432
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5328      0.647     -0.823      0.410      -1.802       0.736
ma.L1          0.1589      0.766      0.208      0.836      -1.342       1.659
ar.S.L7       -0.1602      0.460     -0.348      0.728      -1.062       0.742
ma.S.L7       -1.0000   2.58e+04  -3.87e-05      1.000   -5.06e+04    5.06e+04
sigma2         2.8204   7.28e+04   3.87e-05      1.000   -1.43e+05    1.43e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.86   Prob(JB):                         0.67
Heteroskedasticity (H):               0.24   Skew:                            -0.44
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.1752498118142, Current Price: 136.51
SELL EXECUTED at 136.51
SELL ORDER COMPLETED at 135.21
OPERATION PROFIT, GROSS 0.4399999999999977, NET 0.17001999999999773
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.572
Date:                           Wed, 09 Oct 2024   AIC                             67.143
Time:                                   14:40:06   BIC                             69.968
Sample:                                        0   HQIC                            66.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8471      0.430     -1.971      0.049      -1.690      -0.005
ma.L1          0.4620      0.831      0.556      0.578      -1.166       2.090
ar.S.L7       -0.3347      0.411     -0.814      0.416      -1.140       0.471
ma.S.L7       -1.0001   9972.547     -0.000      1.000   -1.95e+04    1.95e+04
sigma2         2.7681   2.76e+04      0.000      1.000   -5.41e+04    5.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.66   Prob(JB):                         0.53
Heteroskedasticity (H):               0.37   Skew:                            -0.65
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.09239600613896, Current Price: 135.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.944
Date:                           Wed, 09 Oct 2024   AIC                             61.888
Time:                                   14:40:06   BIC                             64.713
Sample:                                        0   HQIC                            61.307
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8454      0.264     -3.205      0.001      -1.362      -0.328
ma.L1          0.4445      0.501      0.888      0.375      -0.537       1.426
ar.S.L7       -0.5368      0.611     -0.878      0.380      -1.734       0.661
ma.S.L7       -1.0000   1.63e+05  -6.12e-06      1.000    -3.2e+05     3.2e+05
sigma2         1.8483   3.02e+05   6.12e-06      1.000   -5.92e+05    5.92e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.40   Prob(JB):                         0.62
Heteroskedasticity (H):               0.55   Skew:                            -0.57
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.2538832667473, Current Price: 135.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.185
Date:                           Wed, 09 Oct 2024   AIC                             62.371
Time:                                   14:40:06   BIC                             65.196
Sample:                                        0   HQIC                            61.790
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8341      0.134     -6.222      0.000      -1.097      -0.571
ma.L1          0.5457      0.416      1.311      0.190      -0.270       1.362
ar.S.L7       -0.6353      0.477     -1.332      0.183      -1.570       0.299
ma.S.L7       -1.0020    593.458     -0.002      0.999   -1164.158    1162.154
sigma2         1.9103   1134.776      0.002      0.999   -2222.210    2226.030
===================================================================================
Ljung-Box (L1) (Q):                   2.54   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.11   Prob(JB):                         0.62
Heteroskedasticity (H):               0.45   Skew:                            -0.59
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.04275699915254, Current Price: 136.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.356
Date:                           Wed, 09 Oct 2024   AIC                             62.712
Time:                                   14:40:06   BIC                             65.537
Sample:                                        0   HQIC                            62.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4532      0.615     -0.736      0.462      -1.659       0.753
ma.L1          0.0028      0.750      0.004      0.997      -1.468       1.473
ar.S.L7       -0.6848      0.395     -1.732      0.083      -1.460       0.090
ma.S.L7       -0.0149      0.554     -0.027      0.979      -1.101       1.071
sigma2         3.3761      2.456      1.374      0.169      -1.438       8.191
===================================================================================
Ljung-Box (L1) (Q):                   3.29   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.07   Prob(JB):                         0.51
Heteroskedasticity (H):               1.58   Skew:                            -0.78
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.20827677699015, Current Price: 133.28
BUY EXECUTED at 133.28
BUY ORDER COMPLETED at 133.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.562
Date:                           Wed, 09 Oct 2024   AIC                             61.124
Time:                                   14:40:06   BIC                             63.949
Sample:                                        0   HQIC                            60.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3151      0.928     -0.340      0.734      -2.133       1.503
ma.L1          0.0178      1.075      0.017      0.987      -2.090       2.125
ar.S.L7       -0.6720      0.407     -1.652      0.099      -1.469       0.125
ma.S.L7       -0.0282      0.568     -0.050      0.960      -1.142       1.085
sigma2         2.9876      1.945      1.536      0.124      -0.824       6.799
===================================================================================
Ljung-Box (L1) (Q):                   4.60   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.03   Prob(JB):                         0.64
Heteroskedasticity (H):               1.33   Skew:                            -0.20
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.05952504540255, Current Price: 133.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.855
Date:                           Wed, 09 Oct 2024   AIC                             63.709
Time:                                   14:40:06   BIC                             66.534
Sample:                                        0   HQIC                            63.129
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2377      1.671     -0.142      0.887      -3.513       3.037
ma.L1          0.0567      1.929      0.029      0.977      -3.724       3.837
ar.S.L7       -0.5815      0.376     -1.546      0.122      -1.319       0.156
ma.S.L7       -0.2803      0.403     -0.696      0.487      -1.070       0.509
sigma2         3.5304      2.844      1.241      0.214      -2.043       9.104
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.36   Prob(JB):                         0.55
Heteroskedasticity (H):               1.76   Skew:                            -0.25
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.16082902108857, Current Price: 133.25
SELL EXECUTED at 133.25
SELL ORDER COMPLETED at 132.95
OPERATION PROFIT, GROSS -0.35000000000002274, NET -0.6162500000000227
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.120
Date:                           Wed, 09 Oct 2024   AIC                             60.239
Time:                                   14:40:06   BIC                             63.064
Sample:                                        0   HQIC                            59.659
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9947      0.112     -8.895      0.000      -1.214      -0.775
ma.L1          1.0000   4263.905      0.000      1.000   -8356.101    8358.101
ar.S.L7       -0.8958      0.307     -2.914      0.004      -1.498      -0.293
ma.S.L7       -0.3333      1.010     -0.330      0.741      -2.313       1.647
sigma2         2.3306   9936.613      0.000      1.000   -1.95e+04    1.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.99   Prob(JB):                         0.74
Heteroskedasticity (H):               3.61   Skew:                            -0.21
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.6102771669455, Current Price: 134.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.894
Date:                           Wed, 09 Oct 2024   AIC                             61.788
Time:                                   14:40:06   BIC                             64.613
Sample:                                        0   HQIC                            61.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0917      3.071     -0.030      0.976      -6.111       5.928
ma.L1         -0.0064      3.264     -0.002      0.998      -6.404       6.392
ar.S.L7       -0.5777      0.296     -1.952      0.051      -1.158       0.002
ma.S.L7       -0.2774      0.616     -0.451      0.652      -1.484       0.929
sigma2         3.0475      2.130      1.431      0.153      -1.128       7.223
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.40   Prob(JB):                         0.70
Heteroskedasticity (H):               2.34   Skew:                            -0.41
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.47813256257456, Current Price: 133.74
BUY EXECUTED at 133.74
BUY ORDER COMPLETED at 134.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.938
Date:                           Wed, 09 Oct 2024   AIC                             61.875
Time:                                   14:40:06   BIC                             64.700
Sample:                                        0   HQIC                            61.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0333      0.985     -0.034      0.973      -1.964       1.897
ma.L1         -0.2392      1.111     -0.215      0.829      -2.416       1.937
ar.S.L7       -0.4270      0.313     -1.363      0.173      -1.041       0.187
ma.S.L7       -0.4402      1.101     -0.400      0.689      -2.599       1.718
sigma2         2.9076      2.645      1.099      0.272      -2.277       8.092
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.66   Prob(JB):                         0.62
Heteroskedasticity (H):               1.26   Skew:                            -0.30
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.81451736877162, Current Price: 134.43
SELL EXECUTED at 134.43
SELL ORDER COMPLETED at 133.89
OPERATION PROFIT, GROSS -0.11000000000001364, NET -0.3778900000000136
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.018
Date:                           Wed, 09 Oct 2024   AIC                             62.037
Time:                                   14:40:06   BIC                             64.861
Sample:                                        0   HQIC                            61.456
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1074      0.981     -0.109      0.913      -2.030       1.815
ma.L1         -0.2645      1.264     -0.209      0.834      -2.742       2.213
ar.S.L7       -0.5105      0.218     -2.345      0.019      -0.937      -0.084
ma.S.L7       -0.0182      0.768     -0.024      0.981      -1.524       1.488
sigma2         3.2051      2.585      1.240      0.215      -1.862       8.272
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.66   Prob(JB):                         0.79
Heteroskedasticity (H):               0.14   Skew:                            -0.26
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.49158725113605, Current Price: 133.77
BUY EXECUTED at 133.77
BUY ORDER COMPLETED at 132.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.187
Date:                           Wed, 09 Oct 2024   AIC                             56.375
Time:                                   14:40:06   BIC                             59.200
Sample:                                        0   HQIC                            55.794
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0987      0.428     -0.231      0.818      -0.938       0.740
ma.L1         -0.6158      0.564     -1.091      0.275      -1.722       0.491
ar.S.L7       -0.2234      0.207     -1.081      0.280      -0.628       0.182
ma.S.L7       -1.0000   3.53e+04  -2.84e-05      1.000   -6.91e+04    6.91e+04
sigma2         1.2404   4.37e+04   2.84e-05      1.000   -8.57e+04    8.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.81   Prob(JB):                         0.94
Heteroskedasticity (H):               0.19   Skew:                             0.03
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.94010863887559, Current Price: 132.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.423
Date:                           Wed, 09 Oct 2024   AIC                             56.846
Time:                                   14:40:06   BIC                             59.670
Sample:                                        0   HQIC                            56.265
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0860      0.584      0.147      0.883      -1.059       1.231
ma.L1         -1.0003    398.036     -0.003      0.998    -781.137     779.137
ar.S.L7       -0.3095      0.151     -2.052      0.040      -0.605      -0.014
ma.S.L7       -1.0002   4476.442     -0.000      1.000   -8774.665    8772.664
sigma2         1.0969   5122.900      0.000      1.000      -1e+04       1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.98   Prob(JB):                         0.88
Heteroskedasticity (H):               0.41   Skew:                             0.33
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.5921904996219, Current Price: 130.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.603
Date:                           Wed, 09 Oct 2024   AIC                             59.207
Time:                                   14:40:06   BIC                             62.031
Sample:                                        0   HQIC                            58.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2972      0.542     -0.548      0.584      -1.360       0.765
ma.L1         -0.4956      0.712     -0.697      0.486      -1.890       0.899
ar.S.L7       -0.3279      0.270     -1.214      0.225      -0.857       0.201
ma.S.L7        1.0000   1.86e+04   5.39e-05      1.000   -3.64e+04    3.64e+04
sigma2         1.5524   2.88e+04   5.39e-05      1.000   -5.65e+04    5.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.91   Prob(JB):                         0.93
Heteroskedasticity (H):               0.47   Skew:                             0.17
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.67093534840805, Current Price: 123.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.184
Date:                           Wed, 09 Oct 2024   AIC                             64.368
Time:                                   14:40:06   BIC                             67.193
Sample:                                        0   HQIC                            63.787
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5457      0.174     -3.141      0.002      -0.886      -0.205
ma.L1          1.0000   1.83e+04   5.46e-05      1.000   -3.59e+04    3.59e+04
ar.S.L7       -0.6373      0.309     -2.066      0.039      -1.242      -0.033
ma.S.L7        0.2875      0.995      0.289      0.773      -1.662       2.237
sigma2         3.0673   5.62e+04   5.46e-05      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.66   Prob(JB):                         0.93
Heteroskedasticity (H):               2.64   Skew:                            -0.09
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.78936230431108, Current Price: 125.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.522
Date:                           Wed, 09 Oct 2024   AIC                             63.044
Time:                                   14:40:06   BIC                             65.869
Sample:                                        0   HQIC                            62.463
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4981      0.066     -7.527      0.000      -0.628      -0.368
ma.L1          1.0000   7894.290      0.000      1.000   -1.55e+04    1.55e+04
ar.S.L7       -0.4343      0.535     -0.811      0.417      -1.483       0.615
ma.S.L7       -0.2672      1.386     -0.193      0.847      -2.985       2.450
sigma2         2.9291   2.31e+04      0.000      1.000   -4.53e+04    4.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.70   Prob(JB):                         0.72
Heteroskedasticity (H):               2.02   Skew:                            -0.27
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.0404811872153, Current Price: 123.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.449
Date:                           Wed, 09 Oct 2024   AIC                             60.899
Time:                                   14:40:06   BIC                             63.723
Sample:                                        0   HQIC                            60.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2604      0.637     -0.409      0.683      -1.510       0.989
ma.L1          1.0000   9425.402      0.000      1.000   -1.85e+04    1.85e+04
ar.S.L7       -0.5730      0.220     -2.607      0.009      -1.004      -0.142
ma.S.L7        0.0692      0.722      0.096      0.924      -1.347       1.485
sigma2         2.5949   2.45e+04      0.000      1.000   -4.79e+04    4.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.38   Prob(JB):                         0.89
Heteroskedasticity (H):               1.91   Skew:                             0.28
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.38173510265585, Current Price: 123.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.942
Date:                           Wed, 09 Oct 2024   AIC                             59.884
Time:                                   14:40:06   BIC                             62.709
Sample:                                        0   HQIC                            59.304
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1315      0.586     -0.224      0.822      -1.280       1.017
ma.L1          1.0000   6870.441      0.000      1.000   -1.35e+04    1.35e+04
ar.S.L7       -0.4583      0.226     -2.025      0.043      -0.902      -0.015
ma.S.L7       -0.5375      1.653     -0.325      0.745      -3.777       2.702
sigma2         2.2034   1.51e+04      0.000      1.000   -2.97e+04    2.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.69   Prob(JB):                         0.78
Heteroskedasticity (H):               0.57   Skew:                            -0.37
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.76340827528179, Current Price: 118.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.830
Date:                           Wed, 09 Oct 2024   AIC                             67.661
Time:                                   14:40:06   BIC                             70.485
Sample:                                        0   HQIC                            67.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1262      1.315     -0.096      0.924      -2.703       2.451
ma.L1          0.6029      1.413      0.427      0.670      -2.166       3.372
ar.S.L7       -0.3801      0.973     -0.390      0.696      -2.288       1.528
ma.S.L7       -0.0971      2.071     -0.047      0.963      -4.157       3.963
sigma2         4.9116      2.969      1.654      0.098      -0.907      10.730
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.58   Prob(JB):                         0.60
Heteroskedasticity (H):               6.21   Skew:                            -0.66
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.55561462604035, Current Price: 115.94
SELL EXECUTED at 115.94
SELL ORDER COMPLETED at 115.22
OPERATION PROFIT, GROSS -17.5, NET -17.74794
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.130
Date:                           Wed, 09 Oct 2024   AIC                             68.259
Time:                                   14:40:07   BIC                             71.084
Sample:                                        0   HQIC                            67.679
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2856      3.475     -0.082      0.934      -7.096       6.525
ma.L1          1.8751     12.020      0.156      0.876     -21.685      25.435
ar.S.L7       -0.3917      0.865     -0.453      0.651      -2.086       1.303
ma.S.L7        0.0235      1.614      0.015      0.988      -3.140       3.187
sigma2         1.4703     19.422      0.076      0.940     -36.596      39.537
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.45   Prob(JB):                         0.49
Heteroskedasticity (H):               4.99   Skew:                            -0.79
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.84277780299693, Current Price: 119.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.262
Date:                           Wed, 09 Oct 2024   AIC                             68.523
Time:                                   14:40:07   BIC                             71.348
Sample:                                        0   HQIC                            67.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3738      1.806     -0.207      0.836      -3.913       3.166
ma.L1          0.7379      1.560      0.473      0.636      -2.320       3.796
ar.S.L7       -0.4475      1.040     -0.430      0.667      -2.486       1.591
ma.S.L7       -0.2180      0.976     -0.223      0.823      -2.130       1.694
sigma2         5.1717      3.056      1.692      0.091      -0.819      11.162
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 1.44
Prob(Q):                              0.51   Prob(JB):                         0.49
Heteroskedasticity (H):              13.17   Skew:                            -0.81
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.01358209131634, Current Price: 121.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.936
Date:                           Wed, 09 Oct 2024   AIC                             69.872
Time:                                   14:40:07   BIC                             72.697
Sample:                                        0   HQIC                            69.291
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2644      1.530      0.173      0.863      -2.735       3.263
ma.L1          0.0371      1.540      0.024      0.981      -2.981       3.055
ar.S.L7       -0.6278      0.667     -0.942      0.346      -1.934       0.679
ma.S.L7       -1.0001   1.11e+04  -8.99e-05      1.000   -2.18e+04    2.18e+04
sigma2         3.5271   3.92e+04   8.99e-05      1.000   -7.69e+04    7.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.68   Prob(JB):                         0.45
Heteroskedasticity (H):               6.91   Skew:                            -0.85
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.13309482740564, Current Price: 120.05
BUY EXECUTED at 120.05
BUY ORDER COMPLETED at 120.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.408
Date:                           Wed, 09 Oct 2024   AIC                             70.817
Time:                                   14:40:07   BIC                             73.642
Sample:                                        0   HQIC                            70.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3605      3.108      0.116      0.908      -5.731       6.452
ma.L1         -0.1357      3.199     -0.042      0.966      -6.406       6.135
ar.S.L7       -0.8991      0.581     -1.547      0.122      -2.039       0.240
ma.S.L7       -1.0007   3251.372     -0.000      1.000   -6373.573    6371.572
sigma2         3.7919   1.23e+04      0.000      1.000   -2.42e+04    2.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 1.54
Prob(Q):                              0.54   Prob(JB):                         0.46
Heteroskedasticity (H):               0.83   Skew:                            -0.84
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.8786085634738, Current Price: 120.74
SELL EXECUTED at 120.74
SELL ORDER COMPLETED at 118.08
OPERATION PROFIT, GROSS -2.6200000000000045, NET -2.8587800000000048
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.656
Date:                           Wed, 09 Oct 2024   AIC                             71.312
Time:                                   14:40:07   BIC                             74.137
Sample:                                        0   HQIC                            70.732
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4702      0.370     -1.271      0.204      -1.195       0.255
ma.L1          1.7362      1.754      0.990      0.322      -1.702       5.174
ar.S.L7       -0.8897      0.606     -1.467      0.142      -2.078       0.299
ma.S.L7       -1.0004   4119.969     -0.000      1.000   -8075.991    8073.990
sigma2         1.2776   5265.411      0.000      1.000   -1.03e+04    1.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.39
Prob(Q):                              0.58   Prob(JB):                         0.50
Heteroskedasticity (H):               0.49   Skew:                            -0.80
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.93898488512298, Current Price: 118.09
BUY EXECUTED at 118.09
BUY ORDER COMPLETED at 119.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.520
Date:                           Wed, 09 Oct 2024   AIC                             73.040
Time:                                   14:40:07   BIC                             75.865
Sample:                                        0   HQIC                            72.460
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3458      2.608      0.133      0.895      -4.766       5.457
ma.L1         -0.1658      2.691     -0.062      0.951      -5.441       5.109
ar.S.L7       -0.8793      0.652     -1.348      0.178      -2.158       0.399
ma.S.L7       -0.5736      2.614     -0.219      0.826      -5.698       4.550
sigma2         6.4113      8.239      0.778      0.436      -9.737      22.559
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.46   Prob(JB):                         0.64
Heteroskedasticity (H):               1.13   Skew:                            -0.51
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.62052519097645, Current Price: 119.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.183
Date:                           Wed, 09 Oct 2024   AIC                             66.366
Time:                                   14:40:07   BIC                             69.190
Sample:                                        0   HQIC                            65.785
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8224      0.116      7.096      0.000       0.595       1.050
ma.L1         -1.0000   1.24e+05  -8.09e-06      1.000   -2.42e+05    2.42e+05
ar.S.L7       -1.2661      0.506     -2.503      0.012      -2.258      -0.275
ma.S.L7       -0.7123      2.037     -0.350      0.727      -4.705       3.281
sigma2         2.8220   3.49e+05   8.09e-06      1.000   -6.84e+05    6.84e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               2.25   Skew:                            -0.25
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.02674548366184, Current Price: 120.62
SELL EXECUTED at 120.62
SELL ORDER COMPLETED at 121.15
OPERATION PROFIT, GROSS 2.0600000000000023, NET 1.8197600000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.951
Date:                           Wed, 09 Oct 2024   AIC                             67.902
Time:                                   14:40:07   BIC                             70.727
Sample:                                        0   HQIC                            67.321
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6966      0.242      2.880      0.004       0.223       1.171
ma.L1         -1.0000   9767.777     -0.000      1.000   -1.91e+04    1.91e+04
ar.S.L7       -1.3696      0.580     -2.360      0.018      -2.507      -0.232
ma.S.L7        0.2039      0.950      0.215      0.830      -1.657       2.065
sigma2         4.3010    4.2e+04      0.000      1.000   -8.23e+04    8.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 4.78
Prob(Q):                              0.45   Prob(JB):                         0.09
Heteroskedasticity (H):               5.96   Skew:                            -1.41
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.65450494071453, Current Price: 120.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.588
Date:                           Wed, 09 Oct 2024   AIC                             69.176
Time:                                   14:40:07   BIC                             72.001
Sample:                                        0   HQIC                            68.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5890      0.478      1.232      0.218      -0.348       1.526
ma.L1         -1.0000   1.48e+05  -6.75e-06      1.000    -2.9e+05     2.9e+05
ar.S.L7       -1.2110      0.563     -2.151      0.031      -2.315      -0.107
ma.S.L7        0.1546      0.956      0.162      0.871      -1.719       2.028
sigma2         4.7607   7.05e+05   6.75e-06      1.000   -1.38e+06    1.38e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.52
Prob(Q):                              0.98   Prob(JB):                         0.17
Heteroskedasticity (H):               0.77   Skew:                            -1.21
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.00737211481022, Current Price: 124.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.131
Date:                           Wed, 09 Oct 2024   AIC                             78.262
Time:                                   14:40:07   BIC                             81.087
Sample:                                        0   HQIC                            77.681
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2836      4.251      0.067      0.947      -8.048       8.616
ma.L1         -0.1839      4.165     -0.044      0.965      -8.348       7.980
ar.S.L7       -0.3341      0.921     -0.363      0.717      -2.139       1.471
ma.S.L7       -0.4408      1.598     -0.276      0.783      -3.572       2.690
sigma2        10.2539     10.906      0.940      0.347     -11.122      31.630
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.76   Prob(JB):                         0.77
Heteroskedasticity (H):               2.70   Skew:                            -0.04
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.68265394416213, Current Price: 124.13
BUY EXECUTED at 124.13
BUY ORDER COMPLETED at 124.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.307
Date:                           Wed, 09 Oct 2024   AIC                             78.615
Time:                                   14:40:07   BIC                             81.440
Sample:                                        0   HQIC                            78.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2852     21.559      0.013      0.989     -41.970      42.540
ma.L1         -0.3110     21.435     -0.015      0.988     -42.324      41.701
ar.S.L7       -0.6232      0.537     -1.161      0.246      -1.676       0.429
ma.S.L7        0.3630      1.021      0.355      0.722      -1.639       2.365
sigma2        10.8504      6.643      1.633      0.102      -2.169      23.870
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.70   Prob(JB):                         0.79
Heteroskedasticity (H):               0.98   Skew:                            -0.15
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.17204127802017, Current Price: 124.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.284
Date:                           Wed, 09 Oct 2024   AIC                             78.568
Time:                                   14:40:07   BIC                             81.393
Sample:                                        0   HQIC                            77.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3090     22.581      0.014      0.989     -43.950      44.568
ma.L1         -0.3340     22.389     -0.015      0.988     -44.215      43.547
ar.S.L7       -0.6165      0.589     -1.047      0.295      -1.771       0.538
ma.S.L7        0.3625      1.150      0.315      0.753      -1.891       2.617
sigma2        10.8137      6.446      1.677      0.093      -1.821      23.448
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.46   Prob(JB):                         0.80
Heteroskedasticity (H):               0.45   Skew:                            -0.20
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.93379106885976, Current Price: 124.89
SELL EXECUTED at 124.89
SELL ORDER COMPLETED at 125.04
OPERATION PROFIT, GROSS 0.960000000000008, NET 0.710880000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.851
Date:                           Wed, 09 Oct 2024   AIC                             75.702
Time:                                   14:40:07   BIC                             78.527
Sample:                                        0   HQIC                            75.122
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6865      0.456     -1.505      0.132      -1.580       0.207
ma.L1          1.0000   2.52e+04   3.97e-05      1.000   -4.94e+04    4.94e+04
ar.S.L7       -0.6379      0.221     -2.880      0.004      -1.072      -0.204
ma.S.L7        0.3259      0.831      0.392      0.695      -1.303       1.955
sigma2         7.2973   1.84e+05   3.97e-05      1.000    -3.6e+05     3.6e+05
===================================================================================
Ljung-Box (L1) (Q):                   3.91   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.05   Prob(JB):                         0.70
Heteroskedasticity (H):               1.09   Skew:                             0.14
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.41286857196886, Current Price: 123.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.853
Date:                           Wed, 09 Oct 2024   AIC                             75.705
Time:                                   14:40:07   BIC                             78.530
Sample:                                        0   HQIC                            75.125
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5434      0.332      1.636      0.102      -0.108       1.194
ma.L1         -0.4553      0.653     -0.697      0.486      -1.735       0.824
ar.S.L7       -0.7628      0.312     -2.442      0.015      -1.375      -0.151
ma.S.L7        1.0000   5.83e+04   1.72e-05      1.000   -1.14e+05    1.14e+05
sigma2         5.2919   3.09e+05   1.72e-05      1.000   -6.05e+05    6.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   3.34   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.07   Prob(JB):                         0.63
Heteroskedasticity (H):               0.32   Skew:                             0.18
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.79918077232617, Current Price: 124.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.070
Date:                           Wed, 09 Oct 2024   AIC                             72.141
Time:                                   14:40:07   BIC                             74.966
Sample:                                        0   HQIC                            71.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9830      0.245      4.015      0.000       0.503       1.463
ma.L1         -1.0000   7163.161     -0.000      1.000    -1.4e+04     1.4e+04
ar.S.L7       -0.6671      0.286     -2.336      0.019      -1.227      -0.107
ma.S.L7        0.8730     10.488      0.083      0.934     -19.684      21.430
sigma2         4.1935   3.01e+04      0.000      1.000   -5.89e+04    5.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.24   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.13   Prob(JB):                         0.78
Heteroskedasticity (H):               0.32   Skew:                             0.00
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.20161627540344, Current Price: 125.11
BUY EXECUTED at 125.11
BUY ORDER COMPLETED at 127.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.053
Date:                           Wed, 09 Oct 2024   AIC                             66.106
Time:                                   14:40:07   BIC                             68.930
Sample:                                        0   HQIC                            65.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5275      0.960     -0.549      0.583      -2.409       1.354
ma.L1          0.1783      0.989      0.180      0.857      -1.760       2.116
ar.S.L7       -0.5232      0.170     -3.083      0.002      -0.856      -0.191
ma.S.L7        1.0000   2.78e+04    3.6e-05      1.000   -5.44e+04    5.44e+04
sigma2         2.5618   7.12e+04    3.6e-05      1.000   -1.39e+05    1.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.61   Prob(JB):                         0.56
Heteroskedasticity (H):               1.21   Skew:                             0.50
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.447408133303, Current Price: 128.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.170
Date:                           Wed, 09 Oct 2024   AIC                             66.340
Time:                                   14:40:07   BIC                             69.165
Sample:                                        0   HQIC                            65.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3429      2.370     -0.145      0.885      -4.988       4.302
ma.L1          0.1531      2.439      0.063      0.950      -4.627       4.934
ar.S.L7       -0.4640      0.165     -2.804      0.005      -0.788      -0.140
ma.S.L7        1.0000   3.06e+04   3.27e-05      1.000      -6e+04       6e+04
sigma2         2.6919   8.24e+04   3.27e-05      1.000   -1.61e+05    1.61e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.67   Prob(JB):                         0.58
Heteroskedasticity (H):               0.13   Skew:                             0.30
Prob(H) (two-sided):                  0.07   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.0142351106204, Current Price: 129.71
SELL EXECUTED at 129.71
SELL ORDER COMPLETED at 129.17
OPERATION PROFIT, GROSS 1.5199999999999818, NET 1.2631799999999818
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.166
Date:                           Wed, 09 Oct 2024   AIC                             68.331
Time:                                   14:40:07   BIC                             71.156
Sample:                                        0   HQIC                            67.751
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8620      0.591      1.458      0.145      -0.297       2.021
ma.L1         -1.0000   2.18e+04  -4.58e-05      1.000   -4.28e+04    4.28e+04
ar.S.L7       -0.1077      0.346     -0.312      0.755      -0.786       0.570
ma.S.L7       -1.0002   7950.070     -0.000      1.000   -1.56e+04    1.56e+04
sigma2         2.5235   5.14e+04   4.91e-05      1.000   -1.01e+05    1.01e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.28   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.26   Prob(JB):                         0.49
Heteroskedasticity (H):               0.11   Skew:                             0.78
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.0938753903228, Current Price: 127.48
BUY EXECUTED at 127.48
BUY ORDER COMPLETED at 127.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.043
Date:                           Wed, 09 Oct 2024   AIC                             68.087
Time:                                   14:40:07   BIC                             70.911
Sample:                                        0   HQIC                            67.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7522      0.712      1.057      0.290      -0.642       2.147
ma.L1         -1.0000   5096.302     -0.000      1.000   -9989.569    9987.569
ar.S.L7        0.0307      0.308      0.100      0.921      -0.572       0.633
ma.S.L7       -1.0002   4669.968     -0.000      1.000   -9153.970    9151.969
sigma2         2.5090   1.14e+04      0.000      1.000   -2.23e+04    2.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.85   Prob(JB):                         0.76
Heteroskedasticity (H):               0.26   Skew:                             0.46
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.42435602470421, Current Price: 128.67
SELL EXECUTED at 128.67
SELL ORDER COMPLETED at 128.11
OPERATION PROFIT, GROSS 0.4100000000000108, NET 0.15419000000001076
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.683
Date:                           Wed, 09 Oct 2024   AIC                             57.367
Time:                                   14:40:07   BIC                             60.191
Sample:                                        0   HQIC                            56.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5876      0.523     -1.123      0.261      -1.613       0.438
ma.L1          0.8229      0.231      3.564      0.000       0.370       1.275
ar.S.L7     4.718e-05      0.059      0.001      0.999      -0.116       0.117
ma.S.L7       -0.3162      0.286     -1.106      0.269      -0.877       0.244
sigma2         2.2291      1.443      1.544      0.122      -0.600       5.058
===================================================================================
Ljung-Box (L1) (Q):                   3.95   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.05   Prob(JB):                         0.82
Heteroskedasticity (H):               1.37   Skew:                            -0.12
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.92037343692705, Current Price: 128.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.376
Date:                           Wed, 09 Oct 2024   AIC                             42.752
Time:                                   14:40:07   BIC                             45.576
Sample:                                        0   HQIC                            42.171
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2273      0.196     -1.158      0.247      -0.612       0.157
ma.L1         -0.5980      0.179     -3.349      0.001      -0.948      -0.248
ar.S.L7        0.2038      0.054      3.790      0.000       0.098       0.309
ma.S.L7       -0.6556      0.456     -1.439      0.150      -1.548       0.237
sigma2         0.5875      0.394      1.492      0.136      -0.184       1.359
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.23   Prob(JB):                         0.66
Heteroskedasticity (H):               2.83   Skew:                            -0.23
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.99387531163757, Current Price: 128.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.312
Date:                           Wed, 09 Oct 2024   AIC                             50.624
Time:                                   14:40:07   BIC                             53.449
Sample:                                        0   HQIC                            50.044
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2186      0.561     -0.390      0.696      -1.317       0.880
ma.L1         -1.0000   1.17e+04  -8.56e-05      1.000   -2.29e+04    2.29e+04
ar.S.L7        0.0990      0.057      1.726      0.084      -0.013       0.211
ma.S.L7       -0.6415      1.541     -0.416      0.677      -3.661       2.378
sigma2         0.9232   1.08e+04   8.56e-05      1.000   -2.11e+04    2.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.37   Jarque-Bera (JB):                 5.95
Prob(Q):                              0.24   Prob(JB):                         0.05
Heteroskedasticity (H):               0.16   Skew:                             1.43
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.06809942187994, Current Price: 128.12
BUY EXECUTED at 128.12
BUY ORDER COMPLETED at 127.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.055
Date:                           Wed, 09 Oct 2024   AIC                             52.110
Time:                                   14:40:07   BIC                             54.935
Sample:                                        0   HQIC                            51.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1505      2.696     -0.056      0.955      -5.434       5.133
ma.L1         -0.0316      2.719     -0.012      0.991      -5.361       5.297
ar.S.L7       -0.3639      0.267     -1.365      0.172      -0.886       0.159
ma.S.L7        0.2691      0.744      0.362      0.718      -1.189       1.727
sigma2         1.4504      0.816      1.778      0.075      -0.148       3.049
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.41   Prob(JB):                         0.94
Heteroskedasticity (H):               0.68   Skew:                            -0.21
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.84743361078066, Current Price: 127.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.258
Date:                           Wed, 09 Oct 2024   AIC                             60.516
Time:                                   14:40:07   BIC                             63.341
Sample:                                        0   HQIC                            59.935
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1455      5.137     -0.028      0.977     -10.213       9.922
ma.L1          0.0371      4.937      0.008      0.994      -9.639       9.713
ar.S.L7       -0.3324      0.421     -0.790      0.429      -1.157       0.492
ma.S.L7       -8.1821     34.655     -0.236      0.813     -76.104      59.740
sigma2         0.0422      0.345      0.122      0.903      -0.634       0.719
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.96   Prob(JB):                         0.70
Heteroskedasticity (H):               2.30   Skew:                            -0.55
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.72615431984596, Current Price: 126.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.496
Date:                           Wed, 09 Oct 2024   AIC                             60.993
Time:                                   14:40:07   BIC                             63.817
Sample:                                        0   HQIC                            60.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7366      1.574      0.468      0.640      -2.348       3.821
ma.L1         -0.5622      1.972     -0.285      0.776      -4.426       3.302
ar.S.L7       -0.3896      0.308     -1.263      0.206      -0.994       0.215
ma.S.L7        0.0074      1.061      0.007      0.994      -2.072       2.087
sigma2         2.9344      1.417      2.072      0.038       0.158       5.711
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.60   Prob(JB):                         0.82
Heteroskedasticity (H):               2.13   Skew:                            -0.21
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.4814966477418, Current Price: 126.36
SELL EXECUTED at 126.36
SELL ORDER COMPLETED at 126.51
OPERATION PROFIT, GROSS -1.25, NET -1.50427
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.431
Date:                           Wed, 09 Oct 2024   AIC                             56.861
Time:                                   14:40:08   BIC                             59.686
Sample:                                        0   HQIC                            56.280
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5658      0.462     -1.224      0.221      -1.472       0.340
ma.L1          0.8280      0.527      1.572      0.116      -0.204       1.860
ar.S.L7       -0.2554      0.413     -0.618      0.536      -1.065       0.554
ma.S.L7       -0.9259     11.883     -0.078      0.938     -24.215      22.364
sigma2         1.3186     14.831      0.089      0.929     -27.750      30.387
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.87   Prob(JB):                         0.93
Heteroskedasticity (H):               7.28   Skew:                             0.21
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.04315352646425, Current Price: 125.7
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.410
Date:                           Wed, 09 Oct 2024   AIC                             54.821
Time:                                   14:40:08   BIC                             57.645
Sample:                                        0   HQIC                            54.240
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5251      0.298     -1.763      0.078      -1.109       0.059
ma.L1          1.0000   4318.505      0.000      1.000   -8463.113    8465.113
ar.S.L7        0.0506      0.285      0.178      0.859      -0.508       0.609
ma.S.L7       -1.0001   6631.518     -0.000      1.000    -1.3e+04     1.3e+04
sigma2         1.0520   6659.101      0.000      1.000   -1.31e+04    1.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.87   Prob(JB):                         0.98
Heteroskedasticity (H):               7.64   Skew:                            -0.14
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.00819638595023, Current Price: 123.97
BUY EXECUTED at 123.97
BUY ORDER COMPLETED at 124.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.407
Date:                           Wed, 09 Oct 2024   AIC                             54.814
Time:                                   14:40:08   BIC                             57.639
Sample:                                        0   HQIC                            54.234
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4011      0.701     -0.572      0.567      -1.775       0.972
ma.L1          0.8767      0.400      2.189      0.029       0.092       1.662
ar.S.L7       -0.1326      0.323     -0.410      0.682      -0.766       0.501
ma.S.L7       -1.0001   1.35e+04  -7.39e-05      1.000   -2.65e+04    2.65e+04
sigma2         1.1200   1.51e+04   7.39e-05      1.000   -2.97e+04    2.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.47   Prob(JB):                         0.91
Heteroskedasticity (H):               0.69   Skew:                             0.05
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.4151952195276, Current Price: 124.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.397
Date:                           Wed, 09 Oct 2024   AIC                             54.794
Time:                                   14:40:08   BIC                             57.619
Sample:                                        0   HQIC                            54.213
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5592      0.445     -1.255      0.209      -1.432       0.314
ma.L1          1.0000   4328.231      0.000      1.000   -8482.178    8484.178
ar.S.L7       -0.1746      0.580     -0.301      0.764      -1.312       0.963
ma.S.L7       -1.0000   2.78e+04  -3.59e-05      1.000   -5.46e+04    5.46e+04
sigma2         0.9916   2.86e+04   3.47e-05      1.000    -5.6e+04     5.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.79   Prob(JB):                         0.78
Heteroskedasticity (H):               0.32   Skew:                            -0.23
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.77162904912682, Current Price: 126.86
SELL EXECUTED at 126.86
SELL ORDER COMPLETED at 126.51
OPERATION PROFIT, GROSS 2.510000000000005, NET 2.259490000000005
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.307
Date:                           Wed, 09 Oct 2024   AIC                             56.614
Time:                                   14:40:08   BIC                             59.438
Sample:                                        0   HQIC                            56.033
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5484      0.489     -1.122      0.262      -1.506       0.409
ma.L1          0.9254      0.529      1.748      0.080      -0.112       1.963
ar.S.L7       -0.2995      0.488     -0.614      0.540      -1.256       0.657
ma.S.L7       -1.0000   3.54e+04  -2.82e-05      1.000   -6.94e+04    6.94e+04
sigma2         1.1953   4.23e+04   2.82e-05      1.000    -8.3e+04     8.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.66   Prob(JB):                         0.76
Heteroskedasticity (H):               0.60   Skew:                             0.26
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.66900401580753, Current Price: 126.86
BUY EXECUTED at 126.86
BUY ORDER COMPLETED at 129.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.703
Date:                           Wed, 09 Oct 2024   AIC                             61.405
Time:                                   14:40:08   BIC                             64.230
Sample:                                        0   HQIC                            60.824
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0340     48.585      0.001      0.999     -95.192      95.260
ma.L1         -0.0472     48.193     -0.001      0.999     -94.504      94.410
ar.S.L7       -0.3061      0.821     -0.373      0.709      -1.915       1.303
ma.S.L7       -0.3453      0.771     -0.448      0.654      -1.857       1.166
sigma2         2.9040      1.621      1.791      0.073      -0.274       6.082
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.85   Prob(JB):                         0.84
Heteroskedasticity (H):               1.22   Skew:                             0.23
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.7377560260819, Current Price: 129.13
SELL EXECUTED at 129.13
SELL ORDER COMPLETED at 128.49
OPERATION PROFIT, GROSS -1.079999999999984, NET -1.338059999999984
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.621
Date:                           Wed, 09 Oct 2024   AIC                             61.242
Time:                                   14:40:08   BIC                             64.067
Sample:                                        0   HQIC                            60.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0697      6.061      0.012      0.991     -11.810      11.949
ma.L1         -6.4365    255.811     -0.025      0.980    -507.818     494.945
ar.S.L7       -0.2789      0.663     -0.421      0.674      -1.578       1.020
ma.S.L7       -0.9487     23.182     -0.041      0.967     -46.385      44.487
sigma2         0.0458      3.414      0.013      0.989      -6.645       6.737
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.59   Prob(JB):                         0.87
Heteroskedasticity (H):               3.94   Skew:                             0.01
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.09851135095496, Current Price: 127.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.231
Date:                           Wed, 09 Oct 2024   AIC                             58.461
Time:                                   14:40:08   BIC                             61.286
Sample:                                        0   HQIC                            57.881
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8575      0.496      1.728      0.084      -0.115       1.830
ma.L1         -1.0000   4.55e+04   -2.2e-05      1.000   -8.91e+04    8.91e+04
ar.S.L7       -0.7711      0.430     -1.791      0.073      -1.615       0.073
ma.S.L7        0.0385      0.474      0.081      0.935      -0.890       0.967
sigma2         2.0906   9.51e+04    2.2e-05      1.000   -1.86e+05    1.86e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.32   Prob(JB):                         0.95
Heteroskedasticity (H):               1.30   Skew:                             0.02
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.29407280937107, Current Price: 129.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.851
Date:                           Wed, 09 Oct 2024   AIC                             59.701
Time:                                   14:40:08   BIC                             62.526
Sample:                                        0   HQIC                            59.121
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4854      0.394      1.233      0.217      -0.286       1.257
ma.L1         -0.2889      0.467     -0.618      0.536      -1.205       0.627
ar.S.L7       -0.8811      0.601     -1.466      0.143      -2.059       0.297
ma.S.L7        0.3405      1.165      0.292      0.770      -1.942       2.623
sigma2         2.5100      2.416      1.039      0.299      -2.225       7.245
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.31   Prob(JB):                         0.85
Heteroskedasticity (H):               1.02   Skew:                            -0.16
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.2249251951967, Current Price: 131.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.519
Date:                           Wed, 09 Oct 2024   AIC                             59.039
Time:                                   14:40:08   BIC                             61.864
Sample:                                        0   HQIC                            58.458
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2970      9.733     -0.031      0.976     -19.373      18.779
ma.L1          0.2690      9.958      0.027      0.978     -19.248      19.786
ar.S.L7       -1.1410      0.184     -6.208      0.000      -1.501      -0.781
ma.S.L7        1.0000   4.28e+04   2.34e-05      1.000   -8.38e+04    8.38e+04
sigma2         1.5332   6.55e+04   2.34e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.93   Prob(JB):                         0.63
Heteroskedasticity (H):               0.79   Skew:                            -0.48
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.32496967024792, Current Price: 132.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.641
Date:                           Wed, 09 Oct 2024   AIC                             57.282
Time:                                   14:40:08   BIC                             60.107
Sample:                                        0   HQIC                            56.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8737      0.328      2.664      0.008       0.231       1.516
ma.L1         -0.7268      0.553     -1.314      0.189      -1.811       0.358
ar.S.L7       -0.9993      0.332     -3.013      0.003      -1.649      -0.349
ma.S.L7        1.0000   3.57e+04    2.8e-05      1.000   -6.99e+04    6.99e+04
sigma2         1.2841   4.58e+04    2.8e-05      1.000   -8.98e+04    8.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.20   Prob(JB):                         0.58
Heteroskedasticity (H):               1.33   Skew:                            -0.71
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.8036906768485, Current Price: 132.01
BUY EXECUTED at 132.01
BUY ORDER COMPLETED at 132.0345
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.481
Date:                           Wed, 09 Oct 2024   AIC                             56.961
Time:                                   14:40:08   BIC                             59.786
Sample:                                        0   HQIC                            56.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3535      3.672     -0.096      0.923      -7.550       6.843
ma.L1          0.3163      3.817      0.083      0.934      -7.166       7.798
ar.S.L7       -1.0996      0.335     -3.281      0.001      -1.757      -0.443
ma.S.L7        0.4486      1.327      0.338      0.735      -2.153       3.050
sigma2         1.9823      2.697      0.735      0.462      -3.303       7.268
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.68   Prob(JB):                         0.81
Heteroskedasticity (H):               2.77   Skew:                            -0.25
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.6352022688462, Current Price: 132.45
SELL EXECUTED at 132.45
SELL ORDER COMPLETED at 131.74
OPERATION PROFIT, GROSS -0.2944999999999993, NET -0.5582744999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.064
Date:                           Wed, 09 Oct 2024   AIC                             56.127
Time:                                   14:40:08   BIC                             58.952
Sample:                                        0   HQIC                            55.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5156      0.742     -0.695      0.487      -1.970       0.939
ma.L1          5.1305     22.949      0.224      0.823     -39.848      50.109
ar.S.L7       -0.7965      0.304     -2.617      0.009      -1.393      -0.200
ma.S.L7       -0.2878      1.804     -0.160      0.873      -3.824       3.249
sigma2         0.0732      0.638      0.115      0.909      -1.177       1.324
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.79   Prob(JB):                         0.90
Heteroskedasticity (H):               4.22   Skew:                             0.20
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.61450297340474, Current Price: 132.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.649
Date:                           Wed, 09 Oct 2024   AIC                             53.298
Time:                                   14:40:08   BIC                             56.123
Sample:                                        0   HQIC                            52.718
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8678      0.167     -5.194      0.000      -1.195      -0.540
ma.L1          1.0000   2.07e+04   4.83e-05      1.000   -4.06e+04    4.06e+04
ar.S.L7       -0.6679      0.195     -3.433      0.001      -1.049      -0.287
ma.S.L7       -1.2407      4.872     -0.255      0.799     -10.790       8.308
sigma2         0.6786    1.4e+04   4.83e-05      1.000   -2.75e+04    2.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.51   Prob(JB):                         0.86
Heteroskedasticity (H):               0.65   Skew:                             0.18
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.52019942819197, Current Price: 132.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.626
Date:                           Wed, 09 Oct 2024   AIC                             53.252
Time:                                   14:40:08   BIC                             56.077
Sample:                                        0   HQIC                            52.671
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8203      0.210     -3.899      0.000      -1.233      -0.408
ma.L1          1.0000   2.46e+04   4.07e-05      1.000   -4.82e+04    4.82e+04
ar.S.L7       -0.7362      0.193     -3.807      0.000      -1.115      -0.357
ma.S.L7       -1.0001   1.35e+04   -7.4e-05      1.000   -2.65e+04    2.65e+04
sigma2         0.8679   2.79e+04   3.11e-05      1.000   -5.47e+04    5.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.11   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.29   Prob(JB):                         0.82
Heteroskedasticity (H):               0.38   Skew:                            -0.36
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.51087783687717, Current Price: 134.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.063
Date:                           Wed, 09 Oct 2024   AIC                             58.127
Time:                                   14:40:08   BIC                             60.952
Sample:                                        0   HQIC                            57.546
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2941     16.923     -0.017      0.986     -33.464      32.875
ma.L1          0.2587     17.269      0.015      0.988     -33.588      34.106
ar.S.L7       -0.5846      0.296     -1.973      0.048      -1.165      -0.004
ma.S.L7       -1.0003   7265.029     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         1.4289   1.04e+04      0.000      1.000   -2.03e+04    2.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.25   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.26   Prob(JB):                         0.84
Heteroskedasticity (H):               0.72   Skew:                            -0.10
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.00278429663163, Current Price: 135.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.038
Date:                           Wed, 09 Oct 2024   AIC                             58.076
Time:                                   14:40:08   BIC                             60.901
Sample:                                        0   HQIC                            57.495
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7580      0.270     -2.808      0.005      -1.287      -0.229
ma.L1          1.0000   2.11e+04   4.73e-05      1.000   -4.14e+04    4.14e+04
ar.S.L7       -0.6730      0.253     -2.665      0.008      -1.168      -0.178
ma.S.L7       -0.3244      0.657     -0.493      0.622      -1.613       0.964
sigma2         1.9778   4.18e+04   4.73e-05      1.000   -8.19e+04    8.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.41   Prob(JB):                         0.49
Heteroskedasticity (H):               0.79   Skew:                            -0.81
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.67403032223035, Current Price: 136.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.408
Date:                           Wed, 09 Oct 2024   AIC                             54.817
Time:                                   14:40:08   BIC                             57.642
Sample:                                        0   HQIC                            54.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6462      0.215     -3.010      0.003      -1.067      -0.225
ma.L1          1.0000   3.75e+04   2.66e-05      1.000   -7.36e+04    7.36e+04
ar.S.L7       -0.7448      0.175     -4.244      0.000      -1.089      -0.401
ma.S.L7        0.2344      1.007      0.233      0.816      -1.739       2.208
sigma2         1.5079   5.66e+04   2.66e-05      1.000   -1.11e+05    1.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.32   Prob(JB):                         0.94
Heteroskedasticity (H):               0.82   Skew:                            -0.24
Prob(H) (two-sided):                  0.85   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.61115028216318, Current Price: 136.71
BUY EXECUTED at 136.71
BUY ORDER COMPLETED at 136.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.639
Date:                           Wed, 09 Oct 2024   AIC                             53.277
Time:                                   14:40:08   BIC                             56.102
Sample:                                        0   HQIC                            52.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5114      0.182     -2.812      0.005      -0.868      -0.155
ma.L1          1.0000   4.09e+05   2.44e-06      1.000   -8.02e+05    8.02e+05
ar.S.L7       -0.6927      0.131     -5.280      0.000      -0.950      -0.436
ma.S.L7        0.2664      1.604      0.166      0.868      -2.877       3.410
sigma2         1.3196    5.4e+05   2.44e-06      1.000   -1.06e+06    1.06e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.00
Prob(Q):                              0.52   Prob(JB):                         1.00
Heteroskedasticity (H):               0.54   Skew:                            -0.02
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.18161953497471, Current Price: 135.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.588
Date:                           Wed, 09 Oct 2024   AIC                             51.176
Time:                                   14:40:08   BIC                             54.001
Sample:                                        0   HQIC                            50.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4097      0.134     -3.053      0.002      -0.673      -0.147
ma.L1          1.0000   4.98e+05   2.01e-06      1.000   -9.77e+05    9.77e+05
ar.S.L7       -0.7287      0.116     -6.286      0.000      -0.956      -0.501
ma.S.L7        0.1724      0.751      0.230      0.818      -1.299       1.644
sigma2         1.1817   5.89e+05   2.01e-06      1.000   -1.15e+06    1.15e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.85   Prob(JB):                         0.98
Heteroskedasticity (H):               0.63   Skew:                            -0.13
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.80006184067187, Current Price: 134.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.212
Date:                           Wed, 09 Oct 2024   AIC                             54.424
Time:                                   14:40:08   BIC                             57.248
Sample:                                        0   HQIC                            53.843
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3726      0.614     -0.606      0.544      -1.577       0.832
ma.L1          1.0000   8.25e+04   1.21e-05      1.000   -1.62e+05    1.62e+05
ar.S.L7       -0.6186      0.182     -3.404      0.001      -0.975      -0.262
ma.S.L7        1.0001   2.17e+04    4.6e-05      1.000   -4.26e+04    4.26e+04
sigma2         0.9182   9.21e+04   9.97e-06      1.000   -1.81e+05    1.81e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.58   Prob(JB):                         0.77
Heteroskedasticity (H):               0.85   Skew:                             0.28
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.00253099511363, Current Price: 136.42
SELL EXECUTED at 136.42
SELL ORDER COMPLETED at 134.61
OPERATION PROFIT, GROSS -1.509999999999991, NET -1.7807299999999908
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.208
Date:                           Wed, 09 Oct 2024   AIC                             56.416
Time:                                   14:40:08   BIC                             59.241
Sample:                                        0   HQIC                            55.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3879      1.040     -0.373      0.709      -2.425       1.650
ma.L1          1.0000   7771.517      0.000      1.000   -1.52e+04    1.52e+04
ar.S.L7       -0.4689      0.199     -2.352      0.019      -0.860      -0.078
ma.S.L7        1.0000   1.98e+04   5.04e-05      1.000   -3.89e+04    3.89e+04
sigma2         1.0745   2.75e+04    3.9e-05      1.000    -5.4e+04     5.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.45   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.23   Prob(JB):                         0.52
Heteroskedasticity (H):               0.63   Skew:                             0.60
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.8454257089149, Current Price: 134.66
BUY EXECUTED at 134.66
BUY ORDER COMPLETED at 134.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.269
Date:                           Wed, 09 Oct 2024   AIC                             58.538
Time:                                   14:40:08   BIC                             61.363
Sample:                                        0   HQIC                            57.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5695      2.256     -0.252      0.801      -4.991       3.852
ma.L1          0.3156      2.434      0.130      0.897      -4.455       5.087
ar.S.L7       -0.4569      0.598     -0.764      0.445      -1.629       0.715
ma.S.L7        0.1041      1.010      0.103      0.918      -1.876       2.084
sigma2         2.4357      1.639      1.486      0.137      -0.777       5.648
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.39   Prob(JB):                         0.72
Heteroskedasticity (H):               2.50   Skew:                            -0.14
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.2539138641264, Current Price: 132.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.976
Date:                           Wed, 09 Oct 2024   AIC                             63.952
Time:                                   14:40:08   BIC                             66.777
Sample:                                        0   HQIC                            63.372
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1169     20.365     -0.006      0.995     -40.031      39.797
ma.L1          7.3393   1082.478      0.007      0.995   -2114.279    2128.958
ar.S.L7       -0.3151      0.446     -0.706      0.480      -1.190       0.560
ma.S.L7       -9.8818     82.713     -0.119      0.905    -171.997     152.233
sigma2         0.0007      0.215      0.003      0.997      -0.421       0.422
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.95   Prob(JB):                         0.70
Heteroskedasticity (H):               2.93   Skew:                            -0.13
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
Predicted Price: 133.2358111145068, Current Price: 134.15
SELL EXECUTED at 134.15
SELL ORDER COMPLETED at 134.13
OPERATION PROFIT, GROSS 0.0, NET -0.26826
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.905
Date:                           Wed, 09 Oct 2024   AIC                             61.810
Time:                                   14:40:09   BIC                             64.634
Sample:                                        0   HQIC                            61.229
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1019     18.141     -0.006      0.996     -35.657      35.453
ma.L1          7.5911   1037.932      0.007      0.994   -2026.718    2041.900
ar.S.L7       -0.2000      0.416     -0.480      0.631      -1.016       0.616
ma.S.L7        3.6925     13.794      0.268      0.789     -23.343      30.728
sigma2         0.0039      1.074      0.004      0.997      -2.100       2.108
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.78   Prob(JB):                         0.58
Heteroskedasticity (H):               3.07   Skew:                            -0.64
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.1805581061552, Current Price: 133.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.874
Date:                           Wed, 09 Oct 2024   AIC                             61.748
Time:                                   14:40:09   BIC                             64.573
Sample:                                        0   HQIC                            61.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1419      7.468     -0.019      0.985     -14.779      14.495
ma.L1          4.7877    167.885      0.029      0.977    -324.260     333.835
ar.S.L7       -0.2104      0.387     -0.544      0.586      -0.968       0.547
ma.S.L7        3.9022     14.246      0.274      0.784     -24.019      31.824
sigma2         0.0086      0.626      0.014      0.989      -1.218       1.236
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.87   Prob(JB):                         0.66
Heteroskedasticity (H):               2.51   Skew:                            -0.56
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.97835618655586, Current Price: 131.74
BUY EXECUTED at 131.74
BUY ORDER COMPLETED at 131.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.892
Date:                           Wed, 09 Oct 2024   AIC                             57.784
Time:                                   14:40:09   BIC                             60.608
Sample:                                        0   HQIC                            57.203
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4975      0.975     -0.511      0.610      -2.408       1.412
ma.L1          1.0000   1.35e+04   7.38e-05      1.000   -2.65e+04    2.65e+04
ar.S.L7        0.0118      0.115      0.102      0.919      -0.214       0.238
ma.S.L7        0.6294      1.726      0.365      0.715      -2.754       4.013
sigma2         1.6675   2.26e+04   7.38e-05      1.000   -4.43e+04    4.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.80   Prob(JB):                         0.41
Heteroskedasticity (H):               0.08   Skew:                            -0.42
Prob(H) (two-sided):                  0.03   Kurtosis:                         4.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.42738071600198, Current Price: 131.7
SELL EXECUTED at 131.7
SELL ORDER COMPLETED at 128.62
OPERATION PROFIT, GROSS -2.960000000000008, NET -3.220200000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.245
Date:                           Wed, 09 Oct 2024   AIC                             54.489
Time:                                   14:40:09   BIC                             57.314
Sample:                                        0   HQIC                            53.908
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3365      0.923     -0.364      0.716      -2.146       1.473
ma.L1          1.0000   1.93e+04   5.19e-05      1.000   -3.78e+04    3.78e+04
ar.S.L7        0.1475      0.220      0.671      0.502      -0.283       0.578
ma.S.L7        0.9175      7.938      0.116      0.908     -14.641      16.476
sigma2         1.0023   1.93e+04   5.19e-05      1.000   -3.78e+04    3.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 2.95
Prob(Q):                              0.68   Prob(JB):                         0.23
Heteroskedasticity (H):               0.61   Skew:                            -1.02
Prob(H) (two-sided):                  0.64   Kurtosis:                         4.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.0990098478609, Current Price: 127.67
BUY EXECUTED at 127.67
BUY ORDER COMPLETED at 127.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.776
Date:                           Wed, 09 Oct 2024   AIC                             67.552
Time:                                   14:40:09   BIC                             70.377
Sample:                                        0   HQIC                            66.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0318     21.099     -0.002      0.999     -41.386      41.322
ma.L1         -0.0004     21.293  -2.04e-05      1.000     -41.735      41.734
ar.S.L7       -0.4088      0.766     -0.534      0.594      -1.910       1.092
ma.S.L7       -1.0002   7302.749     -0.000      1.000   -1.43e+04    1.43e+04
sigma2         2.9504   2.15e+04      0.000      1.000   -4.22e+04    4.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.31   Prob(JB):                         0.92
Heteroskedasticity (H):              11.06   Skew:                             0.04
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.40085781389067, Current Price: 127.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.851
Date:                           Wed, 09 Oct 2024   AIC                             67.702
Time:                                   14:40:09   BIC                             70.527
Sample:                                        0   HQIC                            67.122
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4521      2.553      0.177      0.859      -4.551       5.455
ma.L1         -0.3749      2.745     -0.137      0.891      -5.754       5.005
ar.S.L7       -0.2957      0.967     -0.306      0.760      -2.190       1.599
ma.S.L7       -0.4447      2.329     -0.191      0.849      -5.009       4.120
sigma2         4.5437      5.367      0.847      0.397      -5.976      15.063
===================================================================================
Ljung-Box (L1) (Q):                   1.90   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.17   Prob(JB):                         0.65
Heteroskedasticity (H):               7.64   Skew:                            -0.51
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.76046239700366, Current Price: 126.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.982
Date:                           Wed, 09 Oct 2024   AIC                             67.964
Time:                                   14:40:09   BIC                             70.788
Sample:                                        0   HQIC                            67.383
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1716     20.535     -0.008      0.993     -40.419      40.076
ma.L1          0.0797     20.841      0.004      0.997     -40.768      40.927
ar.S.L7       -0.1420      1.358     -0.105      0.917      -2.803       2.519
ma.S.L7       -0.1895      2.646     -0.072      0.943      -5.376       4.997
sigma2         4.9855      3.366      1.481      0.139      -1.612      11.583
===================================================================================
Ljung-Box (L1) (Q):                   1.64   Jarque-Bera (JB):                 1.78
Prob(Q):                              0.20   Prob(JB):                         0.41
Heteroskedasticity (H):               6.12   Skew:                            -0.88
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.1657911398476, Current Price: 126.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.375
Date:                           Wed, 09 Oct 2024   AIC                             66.750
Time:                                   14:40:09   BIC                             69.575
Sample:                                        0   HQIC                            66.169
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4828      2.596      0.186      0.852      -4.606       5.572
ma.L1         -0.3371      2.794     -0.121      0.904      -5.812       5.138
ar.S.L7       -0.1880      0.592     -0.317      0.751      -1.349       0.973
ma.S.L7       -1.0001   1.78e+04  -5.63e-05      1.000   -3.48e+04    3.48e+04
sigma2         2.7735   4.93e+04   5.63e-05      1.000   -9.66e+04    9.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.92   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.09   Prob(JB):                         0.74
Heteroskedasticity (H):               1.63   Skew:                            -0.50
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.14672289764927, Current Price: 132.01
SELL EXECUTED at 132.01
SELL ORDER COMPLETED at 132.0
OPERATION PROFIT, GROSS 4.840000000000003, NET 4.580840000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.593
Date:                           Wed, 09 Oct 2024   AIC                             73.186
Time:                                   14:40:09   BIC                             76.011
Sample:                                        0   HQIC                            72.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3007      2.651     -0.113      0.910      -5.497       4.895
ma.L1         -0.0772      3.193     -0.024      0.981      -6.335       6.181
ar.S.L7       -0.0001      0.618     -0.000      1.000      -1.211       1.211
ma.S.L7        6.2892     80.394      0.078      0.938    -151.279     163.858
sigma2         0.1915      4.982      0.038      0.969      -9.573       9.956
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.66   Prob(JB):                         0.98
Heteroskedasticity (H):               1.03   Skew:                             0.14
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.52297394882513, Current Price: 131.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.276
Date:                           Wed, 09 Oct 2024   AIC                             72.551
Time:                                   14:40:09   BIC                             75.376
Sample:                                        0   HQIC                            71.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7410      1.036     -0.715      0.474      -2.771       1.289
ma.L1          1.0000   7170.049      0.000      1.000   -1.41e+04    1.41e+04
ar.S.L7       -0.3540      1.702     -0.208      0.835      -3.690       2.982
ma.S.L7       -0.3237      2.349     -0.138      0.890      -4.927       4.280
sigma2         6.0266   4.32e+04      0.000      1.000   -8.47e+04    8.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.53   Prob(JB):                         0.99
Heteroskedasticity (H):               1.21   Skew:                             0.09
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
Predicted Price: 130.93870499800238, Current Price: 127.96
BUY EXECUTED at 127.96
BUY ORDER COMPLETED at 127.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.287
Date:                           Wed, 09 Oct 2024   AIC                             72.574
Time:                                   14:40:09   BIC                             75.399
Sample:                                        0   HQIC                            71.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5206      0.349     -1.490      0.136      -1.205       0.164
ma.L1          1.0000   2.21e+04   4.52e-05      1.000   -4.33e+04    4.33e+04
ar.S.L7       -0.7942      1.399     -0.568      0.570      -3.536       1.947
ma.S.L7       -0.1074      1.113     -0.097      0.923      -2.289       2.074
sigma2         6.2615   1.38e+05   4.52e-05      1.000   -2.71e+05    2.71e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.45   Prob(JB):                         0.91
Heteroskedasticity (H):               0.90   Skew:                             0.23
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.6199174232933, Current Price: 127.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.554
Date:                           Wed, 09 Oct 2024   AIC                             71.108
Time:                                   14:40:09   BIC                             73.933
Sample:                                        0   HQIC                            70.528
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4018      0.991     -0.405      0.685      -2.344       1.541
ma.L1          0.7125      0.542      1.314      0.189      -0.350       1.775
ar.S.L7       -0.4353      1.671     -0.261      0.794      -3.710       2.839
ma.S.L7       -0.4160      2.808     -0.148      0.882      -5.920       5.088
sigma2         6.0132      6.326      0.950      0.342      -6.386      18.413
===================================================================================
Ljung-Box (L1) (Q):                   1.56   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.21   Prob(JB):                         0.67
Heteroskedasticity (H):               3.27   Skew:                             0.46
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.22969272126123, Current Price: 127.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.622
Date:                           Wed, 09 Oct 2024   AIC                             69.244
Time:                                   14:40:09   BIC                             72.068
Sample:                                        0   HQIC                            68.663
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6083      0.796     -0.765      0.445      -2.168       0.951
ma.L1          1.0000   2.03e+04   4.91e-05      1.000   -3.99e+04    3.99e+04
ar.S.L7       -0.6765      1.054     -0.642      0.521      -2.742       1.389
ma.S.L7       -0.0329      1.136     -0.029      0.977      -2.260       2.194
sigma2         4.7980   9.76e+04   4.91e-05      1.000   -1.91e+05    1.91e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.45   Prob(JB):                         0.83
Heteroskedasticity (H):               1.20   Skew:                            -0.03
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.82719289636098, Current Price: 128.79
SELL EXECUTED at 128.79
SELL ORDER COMPLETED at 128.6097
OPERATION PROFIT, GROSS 1.0897000000000077, NET 0.8335703000000076
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.852
Date:                           Wed, 09 Oct 2024   AIC                             69.704
Time:                                   14:40:09   BIC                             72.529
Sample:                                        0   HQIC                            69.124
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4822      0.230      2.093      0.036       0.031       0.934
ma.L1         -1.0000   5971.558     -0.000      1.000   -1.17e+04    1.17e+04
ar.S.L7       -0.3112      0.769     -0.405      0.686      -1.818       1.196
ma.S.L7       -1.0001   1.83e+04  -5.47e-05      1.000   -3.58e+04    3.58e+04
sigma2         2.9378   6.43e+04   4.57e-05      1.000   -1.26e+05    1.26e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.85   Prob(JB):                         0.92
Heteroskedasticity (H):               0.39   Skew:                             0.27
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.28855491178916, Current Price: 127.79
BUY EXECUTED at 127.79
BUY ORDER COMPLETED at 128.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.030
Date:                           Wed, 09 Oct 2024   AIC                             70.060
Time:                                   14:40:09   BIC                             72.885
Sample:                                        0   HQIC                            69.479
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4062      0.733      0.554      0.579      -1.031       1.843
ma.L1         -1.0000   1.75e+04  -5.72e-05      1.000   -3.43e+04    3.43e+04
ar.S.L7       -0.3168      0.432     -0.734      0.463      -1.163       0.530
ma.S.L7       -0.6197      2.403     -0.258      0.797      -5.330       4.090
sigma2         4.2697   7.47e+04   5.72e-05      1.000   -1.46e+05    1.46e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.82   Prob(JB):                         0.93
Heteroskedasticity (H):               0.40   Skew:                             0.25
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.1977037710738, Current Price: 128.97
SELL EXECUTED at 128.97
SELL ORDER COMPLETED at 127.95
OPERATION PROFIT, GROSS -0.9100000000000108, NET -1.1668100000000108
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.863
Date:                           Wed, 09 Oct 2024   AIC                             69.725
Time:                                   14:40:09   BIC                             72.550
Sample:                                        0   HQIC                            69.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4163      0.615      0.676      0.499      -0.790       1.623
ma.L1         -1.0000   8825.462     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.3501      0.502     -0.698      0.485      -1.333       0.633
ma.S.L7       -0.4564      1.546     -0.295      0.768      -3.486       2.574
sigma2         4.5877   4.05e+04      0.000      1.000   -7.94e+04    7.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.72   Prob(JB):                         1.00
Heteroskedasticity (H):               0.35   Skew:                             0.03
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.38262915792659, Current Price: 128.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.811
Date:                           Wed, 09 Oct 2024   AIC                             69.622
Time:                                   14:40:09   BIC                             72.447
Sample:                                        0   HQIC                            69.041
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5617      0.277     -2.029      0.042      -1.104      -0.019
ma.L1          1.0000   5.23e+04   1.91e-05      1.000   -1.03e+05    1.03e+05
ar.S.L7       -0.7082      0.811     -0.873      0.383      -2.298       0.882
ma.S.L7        0.1757      1.365      0.129      0.898      -2.500       2.851
sigma2         4.7764    2.5e+05   1.91e-05      1.000    -4.9e+05     4.9e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 2.07
Prob(Q):                              0.61   Prob(JB):                         0.35
Heteroskedasticity (H):               0.87   Skew:                             0.90
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.14977031486833, Current Price: 124.59
BUY EXECUTED at 124.59
BUY ORDER COMPLETED at 125.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.521
Date:                           Wed, 09 Oct 2024   AIC                             65.042
Time:                                   14:40:09   BIC                             67.867
Sample:                                        0   HQIC                            64.461
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4302      0.223      1.930      0.054      -0.007       0.867
ma.L1         -1.0000   1.09e+04  -9.14e-05      1.000   -2.14e+04    2.14e+04
ar.S.L7       -0.4695      0.547     -0.858      0.391      -1.542       0.603
ma.S.L7       -0.1854      0.759     -0.244      0.807      -1.673       1.302
sigma2         3.5056   3.84e+04   9.14e-05      1.000   -7.52e+04    7.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.96   Prob(JB):                         0.57
Heteroskedasticity (H):               0.13   Skew:                             0.61
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.03358012851635, Current Price: 127.06
SELL EXECUTED at 127.06
SELL ORDER COMPLETED at 126.77
OPERATION PROFIT, GROSS 1.3999999999999915, NET 1.1478599999999914
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.206
Date:                           Wed, 09 Oct 2024   AIC                             66.412
Time:                                   14:40:09   BIC                             69.237
Sample:                                        0   HQIC                            65.831
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0288      0.939     -0.031      0.975      -1.868       1.811
ma.L1         -0.6009      0.706     -0.851      0.395      -1.985       0.783
ar.S.L7       -0.3763      0.549     -0.686      0.493      -1.451       0.699
ma.S.L7       -1.0001   1.39e+04  -7.19e-05      1.000   -2.73e+04    2.73e+04
sigma2         2.6879   3.74e+04   7.19e-05      1.000   -7.33e+04    7.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.79   Prob(JB):                         0.57
Heteroskedasticity (H):               0.33   Skew:                             0.33
Prob(H) (two-sided):                  0.31   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.01392459826823, Current Price: 127.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.819
Date:                           Wed, 09 Oct 2024   AIC                             69.638
Time:                                   14:40:09   BIC                             72.463
Sample:                                        0   HQIC                            69.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2739      0.956      0.287      0.774      -1.599       2.147
ma.L1         -0.6924      0.906     -0.764      0.445      -2.468       1.083
ar.S.L7       -0.5049      0.484     -1.042      0.297      -1.454       0.444
ma.S.L7       -0.0110      1.086     -0.010      0.992      -2.140       2.118
sigma2         5.7238      2.746      2.085      0.037       0.343      11.105
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.55   Prob(JB):                         0.58
Heteroskedasticity (H):               0.55   Skew:                             0.37
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.01782694899478, Current Price: 126.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.562
Date:                           Wed, 09 Oct 2024   AIC                             69.125
Time:                                   14:40:09   BIC                             71.949
Sample:                                        0   HQIC                            68.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3091      0.825      0.374      0.708      -1.309       1.927
ma.L1         -0.7076      0.785     -0.901      0.368      -2.247       0.832
ar.S.L7       -0.4582      0.515     -0.890      0.374      -1.468       0.551
ma.S.L7       -0.0051      0.963     -0.005      0.996      -1.893       1.883
sigma2         5.5010      2.439      2.255      0.024       0.720      10.282
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.90   Prob(JB):                         0.64
Heteroskedasticity (H):               0.53   Skew:                             0.38
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.61694465066628, Current Price: 127.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.718
Date:                           Wed, 09 Oct 2024   AIC                             63.437
Time:                                   14:40:09   BIC                             66.262
Sample:                                        0   HQIC                            62.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5594      0.175      3.196      0.001       0.216       0.902
ma.L1         -1.0000   5380.417     -0.000      1.000   -1.05e+04    1.05e+04
ar.S.L7       -0.3542      0.364     -0.974      0.330      -1.067       0.358
ma.S.L7        0.0933      0.734      0.127      0.899      -1.345       1.532
sigma2         3.0663   1.65e+04      0.000      1.000   -3.23e+04    3.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.54   Prob(JB):                         0.81
Heteroskedasticity (H):               1.55   Skew:                            -0.04
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.109981648334, Current Price: 127.4
BUY EXECUTED at 127.4
BUY ORDER COMPLETED at 126.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.413
Date:                           Wed, 09 Oct 2024   AIC                             62.826
Time:                                   14:40:09   BIC                             65.651
Sample:                                        0   HQIC                            62.246
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1436      0.654      0.219      0.826      -1.139       1.426
ma.L1         -0.6974      0.456     -1.531      0.126      -1.590       0.196
ar.S.L7       -0.3074      0.444     -0.693      0.488      -1.177       0.562
ma.S.L7       -0.0398      0.796     -0.050      0.960      -1.599       1.519
sigma2         3.3782      2.434      1.388      0.165      -1.392       8.148
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.96   Prob(JB):                         0.65
Heteroskedasticity (H):               0.51   Skew:                             0.19
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.55431830195658, Current Price: 126.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.238
Date:                           Wed, 09 Oct 2024   AIC                             56.475
Time:                                   14:40:09   BIC                             59.300
Sample:                                        0   HQIC                            55.894
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1988      0.453      0.439      0.661      -0.690       1.087
ma.L1         -1.0000   6034.111     -0.000      1.000   -1.18e+04    1.18e+04
ar.S.L7       -0.2535      0.116     -2.179      0.029      -0.481      -0.025
ma.S.L7        1.0002   3270.552      0.000      1.000   -6409.165    6411.165
sigma2         1.1888   8448.545      0.000      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.68   Prob(JB):                         0.79
Heteroskedasticity (H):               0.64   Skew:                            -0.07
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.91632144689467, Current Price: 124.27
SELL EXECUTED at 124.27
SELL ORDER COMPLETED at 122.37
OPERATION PROFIT, GROSS -3.839999999999989, NET -4.088579999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.613
Date:                           Wed, 09 Oct 2024   AIC                             57.225
Time:                                   14:40:09   BIC                             60.050
Sample:                                        0   HQIC                            56.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2713      0.460      0.589      0.556      -0.631       1.174
ma.L1         -1.0000   6590.179     -0.000      1.000   -1.29e+04    1.29e+04
ar.S.L7       -0.2246      0.160     -1.407      0.160      -0.538       0.088
ma.S.L7        0.7110      1.865      0.381      0.703      -2.944       4.366
sigma2         1.6302   1.07e+04      0.000      1.000   -2.11e+04    2.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.73   Prob(JB):                         0.73
Heteroskedasticity (H):               0.44   Skew:                            -0.21
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.76056825157404, Current Price: 122.6
BUY EXECUTED at 122.6
BUY ORDER COMPLETED at 123.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.158
Date:                           Wed, 09 Oct 2024   AIC                             62.315
Time:                                   14:40:09   BIC                             65.140
Sample:                                        0   HQIC                            61.735
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1392      0.635      0.219      0.826      -1.105       1.384
ma.L1         -1.0000   1.57e+04  -6.37e-05      1.000   -3.08e+04    3.08e+04
ar.S.L7       -0.2083      0.241     -0.865      0.387      -0.680       0.264
ma.S.L7        0.2515      0.697      0.361      0.718      -1.115       1.618
sigma2         2.8890   4.54e+04   6.37e-05      1.000   -8.89e+04    8.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.79   Prob(JB):                         0.84
Heteroskedasticity (H):               0.79   Skew:                            -0.09
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.20496249784055, Current Price: 122.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.978
Date:                           Wed, 09 Oct 2024   AIC                             59.956
Time:                                   14:40:10   BIC                             62.781
Sample:                                        0   HQIC                            59.375
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3523      0.782      0.451      0.652      -1.180       1.885
ma.L1         -1.0000   1.03e+04  -9.73e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.3534      0.166     -2.131      0.033      -0.679      -0.028
ma.S.L7       -0.3350      0.659     -0.508      0.611      -1.627       0.957
sigma2         2.2744   2.34e+04   9.73e-05      1.000   -4.58e+04    4.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.75   Prob(JB):                         0.58
Heteroskedasticity (H):               1.08   Skew:                             0.51
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.81936124928724, Current Price: 123.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.166
Date:                           Wed, 09 Oct 2024   AIC                             60.332
Time:                                   14:40:10   BIC                             63.157
Sample:                                        0   HQIC                            59.752
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3823      1.119      0.342      0.733      -1.811       2.576
ma.L1         -1.0000   5218.806     -0.000      1.000   -1.02e+04    1.02e+04
ar.S.L7       -0.3568      0.193     -1.849      0.064      -0.735       0.021
ma.S.L7       -0.3677      0.625     -0.589      0.556      -1.592       0.857
sigma2         2.3180   1.21e+04      0.000      1.000   -2.37e+04    2.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.88   Prob(JB):                         0.65
Heteroskedasticity (H):               0.34   Skew:                             0.47
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.04141149334595, Current Price: 123.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.808
Date:                           Wed, 09 Oct 2024   AIC                             57.616
Time:                                   14:40:10   BIC                             60.440
Sample:                                        0   HQIC                            57.035
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5090      0.182      2.797      0.005       0.152       0.866
ma.L1         -1.0000   8668.777     -0.000      1.000    -1.7e+04     1.7e+04
ar.S.L7       -0.1810      0.278     -0.651      0.515      -0.726       0.364
ma.S.L7       -0.5151      0.662     -0.779      0.436      -1.812       0.782
sigma2         1.6930   1.47e+04      0.000      1.000   -2.88e+04    2.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.47   Prob(JB):                         0.89
Heteroskedasticity (H):               0.54   Skew:                             0.28
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.37902765677707, Current Price: 127.42
SELL EXECUTED at 127.42
SELL ORDER COMPLETED at 126.87
OPERATION PROFIT, GROSS 2.969999999999999, NET 2.7192299999999987
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.369
Date:                           Wed, 09 Oct 2024   AIC                             58.738
Time:                                   14:40:10   BIC                             61.563
Sample:                                        0   HQIC                            58.157
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4800      0.207      2.319      0.020       0.074       0.886
ma.L1         -1.0000   8408.346     -0.000      1.000   -1.65e+04    1.65e+04
ar.S.L7       -0.2134      0.340     -0.627      0.530      -0.880       0.453
ma.S.L7       -1.0001   9350.237     -0.000      1.000   -1.83e+04    1.83e+04
sigma2         1.2445   1.83e+04    6.8e-05      1.000   -3.59e+04    3.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.48   Prob(JB):                         0.92
Heteroskedasticity (H):               0.34   Skew:                            -0.09
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.9339746163265, Current Price: 126.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.702
Date:                           Wed, 09 Oct 2024   AIC                             57.404
Time:                                   14:40:10   BIC                             60.229
Sample:                                        0   HQIC                            56.824
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4158      0.589      0.706      0.480      -0.738       1.569
ma.L1         -1.0000   5766.176     -0.000      1.000   -1.13e+04    1.13e+04
ar.S.L7       -0.2793      0.211     -1.323      0.186      -0.693       0.135
ma.S.L7       -1.0000   2.59e+04  -3.86e-05      1.000   -5.07e+04    5.07e+04
sigma2         1.1555   3.05e+04   3.79e-05      1.000   -5.98e+04    5.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.74   Prob(JB):                         0.77
Heteroskedasticity (H):               0.49   Skew:                             0.25
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.7380101256698, Current Price: 126.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.071
Date:                           Wed, 09 Oct 2024   AIC                             58.141
Time:                                   14:40:10   BIC                             60.966
Sample:                                        0   HQIC                            57.561
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5643      0.944      0.597      0.550      -1.287       2.415
ma.L1         -0.5693      1.158     -0.492      0.623      -2.839       1.701
ar.S.L7       -0.4455      0.347     -1.284      0.199      -1.125       0.234
ma.S.L7       -1.0001   1.44e+04  -6.94e-05      1.000   -2.83e+04    2.83e+04
sigma2         1.3753   1.98e+04   6.94e-05      1.000   -3.89e+04    3.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.72   Prob(JB):                         0.88
Heteroskedasticity (H):               1.30   Skew:                             0.03
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.83551217443747, Current Price: 129.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.439
Date:                           Wed, 09 Oct 2024   AIC                             60.878
Time:                                   14:40:10   BIC                             63.703
Sample:                                        0   HQIC                            60.297
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4018      0.639      0.628      0.530      -0.851       1.655
ma.L1         -2.5459      6.052     -0.421      0.674     -14.408       9.317
ar.S.L7       -0.3766      0.258     -1.458      0.145      -0.883       0.130
ma.S.L7       -1.0004   1416.999     -0.001      0.999   -2778.267    2776.267
sigma2         0.2718    385.342      0.001      0.999    -754.985     755.528
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.92   Prob(JB):                         0.98
Heteroskedasticity (H):               1.99   Skew:                            -0.04
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.51270311455716, Current Price: 128.69
BUY EXECUTED at 128.69
BUY ORDER COMPLETED at 129.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.826
Date:                           Wed, 09 Oct 2024   AIC                             61.652
Time:                                   14:40:10   BIC                             64.477
Sample:                                        0   HQIC                            61.071
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6885      0.628     -1.097      0.273      -1.919       0.542
ma.L1          1.0000   9.97e+04      1e-05      1.000   -1.95e+05    1.95e+05
ar.S.L7       -0.3821      0.369     -1.037      0.300      -1.105       0.340
ma.S.L7       -1.0000   7.18e+04  -1.39e-05      1.000   -1.41e+05    1.41e+05
sigma2         1.6574   2.77e+05   5.98e-06      1.000   -5.43e+05    5.43e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.32   Prob(JB):                         0.97
Heteroskedasticity (H):               1.60   Skew:                             0.10
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.12700248327033, Current Price: 129.9
SELL EXECUTED at 129.9
SELL ORDER COMPLETED at 129.53
OPERATION PROFIT, GROSS 0.12000000000000455, NET -0.13893999999999546
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.604
Date:                           Wed, 09 Oct 2024   AIC                             61.208
Time:                                   14:40:10   BIC                             64.033
Sample:                                        0   HQIC                            60.628
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4707      0.169     -2.783      0.005      -0.802      -0.139
ma.L1          1.0000    3.2e+04   3.12e-05      1.000   -6.27e+04    6.27e+04
ar.S.L7       -0.2024      0.548     -0.370      0.712      -1.276       0.871
ma.S.L7       -1.0001   2.23e+04  -4.49e-05      1.000   -4.37e+04    4.37e+04
sigma2         1.7489      3e+04   5.84e-05      1.000   -5.87e+04    5.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.69   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.19   Prob(JB):                         0.97
Heteroskedasticity (H):               1.06   Skew:                             0.11
Prob(H) (two-sided):                  0.95   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.7475557139517, Current Price: 130.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.813
Date:                           Wed, 09 Oct 2024   AIC                             57.626
Time:                                   14:40:10   BIC                             60.451
Sample:                                        0   HQIC                            57.046
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3333     11.080      0.030      0.976     -21.382      22.049
ma.L1         -0.3142     11.312     -0.028      0.978     -22.485      21.857
ar.S.L7       -0.7867      0.518     -1.519      0.129      -1.802       0.228
ma.S.L7       -0.2668      0.514     -0.519      0.604      -1.275       0.741
sigma2         2.2182      1.063      2.087      0.037       0.135       4.301
===================================================================================
Ljung-Box (L1) (Q):                   1.85   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.17   Prob(JB):                         0.62
Heteroskedasticity (H):               0.42   Skew:                             0.65
Prob(H) (two-sided):                  0.42   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.62771547672162, Current Price: 130.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.399
Date:                           Wed, 09 Oct 2024   AIC                             56.798
Time:                                   14:40:10   BIC                             59.623
Sample:                                        0   HQIC                            56.218
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0740      2.100     -0.035      0.972      -4.189       4.041
ma.L1         -0.0686      1.820     -0.038      0.970      -3.636       3.499
ar.S.L7       -0.8261      0.494     -1.671      0.095      -1.795       0.143
ma.S.L7       -0.3255      0.537     -0.606      0.545      -1.379       0.728
sigma2         2.0498      0.933      2.198      0.028       0.222       3.878
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 3.03
Prob(Q):                              0.56   Prob(JB):                         0.22
Heteroskedasticity (H):               0.58   Skew:                             1.01
Prob(H) (two-sided):                  0.61   Kurtosis:                         4.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.3714103220831, Current Price: 129.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.534
Date:                           Wed, 09 Oct 2024   AIC                             55.068
Time:                                   14:40:10   BIC                             57.893
Sample:                                        0   HQIC                            54.487
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2797     10.133     -0.028      0.978     -20.140      19.580
ma.L1          0.2417     10.104      0.024      0.981     -19.562      20.045
ar.S.L7       -1.0104      0.214     -4.730      0.000      -1.429      -0.592
ma.S.L7        1.0008   1246.218      0.001      0.999   -2441.541    2443.543
sigma2         1.1285   1406.535      0.001      0.999   -2755.630    2757.887
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.77   Prob(JB):                         0.56
Heteroskedasticity (H):               3.71   Skew:                             0.58
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.74587978113868, Current Price: 129.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.589
Date:                           Wed, 09 Oct 2024   AIC                             53.178
Time:                                   14:40:10   BIC                             56.003
Sample:                                        0   HQIC                            52.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9582      0.416      2.304      0.021       0.143       1.773
ma.L1         -1.0000   1.18e+04  -8.48e-05      1.000   -2.31e+04    2.31e+04
ar.S.L7       -0.9254      0.218     -4.247      0.000      -1.352      -0.498
ma.S.L7        0.3521      0.777      0.453      0.650      -1.171       1.875
sigma2         1.3469   1.59e+04   8.48e-05      1.000   -3.11e+04    3.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.50   Prob(JB):                         0.51
Heteroskedasticity (H):               0.40   Skew:                             0.77
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.76423684614372, Current Price: 127.74
BUY EXECUTED at 127.74
BUY ORDER COMPLETED at 126.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.923
Date:                           Wed, 09 Oct 2024   AIC                             55.847
Time:                                   14:40:10   BIC                             58.672
Sample:                                        0   HQIC                            55.266
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4564      0.890      0.513      0.608      -1.288       2.200
ma.L1         -0.3332      1.339     -0.249      0.803      -2.957       2.291
ar.S.L7       -0.9011      0.271     -3.325      0.001      -1.432      -0.370
ma.S.L7        0.3011      0.893      0.337      0.736      -1.449       2.051
sigma2         1.9075      1.265      1.508      0.132      -0.572       4.387
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.38   Prob(JB):                         0.42
Heteroskedasticity (H):               0.24   Skew:                             0.88
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.5345230721062, Current Price: 126.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.684
Date:                           Wed, 09 Oct 2024   AIC                             53.369
Time:                                   14:40:10   BIC                             56.193
Sample:                                        0   HQIC                            52.788
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8779      0.304      2.890      0.004       0.283       1.473
ma.L1         -1.0000   2275.782     -0.000      1.000   -4461.451    4459.451
ar.S.L7       -0.9133      0.271     -3.372      0.001      -1.444      -0.382
ma.S.L7        0.7737      2.211      0.350      0.726      -3.560       5.107
sigma2         1.0794   2456.575      0.000      1.000   -4813.719    4815.878
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.88
Prob(Q):                              0.51   Prob(JB):                         0.39
Heteroskedasticity (H):               0.10   Skew:                             0.89
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.30735907368083, Current Price: 126.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.145
Date:                           Wed, 09 Oct 2024   AIC                             54.290
Time:                                   14:40:10   BIC                             57.115
Sample:                                        0   HQIC                            53.709
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8097      0.250      3.236      0.001       0.319       1.300
ma.L1         -1.0000   3.53e+04  -2.83e-05      1.000   -6.92e+04    6.92e+04
ar.S.L7       -0.8505      0.321     -2.653      0.008      -1.479      -0.222
ma.S.L7        0.0641      0.424      0.151      0.880      -0.767       0.895
sigma2         1.5181   5.36e+04   2.83e-05      1.000   -1.05e+05    1.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.69   Prob(JB):                         0.47
Heteroskedasticity (H):               0.32   Skew:                             0.78
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.9852301222636, Current Price: 126.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.128
Date:                           Wed, 09 Oct 2024   AIC                             48.257
Time:                                   14:40:10   BIC                             51.081
Sample:                                        0   HQIC                            47.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7417      0.180      4.124      0.000       0.389       1.094
ma.L1         -1.0000   9789.002     -0.000      1.000   -1.92e+04    1.92e+04
ar.S.L7       -0.9251      0.326     -2.836      0.005      -1.564      -0.286
ma.S.L7        0.5046      0.918      0.550      0.582      -1.294       2.303
sigma2         0.8704   8520.497      0.000      1.000   -1.67e+04    1.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.64
Prob(Q):                              0.69   Prob(JB):                         0.44
Heteroskedasticity (H):               0.44   Skew:                             0.81
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.22839106661743, Current Price: 127.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.054
Date:                           Wed, 09 Oct 2024   AIC                             50.108
Time:                                   14:40:10   BIC                             52.933
Sample:                                        0   HQIC                            49.527
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7474      0.164      4.552      0.000       0.426       1.069
ma.L1         -1.4677      0.749     -1.960      0.050      -2.936       0.000
ar.S.L7       -0.6952      0.123     -5.658      0.000      -0.936      -0.454
ma.S.L7        0.5885      1.043      0.564      0.572      -1.455       2.632
sigma2         0.4893      0.625      0.782      0.434      -0.736       1.715
===================================================================================
Ljung-Box (L1) (Q):                   1.39   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.24   Prob(JB):                         0.67
Heteroskedasticity (H):               0.67   Skew:                             0.30
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.83913486704608, Current Price: 126.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.278
Date:                           Wed, 09 Oct 2024   AIC                             46.557
Time:                                   14:40:10   BIC                             49.382
Sample:                                        0   HQIC                            45.976
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6981      0.275      2.539      0.011       0.159       1.237
ma.L1         -1.8177      1.703     -1.067      0.286      -5.155       1.520
ar.S.L7       -0.7059      0.108     -6.517      0.000      -0.918      -0.494
ma.S.L7        0.3119      0.574      0.543      0.587      -0.813       1.437
sigma2         0.2795      0.548      0.510      0.610      -0.794       1.353
===================================================================================
Ljung-Box (L1) (Q):                   3.77   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.05   Prob(JB):                         0.67
Heteroskedasticity (H):               1.25   Skew:                             0.03
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.03577718751896, Current Price: 124.279
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.894
Date:                           Wed, 09 Oct 2024   AIC                             49.787
Time:                                   14:40:10   BIC                             52.612
Sample:                                        0   HQIC                            49.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3567      0.807      0.442      0.659      -1.226       1.939
ma.L1         -4.4079     19.118     -0.231      0.818     -41.878      33.062
ar.S.L7       -0.6796      0.149     -4.549      0.000      -0.972      -0.387
ma.S.L7        0.2292      0.684      0.335      0.738      -1.112       1.570
sigma2         0.0632      0.538      0.117      0.907      -0.992       1.119
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.21   Prob(JB):                         0.79
Heteroskedasticity (H):               1.62   Skew:                             0.31
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.60524117509016, Current Price: 123.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.019
Date:                           Wed, 09 Oct 2024   AIC                             46.037
Time:                                   14:40:10   BIC                             48.862
Sample:                                        0   HQIC                            45.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1413      0.412      2.773      0.006       0.335       1.948
ma.L1         -1.0000   4824.599     -0.000      1.000   -9457.040    9455.040
ar.S.L7       -0.5670      0.176     -3.226      0.001      -0.911      -0.222
ma.S.L7       -1.8882      2.699     -0.700      0.484      -7.177       3.401
sigma2         0.1888    910.669      0.000      1.000   -1784.690    1785.067
===================================================================================
Ljung-Box (L1) (Q):                   1.74   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.19   Prob(JB):                         0.65
Heteroskedasticity (H):               0.79   Skew:                            -0.34
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.93748504632111, Current Price: 122.45
SELL EXECUTED at 122.45
SELL ORDER COMPLETED at 122.97
OPERATION PROFIT, GROSS -3.8900000000000006, NET -4.139830000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.021
Date:                           Wed, 09 Oct 2024   AIC                             44.041
Time:                                   14:40:10   BIC                             46.866
Sample:                                        0   HQIC                            43.461
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0897      0.401      2.716      0.007       0.303       1.876
ma.L1         -1.0000   1.88e+04  -5.31e-05      1.000   -3.69e+04    3.69e+04
ar.S.L7       -0.6031      0.160     -3.760      0.000      -0.917      -0.289
ma.S.L7       -0.0894      0.519     -0.172      0.863      -1.107       0.928
sigma2         0.6804   1.28e+04   5.31e-05      1.000   -2.51e+04    2.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.77   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.10   Prob(JB):                         0.71
Heteroskedasticity (H):               0.45   Skew:                            -0.25
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.90101834735442, Current Price: 122.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.053
Date:                           Wed, 09 Oct 2024   AIC                             46.106
Time:                                   14:40:10   BIC                             48.931
Sample:                                        0   HQIC                            45.526
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9050      0.541      1.674      0.094      -0.154       1.964
ma.L1         -1.7144      2.191     -0.783      0.434      -6.008       2.579
ar.S.L7       -0.6714      0.203     -3.308      0.001      -1.069      -0.274
ma.S.L7        0.0523      0.582      0.090      0.928      -1.089       1.193
sigma2         0.3169      0.722      0.439      0.661      -1.098       1.732
===================================================================================
Ljung-Box (L1) (Q):                   2.25   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.13   Prob(JB):                         0.57
Heteroskedasticity (H):               0.33   Skew:                            -0.25
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.5585033632649, Current Price: 124.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.009
Date:                           Wed, 09 Oct 2024   AIC                             46.018
Time:                                   14:40:10   BIC                             48.843
Sample:                                        0   HQIC                            45.438
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9336      0.252      3.708      0.000       0.440       1.427
ma.L1         -1.0000   7387.647     -0.000      1.000   -1.45e+04    1.45e+04
ar.S.L7       -0.4876      0.217     -2.242      0.025      -0.914      -0.061
ma.S.L7       -0.0283      0.560     -0.051      0.960      -1.126       1.070
sigma2         0.7986   5899.822      0.000      1.000   -1.16e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.68   Prob(JB):                         0.97
Heteroskedasticity (H):               0.56   Skew:                            -0.04
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.34182953821235, Current Price: 124.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.201
Date:                           Wed, 09 Oct 2024   AIC                             44.402
Time:                                   14:40:11   BIC                             47.227
Sample:                                        0   HQIC                            43.822
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8863      0.148      5.998      0.000       0.597       1.176
ma.L1         -1.0000   2.93e+04  -3.42e-05      1.000   -5.74e+04    5.74e+04
ar.S.L7       -0.4395      0.237     -1.851      0.064      -0.905       0.026
ma.S.L7       -0.1770      0.568     -0.312      0.755      -1.290       0.936
sigma2         0.6875   2.01e+04   3.42e-05      1.000   -3.94e+04    3.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.78   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.18   Prob(JB):                         0.96
Heteroskedasticity (H):               0.54   Skew:                             0.18
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.09685404733193, Current Price: 122.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.736
Date:                           Wed, 09 Oct 2024   AIC                             45.473
Time:                                   14:40:11   BIC                             48.297
Sample:                                        0   HQIC                            44.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9189      0.200      4.601      0.000       0.527       1.310
ma.L1         -1.0000   3.89e+04  -2.57e-05      1.000   -7.62e+04    7.62e+04
ar.S.L7       -0.4670      0.240     -1.948      0.051      -0.937       0.003
ma.S.L7       -0.3020      0.828     -0.365      0.715      -1.925       1.321
sigma2         0.7195    2.8e+04   2.57e-05      1.000   -5.48e+04    5.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.94   Prob(JB):                         0.61
Heteroskedasticity (H):               0.54   Skew:                             0.09
Prob(H) (two-sided):                  0.56   Kurtosis:                         4.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.86901240019705, Current Price: 122.95
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.232
Date:                           Wed, 09 Oct 2024   AIC                             36.464
Time:                                   14:40:11   BIC                             39.288
Sample:                                        0   HQIC                            35.883
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7663      0.300      2.555      0.011       0.179       1.354
ma.L1         -1.0001   1913.954     -0.001      1.000   -3752.281    3750.281
ar.S.L7       -0.2878      0.302     -0.955      0.340      -0.879       0.303
ma.S.L7       -0.5605      0.875     -0.641      0.522      -2.275       1.154
sigma2         0.3160    605.078      0.001      1.000   -1185.615    1186.247
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 4.06
Prob(Q):                              0.79   Prob(JB):                         0.13
Heteroskedasticity (H):               6.82   Skew:                             1.32
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.15231930014477, Current Price: 120.12
BUY EXECUTED at 120.12
BUY ORDER COMPLETED at 119.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.006
Date:                           Wed, 09 Oct 2024   AIC                             42.011
Time:                                   14:40:11   BIC                             44.836
Sample:                                        0   HQIC                            41.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8336      0.094      8.886      0.000       0.650       1.018
ma.L1         -1.0000   7360.825     -0.000      1.000   -1.44e+04    1.44e+04
ar.S.L7       -0.5313      0.224     -2.370      0.018      -0.971      -0.092
ma.S.L7        0.0041      0.540      0.008      0.994      -1.054       1.062
sigma2         0.5885   4332.012      0.000      1.000   -8489.999    8491.176
===================================================================================
Ljung-Box (L1) (Q):                   1.13   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.29   Prob(JB):                         0.90
Heteroskedasticity (H):               4.58   Skew:                             0.24
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.95958863228124, Current Price: 119.94
SELL EXECUTED at 119.94
SELL ORDER COMPLETED at 120.24
OPERATION PROFIT, GROSS 0.4299999999999926, NET 0.18994999999999262
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.482
Date:                           Wed, 09 Oct 2024   AIC                             42.965
Time:                                   14:40:11   BIC                             45.789
Sample:                                        0   HQIC                            42.384
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5470      0.249      2.197      0.028       0.059       1.035
ma.L1         -1.0000    1.3e+04  -7.66e-05      1.000   -2.56e+04    2.56e+04
ar.S.L7       -0.1367      0.256     -0.533      0.594      -0.639       0.366
ma.S.L7       -1.0001   1.11e+04  -9.04e-05      1.000   -2.17e+04    2.17e+04
sigma2         0.3607   5379.640    6.7e-05      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.91   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.09   Prob(JB):                         0.91
Heteroskedasticity (H):               1.25   Skew:                            -0.23
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.30757093650882, Current Price: 119.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.299
Date:                           Wed, 09 Oct 2024   AIC                             42.598
Time:                                   14:40:11   BIC                             45.423
Sample:                                        0   HQIC                            42.017
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7841      0.124      6.309      0.000       0.540       1.028
ma.L1         -1.0000   8944.165     -0.000      1.000   -1.75e+04    1.75e+04
ar.S.L7       -0.5860      0.167     -3.519      0.000      -0.912      -0.260
ma.S.L7        0.1455      0.431      0.338      0.736      -0.699       0.990
sigma2         0.6170   5518.748      0.000      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.21   Prob(JB):                         0.72
Heteroskedasticity (H):               1.24   Skew:                             0.26
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.4434969050699, Current Price: 120.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.533
Date:                           Wed, 09 Oct 2024   AIC                             39.066
Time:                                   14:40:11   BIC                             41.891
Sample:                                        0   HQIC                            38.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7722      0.119      6.470      0.000       0.538       1.006
ma.L1         -1.0000   7010.382     -0.000      1.000   -1.37e+04    1.37e+04
ar.S.L7       -0.7655      0.150     -5.107      0.000      -1.059      -0.472
ma.S.L7        0.4448      0.577      0.771      0.441      -0.686       1.575
sigma2         0.4407   3089.733      0.000      1.000   -6055.325    6056.207
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.79   Prob(JB):                         0.72
Heteroskedasticity (H):               0.48   Skew:                            -0.14
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.93227083146161, Current Price: 119.82
BUY EXECUTED at 119.82
BUY ORDER COMPLETED at 120.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.505
Date:                           Wed, 09 Oct 2024   AIC                             39.010
Time:                                   14:40:11   BIC                             41.835
Sample:                                        0   HQIC                            38.429
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7079      0.093      7.605      0.000       0.525       0.890
ma.L1         -1.0000   7396.521     -0.000      1.000   -1.45e+04    1.45e+04
ar.S.L7       -0.8085      0.165     -4.893      0.000      -1.132      -0.485
ma.S.L7        0.1959      0.458      0.428      0.669      -0.702       1.094
sigma2         0.4664   3449.540      0.000      1.000   -6760.508    6761.441
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.64   Prob(JB):                         0.65
Heteroskedasticity (H):               0.88   Skew:                             0.19
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.6840332645015, Current Price: 119.46
SELL EXECUTED at 119.46
SELL ORDER COMPLETED at 120.67
OPERATION PROFIT, GROSS 0.18000000000000682, NET -0.061159999999993164
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.379
Date:                           Wed, 09 Oct 2024   AIC                             36.757
Time:                                   14:40:11   BIC                             39.582
Sample:                                        0   HQIC                            36.177
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0899      0.656      0.137      0.891      -1.197       1.376
ma.L1         -1.0000   4690.681     -0.000      1.000   -9194.567    9192.567
ar.S.L7       -0.1343      0.090     -1.489      0.136      -0.311       0.042
ma.S.L7       -1.0001   4942.627     -0.000      1.000   -9688.372    9686.372
sigma2         0.2340   2082.286      0.000      1.000   -4080.972    4081.440
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.95   Prob(JB):                         0.83
Heteroskedasticity (H):               0.36   Skew:                             0.22
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.70477789471312, Current Price: 120.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.107
Date:                           Wed, 09 Oct 2024   AIC                             42.213
Time:                                   14:40:11   BIC                             45.038
Sample:                                        0   HQIC                            41.632
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1077      0.517     -0.208      0.835      -1.120       0.905
ma.L1         -1.0000   7762.140     -0.000      1.000   -1.52e+04    1.52e+04
ar.S.L7       -0.2999      0.093     -3.224      0.001      -0.482      -0.118
ma.S.L7        0.2178      0.656      0.332      0.740      -1.068       1.503
sigma2         0.6110   4742.654      0.000      1.000   -9294.819    9296.041
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.75   Prob(JB):                         0.71
Heteroskedasticity (H):               1.69   Skew:                             0.24
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.80975387556015, Current Price: 117.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.145
Date:                           Wed, 09 Oct 2024   AIC                             40.290
Time:                                   14:40:11   BIC                             43.115
Sample:                                        0   HQIC                            39.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0945      0.495      0.191      0.849      -0.876       1.065
ma.L1         -1.0000   5708.089     -0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.4473      0.125     -3.579      0.000      -0.692      -0.202
ma.S.L7        0.3396      1.057      0.321      0.748      -1.732       2.412
sigma2         0.5217   2978.264      0.000      1.000   -5836.769    5837.813
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.81   Prob(JB):                         0.93
Heteroskedasticity (H):               4.67   Skew:                             0.17
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.63811011264669, Current Price: 117.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.212
Date:                           Wed, 09 Oct 2024   AIC                             42.423
Time:                                   14:40:11   BIC                             45.248
Sample:                                        0   HQIC                            41.843
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2899      0.707      0.410      0.682      -1.096       1.676
ma.L1         -1.0000   2331.881     -0.000      1.000   -4571.402    4569.402
ar.S.L7       -0.3630      0.210     -1.725      0.085      -0.776       0.049
ma.S.L7        1.0001   4881.034      0.000      1.000   -9565.650    9567.650
sigma2         0.4054   2618.050      0.000      1.000   -5130.879    5131.690
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.93   Prob(JB):                         0.55
Heteroskedasticity (H):               1.21   Skew:                            -0.55
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.2694964133782, Current Price: 119.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.132
Date:                           Wed, 09 Oct 2024   AIC                             48.264
Time:                                   14:40:11   BIC                             51.089
Sample:                                        0   HQIC                            47.683
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0091      2.105      0.004      0.997      -4.117       4.136
ma.L1         -0.3161      1.826     -0.173      0.863      -3.896       3.263
ar.S.L7       -0.4568      0.632     -0.723      0.469      -1.695       0.781
ma.S.L7        0.4504      2.221      0.203      0.839      -3.903       4.804
sigma2         1.0159      1.300      0.782      0.434      -1.531       3.563
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.90   Prob(JB):                         0.80
Heteroskedasticity (H):               2.98   Skew:                             0.31
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.99314822285326, Current Price: 118.3
BUY EXECUTED at 118.3
BUY ORDER COMPLETED at 118.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.393
Date:                           Wed, 09 Oct 2024   AIC                             48.787
Time:                                   14:40:11   BIC                             51.612
Sample:                                        0   HQIC                            48.206
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1898      1.350     -0.141      0.888      -2.836       2.456
ma.L1         -0.3389      1.133     -0.299      0.765      -2.559       1.881
ar.S.L7       -0.2832      0.616     -0.460      0.646      -1.490       0.923
ma.S.L7        1.0000   5.06e+04   1.98e-05      1.000   -9.91e+04    9.91e+04
sigma2         0.6968   3.52e+04   1.98e-05      1.000   -6.91e+04    6.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.97   Prob(JB):                         0.74
Heteroskedasticity (H):               2.33   Skew:                             0.15
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.99966599961171, Current Price: 118.55
SELL EXECUTED at 118.55
SELL ORDER COMPLETED at 118.99
OPERATION PROFIT, GROSS 0.12999999999999545, NET -0.10785000000000455
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.270
Date:                           Wed, 09 Oct 2024   AIC                             48.539
Time:                                   14:40:11   BIC                             51.364
Sample:                                        0   HQIC                            47.959
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4287      1.173     -0.365      0.715      -2.728       1.871
ma.L1         -0.1493      1.143     -0.131      0.896      -2.390       2.091
ar.S.L7       -0.1876      0.338     -0.555      0.579      -0.850       0.475
ma.S.L7        0.8927     12.258      0.073      0.942     -23.133      24.919
sigma2         0.7590      8.774      0.087      0.931     -16.437      17.955
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.87   Prob(JB):                         0.79
Heteroskedasticity (H):               2.43   Skew:                             0.26
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.26979825841103, Current Price: 119.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.585
Date:                           Wed, 09 Oct 2024   AIC                             49.170
Time:                                   14:40:11   BIC                             51.995
Sample:                                        0   HQIC                            48.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4882      1.610     -0.303      0.762      -3.645       2.668
ma.L1         -0.0263      1.683     -0.016      0.988      -3.326       3.273
ar.S.L7        0.0228      0.575      0.040      0.968      -1.104       1.150
ma.S.L7        1.0001   1.52e+04    6.6e-05      1.000   -2.97e+04    2.97e+04
sigma2         0.7173   1.09e+04    6.6e-05      1.000   -2.13e+04    2.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.81   Prob(JB):                         0.83
Heteroskedasticity (H):               3.00   Skew:                             0.09
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.73043679752077, Current Price: 121.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.035
Date:                           Wed, 09 Oct 2024   AIC                             46.070
Time:                                   14:40:11   BIC                             48.894
Sample:                                        0   HQIC                            45.489
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8698      0.078    -11.083      0.000      -1.024      -0.716
ma.L1          1.0000   2743.354      0.000      1.000   -5375.875    5377.875
ar.S.L7        0.0020      0.003      0.589      0.556      -0.005       0.009
ma.S.L7        1.0001   5571.435      0.000      1.000   -1.09e+04    1.09e+04
sigma2         0.5224   3713.403      0.000      1.000   -7277.614    7278.659
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.72   Prob(JB):                         0.59
Heteroskedasticity (H):               1.15   Skew:                            -0.68
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.86659383640081, Current Price: 120.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.595
Date:                           Wed, 09 Oct 2024   AIC                             49.190
Time:                                   14:40:11   BIC                             52.014
Sample:                                        0   HQIC                            48.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8107      0.329     -2.465      0.014      -1.455      -0.166
ma.L1          1.0003    414.374      0.002      0.998    -811.158     813.158
ar.S.L7    -1.018e-05      0.057     -0.000      1.000      -0.112       0.112
ma.S.L7        1.0178     16.248      0.063      0.950     -30.828      32.864
sigma2         0.7508    309.789      0.002      0.998    -606.424     607.926
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.75   Prob(JB):                         0.44
Heteroskedasticity (H):               0.83   Skew:                            -0.82
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.40798830945194, Current Price: 118.29
BUY EXECUTED at 118.29
BUY ORDER COMPLETED at 118.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.261
Date:                           Wed, 09 Oct 2024   AIC                             54.523
Time:                                   14:40:11   BIC                             57.348
Sample:                                        0   HQIC                            53.942
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3907      1.148     -0.340      0.734      -2.640       1.859
ma.L1         -0.0685      0.840     -0.082      0.935      -1.714       1.577
ar.S.L7        0.3067      0.544      0.564      0.573      -0.759       1.372
ma.S.L7        1.0001   2.35e+04   4.26e-05      1.000    -4.6e+04     4.6e+04
sigma2         1.0848   2.54e+04   4.26e-05      1.000   -4.99e+04    4.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.50   Prob(JB):                         0.72
Heteroskedasticity (H):               2.29   Skew:                            -0.45
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.7505963709466, Current Price: 119.38
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.527
Date:                           Wed, 09 Oct 2024   AIC                             57.053
Time:                                   14:40:11   BIC                             59.878
Sample:                                        0   HQIC                            56.473
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4344      1.620      0.268      0.789      -2.741       3.609
ma.L1         -0.6624      1.309     -0.506      0.613      -3.229       1.904
ar.S.L7        0.1119      1.059      0.106      0.916      -1.964       2.188
ma.S.L7       -0.0578      1.327     -0.044      0.965      -2.659       2.543
sigma2         2.1788      1.413      1.542      0.123      -0.591       4.948
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.65   Prob(JB):                         0.72
Heteroskedasticity (H):               5.89   Skew:                            -0.31
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.9273338689832, Current Price: 119.69
SELL EXECUTED at 119.69
SELL ORDER COMPLETED at 118.96
OPERATION PROFIT, GROSS 0.06999999999999318, NET -0.16785000000000683
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.918
Date:                           Wed, 09 Oct 2024   AIC                             57.837
Time:                                   14:40:11   BIC                             60.661
Sample:                                        0   HQIC                            57.256
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2694      1.546      0.174      0.862      -2.760       3.299
ma.L1         -0.5456      1.268     -0.430      0.667      -3.030       1.939
ar.S.L7        0.0054      0.081      0.067      0.946      -0.153       0.164
ma.S.L7       -0.1883      0.597     -0.315      0.753      -1.359       0.983
sigma2         2.2893      1.647      1.390      0.165      -0.939       5.518
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.61   Prob(JB):                         0.64
Heteroskedasticity (H):               4.50   Skew:                            -0.54
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.54701836157032, Current Price: 118.65
BUY EXECUTED at 118.65
BUY ORDER COMPLETED at 119.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.824
Date:                           Wed, 09 Oct 2024   AIC                             57.647
Time:                                   14:40:11   BIC                             60.472
Sample:                                        0   HQIC                            57.067
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2408      2.532      0.095      0.924      -4.722       5.203
ma.L1         -0.4387      2.202     -0.199      0.842      -4.754       3.877
ar.S.L7        0.0198      0.442      0.045      0.964      -0.847       0.887
ma.S.L7       -0.4240      1.405     -0.302      0.763      -3.178       2.330
sigma2         2.1158      1.416      1.494      0.135      -0.660       4.891
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.59   Prob(JB):                         0.66
Heteroskedasticity (H):               1.15   Skew:                            -0.41
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.20329985350271, Current Price: 117.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.427
Date:                           Wed, 09 Oct 2024   AIC                             54.854
Time:                                   14:40:11   BIC                             57.679
Sample:                                        0   HQIC                            54.273
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5776      0.286      2.021      0.043       0.017       1.138
ma.L1         -1.0000   1.07e+04  -9.35e-05      1.000    -2.1e+04     2.1e+04
ar.S.L7       -0.2563      0.369     -0.695      0.487      -0.979       0.466
ma.S.L7       -1.0001   1.26e+04  -7.91e-05      1.000   -2.48e+04    2.48e+04
sigma2         0.8903   1.85e+04   4.82e-05      1.000   -3.62e+04    3.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.90   Prob(JB):                         0.61
Heteroskedasticity (H):               0.32   Skew:                            -0.13
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.94254740476288, Current Price: 114.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.517
Date:                           Wed, 09 Oct 2024   AIC                             59.034
Time:                                   14:40:11   BIC                             61.859
Sample:                                        0   HQIC                            58.453
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4088      0.459     -0.890      0.373      -1.309       0.491
ma.L1          1.0000   5760.381      0.000      1.000   -1.13e+04    1.13e+04
ar.S.L7       -0.3234      0.516     -0.627      0.531      -1.335       0.688
ma.S.L7       -1.0000   2.73e+04  -3.67e-05      1.000   -5.34e+04    5.34e+04
sigma2         1.4736   4.68e+04   3.15e-05      1.000   -9.16e+04    9.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.55   Prob(JB):                         0.51
Heteroskedasticity (H):               1.13   Skew:                            -0.26
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.40552074171664, Current Price: 115.94
SELL EXECUTED at 115.94
SELL ORDER COMPLETED at 115.61
OPERATION PROFIT, GROSS -3.3900000000000006, NET -3.6246100000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.593
Date:                           Wed, 09 Oct 2024   AIC                             63.187
Time:                                   14:40:11   BIC                             66.012
Sample:                                        0   HQIC                            62.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3637      0.916      0.397      0.691      -1.431       2.158
ma.L1         -1.0000   7224.008     -0.000      1.000   -1.42e+04    1.42e+04
ar.S.L7       -0.5603      0.596     -0.940      0.347      -1.729       0.608
ma.S.L7       -0.6397      3.051     -0.210      0.834      -6.619       5.340
sigma2         2.4729   1.79e+04      0.000      1.000    -3.5e+04     3.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 2.48
Prob(Q):                              0.77   Prob(JB):                         0.29
Heteroskedasticity (H):               2.50   Skew:                            -1.03
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.87849503936214, Current Price: 115.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.030
Date:                           Wed, 09 Oct 2024   AIC                             62.059
Time:                                   14:40:11   BIC                             64.884
Sample:                                        0   HQIC                            61.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3109      1.192      0.261      0.794      -2.025       2.647
ma.L1         -1.0000   1.84e+04  -5.43e-05      1.000   -3.61e+04    3.61e+04
ar.S.L7       -0.4998      0.403     -1.241      0.215      -1.289       0.290
ma.S.L7       -1.0001   2.01e+04  -4.98e-05      1.000   -3.94e+04    3.94e+04
sigma2         1.6524   4.32e+04   3.82e-05      1.000   -8.47e+04    8.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.17
Prob(Q):                              0.96   Prob(JB):                         0.34
Heteroskedasticity (H):               2.33   Skew:                            -0.90
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.65614319349031, Current Price: 116.1
BUY EXECUTED at 116.1
BUY ORDER COMPLETED at 117.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.969
Date:                           Wed, 09 Oct 2024   AIC                             61.938
Time:                                   14:40:12   BIC                             64.763
Sample:                                        0   HQIC                            61.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3594      1.129      0.318      0.750      -1.853       2.571
ma.L1         -1.0001   4617.106     -0.000      1.000   -9050.362    9048.362
ar.S.L7       -0.5032      0.448     -1.123      0.261      -1.381       0.375
ma.S.L7       -1.0002   6860.004     -0.000      1.000   -1.34e+04    1.34e+04
sigma2         1.6385   1.34e+04      0.000      1.000   -2.62e+04    2.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.78   Prob(JB):                         0.41
Heteroskedasticity (H):               1.55   Skew:                            -0.80
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.08674978613712, Current Price: 116.74
SELL EXECUTED at 116.74
SELL ORDER COMPLETED at 117.31
OPERATION PROFIT, GROSS 0.0799999999999983, NET -0.15454000000000173
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.853
Date:                           Wed, 09 Oct 2024   AIC                             61.707
Time:                                   14:40:12   BIC                             64.532
Sample:                                        0   HQIC                            61.126
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3203      0.929      0.345      0.730      -1.501       2.142
ma.L1         -1.0000   6093.970     -0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.5566      0.484     -1.151      0.250      -1.505       0.392
ma.S.L7       -1.0001   1.11e+04  -8.98e-05      1.000   -2.18e+04    2.18e+04
sigma2         1.6090   1.96e+04   8.19e-05      1.000   -3.85e+04    3.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.80
Prob(Q):                              0.99   Prob(JB):                         0.41
Heteroskedasticity (H):               0.38   Skew:                            -0.77
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.64286039176807, Current Price: 117.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.828
Date:                           Wed, 09 Oct 2024   AIC                             61.656
Time:                                   14:40:12   BIC                             64.480
Sample:                                        0   HQIC                            61.075
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3459      1.503      0.230      0.818      -2.599       3.291
ma.L1         -1.0000   1.85e+04   -5.4e-05      1.000   -3.63e+04    3.63e+04
ar.S.L7       -0.5425      1.099     -0.494      0.622      -2.697       1.612
ma.S.L7       -1.0002   1.56e+04  -6.42e-05      1.000   -3.05e+04    3.05e+04
sigma2         1.6026   2.05e+04   7.83e-05      1.000   -4.01e+04    4.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.74   Prob(JB):                         0.52
Heteroskedasticity (H):               0.21   Skew:                            -0.66
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.09958864636567, Current Price: 115.39
BUY EXECUTED at 115.39
BUY ORDER COMPLETED at 114.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.818
Date:                           Wed, 09 Oct 2024   AIC                             61.636
Time:                                   14:40:12   BIC                             64.461
Sample:                                        0   HQIC                            61.055
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3030      0.608      0.498      0.618      -0.890       1.496
ma.L1         -1.0000   2.34e+05  -4.27e-06      1.000   -4.59e+05    4.59e+05
ar.S.L7       -0.6829      0.541     -1.263      0.206      -1.742       0.377
ma.S.L7       -0.4141      1.534     -0.270      0.787      -3.421       2.593
sigma2         2.4966   5.84e+05   4.27e-06      1.000   -1.15e+06    1.15e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.35   Prob(JB):                         0.77
Heteroskedasticity (H):               0.71   Skew:                            -0.45
Prob(H) (two-sided):                  0.75   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.4988779787771, Current Price: 116.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.044
Date:                           Wed, 09 Oct 2024   AIC                             60.089
Time:                                   14:40:12   BIC                             62.914
Sample:                                        0   HQIC                            59.508
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0667      1.068      0.062      0.950      -2.027       2.161
ma.L1         -0.6954      0.648     -1.074      0.283      -1.965       0.574
ar.S.L7       -0.8116      0.600     -1.352      0.176      -1.988       0.365
ma.S.L7        0.1850      1.101      0.168      0.866      -1.972       2.342
sigma2         2.7062      1.238      2.186      0.029       0.280       5.132
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                11.40
Prob(Q):                              0.82   Prob(JB):                         0.00
Heteroskedasticity (H):               4.74   Skew:                            -1.74
Prob(H) (two-sided):                  0.16   Kurtosis:                         6.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.63113681031057, Current Price: 118.0
SELL EXECUTED at 118.0
SELL ORDER COMPLETED at 118.64
OPERATION PROFIT, GROSS 4.030000000000001, NET 3.796750000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.252
Date:                           Wed, 09 Oct 2024   AIC                             58.504
Time:                                   14:40:12   BIC                             61.329
Sample:                                        0   HQIC                            57.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0438      0.864     -0.051      0.960      -1.737       1.649
ma.L1         -0.6102      0.502     -1.215      0.224      -1.595       0.374
ar.S.L7       -0.9773      0.393     -2.486      0.013      -1.748      -0.207
ma.S.L7        1.0000   2.14e+04   4.66e-05      1.000    -4.2e+04     4.2e+04
sigma2         1.4712   3.15e+04   4.66e-05      1.000   -6.18e+04    6.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 4.14
Prob(Q):                              0.70   Prob(JB):                         0.13
Heteroskedasticity (H):               5.24   Skew:                            -1.23
Prob(H) (two-sided):                  0.14   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.43167825694012, Current Price: 119.29
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.034
Date:                           Wed, 09 Oct 2024   AIC                             64.069
Time:                                   14:40:12   BIC                             66.893
Sample:                                        0   HQIC                            63.488
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6867      1.264      0.543      0.587      -1.791       3.165
ma.L1         -1.0001   1761.202     -0.001      1.000   -3452.893    3450.892
ar.S.L7    -7.075e-05      0.082     -0.001      0.999      -0.160       0.160
ma.S.L7       -1.4102      2.904     -0.486      0.627      -7.101       4.281
sigma2         1.4957   2635.614      0.001      1.000   -5164.213    5167.205
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.68
Prob(Q):                              0.59   Prob(JB):                         0.43
Heteroskedasticity (H):               0.66   Skew:                            -0.82
Prob(H) (two-sided):                  0.70   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.23967121391233, Current Price: 119.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.036
Date:                           Wed, 09 Oct 2024   AIC                             64.072
Time:                                   14:40:12   BIC                             66.897
Sample:                                        0   HQIC                            63.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2050      3.112     -0.066      0.947      -6.305       5.895
ma.L1         -0.0075      2.794     -0.003      0.998      -5.483       5.468
ar.S.L7       -0.5981      0.499     -1.199      0.230      -1.575       0.379
ma.S.L7        1.0001   2.15e+04   4.66e-05      1.000    -4.2e+04     4.2e+04
sigma2         2.2579   4.84e+04   4.66e-05      1.000   -9.49e+04    9.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.32
Prob(Q):                              0.97   Prob(JB):                         0.52
Heteroskedasticity (H):               0.68   Skew:                            -0.78
Prob(H) (two-sided):                  0.72   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.68778965090502, Current Price: 118.82
BUY EXECUTED at 118.82
BUY ORDER COMPLETED at 117.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.741
Date:                           Wed, 09 Oct 2024   AIC                             63.483
Time:                                   14:40:12   BIC                             66.308
Sample:                                        0   HQIC                            62.902
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3050      1.972     -0.155      0.877      -4.170       3.560
ma.L1          0.5331      1.931      0.276      0.782      -3.251       4.317
ar.S.L7        0.0040      0.013      0.309      0.757      -0.021       0.029
ma.S.L7       -1.0022    305.786     -0.003      0.997    -600.332     598.328
sigma2         2.2817    698.250      0.003      0.997   -1366.263    1370.827
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.62   Prob(JB):                         0.71
Heteroskedasticity (H):               0.36   Skew:                            -0.56
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.75455056244374, Current Price: 118.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.388
Date:                           Wed, 09 Oct 2024   AIC                             62.776
Time:                                   14:40:12   BIC                             65.601
Sample:                                        0   HQIC                            62.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3474      2.216     -0.157      0.875      -4.691       3.996
ma.L1          0.5423      2.022      0.268      0.789      -3.421       4.506
ar.S.L7        0.0043      0.014      0.302      0.762      -0.023       0.032
ma.S.L7       -1.0017    325.575     -0.003      0.998    -639.117     637.113
sigma2         2.1491    699.706      0.003      0.998   -1369.249    1373.547
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.37   Prob(JB):                         0.69
Heteroskedasticity (H):               0.34   Skew:                            -0.59
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.50499820450112, Current Price: 118.46
SELL EXECUTED at 118.46
SELL ORDER COMPLETED at 119.72
OPERATION PROFIT, GROSS 1.730000000000004, NET 1.492290000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.406
Date:                           Wed, 09 Oct 2024   AIC                             54.813
Time:                                   14:40:12   BIC                             57.638
Sample:                                        0   HQIC                            54.232
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4341      0.694      0.625      0.532      -0.926       1.794
ma.L1         -0.6974      0.661     -1.055      0.292      -1.994       0.599
ar.S.L7    -3.591e-05      0.088     -0.000      1.000      -0.172       0.172
ma.S.L7       -0.4434      0.259     -1.710      0.087      -0.951       0.065
sigma2         1.7986      1.208      1.489      0.136      -0.569       4.166
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.55   Prob(JB):                         0.84
Heteroskedasticity (H):               0.66   Skew:                             0.07
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.19366218999154, Current Price: 120.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.141
Date:                           Wed, 09 Oct 2024   AIC                             54.281
Time:                                   14:40:12   BIC                             57.106
Sample:                                        0   HQIC                            53.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1332      1.241     -0.107      0.915      -2.566       2.300
ma.L1          0.4330      1.269      0.341      0.733      -2.053       2.920
ar.S.L7       -0.1620      0.522     -0.310      0.756      -1.185       0.861
ma.S.L7       -0.3766      0.733     -0.514      0.608      -1.814       1.060
sigma2         1.6614      2.114      0.786      0.432      -2.482       5.805
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.76   Prob(JB):                         0.62
Heteroskedasticity (H):               2.52   Skew:                            -0.35
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.73437878851567, Current Price: 121.02
BUY EXECUTED at 121.02
BUY ORDER COMPLETED at 120.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.100
Date:                           Wed, 09 Oct 2024   AIC                             54.199
Time:                                   14:40:12   BIC                             57.024
Sample:                                        0   HQIC                            53.619
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2492      2.033      0.123      0.902      -3.735       4.234
ma.L1         -0.3958      1.858     -0.213      0.831      -4.038       3.247
ar.S.L7       -0.2176      0.194     -1.119      0.263      -0.599       0.164
ma.S.L7        1.0000   3.24e+04   3.09e-05      1.000   -6.35e+04    6.35e+04
sigma2         1.0565   3.42e+04   3.09e-05      1.000   -6.71e+04    6.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.56   Prob(JB):                         0.74
Heteroskedasticity (H):               3.50   Skew:                             0.06
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.92692778730326, Current Price: 119.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.414
Date:                           Wed, 09 Oct 2024   AIC                             56.829
Time:                                   14:40:12   BIC                             59.654
Sample:                                        0   HQIC                            56.248
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4213      0.618     -0.682      0.495      -1.632       0.789
ma.L1          0.6460      0.685      0.943      0.346      -0.696       1.988
ar.S.L7       -0.3528      0.253     -1.393      0.164      -0.849       0.144
ma.S.L7       -0.1497      0.551     -0.272      0.786      -1.230       0.930
sigma2         2.1208      1.636      1.296      0.195      -1.086       5.328
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.80   Prob(JB):                         0.52
Heteroskedasticity (H):               1.19   Skew:                             0.11
Prob(H) (two-sided):                  0.87   Kurtosis:                         1.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.18729148924017, Current Price: 119.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.767
Date:                           Wed, 09 Oct 2024   AIC                             55.534
Time:                                   14:40:12   BIC                             58.359
Sample:                                        0   HQIC                            54.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0632      0.959     -0.066      0.947      -1.942       1.816
ma.L1          0.3748      1.002      0.374      0.708      -1.588       2.338
ar.S.L7       -0.3694      0.239     -1.547      0.122      -0.837       0.099
ma.S.L7       -0.2971      0.583     -0.510      0.610      -1.439       0.845
sigma2         1.8743      1.247      1.503      0.133      -0.569       4.318
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.70   Prob(JB):                         0.56
Heteroskedasticity (H):               0.99   Skew:                             0.29
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.57015869099901, Current Price: 119.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.553
Date:                           Wed, 09 Oct 2024   AIC                             55.105
Time:                                   14:40:12   BIC                             57.930
Sample:                                        0   HQIC                            54.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0127      1.744      0.007      0.994      -3.405       3.430
ma.L1          0.2246      1.730      0.130      0.897      -3.165       3.615
ar.S.L7       -0.3405      0.271     -1.256      0.209      -0.872       0.191
ma.S.L7       -1.7098      3.796     -0.450      0.652      -9.150       5.730
sigma2         0.5482      2.400      0.228      0.819      -4.156       5.252
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.90   Prob(JB):                         0.55
Heteroskedasticity (H):               0.14   Skew:                             0.55
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.56706114953586, Current Price: 120.93
SELL EXECUTED at 120.93
SELL ORDER COMPLETED at 119.23
OPERATION PROFIT, GROSS -1.3100000000000023, NET -1.5497700000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.429
Date:                           Wed, 09 Oct 2024   AIC                             54.857
Time:                                   14:40:12   BIC                             57.682
Sample:                                        0   HQIC                            54.277
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0522      1.093      0.048      0.962      -2.089       2.194
ma.L1          0.2853      1.089      0.262      0.793      -1.849       2.420
ar.S.L7       -0.4074      0.265     -1.535      0.125      -0.927       0.113
ma.S.L7       -0.3183      0.656     -0.485      0.628      -1.605       0.968
sigma2         1.7690      1.312      1.348      0.178      -0.803       4.341
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.72   Prob(JB):                         0.58
Heteroskedasticity (H):               0.21   Skew:                             0.18
Prob(H) (two-sided):                  0.16   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.44267523625624, Current Price: 119.7
BUY EXECUTED at 119.7
BUY ORDER COMPLETED at 119.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.496
Date:                           Wed, 09 Oct 2024   AIC                             50.992
Time:                                   14:40:12   BIC                             53.817
Sample:                                        0   HQIC                            50.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6164      0.543      1.134      0.257      -0.449       1.682
ma.L1         -1.0000   9530.258     -0.000      1.000   -1.87e+04    1.87e+04
ar.S.L7       -0.1449      0.605     -0.240      0.811      -1.330       1.040
ma.S.L7       -0.5108      1.032     -0.495      0.621      -2.534       1.512
sigma2         0.9897   9431.834      0.000      1.000   -1.85e+04    1.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.38   Prob(JB):                         0.55
Heteroskedasticity (H):               0.54   Skew:                             0.59
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.38176212615946, Current Price: 119.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.306
Date:                           Wed, 09 Oct 2024   AIC                             50.611
Time:                                   14:40:12   BIC                             53.436
Sample:                                        0   HQIC                            50.031
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1755      0.440     -0.399      0.690      -1.038       0.687
ma.L1          1.0000   1.16e+04   8.65e-05      1.000   -2.27e+04    2.27e+04
ar.S.L7       -0.5250      0.330     -1.590      0.112      -1.172       0.122
ma.S.L7       -0.3645      0.798     -0.457      0.648      -1.928       1.199
sigma2         1.1520   1.33e+04   8.65e-05      1.000   -2.61e+04    2.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.45   Prob(JB):                         0.63
Heteroskedasticity (H):               0.13   Skew:                             0.64
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.34693923129556, Current Price: 121.79
SELL EXECUTED at 121.79
SELL ORDER COMPLETED at 122.06
OPERATION PROFIT, GROSS 2.4099999999999966, NET 2.1682899999999967
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.903
Date:                           Wed, 09 Oct 2024   AIC                             43.805
Time:                                   14:40:12   BIC                             46.630
Sample:                                        0   HQIC                            43.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3196      0.579      0.552      0.581      -0.815       1.454
ma.L1         -1.0000   3.84e+04  -2.61e-05      1.000   -7.52e+04    7.52e+04
ar.S.L7       -0.2354      0.105     -2.246      0.025      -0.441      -0.030
ma.S.L7       -1.0001   1.09e+04  -9.18e-05      1.000   -2.13e+04    2.13e+04
sigma2         0.4058   1.63e+04   2.49e-05      1.000    -3.2e+04     3.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.66   Prob(JB):                         0.70
Heteroskedasticity (H):               1.20   Skew:                             0.14
Prob(H) (two-sided):                  0.87   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.60531199546458, Current Price: 122.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.381
Date:                           Wed, 09 Oct 2024   AIC                             44.761
Time:                                   14:40:12   BIC                             47.586
Sample:                                        0   HQIC                            44.181
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3332      0.579      0.576      0.565      -0.801       1.468
ma.L1         -1.0000   2.65e+04  -3.77e-05      1.000    -5.2e+04     5.2e+04
ar.S.L7       -0.2785      0.170     -1.634      0.102      -0.613       0.056
ma.S.L7       -1.0000    1.9e+04  -5.26e-05      1.000   -3.73e+04    3.73e+04
sigma2         0.4376   1.14e+04   3.85e-05      1.000   -2.23e+04    2.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.36   Prob(JB):                         0.55
Heteroskedasticity (H):               0.22   Skew:                             0.72
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.35961284220353, Current Price: 120.96
BUY EXECUTED at 120.96
BUY ORDER COMPLETED at 121.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.246
Date:                           Wed, 09 Oct 2024   AIC                             48.493
Time:                                   14:40:12   BIC                             51.317
Sample:                                        0   HQIC                            47.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3038      0.599      0.507      0.612      -0.870       1.478
ma.L1         -1.0000   1.77e+04  -5.66e-05      1.000   -3.47e+04    3.46e+04
ar.S.L7       -0.2873      0.175     -1.642      0.101      -0.630       0.056
ma.S.L7       -0.6987      1.091     -0.640      0.522      -2.838       1.440
sigma2         0.7632   1.35e+04   5.66e-05      1.000   -2.64e+04    2.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.55   Prob(JB):                         0.71
Heteroskedasticity (H):               0.56   Skew:                             0.46
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.69733196062666, Current Price: 120.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.493
Date:                           Wed, 09 Oct 2024   AIC                             46.985
Time:                                   14:40:12   BIC                             49.810
Sample:                                        0   HQIC                            46.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3318      0.682      0.486      0.627      -1.006       1.669
ma.L1         -1.0000   1.08e+04  -9.28e-05      1.000   -2.11e+04    2.11e+04
ar.S.L7       -0.2207      0.173     -1.278      0.201      -0.559       0.118
ma.S.L7       -1.0001   5507.358     -0.000      1.000   -1.08e+04    1.08e+04
sigma2         0.5189   5422.669   9.57e-05      1.000   -1.06e+04    1.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.35   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.25   Prob(JB):                         0.70
Heteroskedasticity (H):               0.38   Skew:                             0.44
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.38782747576195, Current Price: 122.47
SELL EXECUTED at 122.47
SELL ORDER COMPLETED at 119.67
OPERATION PROFIT, GROSS -1.6499999999999915, NET -1.8909899999999915
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.905
Date:                           Wed, 09 Oct 2024   AIC                             47.811
Time:                                   14:40:12   BIC                             50.636
Sample:                                        0   HQIC                            47.230
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3737      0.650      0.575      0.566      -0.901       1.648
ma.L1         -1.0000   7995.870     -0.000      1.000   -1.57e+04    1.57e+04
ar.S.L7       -0.1946      0.216     -0.900      0.368      -0.618       0.229
ma.S.L7       -1.4690      2.723     -0.540      0.590      -6.805       3.868
sigma2         0.3408   2725.058      0.000      1.000   -5340.674    5341.356
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.87   Prob(JB):                         0.76
Heteroskedasticity (H):               0.47   Skew:                             0.32
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.30838642289426, Current Price: 119.77
BUY EXECUTED at 119.77
BUY ORDER COMPLETED at 120.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.512
Date:                           Wed, 09 Oct 2024   AIC                             43.025
Time:                                   14:40:12   BIC                             45.849
Sample:                                        0   HQIC                            42.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1964      0.338      0.581      0.562      -0.467       0.860
ma.L1         -1.0004    158.136     -0.006      0.995    -310.941     308.940
ar.S.L7       -0.4711      0.248     -1.899      0.058      -0.957       0.015
ma.S.L7       -0.4530      0.621     -0.729      0.466      -1.671       0.765
sigma2         0.5824     92.494      0.006      0.995    -180.703     181.867
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.24   Prob(JB):                         0.80
Heteroskedasticity (H):               3.02   Skew:                            -0.13
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.75613964379771, Current Price: 120.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.963
Date:                           Wed, 09 Oct 2024   AIC                             47.926
Time:                                   14:40:13   BIC                             50.751
Sample:                                        0   HQIC                            47.345
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1891      0.579      0.327      0.744      -0.946       1.324
ma.L1         -0.7352      0.646     -1.139      0.255      -2.001       0.530
ar.S.L7       -0.5622      0.337     -1.666      0.096      -1.223       0.099
ma.S.L7        0.0390      0.414      0.094      0.925      -0.773       0.851
sigma2         1.0725      0.820      1.308      0.191      -0.534       2.679
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               1.93   Skew:                             0.21
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.56529767411722, Current Price: 121.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.199
Date:                           Wed, 09 Oct 2024   AIC                             46.398
Time:                                   14:40:13   BIC                             49.223
Sample:                                        0   HQIC                            45.817
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4694      0.177      2.646      0.008       0.122       0.817
ma.L1         -0.8116      0.541     -1.499      0.134      -1.872       0.249
ar.S.L7       -0.5426      0.218     -2.492      0.013      -0.969      -0.116
ma.S.L7        0.5638      1.946      0.290      0.772      -3.250       4.378
sigma2         0.7896      0.795      0.994      0.320      -0.768       2.347
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.37   Prob(JB):                         0.69
Heteroskedasticity (H):               4.42   Skew:                            -0.33
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.8745032653642, Current Price: 120.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.388
Date:                           Wed, 09 Oct 2024   AIC                             44.776
Time:                                   14:40:13   BIC                             47.601
Sample:                                        0   HQIC                            44.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0981      0.673     -0.146      0.884      -1.417       1.221
ma.L1         -0.4493      0.583     -0.770      0.441      -1.593       0.694
ar.S.L7       -0.6159      0.147     -4.185      0.000      -0.904      -0.327
ma.S.L7        1.0009    735.280      0.001      0.999   -1440.122    1442.124
sigma2         0.5113    376.131      0.001      0.999    -736.692     737.714
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.74   Prob(JB):                         0.77
Heteroskedasticity (H):               1.97   Skew:                             0.07
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.02601586294682, Current Price: 121.29
SELL EXECUTED at 121.29
SELL ORDER COMPLETED at 121.38
OPERATION PROFIT, GROSS 0.7299999999999898, NET 0.48796999999998975
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.260
Date:                           Wed, 09 Oct 2024   AIC                             46.519
Time:                                   14:40:13   BIC                             49.344
Sample:                                        0   HQIC                            45.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0828      0.948      0.087      0.930      -1.776       1.942
ma.L1         -0.6241      0.552     -1.131      0.258      -1.706       0.458
ar.S.L7       -0.5344      0.203     -2.633      0.008      -0.932      -0.137
ma.S.L7        0.3829      0.800      0.479      0.632      -1.185       1.951
sigma2         0.9110      0.705      1.293      0.196      -0.470       2.292
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.65   Prob(JB):                         0.61
Heteroskedasticity (H):               1.04   Skew:                            -0.05
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.96546405210918, Current Price: 121.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.552
Date:                           Wed, 09 Oct 2024   AIC                             45.104
Time:                                   14:40:13   BIC                             47.929
Sample:                                        0   HQIC                            44.523
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0970      1.081      0.090      0.929      -2.022       2.216
ma.L1         -0.6474      0.594     -1.091      0.275      -1.811       0.516
ar.S.L7       -0.4671      0.255     -1.829      0.067      -0.968       0.033
ma.S.L7        0.3717      0.945      0.393      0.694      -1.480       2.224
sigma2         0.8200      0.593      1.382      0.167      -0.343       1.983
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.55   Prob(JB):                         0.58
Heteroskedasticity (H):               1.18   Skew:                            -0.20
Prob(H) (two-sided):                  0.88   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.69614363436925, Current Price: 122.17
BUY EXECUTED at 122.17
BUY ORDER COMPLETED at 122.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.852
Date:                           Wed, 09 Oct 2024   AIC                             45.704
Time:                                   14:40:13   BIC                             48.529
Sample:                                        0   HQIC                            45.123
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1081      0.983      0.110      0.912      -1.819       2.035
ma.L1         -0.6325      0.569     -1.113      0.266      -1.747       0.482
ar.S.L7       -0.4647      0.272     -1.706      0.088      -0.998       0.069
ma.S.L7        0.2521      0.783      0.322      0.748      -1.283       1.787
sigma2         0.8873      0.610      1.455      0.146      -0.308       2.082
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.64   Prob(JB):                         0.63
Heteroskedasticity (H):               0.43   Skew:                            -0.05
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.87285051320994, Current Price: 122.92
SELL EXECUTED at 122.92
SELL ORDER COMPLETED at 123.38
OPERATION PROFIT, GROSS 0.5799999999999983, NET 0.3338199999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.179
Date:                           Wed, 09 Oct 2024   AIC                             46.357
Time:                                   14:40:13   BIC                             49.182
Sample:                                        0   HQIC                            45.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4695      0.166      2.825      0.005       0.144       0.795
ma.L1         -1.0000   6341.024     -0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7       -0.4842      0.443     -1.093      0.274      -1.352       0.384
ma.S.L7       -1.0001   8526.135     -0.000      1.000   -1.67e+04    1.67e+04
sigma2         0.4675   5439.241   8.59e-05      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.60   Prob(JB):                         0.93
Heteroskedasticity (H):               1.73   Skew:                            -0.15
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.72526422404333, Current Price: 124.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.446
Date:                           Wed, 09 Oct 2024   AIC                             44.893
Time:                                   14:40:13   BIC                             47.717
Sample:                                        0   HQIC                            44.312
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3647      0.723     -0.504      0.614      -1.782       1.053
ma.L1          0.6328      0.840      0.754      0.451      -1.013       2.278
ar.S.L7       -0.3248      0.389     -0.835      0.404      -1.087       0.437
ma.S.L7       -1.0000   1.37e+04  -7.28e-05      1.000   -2.69e+04    2.69e+04
sigma2         0.5175   7107.216   7.28e-05      1.000   -1.39e+04    1.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.39
Prob(Q):                              0.91   Prob(JB):                         0.30
Heteroskedasticity (H):               2.00   Skew:                            -0.79
Prob(H) (two-sided):                  0.52   Kurtosis:                         4.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.04074685811095, Current Price: 124.43
BUY EXECUTED at 124.43
BUY ORDER COMPLETED at 124.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.082
Date:                           Wed, 09 Oct 2024   AIC                             48.165
Time:                                   14:40:13   BIC                             50.989
Sample:                                        0   HQIC                            47.584
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3416      1.478      0.231      0.817      -2.554       3.238
ma.L1         -0.6545      1.407     -0.465      0.642      -3.412       2.103
ar.S.L7       -0.3694      0.440     -0.839      0.401      -1.232       0.493
ma.S.L7       -1.0001   2.42e+04  -4.14e-05      1.000   -4.74e+04    4.74e+04
sigma2         0.6609    1.6e+04   4.14e-05      1.000   -3.13e+04    3.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.61   Prob(JB):                         0.77
Heteroskedasticity (H):               2.22   Skew:                             0.44
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.35167214147161, Current Price: 125.49
SELL EXECUTED at 125.49
SELL ORDER COMPLETED at 126.99
OPERATION PROFIT, GROSS 2.289999999999992, NET 2.038309999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.713
Date:                           Wed, 09 Oct 2024   AIC                             49.426
Time:                                   14:40:13   BIC                             52.251
Sample:                                        0   HQIC                            48.845
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1845      0.966      0.191      0.849      -1.709       2.078
ma.L1         -0.5050      0.897     -0.563      0.574      -2.264       1.254
ar.S.L7       -0.5532      0.312     -1.774      0.076      -1.165       0.058
ma.S.L7       -1.0001   1.18e+04  -8.47e-05      1.000   -2.32e+04    2.31e+04
sigma2         0.7309   8632.933   8.47e-05      1.000   -1.69e+04    1.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.95   Prob(JB):                         0.83
Heteroskedasticity (H):               1.82   Skew:                            -0.04
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.45876210024946, Current Price: 127.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.722
Date:                           Wed, 09 Oct 2024   AIC                             53.443
Time:                                   14:40:13   BIC                             56.268
Sample:                                        0   HQIC                            52.863
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4191      0.598     -0.701      0.483      -1.590       0.752
ma.L1          0.7797      0.604      1.291      0.197      -0.404       1.964
ar.S.L7       -0.2942      0.341     -0.863      0.388      -0.962       0.374
ma.S.L7       -0.4606      1.270     -0.363      0.717      -2.949       2.028
sigma2         1.5118      1.461      1.035      0.301      -1.351       4.375
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.29   Prob(JB):                         0.79
Heteroskedasticity (H):               1.21   Skew:                            -0.31
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.30086275174754, Current Price: 127.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.887
Date:                           Wed, 09 Oct 2024   AIC                             51.774
Time:                                   14:40:13   BIC                             54.599
Sample:                                        0   HQIC                            51.194
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5400      0.417     -1.294      0.196      -1.358       0.278
ma.L1          1.0000   4677.726      0.000      1.000   -9167.174    9169.174
ar.S.L7       -0.4221      0.423     -0.997      0.319      -1.252       0.407
ma.S.L7       -2.8925      9.227     -0.313      0.754     -20.977      15.192
sigma2         0.1447    677.105      0.000      1.000   -1326.957    1327.247
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.77   Prob(JB):                         0.94
Heteroskedasticity (H):               1.94   Skew:                            -0.00
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.60483222043328, Current Price: 126.27
BUY EXECUTED at 126.27
BUY ORDER COMPLETED at 126.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.313
Date:                           Wed, 09 Oct 2024   AIC                             52.627
Time:                                   14:40:13   BIC                             55.451
Sample:                                        0   HQIC                            52.046
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4288      0.231     -1.859      0.063      -0.881       0.023
ma.L1          1.0000   6023.672      0.000      1.000   -1.18e+04    1.18e+04
ar.S.L7       -0.4959      0.766     -0.647      0.517      -1.997       1.005
ma.S.L7       -5.0484     27.589     -0.183      0.855     -59.121      49.025
sigma2         0.0536    322.965      0.000      1.000    -632.947     633.054
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.73   Prob(JB):                         0.97
Heteroskedasticity (H):               7.85   Skew:                            -0.17
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.68808233223271, Current Price: 127.6
SELL EXECUTED at 127.6
SELL ORDER COMPLETED at 127.57
OPERATION PROFIT, GROSS 0.8199999999999932, NET 0.5656799999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.531
Date:                           Wed, 09 Oct 2024   AIC                             55.062
Time:                                   14:40:13   BIC                             57.887
Sample:                                        0   HQIC                            54.481
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5109      0.586     -0.872      0.383      -1.659       0.637
ma.L1          1.0000   6.92e+04   1.44e-05      1.000   -1.36e+05    1.36e+05
ar.S.L7       -0.1055      0.600     -0.176      0.860      -1.281       1.070
ma.S.L7        0.2162      0.900      0.240      0.810      -1.547       1.980
sigma2         1.6071   1.11e+05   1.44e-05      1.000   -2.18e+05    2.18e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.43   Prob(JB):                         0.71
Heteroskedasticity (H):               1.83   Skew:                             0.49
Prob(H) (two-sided):                  0.57   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.0729965614823, Current Price: 127.58
BUY EXECUTED at 127.58
BUY ORDER COMPLETED at 128.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.607
Date:                           Wed, 09 Oct 2024   AIC                             55.214
Time:                                   14:40:13   BIC                             58.039
Sample:                                        0   HQIC                            54.634
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5517      1.252     -0.441      0.660      -3.006       1.903
ma.L1          0.6344      1.697      0.374      0.709      -2.692       3.961
ar.S.L7       -0.3009      0.344     -0.874      0.382      -0.976       0.374
ma.S.L7        1.0001   1.02e+04    9.8e-05      1.000      -2e+04       2e+04
sigma2         1.0947   1.12e+04   9.79e-05      1.000   -2.19e+04    2.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.75   Prob(JB):                         0.90
Heteroskedasticity (H):               4.93   Skew:                            -0.09
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.20096443984646, Current Price: 128.99
SELL EXECUTED at 128.99
SELL ORDER COMPLETED at 128.62
OPERATION PROFIT, GROSS 0.11000000000001364, NET -0.14712999999998633
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.918
Date:                           Wed, 09 Oct 2024   AIC                             55.837
Time:                                   14:40:13   BIC                             58.661
Sample:                                        0   HQIC                            55.256
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0700      2.375      0.029      0.976      -4.584       4.724
ma.L1         -0.3330      2.058     -0.162      0.871      -4.366       3.700
ar.S.L7       -0.3712      0.631     -0.588      0.556      -1.608       0.866
ma.S.L7        0.4581      0.986      0.464      0.642      -1.475       2.391
sigma2         1.8128      2.004      0.905      0.366      -2.115       5.741
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.78   Prob(JB):                         0.76
Heteroskedasticity (H):               0.91   Skew:                            -0.29
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.7775309329188, Current Price: 129.21
BUY EXECUTED at 129.21
BUY ORDER COMPLETED at 128.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.752
Date:                           Wed, 09 Oct 2024   AIC                             55.505
Time:                                   14:40:13   BIC                             58.329
Sample:                                        0   HQIC                            54.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0123      1.472     -0.008      0.993      -2.898       2.873
ma.L1         -0.3430      1.238     -0.277      0.782      -2.770       2.084
ar.S.L7       -0.5231      0.477     -1.096      0.273      -1.458       0.412
ma.S.L7        0.6966      2.071      0.336      0.737      -3.363       4.757
sigma2         1.5313      2.978      0.514      0.607      -4.305       7.368
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.62   Prob(JB):                         0.75
Heteroskedasticity (H):               0.37   Skew:                            -0.13
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.30125519486654, Current Price: 128.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.179
Date:                           Wed, 09 Oct 2024   AIC                             58.358
Time:                                   14:40:13   BIC                             61.183
Sample:                                        0   HQIC                            57.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4332      6.920     -0.063      0.950     -13.997      13.130
ma.L1          0.4234      6.727      0.063      0.950     -12.762      13.609
ar.S.L7    -7.174e-05      0.053     -0.001      0.999      -0.104       0.104
ma.S.L7       -0.6195      0.568     -1.090      0.276      -1.733       0.494
sigma2         2.2604      1.340      1.686      0.092      -0.367       4.888
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.37   Prob(JB):                         0.72
Heteroskedasticity (H):               0.24   Skew:                            -0.02
Prob(H) (two-sided):                  0.20   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.23377985681444, Current Price: 128.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.243
Date:                           Wed, 09 Oct 2024   AIC                             58.485
Time:                                   14:40:13   BIC                             61.310
Sample:                                        0   HQIC                            57.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6797      0.581     -1.171      0.242      -1.818       0.458
ma.L1          0.6692      0.889      0.752      0.452      -1.074       2.412
ar.S.L7       -0.0860      0.787     -0.109      0.913      -1.628       1.456
ma.S.L7       -0.6466      3.747     -0.173      0.863      -7.990       6.697
sigma2         1.9320      3.839      0.503      0.615      -5.593       9.457
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.54   Prob(JB):                         0.78
Heteroskedasticity (H):               0.36   Skew:                            -0.07
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.43311633387316, Current Price: 127.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.300
Date:                           Wed, 09 Oct 2024   AIC                             52.600
Time:                                   14:40:13   BIC                             55.425
Sample:                                        0   HQIC                            52.020
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5712      0.282     -2.028      0.043      -1.123      -0.019
ma.L1          0.5160      0.588      0.877      0.380      -0.637       1.669
ar.S.L7        0.1655      0.311      0.532      0.595      -0.444       0.775
ma.S.L7       -1.0000   2.33e+05   -4.3e-06      1.000   -4.56e+05    4.56e+05
sigma2         0.8909   2.07e+05    4.3e-06      1.000   -4.06e+05    4.06e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.11   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.29   Prob(JB):                         0.59
Heteroskedasticity (H):               1.15   Skew:                            -0.66
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.19573296399966, Current Price: 130.29
SELL EXECUTED at 130.29
SELL ORDER COMPLETED at 128.54
OPERATION PROFIT, GROSS 0.04999999999998295, NET -0.20703000000001703
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.337
Date:                           Wed, 09 Oct 2024   AIC                             52.674
Time:                                   14:40:13   BIC                             55.499
Sample:                                        0   HQIC                            52.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6112      0.412     -1.484      0.138      -1.418       0.196
ma.L1          0.2599      0.499      0.521      0.602      -0.718       1.237
ar.S.L7        0.1514      0.339      0.446      0.655      -0.514       0.817
ma.S.L7       -1.0000   5.56e+04   -1.8e-05      1.000   -1.09e+05    1.09e+05
sigma2         0.8898   4.95e+04    1.8e-05      1.000    -9.7e+04     9.7e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.68   Prob(JB):                         0.62
Heteroskedasticity (H):               2.26   Skew:                            -0.66
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.6239394155999, Current Price: 128.68
BUY EXECUTED at 128.68
BUY ORDER COMPLETED at 128.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.437
Date:                           Wed, 09 Oct 2024   AIC                             50.874
Time:                                   14:40:13   BIC                             53.699
Sample:                                        0   HQIC                            50.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3365      1.121     -0.300      0.764      -2.534       1.861
ma.L1         -0.4032      0.729     -0.553      0.580      -1.833       1.026
ar.S.L7       -0.3204      0.770     -0.416      0.677      -1.830       1.189
ma.S.L7       -1.0001   1.47e+04  -6.78e-05      1.000   -2.89e+04    2.89e+04
sigma2         0.8177   1.21e+04   6.78e-05      1.000   -2.36e+04    2.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.88   Prob(JB):                         0.66
Heteroskedasticity (H):               0.76   Skew:                             0.41
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.78694762553582, Current Price: 128.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.544
Date:                           Wed, 09 Oct 2024   AIC                             53.089
Time:                                   14:40:13   BIC                             55.914
Sample:                                        0   HQIC                            52.508
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0355      2.157     -0.016      0.987      -4.262       4.191
ma.L1         -0.3392      1.948     -0.174      0.862      -4.157       3.478
ar.S.L7       -0.1121      0.802     -0.140      0.889      -1.685       1.460
ma.S.L7       -1.0005   4589.503     -0.000      1.000   -8996.260    8994.259
sigma2         0.9692   4449.318      0.000      1.000   -8719.534    8721.473
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.55   Prob(JB):                         0.61
Heteroskedasticity (H):               1.45   Skew:                             0.36
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.68887498268683, Current Price: 130.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.268
Date:                           Wed, 09 Oct 2024   AIC                             50.536
Time:                                   14:40:13   BIC                             53.361
Sample:                                        0   HQIC                            49.956
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2959      0.463     -0.639      0.523      -1.203       0.612
ma.L1         -0.3436      0.439     -0.783      0.434      -1.204       0.517
ar.S.L7       -0.3267      0.431     -0.758      0.448      -1.171       0.518
ma.S.L7       -0.6902      2.106     -0.328      0.743      -4.819       3.438
sigma2         1.0497      1.695      0.619      0.536      -2.272       4.371
===================================================================================
Ljung-Box (L1) (Q):                   2.08   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.15   Prob(JB):                         0.63
Heteroskedasticity (H):               1.60   Skew:                             0.37
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.51707204027267, Current Price: 129.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.749
Date:                           Wed, 09 Oct 2024   AIC                             51.497
Time:                                   14:40:13   BIC                             54.322
Sample:                                        0   HQIC                            50.917
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2183      0.739     -0.295      0.768      -1.667       1.230
ma.L1         -0.3571      0.648     -0.551      0.582      -1.627       0.913
ar.S.L7       -0.3594      0.455     -0.790      0.430      -1.251       0.532
ma.S.L7       -0.1037      0.712     -0.146      0.884      -1.499       1.292
sigma2         1.4186      1.134      1.251      0.211      -0.803       3.640
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.52   Prob(JB):                         0.69
Heteroskedasticity (H):               1.34   Skew:                             0.31
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.86610013200573, Current Price: 129.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.363
Date:                           Wed, 09 Oct 2024   AIC                             46.726
Time:                                   14:40:13   BIC                             49.551
Sample:                                        0   HQIC                            46.146
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0803      1.465      0.055      0.956      -2.791       2.952
ma.L1         -0.4616      1.549     -0.298      0.766      -3.498       2.574
ar.S.L7       -0.4639      0.185     -2.511      0.012      -0.826      -0.102
ma.S.L7        1.0002   3424.993      0.000      1.000   -6711.862    6713.863
sigma2         0.5946   2036.692      0.000      1.000   -3991.249    3992.438
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.84   Prob(JB):                         0.67
Heteroskedasticity (H):               1.30   Skew:                            -0.42
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.8319855013296, Current Price: 129.86
SELL EXECUTED at 129.86
SELL ORDER COMPLETED at 131.56
OPERATION PROFIT, GROSS 2.8499999999999943, NET 2.589729999999994
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.940
Date:                           Wed, 09 Oct 2024   AIC                             45.880
Time:                                   14:40:13   BIC                             48.705
Sample:                                        0   HQIC                            45.299
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3116      2.015      0.155      0.877      -3.638       4.261
ma.L1         -0.5183      2.015     -0.257      0.797      -4.467       3.431
ar.S.L7       -0.5229      0.219     -2.389      0.017      -0.952      -0.094
ma.S.L7        1.0000   9.26e+04   1.08e-05      1.000   -1.81e+05    1.81e+05
sigma2         0.5577   5.16e+04   1.08e-05      1.000   -1.01e+05    1.01e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.96   Prob(JB):                         0.71
Heteroskedasticity (H):               0.44   Skew:                            -0.41
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.92061077928855, Current Price: 131.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.447
Date:                           Wed, 09 Oct 2024   AIC                             46.895
Time:                                   14:40:13   BIC                             49.720
Sample:                                        0   HQIC                            46.314
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3363      3.172      0.106      0.916      -5.881       6.554
ma.L1         -0.5811      2.844     -0.204      0.838      -6.156       4.994
ar.S.L7       -0.4533      0.289     -1.566      0.117      -1.021       0.114
ma.S.L7        1.0001   1.69e+04   5.91e-05      1.000   -3.32e+04    3.32e+04
sigma2         0.6030   1.02e+04   5.91e-05      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.96   Prob(JB):                         0.95
Heteroskedasticity (H):               0.67   Skew:                            -0.06
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.6372905999134, Current Price: 132.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.591
Date:                           Wed, 09 Oct 2024   AIC                             49.182
Time:                                   14:40:13   BIC                             52.007
Sample:                                        0   HQIC                            48.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5879      0.518      1.135      0.256      -0.427       1.603
ma.L1         -1.0000   1.62e+04  -6.18e-05      1.000   -3.17e+04    3.17e+04
ar.S.L7       -0.2458      0.364     -0.675      0.500      -0.959       0.468
ma.S.L7       -0.3579      0.826     -0.433      0.665      -1.977       1.261
sigma2         0.9322   1.51e+04   6.18e-05      1.000   -2.96e+04    2.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.65   Prob(JB):                         0.75
Heteroskedasticity (H):               0.65   Skew:                            -0.20
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.39306792133064, Current Price: 133.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.085
Date:                           Wed, 09 Oct 2024   AIC                             50.171
Time:                                   14:40:13   BIC                             52.996
Sample:                                        0   HQIC                            49.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5641      0.871      0.647      0.517      -1.144       2.272
ma.L1         -1.0000   1.71e+04  -5.84e-05      1.000   -3.36e+04    3.36e+04
ar.S.L7       -0.2645      0.327     -0.809      0.418      -0.905       0.376
ma.S.L7       -0.4346      0.876     -0.496      0.620      -2.152       1.282
sigma2         0.9820   1.68e+04   5.84e-05      1.000    -3.3e+04     3.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.96   Prob(JB):                         0.64
Heteroskedasticity (H):               0.42   Skew:                            -0.36
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.3261680022955, Current Price: 131.64
BUY EXECUTED at 131.64
BUY ORDER COMPLETED at 130.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.841
Date:                           Wed, 09 Oct 2024   AIC                             47.682
Time:                                   14:40:13   BIC                             50.507
Sample:                                        0   HQIC                            47.102
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4920      0.095      5.198      0.000       0.306       0.678
ma.L1         -1.0000   4519.366     -0.000      1.000   -8858.794    8856.794
ar.S.L7       -0.2084      0.355     -0.587      0.557      -0.904       0.488
ma.S.L7       -0.5540      1.073     -0.516      0.606      -2.658       1.550
sigma2         0.7620   3443.610      0.000      1.000   -6748.590    6750.114
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.81   Prob(JB):                         0.56
Heteroskedasticity (H):               1.32   Skew:                            -0.10
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.5720712456834, Current Price: 130.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.802
Date:                           Wed, 09 Oct 2024   AIC                             47.603
Time:                                   14:40:13   BIC                             50.428
Sample:                                        0   HQIC                            47.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3406      0.704      0.484      0.629      -1.039       1.720
ma.L1         -1.0000   7475.547     -0.000      1.000   -1.47e+04    1.47e+04
ar.S.L7       -0.0722      0.324     -0.223      0.824      -0.708       0.563
ma.S.L7       -0.3947      0.710     -0.556      0.578      -1.786       0.997
sigma2         0.8571   6407.952      0.000      1.000   -1.26e+04    1.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.81   Prob(JB):                         0.54
Heteroskedasticity (H):               1.38   Skew:                             0.25
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.20978627767133, Current Price: 128.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -12173.440
Date:                           Wed, 09 Oct 2024   AIC                          24356.880
Time:                                   14:40:14   BIC                          24359.705
Sample:                                        0   HQIC                         24356.299
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1904      0.001    177.612      0.000       0.188       0.193
ma.L1         -0.3657      0.001   -341.233      0.000      -0.368      -0.364
ar.S.L7       51.3996      0.607     84.614      0.000      50.209      52.590
ma.S.L7    -4.064e-05      0.000     -0.112      0.911      -0.001       0.001
sigma2         2.0760      0.049     42.424      0.000       1.980       2.172
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.76   Prob(JB):                         0.75
Heteroskedasticity (H):               0.69   Skew:                             0.45
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 196.8408657151818, Current Price: 127.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.308
Date:                           Wed, 09 Oct 2024   AIC                             52.616
Time:                                   14:40:14   BIC                             55.441
Sample:                                        0   HQIC                            52.036
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4642      1.077      0.431      0.666      -1.646       2.575
ma.L1         -0.4177      1.179     -0.354      0.723      -2.728       1.893
ar.S.L7       -0.2476      0.526     -0.471      0.638      -1.278       0.783
ma.S.L7       -1.0003   4238.578     -0.000      1.000   -8308.460    8306.460
sigma2         0.9237   3915.685      0.000      1.000   -7673.678    7675.526
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.85   Prob(JB):                         0.64
Heteroskedasticity (H):               2.42   Skew:                            -0.56
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.7532138476207, Current Price: 128.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.647
Date:                           Wed, 09 Oct 2024   AIC                             51.294
Time:                                   14:40:14   BIC                             54.119
Sample:                                        0   HQIC                            50.714
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3273      8.070     -0.041      0.968     -16.144      15.489
ma.L1          3.4477     97.033      0.036      0.972    -186.733     193.628
ar.S.L7       -0.3149      0.657     -0.479      0.632      -1.603       0.974
ma.S.L7       -1.0005   2312.985     -0.000      1.000   -4534.367    4532.366
sigma2         0.0711    166.091      0.000      1.000    -325.462     325.604
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.94   Prob(JB):                         0.66
Heteroskedasticity (H):               5.60   Skew:                            -0.60
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.97040697786238, Current Price: 126.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.288
Date:                           Wed, 09 Oct 2024   AIC                             52.575
Time:                                   14:40:14   BIC                             55.400
Sample:                                        0   HQIC                            51.995
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8364      0.347      2.413      0.016       0.157       1.516
ma.L1         -0.6570      0.638     -1.030      0.303      -1.906       0.593
ar.S.L7       -0.4679      0.499     -0.937      0.349      -1.446       0.511
ma.S.L7       -1.0002   6465.359     -0.000      1.000   -1.27e+04    1.27e+04
sigma2         0.8885   5744.942      0.000      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.07   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.30   Prob(JB):                         0.77
Heteroskedasticity (H):               1.55   Skew:                            -0.17
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.87790836565179, Current Price: 126.41
SELL EXECUTED at 126.41
SELL ORDER COMPLETED at 126.27
OPERATION PROFIT, GROSS -4.11999999999999, NET -4.3766599999999904
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.159
Date:                           Wed, 09 Oct 2024   AIC                             52.318
Time:                                   14:40:14   BIC                             55.143
Sample:                                        0   HQIC                            51.737
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8245      1.128      0.731      0.465      -1.386       3.036
ma.L1         -0.6440      1.805     -0.357      0.721      -4.183       2.895
ar.S.L7       -0.3586      0.432     -0.829      0.407      -1.206       0.489
ma.S.L7       -1.0012   1089.349     -0.001      0.999   -2136.085    2134.083
sigma2         0.8719    950.157      0.001      0.999   -1861.403    1863.146
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.25   Prob(JB):                         0.81
Heteroskedasticity (H):               1.12   Skew:                            -0.19
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.63759651670954, Current Price: 125.41
BUY EXECUTED at 125.41
BUY ORDER COMPLETED at 125.06
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.050
Date:                           Wed, 09 Oct 2024   AIC                             52.099
Time:                                   14:40:14   BIC                             54.924
Sample:                                        0   HQIC                            51.519
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8465      1.197      0.707      0.479      -1.499       3.192
ma.L1         -1.6614      5.084     -0.327      0.744     -11.627       8.304
ar.S.L7       -0.5534      0.384     -1.443      0.149      -1.305       0.198
ma.S.L7       -0.1057      1.042     -0.101      0.919      -2.147       1.936
sigma2         0.5319      3.390      0.157      0.875      -6.113       7.177
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.31   Prob(JB):                         0.84
Heteroskedasticity (H):               0.64   Skew:                            -0.28
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.72331225420362, Current Price: 124.59
SELL EXECUTED at 124.59
SELL ORDER COMPLETED at 124.23
OPERATION PROFIT, GROSS -0.8299999999999983, NET -1.0792899999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.413
Date:                           Wed, 09 Oct 2024   AIC                             52.825
Time:                                   14:40:14   BIC                             55.650
Sample:                                        0   HQIC                            52.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3876      0.895      0.433      0.665      -1.366       2.141
ma.L1         -5.0185     31.142     -0.161      0.872     -66.055      56.018
ar.S.L7       -0.6717      0.408     -1.645      0.100      -1.472       0.129
ma.S.L7        0.2146      0.934      0.230      0.818      -1.616       2.045
sigma2         0.0617      0.775      0.080      0.937      -1.458       1.581
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.27   Prob(JB):                         0.82
Heteroskedasticity (H):               0.58   Skew:                            -0.21
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.21949613463113, Current Price: 124.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.499
Date:                           Wed, 09 Oct 2024   AIC                             48.999
Time:                                   14:40:14   BIC                             51.823
Sample:                                        0   HQIC                            48.418
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6832      0.809      0.844      0.399      -0.903       2.270
ma.L1         -2.2066      8.495     -0.260      0.795     -18.856      14.443
ar.S.L7       -0.8930      0.413     -2.160      0.031      -1.703      -0.083
ma.S.L7        1.0010    631.343      0.002      0.999   -1236.408    1238.410
sigma2         0.1406     88.947      0.002      0.999    -174.192     174.473
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.39   Prob(JB):                         0.77
Heteroskedasticity (H):               1.32   Skew:                            -0.16
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.40041603464216, Current Price: 123.61
BUY EXECUTED at 123.61
BUY ORDER COMPLETED at 123.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.100
Date:                           Wed, 09 Oct 2024   AIC                             52.201
Time:                                   14:40:14   BIC                             55.026
Sample:                                        0   HQIC                            51.620
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6647      0.753      0.883      0.377      -0.810       2.140
ma.L1         -2.1724      5.167     -0.420      0.674     -12.299       7.954
ar.S.L7       -0.7390      0.561     -1.318      0.188      -1.838       0.360
ma.S.L7        0.1330      0.745      0.178      0.858      -1.328       1.594
sigma2         0.3150      1.562      0.202      0.840      -2.747       3.377
===================================================================================
Ljung-Box (L1) (Q):                   3.23   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.07   Prob(JB):                         0.59
Heteroskedasticity (H):               1.00   Skew:                            -0.27
Prob(H) (two-sided):                  1.00   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.70742316809711, Current Price: 123.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.036
Date:                           Wed, 09 Oct 2024   AIC                             52.073
Time:                                   14:40:14   BIC                             54.898
Sample:                                        0   HQIC                            51.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9001      0.333      2.707      0.007       0.248       1.552
ma.L1         -1.3836      1.169     -1.184      0.236      -3.674       0.907
ar.S.L7    -2.201e-05      0.073     -0.000      1.000      -0.143       0.143
ma.S.L7       -0.9994    668.063     -0.001      0.999   -1310.379    1308.380
sigma2         0.5459    364.222      0.001      0.999    -713.316     714.408
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.52   Prob(JB):                         0.77
Heteroskedasticity (H):               0.46   Skew:                            -0.23
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.84024997437814, Current Price: 124.32
SELL EXECUTED at 124.32
SELL ORDER COMPLETED at 123.75
OPERATION PROFIT, GROSS 0.04000000000000625, NET -0.20745999999999376
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.196
Date:                           Wed, 09 Oct 2024   AIC                             54.392
Time:                                   14:40:14   BIC                             57.217
Sample:                                        0   HQIC                            53.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0211      5.424      0.004      0.997     -10.609      10.651
ma.L1        -11.8703    797.170     -0.015      0.988   -1574.294    1550.553
ar.S.L7       -1.0359      0.304     -3.410      0.001      -1.631      -0.440
ma.S.L7        0.9644     32.889      0.029      0.977     -63.497      65.426
sigma2         0.0078      0.983      0.008      0.994      -1.919       1.934
===================================================================================
Ljung-Box (L1) (Q):                   2.70   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.10   Prob(JB):                         0.59
Heteroskedasticity (H):               0.97   Skew:                             0.16
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.39845363386024, Current Price: 123.92
BUY EXECUTED at 123.92
BUY ORDER COMPLETED at 125.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.839
Date:                           Wed, 09 Oct 2024   AIC                             49.678
Time:                                   14:40:14   BIC                             52.503
Sample:                                        0   HQIC                            49.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9094      0.151      6.027      0.000       0.614       1.205
ma.L1         -1.0000   5943.703     -0.000      1.000   -1.17e+04    1.16e+04
ar.S.L7       -0.7581      0.386     -1.963      0.050      -1.515      -0.001
ma.S.L7        0.0976      0.522      0.187      0.852      -0.926       1.121
sigma2         1.0651   6330.775      0.000      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   4.04   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.04   Prob(JB):                         0.56
Heteroskedasticity (H):               0.99   Skew:                             0.10
Prob(H) (two-sided):                  1.00   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.18509660224952, Current Price: 125.57
SELL EXECUTED at 125.57
SELL ORDER COMPLETED at 125.07
OPERATION PROFIT, GROSS -0.13000000000000966, NET -0.38027000000000966
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.798
Date:                           Wed, 09 Oct 2024   AIC                             53.595
Time:                                   14:40:14   BIC                             56.420
Sample:                                        0   HQIC                            53.015
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7616      0.242      3.146      0.002       0.287       1.236
ma.L1         -1.0000   1.49e+04  -6.72e-05      1.000   -2.92e+04    2.92e+04
ar.S.L7       -0.5724      0.418     -1.368      0.171      -1.393       0.248
ma.S.L7       -0.3699      0.912     -0.406      0.685      -2.158       1.418
sigma2         1.3081   1.95e+04   6.72e-05      1.000   -3.82e+04    3.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.39   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.24   Prob(JB):                         0.58
Heteroskedasticity (H):               2.62   Skew:                             0.68
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.01560316007397, Current Price: 124.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.262
Date:                           Wed, 09 Oct 2024   AIC                             52.524
Time:                                   14:40:14   BIC                             55.348
Sample:                                        0   HQIC                            51.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7477      0.300      2.494      0.013       0.160       1.335
ma.L1         -1.0000   1.04e+04   -9.6e-05      1.000   -2.04e+04    2.04e+04
ar.S.L7       -0.6065      0.374     -1.620      0.105      -1.341       0.127
ma.S.L7       -0.2305      0.788     -0.293      0.770      -1.775       1.314
sigma2         1.2662   1.32e+04    9.6e-05      1.000   -2.58e+04    2.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.63   Prob(JB):                         0.71
Heteroskedasticity (H):               3.39   Skew:                             0.52
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.86080343593395, Current Price: 126.09
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.060
Date:                           Wed, 09 Oct 2024   AIC                             56.120
Time:                                   14:40:14   BIC                             58.944
Sample:                                        0   HQIC                            55.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6925      0.550      1.259      0.208      -0.386       1.771
ma.L1         -0.6499      1.283     -0.507      0.612      -3.164       1.864
ar.S.L7       -0.4288      0.390     -1.098      0.272      -1.194       0.336
ma.S.L7       -0.0678      1.861     -0.036      0.971      -3.716       3.580
sigma2         1.9975      1.195      1.672      0.095      -0.344       4.339
===================================================================================
Ljung-Box (L1) (Q):                   1.15   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.28   Prob(JB):                         0.52
Heteroskedasticity (H):               7.81   Skew:                             0.52
Prob(H) (two-sided):                  0.07   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.66386257847424, Current Price: 126.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.113
Date:                           Wed, 09 Oct 2024   AIC                             56.226
Time:                                   14:40:14   BIC                             59.050
Sample:                                        0   HQIC                            55.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6711      0.854      0.786      0.432      -1.002       2.345
ma.L1         -1.6987      3.264     -0.520      0.603      -8.097       4.699
ar.S.L7       -0.4596      0.370     -1.242      0.214      -1.185       0.265
ma.S.L7       -0.0923      1.053     -0.088      0.930      -2.155       1.971
sigma2         0.7005      2.836      0.247      0.805      -4.857       6.258
===================================================================================
Ljung-Box (L1) (Q):                   1.70   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.19   Prob(JB):                         0.60
Heteroskedasticity (H):               6.84   Skew:                             0.40
Prob(H) (two-sided):                  0.09   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.84798516502923, Current Price: 127.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.621
Date:                           Wed, 09 Oct 2024   AIC                             55.242
Time:                                   14:40:14   BIC                             58.066
Sample:                                        0   HQIC                            54.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4806      0.696      0.691      0.490      -0.883       1.845
ma.L1         -2.2448      4.189     -0.536      0.592     -10.455       5.965
ar.S.L7       -0.3789      0.494     -0.767      0.443      -1.347       0.589
ma.S.L7       -0.1407      0.862     -0.163      0.870      -1.831       1.549
sigma2         0.3728      1.477      0.252      0.801      -2.523       3.268
===================================================================================
Ljung-Box (L1) (Q):                   2.05   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.15   Prob(JB):                         0.66
Heteroskedasticity (H):               2.25   Skew:                             0.34
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.48660337953702, Current Price: 126.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.214
Date:                           Wed, 09 Oct 2024   AIC                             54.429
Time:                                   14:40:14   BIC                             57.253
Sample:                                        0   HQIC                            53.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3807      1.736     -0.219      0.826      -3.783       3.022
ma.L1          0.2228      1.882      0.118      0.906      -3.465       3.911
ar.S.L7       -0.3065      0.380     -0.807      0.420      -1.051       0.438
ma.S.L7       -0.2310      0.796     -0.290      0.772      -1.792       1.329
sigma2         1.7510      1.106      1.583      0.113      -0.417       3.919
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.40   Prob(JB):                         0.71
Heteroskedasticity (H):               1.86   Skew:                             0.04
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.88457975707558, Current Price: 127.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.892
Date:                           Wed, 09 Oct 2024   AIC                             55.784
Time:                                   14:40:14   BIC                             58.609
Sample:                                        0   HQIC                            55.203
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7525      1.457      0.516      0.606      -2.103       3.609
ma.L1         -0.6260      1.547     -0.405      0.686      -3.658       2.406
ar.S.L7       -0.4222      0.335     -1.260      0.208      -1.079       0.235
ma.S.L7        0.0258      0.641      0.040      0.968      -1.230       1.282
sigma2         1.9562      1.002      1.953      0.051      -0.007       3.919
===================================================================================
Ljung-Box (L1) (Q):                   3.95   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.05   Prob(JB):                         0.74
Heteroskedasticity (H):               0.17   Skew:                             0.22
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.73891292462892, Current Price: 125.49
BUY EXECUTED at 125.49
BUY ORDER COMPLETED at 125.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.598
Date:                           Wed, 09 Oct 2024   AIC                             57.196
Time:                                   14:40:14   BIC                             60.021
Sample:                                        0   HQIC                            56.615
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3350      3.905     -0.086      0.932      -7.989       7.319
ma.L1          0.2202      3.801      0.058      0.954      -7.229       7.670
ar.S.L7       -0.5571      0.444     -1.254      0.210      -1.428       0.314
ma.S.L7       -1.6103      3.538     -0.455      0.649      -8.544       5.323
sigma2         0.7096      2.523      0.281      0.779      -4.236       5.655
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.66   Prob(JB):                         0.78
Heteroskedasticity (H):               0.69   Skew:                             0.18
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.66877559598572, Current Price: 125.54
SELL EXECUTED at 125.54
SELL ORDER COMPLETED at 125.38
OPERATION PROFIT, GROSS 0.009999999999990905, NET -0.24075000000000912
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.468
Date:                           Wed, 09 Oct 2024   AIC                             56.935
Time:                                   14:40:14   BIC                             59.760
Sample:                                        0   HQIC                            56.355
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4265      1.464     -0.291      0.771      -3.295       2.442
ma.L1          0.2201      1.713      0.128      0.898      -3.137       3.578
ar.S.L7       -0.3742      0.471     -0.794      0.427      -1.298       0.550
ma.S.L7       -0.4183      0.773     -0.541      0.588      -1.933       1.096
sigma2         2.0058      1.620      1.238      0.216      -1.170       5.182
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.79   Prob(JB):                         0.79
Heteroskedasticity (H):               0.91   Skew:                            -0.24
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.88934276629732, Current Price: 124.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.622
Date:                           Wed, 09 Oct 2024   AIC                             55.243
Time:                                   14:40:14   BIC                             58.068
Sample:                                        0   HQIC                            54.663
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5220      0.244     -2.138      0.033      -1.001      -0.043
ma.L1          0.2495      0.548      0.455      0.649      -0.824       1.323
ar.S.L7       -0.4045      0.379     -1.066      0.286      -1.148       0.339
ma.S.L7       -1.0002   4355.796     -0.000      1.000   -8538.204    8536.203
sigma2         1.1002   4792.604      0.000      1.000   -9392.231    9394.432
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.40   Prob(JB):                         0.63
Heteroskedasticity (H):               0.33   Skew:                            -0.52
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.06910335953305, Current Price: 124.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.072
Date:                           Wed, 09 Oct 2024   AIC                             52.143
Time:                                   14:40:14   BIC                             54.968
Sample:                                        0   HQIC                            51.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3969      0.943     -0.421      0.674      -2.246       1.452
ma.L1          0.1763      1.181      0.149      0.881      -2.139       2.492
ar.S.L7       -0.4203      0.408     -1.030      0.303      -1.220       0.380
ma.S.L7       -1.0000   1.58e+04  -6.33e-05      1.000   -3.09e+04    3.09e+04
sigma2         0.9029   1.43e+04   6.33e-05      1.000   -2.79e+04    2.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.48   Prob(JB):                         0.88
Heteroskedasticity (H):               0.28   Skew:                            -0.19
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.62349980525433, Current Price: 123.78
BUY EXECUTED at 123.78
BUY ORDER COMPLETED at 123.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.262
Date:                           Wed, 09 Oct 2024   AIC                             48.523
Time:                                   14:40:14   BIC                             51.348
Sample:                                        0   HQIC                            47.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9141      0.089    -10.316      0.000      -1.088      -0.740
ma.L1          1.0000   1.78e+04   5.63e-05      1.000   -3.48e+04    3.48e+04
ar.S.L7       -0.4525      0.315     -1.436      0.151      -1.070       0.165
ma.S.L7       -1.0001   8146.173     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.6032   9864.244   6.12e-05      1.000   -1.93e+04    1.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.83   Prob(JB):                         0.68
Heteroskedasticity (H):               0.25   Skew:                            -0.47
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.5320886270202, Current Price: 123.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.206
Date:                           Wed, 09 Oct 2024   AIC                             48.412
Time:                                   14:40:14   BIC                             51.237
Sample:                                        0   HQIC                            47.831
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9297      0.130     -7.130      0.000      -1.185      -0.674
ma.L1          1.0000   3.04e+05   3.29e-06      1.000   -5.96e+05    5.96e+05
ar.S.L7       -0.4274      0.359     -1.191      0.234      -1.131       0.276
ma.S.L7       -1.0001   2.66e+04  -3.76e-05      1.000   -5.21e+04    5.21e+04
sigma2         0.5981   1.74e+05   3.43e-06      1.000   -3.42e+05    3.42e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.90   Prob(JB):                         0.79
Heteroskedasticity (H):               0.04   Skew:                            -0.26
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.36207013564257, Current Price: 124.56
SELL EXECUTED at 124.56
SELL ORDER COMPLETED at 125.18
OPERATION PROFIT, GROSS 1.480000000000004, NET 1.231120000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.905
Date:                           Wed, 09 Oct 2024   AIC                             43.810
Time:                                   14:40:15   BIC                             46.635
Sample:                                        0   HQIC                            43.229
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3106      3.026     -0.103      0.918      -6.242       5.621
ma.L1          0.2590      3.125      0.083      0.934      -5.867       6.385
ar.S.L7       -0.4184      0.259     -1.615      0.106      -0.926       0.089
ma.S.L7       -1.0000   1.51e+04  -6.64e-05      1.000   -2.95e+04    2.95e+04
sigma2         0.4757   7160.686   6.64e-05      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.87   Prob(JB):                         0.87
Heteroskedasticity (H):               0.22   Skew:                            -0.25
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.82117105105476, Current Price: 125.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.304
Date:                           Wed, 09 Oct 2024   AIC                             44.607
Time:                                   14:40:15   BIC                             47.432
Sample:                                        0   HQIC                            44.027
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3249      1.186     -0.274      0.784      -2.650       2.000
ma.L1          0.2014      1.148      0.176      0.861      -2.048       2.451
ar.S.L7       -0.4299      0.323     -1.332      0.183      -1.063       0.203
ma.S.L7       -1.0000   1.78e+04  -5.62e-05      1.000   -3.49e+04    3.49e+04
sigma2         0.5067   9014.621   5.62e-05      1.000   -1.77e+04    1.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.89   Prob(JB):                         0.87
Heteroskedasticity (H):               0.30   Skew:                            -0.32
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.52541042512902, Current Price: 124.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.433
Date:                           Wed, 09 Oct 2024   AIC                             42.866
Time:                                   14:40:15   BIC                             45.691
Sample:                                        0   HQIC                            42.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2893     11.818     -0.024      0.980     -23.451      22.873
ma.L1          0.2302     11.727      0.020      0.984     -22.754      23.214
ar.S.L7       -0.7219      0.187     -3.853      0.000      -1.089      -0.355
ma.S.L7       -0.3181      0.697     -0.457      0.648      -1.684       1.048
sigma2         0.7034      0.568      1.239      0.215      -0.409       1.816
===================================================================================
Ljung-Box (L1) (Q):                   1.50   Jarque-Bera (JB):                 3.45
Prob(Q):                              0.22   Prob(JB):                         0.18
Heteroskedasticity (H):               0.42   Skew:                            -1.11
Prob(H) (two-sided):                  0.42   Kurtosis:                         4.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.56421707924547, Current Price: 124.86
BUY EXECUTED at 124.86
BUY ORDER COMPLETED at 124.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.052
Date:                           Wed, 09 Oct 2024   AIC                             40.104
Time:                                   14:40:15   BIC                             42.929
Sample:                                        0   HQIC                            39.523
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3336      1.223     -0.273      0.785      -2.730       2.063
ma.L1          0.0367      0.914      0.040      0.968      -1.754       1.828
ar.S.L7       -0.5947      0.241     -2.467      0.014      -1.067      -0.122
ma.S.L7       -1.0001   4894.283     -0.000      1.000   -9593.619    9591.619
sigma2         0.3582   1753.358      0.000      1.000   -3436.160    3436.876
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.85   Prob(JB):                         0.35
Heteroskedasticity (H):               0.26   Skew:                            -0.85
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.66380262203083, Current Price: 124.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.902
Date:                           Wed, 09 Oct 2024   AIC                             43.805
Time:                                   14:40:15   BIC                             46.630
Sample:                                        0   HQIC                            43.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4865      0.948     -0.513      0.608      -2.345       1.372
ma.L1          0.2195      1.258      0.174      0.862      -2.247       2.686
ar.S.L7       -0.6609      0.295     -2.238      0.025      -1.240      -0.082
ma.S.L7       -0.3038      0.787     -0.386      0.699      -1.846       1.238
sigma2         0.7546      0.443      1.705      0.088      -0.113       1.622
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.70   Prob(JB):                         0.92
Heteroskedasticity (H):               0.22   Skew:                            -0.23
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.73986076686865, Current Price: 123.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.137
Date:                           Wed, 09 Oct 2024   AIC                             42.274
Time:                                   14:40:15   BIC                             45.099
Sample:                                        0   HQIC                            41.694
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1412      1.987     -0.071      0.943      -4.035       3.752
ma.L1         -0.0256      1.899     -0.013      0.989      -3.747       3.696
ar.S.L7       -0.8335      0.207     -4.017      0.000      -1.240      -0.427
ma.S.L7        0.0494      0.371      0.133      0.894      -0.677       0.776
sigma2         0.7004      0.564      1.241      0.215      -0.406       1.807
===================================================================================
Ljung-Box (L1) (Q):                   2.58   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.11   Prob(JB):                         0.75
Heteroskedasticity (H):               0.52   Skew:                             0.18
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.84045839827893, Current Price: 125.06
SELL EXECUTED at 125.06
SELL ORDER COMPLETED at 126.47
OPERATION PROFIT, GROSS 2.280000000000001, NET 2.0293400000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.506
Date:                           Wed, 09 Oct 2024   AIC                             41.012
Time:                                   14:40:15   BIC                             43.837
Sample:                                        0   HQIC                            40.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4551      0.744     -0.612      0.541      -1.913       1.003
ma.L1         -0.1185      0.580     -0.204      0.838      -1.256       1.019
ar.S.L7       -0.8388      0.200     -4.193      0.000      -1.231      -0.447
ma.S.L7        0.1249      0.562      0.222      0.824      -0.977       1.227
sigma2         0.6288      0.379      1.657      0.097      -0.115       1.372
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.99   Prob(JB):                         0.70
Heteroskedasticity (H):               2.50   Skew:                             0.21
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.30725525565458, Current Price: 126.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.806
Date:                           Wed, 09 Oct 2024   AIC                             31.611
Time:                                   14:40:15   BIC                             34.436
Sample:                                        0   HQIC                            31.030
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6679      0.128     -5.209      0.000      -0.919      -0.417
ma.L1          1.0000   2369.601      0.000      1.000   -4643.333    4645.333
ar.S.L7       -0.4924      0.144     -3.412      0.001      -0.775      -0.210
ma.S.L7       -0.9995   1362.187     -0.001      0.999   -2670.837    2668.837
sigma2         0.1643    420.873      0.000      1.000    -824.731     825.059
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 2.96
Prob(Q):                              0.66   Prob(JB):                         0.23
Heteroskedasticity (H):               2.82   Skew:                             1.13
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.9506744400748, Current Price: 125.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.459
Date:                           Wed, 09 Oct 2024   AIC                             34.917
Time:                                   14:40:15   BIC                             37.742
Sample:                                        0   HQIC                            34.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5249      0.143     -3.659      0.000      -0.806      -0.244
ma.L1          1.0000   7313.781      0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.4780      0.072     -6.657      0.000      -0.619      -0.337
ma.S.L7        0.0712      0.996      0.071      0.943      -1.880       2.022
sigma2         0.3368   2463.544      0.000      1.000   -4828.121    4828.794
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.99   Prob(JB):                         0.45
Heteroskedasticity (H):               2.23   Skew:                             0.73
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.09724917121194, Current Price: 124.17
BUY EXECUTED at 124.17
BUY ORDER COMPLETED at 124.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.746
Date:                           Wed, 09 Oct 2024   AIC                             35.493
Time:                                   14:40:15   BIC                             38.318
Sample:                                        0   HQIC                            34.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4095      0.147      2.792      0.005       0.122       0.697
ma.L1         -1.0000   3614.086     -0.000      1.000   -7084.478    7082.478
ar.S.L7       -0.5738      0.139     -4.123      0.000      -0.847      -0.301
ma.S.L7        1.0002   3391.487      0.000      1.000   -6646.193    6648.193
sigma2         0.2276    944.159      0.000      1.000   -1850.290    1850.746
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.88   Prob(JB):                         0.54
Heteroskedasticity (H):               2.03   Skew:                             0.57
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.00359975181277, Current Price: 124.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.478
Date:                           Wed, 09 Oct 2024   AIC                             34.956
Time:                                   14:40:15   BIC                             37.780
Sample:                                        0   HQIC                            34.375
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3802      0.083      4.554      0.000       0.217       0.544
ma.L1         -1.0000   3548.486     -0.000      1.000   -6955.905    6953.905
ar.S.L7       -0.5663      0.106     -5.334      0.000      -0.774      -0.358
ma.S.L7        1.0002   4735.686      0.000      1.000   -9280.774    9282.774
sigma2         0.2215   1361.117      0.000      1.000   -2667.518    2667.961
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.95   Prob(JB):                         0.66
Heteroskedasticity (H):               1.14   Skew:                             0.29
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.20130139109699, Current Price: 124.1
SELL EXECUTED at 124.1
SELL ORDER COMPLETED at 125.4
OPERATION PROFIT, GROSS 1.210000000000008, NET 0.960410000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.777
Date:                           Wed, 09 Oct 2024   AIC                             39.555
Time:                                   14:40:15   BIC                             42.380
Sample:                                        0   HQIC                            38.974
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3082     14.636     -0.021      0.983     -28.994      28.377
ma.L1          0.3555     14.282      0.025      0.980     -27.637      28.348
ar.S.L7       -0.4757      0.140     -3.408      0.001      -0.749      -0.202
ma.S.L7        0.2323      1.616      0.144      0.886      -2.935       3.399
sigma2         0.5565      0.239      2.327      0.020       0.088       1.025
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.65   Prob(JB):                         0.98
Heteroskedasticity (H):               1.36   Skew:                            -0.13
Prob(H) (two-sided):                  0.77   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.59247503260575, Current Price: 124.94
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.910
Date:                           Wed, 09 Oct 2024   AIC                             41.819
Time:                                   14:40:15   BIC                             44.644
Sample:                                        0   HQIC                            41.238
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0493      0.302     -3.471      0.001      -1.642      -0.457
ma.L1          0.9834      8.264      0.119      0.905     -15.213      17.180
ar.S.L7       -0.6648      0.179     -3.709      0.000      -1.016      -0.313
ma.S.L7        9.4246     63.764      0.148      0.882    -115.551     134.401
sigma2         0.0064      0.071      0.090      0.928      -0.133       0.146
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.45   Prob(JB):                         0.61
Heteroskedasticity (H):               2.86   Skew:                            -0.34
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.84911061601834, Current Price: 124.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.703
Date:                           Wed, 09 Oct 2024   AIC                             41.406
Time:                                   14:40:15   BIC                             44.231
Sample:                                        0   HQIC                            40.825
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0400      0.245     -4.249      0.000      -1.520      -0.560
ma.L1          1.0000   1.52e+04   6.59e-05      1.000   -2.98e+04    2.98e+04
ar.S.L7       -0.6744      0.168     -4.011      0.000      -1.004      -0.345
ma.S.L7       -0.1351      0.617     -0.219      0.827      -1.345       1.075
sigma2         0.5632   8551.565   6.59e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.68   Prob(JB):                         0.59
Heteroskedasticity (H):               0.68   Skew:                            -0.30
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.07257531683723, Current Price: 125.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.963
Date:                           Wed, 09 Oct 2024   AIC                             35.926
Time:                                   14:40:15   BIC                             38.750
Sample:                                        0   HQIC                            35.345
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4630      0.208      2.222      0.026       0.055       0.871
ma.L1         -1.0000   5894.677     -0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.2967      0.377     -0.788      0.431      -1.035       0.442
ma.S.L7       -0.2956      0.674     -0.439      0.661      -1.616       1.025
sigma2         0.3470   2045.442      0.000      1.000   -4008.646    4009.340
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.56   Prob(JB):                         0.97
Heteroskedasticity (H):               7.58   Skew:                            -0.17
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.62236438055834, Current Price: 124.77
BUY EXECUTED at 124.77
BUY ORDER COMPLETED at 124.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.919
Date:                           Wed, 09 Oct 2024   AIC                             37.839
Time:                                   14:40:15   BIC                             40.663
Sample:                                        0   HQIC                            37.258
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6881      0.272     -2.534      0.011      -1.220      -0.156
ma.L1          0.4758      0.415      1.146      0.252      -0.338       1.289
ar.S.L7       -0.3580      0.454     -0.788      0.431      -1.249       0.533
ma.S.L7       -1.0001   9197.215     -0.000      1.000    -1.8e+04     1.8e+04
sigma2         0.2905   2671.691      0.000      1.000   -5236.129    5236.710
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.75   Prob(JB):                         0.77
Heteroskedasticity (H):               1.06   Skew:                             0.16
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.50121232574463, Current Price: 124.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.286
Date:                           Wed, 09 Oct 2024   AIC                             38.572
Time:                                   14:40:15   BIC                             41.397
Sample:                                        0   HQIC                            37.991
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6472      0.620     -1.044      0.296      -1.862       0.567
ma.L1          2.1861      3.814      0.573      0.567      -5.290       9.662
ar.S.L7       -0.4193      0.669     -0.627      0.531      -1.730       0.892
ma.S.L7       -1.0003   6360.529     -0.000      1.000   -1.25e+04    1.25e+04
sigma2         0.0643    409.053      0.000      1.000    -801.664     801.793
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.72   Prob(JB):                         0.89
Heteroskedasticity (H):               0.59   Skew:                            -0.17
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.29579403403996, Current Price: 124.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.823
Date:                           Wed, 09 Oct 2024   AIC                             35.647
Time:                                   14:40:15   BIC                             38.471
Sample:                                        0   HQIC                            35.066
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0046      0.141     -7.116      0.000      -1.281      -0.728
ma.L1          1.0000   1.69e+05   5.93e-06      1.000   -3.31e+05    3.31e+05
ar.S.L7       -0.5800      0.377     -1.539      0.124      -1.319       0.159
ma.S.L7       -1.0002   6494.579     -0.000      1.000   -1.27e+04    1.27e+04
sigma2         0.2240   3.78e+04   5.93e-06      1.000    -7.4e+04     7.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.90   Prob(JB):                         0.61
Heteroskedasticity (H):               0.80   Skew:                            -0.47
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.40878680621987, Current Price: 124.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.382
Date:                           Wed, 09 Oct 2024   AIC                             34.763
Time:                                   14:40:15   BIC                             37.588
Sample:                                        0   HQIC                            34.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0133      0.131     -7.757      0.000      -1.269      -0.757
ma.L1          1.0000   7717.884      0.000      1.000   -1.51e+04    1.51e+04
ar.S.L7       -0.5263      0.447     -1.176      0.239      -1.403       0.351
ma.S.L7       -1.0001   1.08e+04  -9.26e-05      1.000   -2.12e+04    2.12e+04
sigma2         0.2093   2982.749   7.02e-05      1.000   -5845.871    5846.290
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.34   Prob(JB):                         0.62
Heteroskedasticity (H):               0.52   Skew:                            -0.62
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.76434298859174, Current Price: 124.39
SELL EXECUTED at 124.39
SELL ORDER COMPLETED at 125.14
OPERATION PROFIT, GROSS 0.7900000000000063, NET 0.5405100000000063
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.321
Date:                           Wed, 09 Oct 2024   AIC                             36.642
Time:                                   14:40:15   BIC                             39.467
Sample:                                        0   HQIC                            36.061
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3168      5.638     -0.056      0.955     -11.367      10.733
ma.L1          0.2230      6.530      0.034      0.973     -12.576      13.022
ar.S.L7       -0.4178      0.453     -0.923      0.356      -1.305       0.469
ma.S.L7       -1.0002   8064.646     -0.000      1.000   -1.58e+04    1.58e+04
sigma2         0.2740   2209.580      0.000      1.000   -4330.424    4330.972
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.78   Prob(JB):                         0.38
Heteroskedasticity (H):               0.33   Skew:                            -0.94
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.99687227993883, Current Price: 124.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.095
Date:                           Wed, 09 Oct 2024   AIC                             30.189
Time:                                   14:40:15   BIC                             33.014
Sample:                                        0   HQIC                            29.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1432      0.768      0.186      0.852      -1.362       1.648
ma.L1         -1.0000   2.01e+04  -4.98e-05      1.000   -3.94e+04    3.93e+04
ar.S.L7       -0.3321      0.155     -2.142      0.032      -0.636      -0.028
ma.S.L7       -1.0002   4516.313     -0.000      1.000   -8852.812    8850.811
sigma2         0.1414   2699.045   5.24e-05      1.000   -5289.890    5290.173
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.92   Prob(JB):                         0.79
Heteroskedasticity (H):               0.38   Skew:                            -0.41
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.65057175085039, Current Price: 124.51
BUY EXECUTED at 124.51
BUY ORDER COMPLETED at 122.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.572
Date:                           Wed, 09 Oct 2024   AIC                             37.144
Time:                                   14:40:15   BIC                             39.969
Sample:                                        0   HQIC                            36.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0041      0.147     -6.828      0.000      -1.292      -0.716
ma.L1          0.7665      0.203      3.777      0.000       0.369       1.164
ar.S.L7        0.0002      0.002      0.102      0.919      -0.003       0.004
ma.S.L7       -1.5773      2.761     -0.571      0.568      -6.989       3.834
sigma2         0.1284      0.369      0.348      0.728      -0.595       0.851
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.40   Prob(JB):                         0.93
Heteroskedasticity (H):               0.24   Skew:                            -0.07
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.43689801440622, Current Price: 121.85
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.064
Date:                           Wed, 09 Oct 2024   AIC                             44.128
Time:                                   14:40:16   BIC                             46.953
Sample:                                        0   HQIC                            43.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8801      0.431     -2.040      0.041      -1.726      -0.035
ma.L1          0.9634      3.513      0.274      0.784      -5.921       7.848
ar.S.L7       -0.3866      0.543     -0.713      0.476      -1.450       0.677
ma.S.L7      -21.7151    490.259     -0.044      0.965    -982.604     939.174
sigma2         0.0015      0.066      0.023      0.982      -0.127       0.130
===================================================================================
Ljung-Box (L1) (Q):                   0.99   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.32   Prob(JB):                         0.75
Heteroskedasticity (H):               2.62   Skew:                            -0.46
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.80650788493331, Current Price: 121.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.873
Date:                           Wed, 09 Oct 2024   AIC                             45.745
Time:                                   14:40:16   BIC                             48.570
Sample:                                        0   HQIC                            45.164
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1043      0.622      0.168      0.867      -1.115       1.324
ma.L1         -9.7563      0.005  -1859.080      0.000      -9.767      -9.746
ar.S.L7       -0.5366      0.498     -1.077      0.281      -1.513       0.440
ma.S.L7        4.9621     15.321      0.324      0.746     -25.067      34.991
sigma2         0.0004      0.002      0.160      0.873      -0.004       0.005
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.63   Prob(JB):                         0.71
Heteroskedasticity (H):               1.92   Skew:                            -0.16
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.59e+19. Standard errors may be unstable.
Predicted Price: 121.23847279333592, Current Price: 120.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.093
Date:                           Wed, 09 Oct 2024   AIC                             46.187
Time:                                   14:40:16   BIC                             49.012
Sample:                                        0   HQIC                            45.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0292     15.331      0.002      0.998     -30.019      30.077
ma.L1        -15.2593   3662.221     -0.004      0.997   -7193.080    7162.562
ar.S.L7    -8.304e-05      0.029     -0.003      0.998      -0.057       0.056
ma.S.L7       -0.3504      0.800     -0.438      0.661      -1.919       1.218
sigma2         0.0037      1.770      0.002      0.998      -3.466       3.473
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.50   Prob(JB):                         0.86
Heteroskedasticity (H):               1.42   Skew:                            -0.13
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.93539571277773, Current Price: 120.43
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.139
Date:                           Wed, 09 Oct 2024   AIC                             44.278
Time:                                   14:40:16   BIC                             47.102
Sample:                                        0   HQIC                            43.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2357     42.003      0.006      0.996     -82.088      82.559
ma.L1         -3.9516    652.462     -0.006      0.995   -1282.753    1274.850
ar.S.L7       -0.4497      0.440     -1.022      0.307      -1.313       0.413
ma.S.L7      -26.4752    381.354     -0.069      0.945    -773.915     720.964
sigma2       7.68e-05      0.026      0.003      0.998      -0.051       0.051
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.66   Prob(JB):                         0.78
Heteroskedasticity (H):               1.29   Skew:                            -0.37
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.67315689906086, Current Price: 119.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.714
Date:                           Wed, 09 Oct 2024   AIC                             37.429
Time:                                   14:40:16   BIC                             40.254
Sample:                                        0   HQIC                            36.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6827      0.192     -3.551      0.000      -1.059      -0.306
ma.L1          1.0000   7290.539      0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.3007      0.300     -1.003      0.316      -0.888       0.287
ma.S.L7        0.9997   6070.380      0.000      1.000   -1.19e+04    1.19e+04
sigma2         0.2339   2609.097   8.97e-05      1.000   -5113.503    5113.971
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.51   Prob(JB):                         0.98
Heteroskedasticity (H):               0.84   Skew:                             0.09
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.77092609310029, Current Price: 120.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.526
Date:                           Wed, 09 Oct 2024   AIC                             41.053
Time:                                   14:40:16   BIC                             43.877
Sample:                                        0   HQIC                            40.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0378      6.488      0.006      0.995     -12.678      12.753
ma.L1         14.8161   1345.605      0.011      0.991   -2622.521    2652.153
ar.S.L7       -0.4385      0.369     -1.190      0.234      -1.161       0.284
ma.S.L7        0.9980    419.727      0.002      0.998    -821.652     823.648
sigma2         0.0018      0.791      0.002      0.998      -1.549       1.553
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.56   Prob(JB):                         0.84
Heteroskedasticity (H):               0.42   Skew:                             0.05
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.48780849169795, Current Price: 119.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.926
Date:                           Wed, 09 Oct 2024   AIC                             35.853
Time:                                   14:40:16   BIC                             38.678
Sample:                                        0   HQIC                            35.272
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5798      0.548     -1.058      0.290      -1.654       0.495
ma.L1          1.0000   4.08e+04   2.45e-05      1.000   -7.99e+04       8e+04
ar.S.L7       -0.3195      0.456     -0.700      0.484      -1.214       0.575
ma.S.L7        1.0001   1.22e+04   8.21e-05      1.000   -2.39e+04    2.39e+04
sigma2         0.2069   9029.478   2.29e-05      1.000   -1.77e+04    1.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.74   Prob(JB):                         0.85
Heteroskedasticity (H):               0.46   Skew:                            -0.19
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.43810562665966, Current Price: 120.66
SELL EXECUTED at 120.66
SELL ORDER COMPLETED at 120.68
OPERATION PROFIT, GROSS -2.299999999999997, NET -2.5436599999999974
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.336
Date:                           Wed, 09 Oct 2024   AIC                             46.672
Time:                                   14:40:16   BIC                             49.497
Sample:                                        0   HQIC                            46.091
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6604      0.511     -1.291      0.197      -1.663       0.342
ma.L1          1.9674      3.852      0.511      0.610      -5.583       9.518
ar.S.L7       -0.4201      0.860     -0.488      0.625      -2.106       1.266
ma.S.L7       -1.0002   9135.898     -0.000      1.000   -1.79e+04    1.79e+04
sigma2         0.1479   1351.344      0.000      1.000   -2648.437    2648.733
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.74   Prob(JB):                         0.98
Heteroskedasticity (H):               9.63   Skew:                             0.12
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.60168122363922, Current Price: 120.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.629
Date:                           Wed, 09 Oct 2024   AIC                             47.257
Time:                                   14:40:16   BIC                             50.082
Sample:                                        0   HQIC                            46.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6913      1.074     -0.644      0.520      -2.796       1.414
ma.L1          1.5399      3.201      0.481      0.630      -4.734       7.814
ar.S.L7       -0.4066      0.642     -0.633      0.527      -1.666       0.853
ma.S.L7       -1.0003   5055.119     -0.000      1.000   -9908.851    9906.850
sigma2         0.2514   1271.021      0.000      1.000   -2490.903    2491.406
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.98   Prob(JB):                         0.85
Heteroskedasticity (H):               4.23   Skew:                             0.38
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.49411356025188, Current Price: 120.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.558
Date:                           Wed, 09 Oct 2024   AIC                             47.116
Time:                                   14:40:16   BIC                             49.941
Sample:                                        0   HQIC                            46.536
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7748      1.130     -0.686      0.493      -2.989       1.440
ma.L1          1.4376      2.842      0.506      0.613      -4.132       7.007
ar.S.L7       -0.4517      0.602     -0.751      0.453      -1.631       0.728
ma.S.L7       -1.0002   5492.364     -0.000      1.000   -1.08e+04    1.08e+04
sigma2         0.2847   1563.863      0.000      1.000   -3064.831    3065.401
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.85   Prob(JB):                         0.90
Heteroskedasticity (H):               1.03   Skew:                             0.29
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.62522155340335, Current Price: 121.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.785
Date:                           Wed, 09 Oct 2024   AIC                             47.570
Time:                                   14:40:16   BIC                             50.395
Sample:                                        0   HQIC                            46.990
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3331     12.955      0.026      0.979     -25.058      25.724
ma.L1         -0.2821     12.984     -0.022      0.983     -25.729      25.165
ar.S.L7       -0.4285      0.871     -0.492      0.623      -2.136       1.279
ma.S.L7       -1.0002   1.04e+04   -9.6e-05      1.000   -2.04e+04    2.04e+04
sigma2         0.6344   6612.980   9.59e-05      1.000    -1.3e+04     1.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.66   Prob(JB):                         0.87
Heteroskedasticity (H):               1.14   Skew:                             0.33
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.69946965117566, Current Price: 121.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.975
Date:                           Wed, 09 Oct 2024   AIC                             45.950
Time:                                   14:40:16   BIC                             48.775
Sample:                                        0   HQIC                            45.370
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6532      0.412      1.584      0.113      -0.155       1.462
ma.L1         -1.0000   1.59e+04  -6.31e-05      1.000   -3.11e+04    3.11e+04
ar.S.L7       -0.7429      0.512     -1.451      0.147      -1.746       0.260
ma.S.L7       -1.0001   7151.518     -0.000      1.000    -1.4e+04     1.4e+04
sigma2         0.4504   7093.996   6.35e-05      1.000   -1.39e+04    1.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.92   Prob(JB):                         0.63
Heteroskedasticity (H):               0.38   Skew:                            -0.41
Prob(H) (two-sided):                  0.37   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.00603593647189, Current Price: 122.64
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.744
Date:                           Wed, 09 Oct 2024   AIC                             47.488
Time:                                   14:40:16   BIC                             50.313
Sample:                                        0   HQIC                            46.907
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6529      0.744      0.877      0.380      -0.806       2.112
ma.L1         -1.8475      4.847     -0.381      0.703     -11.348       7.653
ar.S.L7       -0.4502      0.632     -0.713      0.476      -1.688       0.788
ma.S.L7       -4.3563     18.392     -0.237      0.813     -40.405      31.692
sigma2         0.0156      0.135      0.116      0.908      -0.248       0.279
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.25   Prob(JB):                         0.63
Heteroskedasticity (H):               0.48   Skew:                             0.57
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.81353995551686, Current Price: 122.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.371
Date:                           Wed, 09 Oct 2024   AIC                             38.742
Time:                                   14:40:16   BIC                             41.567
Sample:                                        0   HQIC                            38.162
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4896      0.443     -1.106      0.269      -1.358       0.378
ma.L1          0.1354      0.594      0.228      0.820      -1.029       1.300
ar.S.L7       -0.7418      0.312     -2.376      0.017      -1.354      -0.130
ma.S.L7       -0.9999   1.43e+04  -6.97e-05      1.000   -2.81e+04    2.81e+04
sigma2         0.3087   4427.309   6.97e-05      1.000   -8677.057    8677.675
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.50   Prob(JB):                         0.91
Heteroskedasticity (H):               0.82   Skew:                            -0.24
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.74941763044194, Current Price: 122.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.028
Date:                           Wed, 09 Oct 2024   AIC                             44.055
Time:                                   14:40:16   BIC                             46.880
Sample:                                        0   HQIC                            43.475
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9425      0.539      1.749      0.080      -0.114       1.999
ma.L1         -0.6737      1.022     -0.659      0.510      -2.677       1.329
ar.S.L7       -0.3316      0.900     -0.368      0.713      -2.096       1.432
ma.S.L7       -1.0007   2500.390     -0.000      1.000   -4901.675    4899.674
sigma2         0.4599   1150.251      0.000      1.000   -2253.990    2254.910
===================================================================================
Ljung-Box (L1) (Q):                   1.91   Jarque-Bera (JB):                12.71
Prob(Q):                              0.17   Prob(JB):                         0.00
Heteroskedasticity (H):               1.71   Skew:                             1.84
Prob(H) (two-sided):                  0.62   Kurtosis:                         6.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.42353689311187, Current Price: 122.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.610
Date:                           Wed, 09 Oct 2024   AIC                             45.220
Time:                                   14:40:16   BIC                             48.045
Sample:                                        0   HQIC                            44.639
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8460      1.475      0.574      0.566      -2.045       3.737
ma.L1         -0.6909      1.930     -0.358      0.720      -4.474       3.092
ar.S.L7       -0.7138      0.357     -2.002      0.045      -1.413      -0.015
ma.S.L7        0.4034      1.354      0.298      0.766      -2.250       3.057
sigma2         0.7983      0.723      1.103      0.270      -0.620       2.216
===================================================================================
Ljung-Box (L1) (Q):                   1.48   Jarque-Bera (JB):                 2.15
Prob(Q):                              0.22   Prob(JB):                         0.34
Heteroskedasticity (H):               0.18   Skew:                             0.85
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.40670457612995, Current Price: 122.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.913
Date:                           Wed, 09 Oct 2024   AIC                             45.825
Time:                                   14:40:16   BIC                             48.650
Sample:                                        0   HQIC                            45.245
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7788      1.361      0.572      0.567      -1.889       3.446
ma.L1         -0.5431      3.083     -0.176      0.860      -6.585       5.499
ar.S.L7       -0.2223      1.805     -0.123      0.902      -3.760       3.316
ma.S.L7       -1.0004   7366.234     -0.000      1.000   -1.44e+04    1.44e+04
sigma2         0.5345   3938.223      0.000      1.000   -7718.241    7719.310
===================================================================================
Ljung-Box (L1) (Q):                   2.33   Jarque-Bera (JB):                21.05
Prob(Q):                              0.13   Prob(JB):                         0.00
Heteroskedasticity (H):               0.06   Skew:                             2.21
Prob(H) (two-sided):                  0.02   Kurtosis:                         7.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.84347313622139, Current Price: 126.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.249
Date:                           Wed, 09 Oct 2024   AIC                             56.499
Time:                                   14:40:16   BIC                             59.324
Sample:                                        0   HQIC                            55.918
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6408      4.063      0.158      0.875      -7.322       8.603
ma.L1         -0.4117      6.490     -0.063      0.949     -13.132      12.309
ar.S.L7     1.667e-05      0.426   3.92e-05      1.000      -0.835       0.835
ma.S.L7       -0.3722      1.363     -0.273      0.785      -3.044       2.300
sigma2         2.0747      0.943      2.200      0.028       0.226       3.923
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 5.85
Prob(Q):                              0.49   Prob(JB):                         0.05
Heteroskedasticity (H):               1.44   Skew:                             1.55
Prob(H) (two-sided):                  0.73   Kurtosis:                         4.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.72939322494297, Current Price: 126.5
BUY EXECUTED at 126.5
BUY ORDER COMPLETED at 126.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.030
Date:                           Wed, 09 Oct 2024   AIC                             56.059
Time:                                   14:40:16   BIC                             58.884
Sample:                                        0   HQIC                            55.479
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5130      4.319      0.119      0.905      -7.952       8.978
ma.L1         -0.4147      4.357     -0.095      0.924      -8.955       8.125
ar.S.L7       -0.5918      1.144     -0.517      0.605      -2.834       1.650
ma.S.L7        0.4346      2.095      0.207      0.836      -3.672       4.541
sigma2         1.8375      2.536      0.725      0.469      -3.133       6.808
===================================================================================
Ljung-Box (L1) (Q):                   2.22   Jarque-Bera (JB):                 6.08
Prob(Q):                              0.14   Prob(JB):                         0.05
Heteroskedasticity (H):               2.23   Skew:                             1.49
Prob(H) (two-sided):                  0.46   Kurtosis:                         4.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.58997435732017, Current Price: 126.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.510
Date:                           Wed, 09 Oct 2024   AIC                             55.020
Time:                                   14:40:17   BIC                             57.844
Sample:                                        0   HQIC                            54.439
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6872      0.680     -1.010      0.313      -2.021       0.646
ma.L1          1.0000   1.18e+04   8.51e-05      1.000    -2.3e+04     2.3e+04
ar.S.L7       -0.5916      0.509     -1.162      0.245      -1.589       0.406
ma.S.L7        0.3572      2.288      0.156      0.876      -4.127       4.842
sigma2         1.4677   1.72e+04   8.51e-05      1.000   -3.38e+04    3.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 7.29
Prob(Q):                              0.37   Prob(JB):                         0.03
Heteroskedasticity (H):               3.19   Skew:                             1.52
Prob(H) (two-sided):                  0.29   Kurtosis:                         5.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.38934123707915, Current Price: 126.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.591
Date:                           Wed, 09 Oct 2024   AIC                             51.181
Time:                                   14:40:17   BIC                             54.006
Sample:                                        0   HQIC                            50.601
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1805      4.334     -0.042      0.967      -8.674       8.313
ma.L1          0.3259      4.208      0.077      0.938      -7.921       8.573
ar.S.L7       -0.2389      2.367     -0.101      0.920      -4.878       4.400
ma.S.L7        0.0487      2.631      0.019      0.985      -5.108       5.206
sigma2         1.3895      0.560      2.480      0.013       0.291       2.488
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                14.17
Prob(Q):                              0.54   Prob(JB):                         0.00
Heteroskedasticity (H):              10.38   Skew:                             1.85
Prob(H) (two-sided):                  0.04   Kurtosis:                         6.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.74613356337932, Current Price: 126.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.563
Date:                           Wed, 09 Oct 2024   AIC                             51.125
Time:                                   14:40:17   BIC                             53.950
Sample:                                        0   HQIC                            50.545
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1490      4.374     -0.034      0.973      -8.721       8.423
ma.L1          0.3026      4.275      0.071      0.944      -8.076       8.681
ar.S.L7       -0.3319      2.690     -0.123      0.902      -5.604       4.940
ma.S.L7        0.1501      3.661      0.041      0.967      -7.024       7.325
sigma2         1.3726      0.631      2.177      0.029       0.137       2.608
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                15.60
Prob(Q):                              0.54   Prob(JB):                         0.00
Heteroskedasticity (H):               0.51   Skew:                             1.91
Prob(H) (two-sided):                  0.53   Kurtosis:                         6.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.91233623272501, Current Price: 126.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.001
Date:                           Wed, 09 Oct 2024   AIC                             50.002
Time:                                   14:40:17   BIC                             52.827
Sample:                                        0   HQIC                            49.422
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2940      3.721     -0.079      0.937      -7.587       6.999
ma.L1          0.4305      3.560      0.121      0.904      -6.546       7.407
ar.S.L7       -0.2783      0.718     -0.387      0.698      -1.686       1.130
ma.S.L7        1.0003   6592.074      0.000      1.000   -1.29e+04    1.29e+04
sigma2         0.7646   5041.197      0.000      1.000   -9879.800    9881.329
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                10.28
Prob(Q):                              0.68   Prob(JB):                         0.01
Heteroskedasticity (H):               0.52   Skew:                             1.63
Prob(H) (two-sided):                  0.54   Kurtosis:                         5.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.21411906655203, Current Price: 126.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.750
Date:                           Wed, 09 Oct 2024   AIC                             49.500
Time:                                   14:40:17   BIC                             52.324
Sample:                                        0   HQIC                            48.919
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2562      4.601     -0.056      0.956      -9.273       8.761
ma.L1          0.3812      4.400      0.087      0.931      -8.242       9.004
ar.S.L7       -0.2389      0.596     -0.401      0.689      -1.407       0.929
ma.S.L7        0.5045      3.298      0.153      0.878      -5.960       6.969
sigma2         1.0889      2.238      0.487      0.627      -3.297       5.475
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                13.99
Prob(Q):                              0.68   Prob(JB):                         0.00
Heteroskedasticity (H):               0.41   Skew:                             1.86
Prob(H) (two-sided):                  0.41   Kurtosis:                         6.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.65960299838397, Current Price: 128.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.066
Date:                           Wed, 09 Oct 2024   AIC                             52.132
Time:                                   14:40:17   BIC                             54.957
Sample:                                        0   HQIC                            51.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0187      6.678     -0.003      0.998     -13.108      13.070
ma.L1          0.1777      6.763      0.026      0.979     -13.077      13.433
ar.S.L7       -0.3778      2.273     -0.166      0.868      -4.833       4.077
ma.S.L7       -0.1314      1.963     -0.067      0.947      -3.980       3.717
sigma2         1.4863      0.744      1.997      0.046       0.028       2.945
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                26.03
Prob(Q):                              0.75   Prob(JB):                         0.00
Heteroskedasticity (H):               1.09   Skew:                             2.35
Prob(H) (two-sided):                  0.94   Kurtosis:                         8.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.63269112815324, Current Price: 127.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.397
Date:                           Wed, 09 Oct 2024   AIC                             46.794
Time:                                   14:40:17   BIC                             49.619
Sample:                                        0   HQIC                            46.214
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2436     20.505     -0.012      0.991     -40.432      39.945
ma.L1          0.3076     20.435      0.015      0.988     -39.745      40.360
ar.S.L7       -0.1984      0.418     -0.474      0.635      -1.018       0.622
ma.S.L7       -1.0001   1.06e+04  -9.44e-05      1.000   -2.08e+04    2.08e+04
sigma2         0.5978   6333.391   9.44e-05      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                37.67
Prob(Q):                              0.95   Prob(JB):                         0.00
Heteroskedasticity (H):               0.17   Skew:                             2.70
Prob(H) (two-sided):                  0.12   Kurtosis:                         9.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.3866016364043, Current Price: 127.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.613
Date:                           Wed, 09 Oct 2024   AIC                             47.225
Time:                                   14:40:17   BIC                             50.050
Sample:                                        0   HQIC                            46.644
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2759     26.927     -0.010      0.992     -53.052      52.500
ma.L1          0.3366     26.420      0.013      0.990     -51.445      52.118
ar.S.L7       -0.1973      0.502     -0.393      0.694      -1.181       0.787
ma.S.L7       -1.0000   1.85e+04  -5.41e-05      1.000   -3.63e+04    3.63e+04
sigma2         0.6179   1.14e+04   5.41e-05      1.000   -2.24e+04    2.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                36.65
Prob(Q):                              0.91   Prob(JB):                         0.00
Heteroskedasticity (H):               0.06   Skew:                             2.68
Prob(H) (two-sided):                  0.02   Kurtosis:                         9.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.69486331243003, Current Price: 127.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.702
Date:                           Wed, 09 Oct 2024   AIC                             47.404
Time:                                   14:40:17   BIC                             50.229
Sample:                                        0   HQIC                            46.823
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1360      5.233     -0.026      0.979     -10.392      10.120
ma.L1          0.2614      4.967      0.053      0.958      -9.474       9.996
ar.S.L7       -0.1047      0.507     -0.206      0.836      -1.099       0.890
ma.S.L7       -1.0000   1.88e+04  -5.32e-05      1.000   -3.68e+04    3.68e+04
sigma2         0.6263   1.18e+04   5.32e-05      1.000   -2.31e+04    2.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                30.41
Prob(Q):                              0.91   Prob(JB):                         0.00
Heteroskedasticity (H):               0.13   Skew:                             2.50
Prob(H) (two-sided):                  0.07   Kurtosis:                         8.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.15179648477032, Current Price: 127.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.111
Date:                           Wed, 09 Oct 2024   AIC                             46.222
Time:                                   14:40:17   BIC                             49.046
Sample:                                        0   HQIC                            45.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8447      0.313     -2.698      0.007      -1.458      -0.231
ma.L1          1.0000   2.97e+04   3.37e-05      1.000   -5.81e+04    5.81e+04
ar.S.L7       -0.1271      0.377     -0.337      0.736      -0.866       0.612
ma.S.L7       -1.0001   2.22e+04  -4.51e-05      1.000   -4.34e+04    4.34e+04
sigma2         0.5053   2.52e+04   2.01e-05      1.000   -4.94e+04    4.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                13.84
Prob(Q):                              0.42   Prob(JB):                         0.00
Heteroskedasticity (H):               0.15   Skew:                             1.83
Prob(H) (two-sided):                  0.09   Kurtosis:                         6.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.96407069662789, Current Price: 127.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.793
Date:                           Wed, 09 Oct 2024   AIC                             47.585
Time:                                   14:40:17   BIC                             50.410
Sample:                                        0   HQIC                            47.005
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2773      4.250     -0.065      0.948      -8.607       8.052
ma.L1          0.4124      4.174      0.099      0.921      -7.769       8.593
ar.S.L7       -0.1367      0.539     -0.254      0.800      -1.193       0.919
ma.S.L7       -1.0000   1.74e+04  -5.75e-05      1.000   -3.41e+04    3.41e+04
sigma2         0.6353    1.1e+04   5.75e-05      1.000   -2.17e+04    2.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                29.08
Prob(Q):                              0.67   Prob(JB):                         0.00
Heteroskedasticity (H):               0.11   Skew:                             2.46
Prob(H) (two-sided):                  0.06   Kurtosis:                         8.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.22080529825934, Current Price: 127.84
SELL EXECUTED at 127.84
SELL ORDER COMPLETED at 129.11
OPERATION PROFIT, GROSS 2.460000000000008, NET 2.204240000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -4.985
Date:                           Wed, 09 Oct 2024   AIC                             19.970
Time:                                   14:40:17   BIC                             22.795
Sample:                                        0   HQIC                            19.389
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4598      0.118     -3.881      0.000      -0.692      -0.228
ma.L1          1.0000   5730.408      0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.6491      0.199     -3.260      0.001      -1.039      -0.259
ma.S.L7       -0.1433      0.512     -0.280      0.780      -1.147       0.861
sigma2         0.1083    620.563      0.000      1.000   -1216.173    1216.389
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 2.90
Prob(Q):                              0.35   Prob(JB):                         0.23
Heteroskedasticity (H):               1.89   Skew:                            -0.90
Prob(H) (two-sided):                  0.55   Kurtosis:                         4.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.30897238495825, Current Price: 128.54
BUY EXECUTED at 128.54
BUY ORDER COMPLETED at 128.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.261
Date:                           Wed, 09 Oct 2024   AIC                             34.522
Time:                                   14:40:17   BIC                             37.347
Sample:                                        0   HQIC                            33.942
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2590      7.435      0.035      0.972     -14.313      14.831
ma.L1         -0.3113      7.200     -0.043      0.966     -14.422      13.800
ar.S.L7       -0.2965      0.801     -0.370      0.711      -1.866       1.273
ma.S.L7       -1.0001   6449.509     -0.000      1.000   -1.26e+04    1.26e+04
sigma2         0.2326   1500.433      0.000      1.000   -2940.562    2941.027
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.88
Prob(Q):                              0.73   Prob(JB):                         0.39
Heteroskedasticity (H):               9.83   Skew:                            -0.92
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.34313559013853, Current Price: 128.78
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.240
Date:                           Wed, 09 Oct 2024   AIC                             40.481
Time:                                   14:40:17   BIC                             43.305
Sample:                                        0   HQIC                            39.900
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1878      0.531     -0.354      0.724      -1.229       0.853
ma.L1         14.2876      2.469      5.788      0.000       9.449      19.126
ar.S.L7       -0.3875      0.176     -2.196      0.028      -0.733      -0.042
ma.S.L7      -12.5762    101.794     -0.124      0.902    -212.089     186.937
sigma2      1.809e-05      0.000      0.061      0.952      -0.001       0.001
===================================================================================
Ljung-Box (L1) (Q):                   1.17   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.28   Prob(JB):                         0.49
Heteroskedasticity (H):              28.68   Skew:                            -0.81
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.16e+19. Standard errors may be unstable.
Predicted Price: 128.8856488869828, Current Price: 125.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.113
Date:                           Wed, 09 Oct 2024   AIC                             48.226
Time:                                   14:40:17   BIC                             51.050
Sample:                                        0   HQIC                            47.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4647      0.615     -0.756      0.450      -1.669       0.740
ma.L1        -12.1512    113.465     -0.107      0.915    -234.539     210.236
ar.S.L7       -0.4368      0.199     -2.197      0.028      -0.826      -0.047
ma.S.L7        0.6767      2.802      0.241      0.809      -4.816       6.169
sigma2         0.0057      0.113      0.050      0.960      -0.216       0.228
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.98   Prob(JB):                         0.51
Heteroskedasticity (H):               4.40   Skew:                            -0.67
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.56423594895958, Current Price: 124.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.276
Date:                           Wed, 09 Oct 2024   AIC                             48.552
Time:                                   14:40:17   BIC                             51.377
Sample:                                        0   HQIC                            47.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3079     38.105      0.008      0.994     -74.376      74.992
ma.L1         -3.4588    452.803     -0.008      0.994    -890.937     884.019
ar.S.L7       -0.3497      0.260     -1.343      0.179      -0.860       0.161
ma.S.L7        1.0015    749.895      0.001      0.999   -1468.767    1470.770
sigma2         0.0571     50.268      0.001      0.999     -98.466      98.580
===================================================================================
Ljung-Box (L1) (Q):                   1.31   Jarque-Bera (JB):                 3.91
Prob(Q):                              0.25   Prob(JB):                         0.14
Heteroskedasticity (H):               4.45   Skew:                            -1.17
Prob(H) (two-sided):                  0.18   Kurtosis:                         4.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.43484428424999, Current Price: 124.97
SELL EXECUTED at 124.97
SELL ORDER COMPLETED at 125.52
OPERATION PROFIT, GROSS -2.8900000000000006, NET -3.1439300000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.373
Date:                           Wed, 09 Oct 2024   AIC                             48.747
Time:                                   14:40:17   BIC                             51.571
Sample:                                        0   HQIC                            48.166
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1515     16.824      0.009      0.993     -32.823      33.126
ma.L1         -5.2546    463.313     -0.011      0.991    -913.332     902.823
ar.S.L7       -0.3745      0.208     -1.801      0.072      -0.782       0.033
ma.S.L7        1.0018    754.440      0.001      0.999   -1477.674    1479.677
sigma2         0.0249     16.937      0.001      0.999     -33.170      33.220
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 2.95
Prob(Q):                              0.36   Prob(JB):                         0.23
Heteroskedasticity (H):               3.87   Skew:                            -1.06
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.11974779112973, Current Price: 127.0899
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.221
Date:                           Wed, 09 Oct 2024   AIC                             54.443
Time:                                   14:40:17   BIC                             57.267
Sample:                                        0   HQIC                            53.862
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3771      7.005      0.054      0.957     -13.353      14.107
ma.L1         -2.9906     63.502     -0.047      0.962    -127.452     121.471
ar.S.L7    -3.781e-06      0.574  -6.59e-06      1.000      -1.125       1.125
ma.S.L7       -3.6893      8.270     -0.446      0.656     -19.897      12.519
sigma2         0.0146      0.654      0.022      0.982      -1.266       1.296
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.80   Prob(JB):                         0.78
Heteroskedasticity (H):               3.39   Skew:                            -0.47
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.75186478967939, Current Price: 126.13
BUY EXECUTED at 126.13
BUY ORDER COMPLETED at 126.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.347
Date:                           Wed, 09 Oct 2024   AIC                             48.694
Time:                                   14:40:17   BIC                             51.519
Sample:                                        0   HQIC                            48.113
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4622      0.256      1.802      0.072      -0.041       0.965
ma.L1         -1.0000   5484.168     -0.000      1.000   -1.07e+04    1.07e+04
ar.S.L7        0.5897      0.610      0.966      0.334      -0.606       1.786
ma.S.L7       -0.2050      0.395     -0.519      0.604      -0.980       0.570
sigma2         0.9560   5242.898      0.000      1.000   -1.03e+04    1.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.84   Prob(JB):                         0.87
Heteroskedasticity (H):               6.34   Skew:                            -0.07
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.71423808312701, Current Price: 126.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.985
Date:                           Wed, 09 Oct 2024   AIC                             47.970
Time:                                   14:40:17   BIC                             50.795
Sample:                                        0   HQIC                            47.390
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4179      0.161      2.603      0.009       0.103       0.732
ma.L1         -1.0000   1.14e+04  -8.79e-05      1.000   -2.23e+04    2.23e+04
ar.S.L7        0.6177      0.587      1.053      0.292      -0.532       1.768
ma.S.L7       -0.3228      0.505     -0.639      0.523      -1.313       0.668
sigma2         0.8803      1e+04   8.79e-05      1.000   -1.96e+04    1.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.86   Prob(JB):                         0.87
Heteroskedasticity (H):               7.83   Skew:                             0.05
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.89977998333701, Current Price: 125.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.128
Date:                           Wed, 09 Oct 2024   AIC                             52.256
Time:                                   14:40:17   BIC                             55.081
Sample:                                        0   HQIC                            51.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0105      4.016      0.003      0.998      -7.860       7.881
ma.L1         -7.6579    232.250     -0.033      0.974    -462.859     447.543
ar.S.L7        0.3216      0.979      0.329      0.743      -1.597       2.240
ma.S.L7       -4.5693     28.908     -0.158      0.874     -61.227      52.089
sigma2         0.0012      0.077      0.016      0.988      -0.150       0.153
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.96   Prob(JB):                         0.90
Heteroskedasticity (H):               4.89   Skew:                            -0.29
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.45661973416838, Current Price: 125.62
SELL EXECUTED at 125.62
SELL ORDER COMPLETED at 124.85
OPERATION PROFIT, GROSS -1.6800000000000068, NET -1.9313800000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.893
Date:                           Wed, 09 Oct 2024   AIC                             51.785
Time:                                   14:40:17   BIC                             54.610
Sample:                                        0   HQIC                            51.205
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2739      0.469      0.584      0.559      -0.645       1.192
ma.L1         -1.0000   1.04e+04  -9.63e-05      1.000   -2.04e+04    2.04e+04
ar.S.L7        0.3011      0.312      0.964      0.335      -0.311       0.913
ma.S.L7       -1.0001   8880.655     -0.000      1.000   -1.74e+04    1.74e+04
sigma2         0.7484   1.19e+04    6.3e-05      1.000   -2.33e+04    2.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.81   Prob(JB):                         0.74
Heteroskedasticity (H):               3.37   Skew:                            -0.17
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.11666589170932, Current Price: 124.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.817
Date:                           Wed, 09 Oct 2024   AIC                             51.635
Time:                                   14:40:17   BIC                             54.460
Sample:                                        0   HQIC                            51.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3803      0.664      0.573      0.567      -0.920       1.681
ma.L1         -1.2467      1.265     -0.986      0.324      -3.726       1.232
ar.S.L7       -0.0145      0.603     -0.024      0.981      -1.197       1.168
ma.S.L7       -1.0001   6976.060     -0.000      1.000   -1.37e+04    1.37e+04
sigma2         0.5395   3764.403      0.000      1.000   -7377.556    7378.635
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.97   Prob(JB):                         0.94
Heteroskedasticity (H):               3.56   Skew:                            -0.01
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.64311803959319, Current Price: 125.791
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.679
Date:                           Wed, 09 Oct 2024   AIC                             51.359
Time:                                   14:40:17   BIC                             54.183
Sample:                                        0   HQIC                            50.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0590      0.192     -5.519      0.000      -1.435      -0.683
ma.L1          1.0000   1.09e+04   9.15e-05      1.000   -2.14e+04    2.14e+04
ar.S.L7        0.0841      0.561      0.150      0.881      -1.016       1.184
ma.S.L7       -1.0001   1.39e+04  -7.18e-05      1.000   -2.73e+04    2.73e+04
sigma2         0.7502   1.52e+04   4.94e-05      1.000   -2.97e+04    2.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.45   Prob(JB):                         0.74
Heteroskedasticity (H):               0.27   Skew:                            -0.41
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.65830881274195, Current Price: 125.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.574
Date:                           Wed, 09 Oct 2024   AIC                             51.147
Time:                                   14:40:18   BIC                             53.972
Sample:                                        0   HQIC                            50.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0467      0.193     -5.435      0.000      -1.424      -0.669
ma.L1          1.0000   1.24e+04   8.04e-05      1.000   -2.44e+04    2.44e+04
ar.S.L7       -0.0180      0.631     -0.029      0.977      -1.255       1.219
ma.S.L7       -1.0001   8175.909     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.7379   1.09e+04   6.76e-05      1.000   -2.14e+04    2.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.38   Prob(JB):                         0.85
Heteroskedasticity (H):               0.16   Skew:                            -0.16
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.40430033912862, Current Price: 125.2
BUY EXECUTED at 125.2
BUY ORDER COMPLETED at 124.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.627
Date:                           Wed, 09 Oct 2024   AIC                             51.254
Time:                                   14:40:18   BIC                             54.079
Sample:                                        0   HQIC                            50.673
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3764      0.562      0.670      0.503      -0.724       1.477
ma.L1         -1.0000   5431.299     -0.000      1.000   -1.06e+04    1.06e+04
ar.S.L7        0.1127      0.327      0.344      0.731      -0.529       0.755
ma.S.L7       -1.0000   2.03e+04  -4.92e-05      1.000   -3.99e+04    3.99e+04
sigma2         0.7213   1.49e+04   4.82e-05      1.000   -2.93e+04    2.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.86   Prob(JB):                         0.81
Heteroskedasticity (H):               0.29   Skew:                             0.07
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.86802319442793, Current Price: 124.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.024
Date:                           Wed, 09 Oct 2024   AIC                             50.047
Time:                                   14:40:18   BIC                             52.872
Sample:                                        0   HQIC                            49.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0108      0.151     -6.705      0.000      -1.306      -0.715
ma.L1          1.0000   1.17e+04   8.52e-05      1.000    -2.3e+04     2.3e+04
ar.S.L7        0.0386      0.363      0.106      0.915      -0.674       0.751
ma.S.L7       -1.0001   1.59e+04  -6.28e-05      1.000   -3.12e+04    3.12e+04
sigma2         0.6786   1.46e+04   4.64e-05      1.000   -2.87e+04    2.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.38   Prob(JB):                         0.63
Heteroskedasticity (H):               0.24   Skew:                             0.09
Prob(H) (two-sided):                  0.19   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.35981165518523, Current Price: 123.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.452
Date:                           Wed, 09 Oct 2024   AIC                             46.903
Time:                                   14:40:18   BIC                             49.728
Sample:                                        0   HQIC                            46.323
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4951      0.169      2.931      0.003       0.164       0.826
ma.L1         -1.0000   4253.177     -0.000      1.000   -8337.073    8335.073
ar.S.L7       -0.1891      0.538     -0.352      0.725      -1.243       0.864
ma.S.L7       -1.0002   8275.043     -0.000      1.000   -1.62e+04    1.62e+04
sigma2         0.4981   4190.156      0.000      1.000   -8212.057    8213.054
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.97   Prob(JB):                         0.57
Heteroskedasticity (H):               0.91   Skew:                             0.70
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.82806802028914, Current Price: 124.38
SELL EXECUTED at 124.38
SELL ORDER COMPLETED at 124.36
OPERATION PROFIT, GROSS -0.5300000000000011, NET -0.7792500000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.889
Date:                           Wed, 09 Oct 2024   AIC                             45.777
Time:                                   14:40:18   BIC                             48.602
Sample:                                        0   HQIC                            45.197
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2042      0.648      0.315      0.753      -1.066       1.474
ma.L1         -1.0000   7061.525     -0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.1367      0.405     -0.338      0.735      -0.930       0.656
ma.S.L7       -0.7318      3.479     -0.210      0.833      -7.550       6.086
sigma2         0.6011   4244.523      0.000      1.000   -8318.511    8319.713
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.64   Prob(JB):                         0.81
Heteroskedasticity (H):               1.90   Skew:                             0.17
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.110007212778, Current Price: 123.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.757
Date:                           Wed, 09 Oct 2024   AIC                             47.514
Time:                                   14:40:18   BIC                             50.339
Sample:                                        0   HQIC                            46.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1926      0.864      0.223      0.824      -1.502       1.887
ma.L1         -1.0000   5807.227     -0.000      1.000   -1.14e+04    1.14e+04
ar.S.L7       -0.4159      0.234     -1.780      0.075      -0.874       0.042
ma.S.L7        1.0001   7958.227      0.000      1.000   -1.56e+04    1.56e+04
sigma2         0.5965   5673.982      0.000      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.89   Prob(JB):                         0.74
Heteroskedasticity (H):               0.80   Skew:                             0.18
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.1606044923592, Current Price: 123.87
BUY EXECUTED at 123.87
BUY ORDER COMPLETED at 125.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.272
Date:                           Wed, 09 Oct 2024   AIC                             44.544
Time:                                   14:40:18   BIC                             47.368
Sample:                                        0   HQIC                            43.963
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1585      0.544      0.291      0.771      -0.908       1.225
ma.L1         -1.0000   2.48e+04  -4.03e-05      1.000   -4.86e+04    4.86e+04
ar.S.L7       -0.4093      0.236     -1.737      0.082      -0.871       0.052
ma.S.L7        0.2351      0.624      0.377      0.707      -0.989       1.459
sigma2         0.7384   1.83e+04   4.03e-05      1.000   -3.59e+04    3.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.90   Prob(JB):                         0.83
Heteroskedasticity (H):               2.36   Skew:                             0.13
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.46779880159696, Current Price: 125.67
SELL EXECUTED at 125.67
SELL ORDER COMPLETED at 125.47
OPERATION PROFIT, GROSS -0.23999999999999488, NET -0.49117999999999484
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.250
Date:                           Wed, 09 Oct 2024   AIC                             46.499
Time:                                   14:40:18   BIC                             49.324
Sample:                                        0   HQIC                            45.918
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2126      0.545      0.390      0.697      -0.856       1.282
ma.L1         -1.0000   6051.726     -0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.4066      0.357     -1.139      0.255      -1.106       0.293
ma.S.L7        0.1010      0.699      0.144      0.885      -1.270       1.472
sigma2         0.8661   5241.656      0.000      1.000   -1.03e+04    1.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.89   Prob(JB):                         0.70
Heteroskedasticity (H):               1.21   Skew:                            -0.04
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.32361104780966, Current Price: 126.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.238
Date:                           Wed, 09 Oct 2024   AIC                             48.476
Time:                                   14:40:18   BIC                             51.301
Sample:                                        0   HQIC                            47.896
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3890      0.218      1.783      0.075      -0.039       0.817
ma.L1         -1.0000   9245.359     -0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.4072      0.398     -1.024      0.306      -1.187       0.372
ma.S.L7        0.2985      1.004      0.297      0.766      -1.669       2.266
sigma2         0.9960   9209.275      0.000      1.000    -1.8e+04    1.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.69   Prob(JB):                         0.54
Heteroskedasticity (H):               1.98   Skew:                            -0.04
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.73354949644212, Current Price: 126.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.854
Date:                           Wed, 09 Oct 2024   AIC                             49.708
Time:                                   14:40:18   BIC                             52.533
Sample:                                        0   HQIC                            49.127
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3548      1.011      0.351      0.726      -1.626       2.336
ma.L1         -0.7515      0.955     -0.787      0.431      -2.624       1.121
ar.S.L7       -0.4428      0.367     -1.205      0.228      -1.163       0.277
ma.S.L7        0.1356      0.802      0.169      0.866      -1.436       1.708
sigma2         1.2293      1.255      0.980      0.327      -1.230       3.689
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.78   Prob(JB):                         0.49
Heteroskedasticity (H):               1.30   Skew:                            -0.38
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.30137858260045, Current Price: 125.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.582
Date:                           Wed, 09 Oct 2024   AIC                             49.164
Time:                                   14:40:18   BIC                             51.988
Sample:                                        0   HQIC                            48.583
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1159      1.477     -0.078      0.937      -3.011       2.780
ma.L1         -0.0815      1.530     -0.053      0.958      -3.080       2.917
ar.S.L7       -0.2788      0.399     -0.699      0.485      -1.061       0.503
ma.S.L7       -0.0602      0.693     -0.087      0.931      -1.418       1.298
sigma2         1.1892      1.249      0.952      0.341      -1.259       3.637
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.81   Prob(JB):                         0.58
Heteroskedasticity (H):               1.03   Skew:                            -0.30
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.33310668752132, Current Price: 125.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.749
Date:                           Wed, 09 Oct 2024   AIC                             47.498
Time:                                   14:40:18   BIC                             50.323
Sample:                                        0   HQIC                            46.918
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5374      0.468      1.149      0.250      -0.379       1.454
ma.L1         -0.6291      0.489     -1.285      0.199      -1.588       0.330
ar.S.L7       -0.2710      0.545     -0.497      0.619      -1.339       0.797
ma.S.L7       -0.6531      1.903     -0.343      0.731      -4.384       3.077
sigma2         0.8039      1.228      0.654      0.513      -1.604       3.211
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.62   Prob(JB):                         0.96
Heteroskedasticity (H):               0.43   Skew:                             0.00
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.12419272510706, Current Price: 126.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.689
Date:                           Wed, 09 Oct 2024   AIC                             45.377
Time:                                   14:40:18   BIC                             48.202
Sample:                                        0   HQIC                            44.797
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1580      1.635     -0.097      0.923      -3.362       3.046
ma.L1         -0.1307      1.722     -0.076      0.939      -3.506       3.244
ar.S.L7       -0.1336      0.261     -0.511      0.609      -0.646       0.379
ma.S.L7       -1.0007    992.965     -0.001      0.999   -1947.176    1945.175
sigma2         0.5357    532.396      0.001      0.999   -1042.942    1044.013
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.71   Prob(JB):                         0.66
Heteroskedasticity (H):               0.64   Skew:                            -0.37
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.5236810466296, Current Price: 126.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.287
Date:                           Wed, 09 Oct 2024   AIC                             40.575
Time:                                   14:40:18   BIC                             43.399
Sample:                                        0   HQIC                            39.994
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2426      1.010     -0.240      0.810      -2.223       1.738
ma.L1         -0.0020      1.004     -0.002      0.998      -1.970       1.966
ar.S.L7        0.0239      0.211      0.113      0.910      -0.390       0.438
ma.S.L7       -1.0001   7780.770     -0.000      1.000   -1.53e+04    1.52e+04
sigma2         0.3702   2880.329      0.000      1.000   -5644.972    5645.712
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.57   Prob(JB):                         0.67
Heteroskedasticity (H):               1.18   Skew:                            -0.20
Prob(H) (two-sided):                  0.88   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.68527994812013, Current Price: 125.483
BUY EXECUTED at 125.483
BUY ORDER COMPLETED at 124.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.703
Date:                           Wed, 09 Oct 2024   AIC                             47.406
Time:                                   14:40:18   BIC                             50.231
Sample:                                        0   HQIC                            46.826
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0053      1.891     -0.003      0.998      -3.711       3.701
ma.L1         -0.2457      1.685     -0.146      0.884      -3.548       3.057
ar.S.L7       -0.0960      0.307     -0.313      0.755      -0.698       0.506
ma.S.L7       -0.6321      1.991     -0.317      0.751      -4.535       3.270
sigma2         0.8597      0.808      1.064      0.287      -0.724       2.443
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.86   Prob(JB):                         0.54
Heteroskedasticity (H):               1.67   Skew:                            -0.73
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.77072080236422, Current Price: 124.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.738
Date:                           Wed, 09 Oct 2024   AIC                             47.476
Time:                                   14:40:18   BIC                             50.301
Sample:                                        0   HQIC                            46.895
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3562      2.749      0.130      0.897      -5.032       5.744
ma.L1         -0.4486      2.779     -0.161      0.872      -5.895       4.998
ar.S.L7       -0.1878      0.222     -0.848      0.397      -0.622       0.247
ma.S.L7       -1.0001   8066.336     -0.000      1.000   -1.58e+04    1.58e+04
sigma2         0.6295   5078.322      0.000      1.000   -9952.699    9953.958
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.85   Prob(JB):                         0.58
Heteroskedasticity (H):               0.94   Skew:                            -0.28
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.00984167577153, Current Price: 124.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.890
Date:                           Wed, 09 Oct 2024   AIC                             43.780
Time:                                   14:40:18   BIC                             46.605
Sample:                                        0   HQIC                            43.199
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4237      0.601     -0.705      0.481      -1.602       0.755
ma.L1          1.0000   1.28e+04   7.82e-05      1.000   -2.51e+04    2.51e+04
ar.S.L7       -0.1998      0.134     -1.492      0.136      -0.462       0.063
ma.S.L7       -1.0001    1.1e+04  -9.13e-05      1.000   -2.15e+04    2.15e+04
sigma2         0.4511   9756.289   4.62e-05      1.000   -1.91e+04    1.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.41   Prob(JB):                         0.82
Heteroskedasticity (H):               0.41   Skew:                             0.29
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.01889935445162, Current Price: 124.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.455
Date:                           Wed, 09 Oct 2024   AIC                             38.910
Time:                                   14:40:18   BIC                             41.735
Sample:                                        0   HQIC                            38.330
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2826      2.087     -0.135      0.892      -4.374       3.809
ma.L1          0.5227      1.862      0.281      0.779      -3.126       4.172
ar.S.L7       -0.6321      0.592     -1.068      0.285      -1.791       0.527
ma.S.L7       -0.1478      1.199     -0.123      0.902      -2.498       2.203
sigma2         0.5370      0.331      1.620      0.105      -0.113       1.187
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.69   Prob(JB):                         0.82
Heteroskedasticity (H):               0.59   Skew:                            -0.01
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.98085330131673, Current Price: 122.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.925
Date:                           Wed, 09 Oct 2024   AIC                             43.850
Time:                                   14:40:18   BIC                             46.675
Sample:                                        0   HQIC                            43.270
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3740      0.066      5.642      0.000       0.244       0.504
ma.L1         -0.5188      0.290     -1.788      0.074      -1.087       0.050
ar.S.L7       -0.8920      0.255     -3.499      0.000      -1.392      -0.392
ma.S.L7        1.0002   2813.181      0.000      1.000   -5512.733    5514.733
sigma2         0.4700   1322.101      0.000      1.000   -2590.801    2591.741
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.42   Prob(JB):                         0.68
Heteroskedasticity (H):               1.94   Skew:                             0.21
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.5146288259829, Current Price: 123.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.922
Date:                           Wed, 09 Oct 2024   AIC                             43.844
Time:                                   14:40:18   BIC                             46.669
Sample:                                        0   HQIC                            43.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2627      5.845     -0.045      0.964     -11.719      11.194
ma.L1          0.3260      5.612      0.058      0.954     -10.674      11.326
ar.S.L7       -0.6804      0.220     -3.093      0.002      -1.112      -0.249
ma.S.L7        0.4376      1.210      0.362      0.718      -1.934       2.810
sigma2         0.7272      0.439      1.656      0.098      -0.134       1.588
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.99   Prob(JB):                         0.62
Heteroskedasticity (H):               2.10   Skew:                            -0.64
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.97657360299974, Current Price: 122.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.018
Date:                           Wed, 09 Oct 2024   AIC                             44.035
Time:                                   14:40:18   BIC                             46.860
Sample:                                        0   HQIC                            43.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2799      8.700      0.032      0.974     -16.771      17.331
ma.L1         -0.2444      8.493     -0.029      0.977     -16.890      16.401
ar.S.L7       -0.5517      0.459     -1.202      0.229      -1.451       0.348
ma.S.L7        0.1230      1.589      0.077      0.938      -2.991       3.237
sigma2         0.7980      0.346      2.308      0.021       0.120       1.476
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.64   Prob(JB):                         0.77
Heteroskedasticity (H):               1.87   Skew:                            -0.41
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.1503910920778, Current Price: 123.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.092
Date:                           Wed, 09 Oct 2024   AIC                             40.185
Time:                                   14:40:18   BIC                             43.009
Sample:                                        0   HQIC                            39.604
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5703      0.762      0.749      0.454      -0.922       2.063
ma.L1         -1.6699      2.885     -0.579      0.563      -7.323       3.984
ar.S.L7       -0.6169      0.179     -3.453      0.001      -0.967      -0.267
ma.S.L7        1.0004   3907.066      0.000      1.000   -7656.709    7658.710
sigma2         0.1240    484.751      0.000      1.000    -949.970     950.218
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.67   Prob(JB):                         0.71
Heteroskedasticity (H):               2.64   Skew:                            -0.56
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.02830084934784, Current Price: 123.3199
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.528
Date:                           Wed, 09 Oct 2024   AIC                             41.055
Time:                                   14:40:18   BIC                             43.880
Sample:                                        0   HQIC                            40.474
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5092      1.031     -0.494      0.621      -2.530       1.512
ma.L1          2.5675      7.892      0.325      0.745     -12.900      18.035
ar.S.L7       -0.6133      0.515     -1.191      0.234      -1.622       0.396
ma.S.L7       10.5342    180.215      0.058      0.953    -342.680     363.749
sigma2         0.0009      0.030      0.028      0.978      -0.059       0.060
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.61   Prob(JB):                         0.61
Heteroskedasticity (H):               0.05   Skew:                            -0.68
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.23097437040963, Current Price: 124.0
SELL EXECUTED at 124.0
SELL ORDER COMPLETED at 123.75
OPERATION PROFIT, GROSS -1.0300000000000011, NET -1.278530000000001
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.231
Date:                           Wed, 09 Oct 2024   AIC                             42.463
Time:                                   14:40:18   BIC                             45.287
Sample:                                        0   HQIC                            41.882
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0636      2.626     -0.024      0.981      -5.210       5.083
ma.L1         -8.3336    168.676     -0.049      0.961    -338.932     322.265
ar.S.L7       -0.5627      0.430     -1.309      0.190      -1.405       0.280
ma.S.L7       -8.1143     66.461     -0.122      0.903    -138.376     122.147
sigma2         0.0001      0.007      0.022      0.983      -0.013       0.013
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.55   Prob(JB):                         0.83
Heteroskedasticity (H):               0.24   Skew:                            -0.37
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.46221848702909, Current Price: 123.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.262
Date:                           Wed, 09 Oct 2024   AIC                             40.525
Time:                                   14:40:18   BIC                             43.349
Sample:                                        0   HQIC                            39.944
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4757      0.815      0.584      0.559      -1.121       2.072
ma.L1         -2.0075      4.431     -0.453      0.651     -10.693       6.678
ar.S.L7       -0.6193      0.193     -3.214      0.001      -0.997      -0.242
ma.S.L7        1.2134      9.513      0.128      0.899     -17.432      19.859
sigma2         0.0714      0.849      0.084      0.933      -1.592       1.735
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.96
Prob(Q):                              1.00   Prob(JB):                         0.62
Heteroskedasticity (H):               0.31   Skew:                            -0.66
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.26170640173893, Current Price: 121.65
BUY EXECUTED at 121.65
BUY ORDER COMPLETED at 121.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.111
Date:                           Wed, 09 Oct 2024   AIC                             40.221
Time:                                   14:40:19   BIC                             43.046
Sample:                                        0   HQIC                            39.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8825      0.428      2.063      0.039       0.044       1.721
ma.L1         -1.0000   1.63e+04  -6.14e-05      1.000   -3.19e+04    3.19e+04
ar.S.L7       -0.5747      0.190     -3.025      0.002      -0.947      -0.202
ma.S.L7        0.9999   3231.149      0.000      1.000   -6331.935    6333.935
sigma2         0.3186   5511.543   5.78e-05      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.88   Prob(JB):                         0.55
Heteroskedasticity (H):               0.39   Skew:                            -0.74
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.78110520396984, Current Price: 122.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.039
Date:                           Wed, 09 Oct 2024   AIC                             38.078
Time:                                   14:40:19   BIC                             40.902
Sample:                                        0   HQIC                            37.497
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0056      3.450     -0.002      0.999      -6.767       6.756
ma.L1         -6.9054    184.517     -0.037      0.970    -368.551     354.740
ar.S.L7       -0.7536      0.328     -2.295      0.022      -1.397      -0.110
ma.S.L7        1.0307     33.434      0.031      0.975     -64.498      66.560
sigma2         0.0061      0.261      0.024      0.981      -0.505       0.517
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.53   Prob(JB):                         0.63
Heteroskedasticity (H):               0.84   Skew:                            -0.66
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.14940961914215, Current Price: 121.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.058
Date:                           Wed, 09 Oct 2024   AIC                             28.116
Time:                                   14:40:19   BIC                             30.941
Sample:                                        0   HQIC                            27.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5759      0.298      1.934      0.053      -0.008       1.159
ma.L1         -0.1894      0.448     -0.423      0.672      -1.067       0.688
ar.S.L7        0.5671      0.187      3.034      0.002       0.201       0.933
ma.S.L7       -1.0001   3497.763     -0.000      1.000   -6856.489    6854.489
sigma2         0.1378    481.865      0.000      1.000    -944.300     944.576
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.44   Prob(JB):                         0.39
Heteroskedasticity (H):               1.10   Skew:                             0.92
Prob(H) (two-sided):                  0.93   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.22309448721836, Current Price: 122.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.831
Date:                           Wed, 09 Oct 2024   AIC                             27.662
Time:                                   14:40:19   BIC                             30.487
Sample:                                        0   HQIC                            27.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5120      0.141      3.637      0.000       0.236       0.788
ma.L1         -1.0000   1.84e+04  -5.44e-05      1.000    -3.6e+04     3.6e+04
ar.S.L7       -0.3577      0.127     -2.819      0.005      -0.606      -0.109
ma.S.L7        1.0000   4.05e+04   2.47e-05      1.000   -7.94e+04    7.94e+04
sigma2         0.1199   3303.273   3.63e-05      1.000   -6474.177    6474.417
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 3.30
Prob(Q):                              0.43   Prob(JB):                         0.19
Heteroskedasticity (H):               0.09   Skew:                            -1.09
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.83928365196537, Current Price: 120.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.652
Date:                           Wed, 09 Oct 2024   AIC                             33.304
Time:                                   14:40:19   BIC                             36.129
Sample:                                        0   HQIC                            32.723
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5000      0.277      1.803      0.071      -0.044       1.043
ma.L1         -1.0000   1.42e+04  -7.06e-05      1.000   -2.78e+04    2.77e+04
ar.S.L7       -0.3709      0.198     -1.870      0.061      -0.760       0.018
ma.S.L7        1.0001   2.44e+04    4.1e-05      1.000   -4.78e+04    4.78e+04
sigma2         0.1856   2411.611    7.7e-05      1.000   -4726.485    4726.856
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.33   Prob(JB):                         0.47
Heteroskedasticity (H):               0.76   Skew:                            -0.84
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.9889624865438, Current Price: 120.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.053
Date:                           Wed, 09 Oct 2024   AIC                             36.107
Time:                                   14:40:19   BIC                             38.932
Sample:                                        0   HQIC                            35.526
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4636      0.446      1.038      0.299      -0.411       1.339
ma.L1         -0.7553      0.472     -1.601      0.109      -1.680       0.169
ar.S.L7       -0.4715      0.246     -1.917      0.055      -0.954       0.011
ma.S.L7        1.0001   8176.390      0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.2518   2058.801      0.000      1.000   -4034.924    4035.428
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.70   Prob(JB):                         0.75
Heteroskedasticity (H):               0.87   Skew:                            -0.44
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.86242893307671, Current Price: 120.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.292
Date:                           Wed, 09 Oct 2024   AIC                             28.583
Time:                                   14:40:19   BIC                             31.408
Sample:                                        0   HQIC                            28.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2474      0.807      0.306      0.759      -1.335       1.829
ma.L1         -0.4889      0.698     -0.700      0.484      -1.857       0.880
ar.S.L7       -0.5564      0.098     -5.707      0.000      -0.748      -0.365
ma.S.L7        1.0001   3393.112      0.000      1.000   -6649.377    6651.378
sigma2         0.1473    499.912      0.000      1.000    -979.663     979.957
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.54   Prob(JB):                         0.64
Heteroskedasticity (H):               6.72   Skew:                             0.61
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.22327356813585, Current Price: 119.472
SELL EXECUTED at 119.472
SELL ORDER COMPLETED at 118.63
OPERATION PROFIT, GROSS -3.0700000000000074, NET -3.3103300000000075
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.985
Date:                           Wed, 09 Oct 2024   AIC                             33.970
Time:                                   14:40:19   BIC                             36.795
Sample:                                        0   HQIC                            33.389
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2524      0.913      0.276      0.782      -1.538       2.043
ma.L1         -0.6441      0.580     -1.110      0.267      -1.781       0.493
ar.S.L7       -0.5407      0.158     -3.433      0.001      -0.849      -0.232
ma.S.L7        0.5666      0.745      0.760      0.447      -0.895       2.028
sigma2         0.3192      0.314      1.016      0.310      -0.297       0.935
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 1.75
Prob(Q):                              0.50   Prob(JB):                         0.42
Heteroskedasticity (H):               3.79   Skew:                             0.89
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.56746497491952, Current Price: 118.38
BUY EXECUTED at 118.38
BUY ORDER COMPLETED at 118.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.376
Date:                           Wed, 09 Oct 2024   AIC                             34.752
Time:                                   14:40:19   BIC                             37.577
Sample:                                        0   HQIC                            34.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9812      0.245     -4.000      0.000      -1.462      -0.500
ma.L1          0.6503      0.530      1.226      0.220      -0.389       1.690
ar.S.L7       -0.3671      0.349     -1.051      0.293      -1.052       0.317
ma.S.L7       -1.0001   1.09e+04  -9.17e-05      1.000   -2.14e+04    2.14e+04
sigma2         0.2278   2485.769   9.17e-05      1.000   -4871.790    4872.246
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.84   Prob(JB):                         0.51
Heteroskedasticity (H):               1.69   Skew:                            -0.76
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.8571564306538, Current Price: 118.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.121
Date:                           Wed, 09 Oct 2024   AIC                             34.242
Time:                                   14:40:19   BIC                             37.067
Sample:                                        0   HQIC                            33.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8858      0.269     -3.296      0.001      -1.413      -0.359
ma.L1          0.5503      0.694      0.792      0.428      -0.811       1.911
ar.S.L7       -0.3280      0.277     -1.185      0.236      -0.870       0.214
ma.S.L7       -1.0001   8451.819     -0.000      1.000   -1.66e+04    1.66e+04
sigma2         0.2199   1858.303      0.000      1.000   -3641.988    3642.427
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.82   Prob(JB):                         0.55
Heteroskedasticity (H):               0.50   Skew:                            -0.70
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.363941082087, Current Price: 118.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.641
Date:                           Wed, 09 Oct 2024   AIC                             33.282
Time:                                   14:40:19   BIC                             36.107
Sample:                                        0   HQIC                            32.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7893      0.304     -2.595      0.009      -1.385      -0.193
ma.L1          2.3586      3.535      0.667      0.505      -4.570       9.287
ar.S.L7       -0.1194      0.302     -0.395      0.693      -0.712       0.473
ma.S.L7       -1.0002   3507.431     -0.000      1.000   -6875.438    6873.438
sigma2         0.0368    129.104      0.000      1.000    -253.003     253.077
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.50   Prob(JB):                         0.67
Heteroskedasticity (H):               0.94   Skew:                            -0.40
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.42902678139188, Current Price: 117.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.710
Date:                           Wed, 09 Oct 2024   AIC                             35.421
Time:                                   14:40:19   BIC                             38.245
Sample:                                        0   HQIC                            34.840
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6500      0.782     -0.831      0.406      -2.183       0.883
ma.L1          0.2662      1.142      0.233      0.816      -1.973       2.505
ar.S.L7       -0.1158      0.337     -0.343      0.731      -0.776       0.545
ma.S.L7       -0.7194      1.610     -0.447      0.655      -3.875       2.436
sigma2         0.3127      0.399      0.783      0.433      -0.470       1.095
===================================================================================
Ljung-Box (L1) (Q):                   2.94   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.09   Prob(JB):                         0.73
Heteroskedasticity (H):               1.95   Skew:                            -0.03
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.00543333425409, Current Price: 117.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.452
Date:                           Wed, 09 Oct 2024   AIC                             36.905
Time:                                   14:40:19   BIC                             39.729
Sample:                                        0   HQIC                            36.324
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0078      0.410     -2.456      0.014      -1.812      -0.204
ma.L1          1.0000   1.99e+05   5.03e-06      1.000   -3.89e+05     3.9e+05
ar.S.L7       -0.2361      0.326     -0.724      0.469      -0.875       0.403
ma.S.L7       -0.3792      0.677     -0.560      0.575      -1.706       0.947
sigma2         0.3821   7.59e+04   5.03e-06      1.000   -1.49e+05    1.49e+05
===================================================================================
Ljung-Box (L1) (Q):                   3.44   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.06   Prob(JB):                         0.53
Heteroskedasticity (H):               0.97   Skew:                            -0.47
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.7526032271516, Current Price: 117.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.895
Date:                           Wed, 09 Oct 2024   AIC                             31.790
Time:                                   14:40:19   BIC                             34.615
Sample:                                        0   HQIC                            31.209
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9026      0.141     -6.417      0.000      -1.178      -0.627
ma.L1          1.0000   3432.168      0.000      1.000   -6725.925    6727.925
ar.S.L7       -0.5334      0.378     -1.411      0.158      -1.274       0.207
ma.S.L7        0.0808      0.497      0.163      0.871      -0.893       1.055
sigma2         0.2655    911.146      0.000      1.000   -1785.548    1786.079
===================================================================================
Ljung-Box (L1) (Q):                   3.46   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.06   Prob(JB):                         0.79
Heteroskedasticity (H):               2.12   Skew:                            -0.08
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.38064107613303, Current Price: 116.85
SELL EXECUTED at 116.85
SELL ORDER COMPLETED at 117.99
OPERATION PROFIT, GROSS -0.8000000000000114, NET -1.0367800000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.300
Date:                           Wed, 09 Oct 2024   AIC                             26.600
Time:                                   14:40:19   BIC                             29.425
Sample:                                        0   HQIC                            26.019
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7178      0.272     -2.636      0.008      -1.251      -0.184
ma.L1          0.0165      0.371      0.044      0.965      -0.710       0.743
ar.S.L7       -0.4308      0.142     -3.041      0.002      -0.708      -0.153
ma.S.L7        1.0000   2.73e+04   3.67e-05      1.000   -5.35e+04    5.35e+04
sigma2         0.1225   3343.576   3.66e-05      1.000   -6553.165    6553.410
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.62   Prob(JB):                         0.71
Heteroskedasticity (H):               0.54   Skew:                             0.51
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.38489849057726, Current Price: 117.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.299
Date:                           Wed, 09 Oct 2024   AIC                             38.598
Time:                                   14:40:19   BIC                             41.422
Sample:                                        0   HQIC                            38.017
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8474      0.313     -2.706      0.007      -1.461      -0.234
ma.L1          1.0000   3.01e+05   3.32e-06      1.000    -5.9e+05     5.9e+05
ar.S.L7       -0.5424      0.546     -0.994      0.320      -1.612       0.527
ma.S.L7        0.2631      0.957      0.275      0.783      -1.613       2.139
sigma2         0.4295   1.29e+05   3.32e-06      1.000   -2.54e+05    2.54e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.69   Prob(JB):                         0.74
Heteroskedasticity (H):               4.71   Skew:                             0.26
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.4011027979113, Current Price: 117.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.024
Date:                           Wed, 09 Oct 2024   AIC                             38.049
Time:                                   14:40:19   BIC                             40.874
Sample:                                        0   HQIC                            37.468
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8266      0.260     -3.182      0.001      -1.336      -0.317
ma.L1          1.0000   7.51e+04   1.33e-05      1.000   -1.47e+05    1.47e+05
ar.S.L7       -0.5626      0.613     -0.918      0.358      -1.763       0.638
ma.S.L7        0.0015      1.320      0.001      0.999      -2.585       2.588
sigma2         0.4337   3.26e+04   1.33e-05      1.000   -6.39e+04    6.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.59   Prob(JB):                         0.76
Heteroskedasticity (H):               3.68   Skew:                             0.48
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.53606801397284, Current Price: 117.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.271
Date:                           Wed, 09 Oct 2024   AIC                             38.541
Time:                                   14:40:19   BIC                             41.366
Sample:                                        0   HQIC                            37.961
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3753      2.224     -0.169      0.866      -4.734       3.983
ma.L1          0.1244      2.553      0.049      0.961      -4.880       5.129
ar.S.L7       -0.4971      0.581     -0.855      0.393      -1.637       0.643
ma.S.L7       -0.0123      0.837     -0.015      0.988      -1.653       1.628
sigma2         0.5261      0.274      1.919      0.055      -0.011       1.064
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.84   Prob(JB):                         0.73
Heteroskedasticity (H):               1.29   Skew:                             0.46
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.08606146589493, Current Price: 117.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.866
Date:                           Wed, 09 Oct 2024   AIC                             39.732
Time:                                   14:40:19   BIC                             42.557
Sample:                                        0   HQIC                            39.152
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4116      0.145      2.842      0.004       0.128       0.695
ma.L1         -0.7133      0.831     -0.858      0.391      -2.342       0.915
ar.S.L7       -0.4265      0.712     -0.599      0.549      -1.822       0.969
ma.S.L7       -0.4391      1.573     -0.279      0.780      -3.522       2.644
sigma2         0.5155      0.776      0.664      0.507      -1.005       2.036
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.68   Prob(JB):                         0.72
Heteroskedasticity (H):               0.61   Skew:                            -0.05
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.01402008942645, Current Price: 117.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.263
Date:                           Wed, 09 Oct 2024   AIC                             38.526
Time:                                   14:40:19   BIC                             41.351
Sample:                                        0   HQIC                            37.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2347      1.738     -0.135      0.893      -3.640       3.171
ma.L1         -0.1762      1.990     -0.089      0.929      -4.076       3.724
ar.S.L7       -0.3498      0.553     -0.632      0.527      -1.435       0.735
ma.S.L7       -0.5369      1.459     -0.368      0.713      -3.396       2.322
sigma2         0.4603      0.402      1.145      0.252      -0.328       1.248
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.95   Prob(JB):                         0.73
Heteroskedasticity (H):               0.36   Skew:                             0.27
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.64354326673579, Current Price: 116.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.791
Date:                           Wed, 09 Oct 2024   AIC                             31.583
Time:                                   14:40:19   BIC                             34.408
Sample:                                        0   HQIC                            31.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6941      0.168     -4.130      0.000      -1.023      -0.365
ma.L1          1.0000   3.48e+04   2.88e-05      1.000   -6.81e+04    6.81e+04
ar.S.L7       -0.2433      0.233     -1.045      0.296      -0.700       0.213
ma.S.L7       -1.0002   1.16e+04  -8.64e-05      1.000   -2.27e+04    2.27e+04
sigma2         0.1638   7146.723   2.29e-05      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.86   Prob(JB):                         0.92
Heteroskedasticity (H):               0.48   Skew:                             0.07
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.23108407008803, Current Price: 116.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.147
Date:                           Wed, 09 Oct 2024   AIC                             36.293
Time:                                   14:40:19   BIC                             39.118
Sample:                                        0   HQIC                            35.713
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0830      3.411     -0.024      0.981      -6.768       6.602
ma.L1         -0.1485      3.950     -0.038      0.970      -7.890       7.593
ar.S.L7       -0.2114      0.950     -0.222      0.824      -2.074       1.651
ma.S.L7       -0.0973      0.923     -0.105      0.916      -1.907       1.712
sigma2         0.4409      0.260      1.695      0.090      -0.069       0.951
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.71
Prob(Q):                              1.00   Prob(JB):                         0.42
Heteroskedasticity (H):               3.96   Skew:                             0.80
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.77114939172246, Current Price: 116.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.091
Date:                           Wed, 09 Oct 2024   AIC                             30.183
Time:                                   14:40:19   BIC                             33.008
Sample:                                        0   HQIC                            29.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3690      0.057     -6.432      0.000      -0.481      -0.257
ma.L1          1.0000   8032.887      0.000      1.000   -1.57e+04    1.57e+04
ar.S.L7       -0.3880      0.172     -2.259      0.024      -0.725      -0.051
ma.S.L7       -1.0001   5725.755     -0.000      1.000   -1.12e+04    1.12e+04
sigma2         0.1564   1715.585   9.12e-05      1.000   -3362.328    3362.641
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.40   Prob(JB):                         0.91
Heteroskedasticity (H):               2.03   Skew:                             0.12
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.30218912238855, Current Price: 114.61
BUY EXECUTED at 114.61
BUY ORDER COMPLETED at 115.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.978
Date:                           Wed, 09 Oct 2024   AIC                             33.957
Time:                                   14:40:19   BIC                             36.782
Sample:                                        0   HQIC                            33.376
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0508      0.550     -0.092      0.926      -1.128       1.026
ma.L1          1.0000   5.58e+04   1.79e-05      1.000   -1.09e+05    1.09e+05
ar.S.L7       -0.3379      0.070     -4.823      0.000      -0.475      -0.201
ma.S.L7        1.0001   7400.927      0.000      1.000   -1.45e+04    1.45e+04
sigma2         0.1885   1.06e+04   1.78e-05      1.000   -2.07e+04    2.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.69   Prob(JB):                         0.78
Heteroskedasticity (H):               1.28   Skew:                             0.07
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.50311096327843, Current Price: 116.03
SELL EXECUTED at 116.03
SELL ORDER COMPLETED at 116.31
OPERATION PROFIT, GROSS 1.1500000000000057, NET 0.9185300000000056
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.822
Date:                           Wed, 09 Oct 2024   AIC                             41.643
Time:                                   14:40:19   BIC                             44.468
Sample:                                        0   HQIC                            41.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3629      1.386      0.262      0.794      -2.354       3.080
ma.L1         -0.6030      1.238     -0.487      0.626      -3.029       1.823
ar.S.L7       -0.3379      0.281     -1.204      0.229      -0.888       0.212
ma.S.L7        0.4077      0.957      0.426      0.670      -1.469       2.284
sigma2         0.6217      0.479      1.299      0.194      -0.316       1.560
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.94   Prob(JB):                         0.59
Heteroskedasticity (H):               1.44   Skew:                            -0.65
Prob(H) (two-sided):                  0.73   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.80699061416483, Current Price: 116.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.995
Date:                           Wed, 09 Oct 2024   AIC                             41.990
Time:                                   14:40:19   BIC                             44.814
Sample:                                        0   HQIC                            41.409
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3741      2.249      0.166      0.868      -4.035       4.783
ma.L1         -0.6159      1.875     -0.328      0.743      -4.291       3.059
ar.S.L7       -0.3517      0.259     -1.359      0.174      -0.859       0.156
ma.S.L7        1.0006   1135.462      0.001      0.999   -2224.464    2226.465
sigma2         0.4128    468.911      0.001      0.999    -918.636     919.461
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.66
Prob(Q):                              0.91   Prob(JB):                         0.44
Heteroskedasticity (H):               1.61   Skew:                            -0.81
Prob(H) (two-sided):                  0.65   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.2325431202471, Current Price: 117.4701
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.410
Date:                           Wed, 09 Oct 2024   AIC                             42.819
Time:                                   14:40:20   BIC                             45.644
Sample:                                        0   HQIC                            42.239
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7431      0.454      1.637      0.102      -0.146       1.633
ma.L1         -1.0001    365.778     -0.003      0.998    -717.912     715.912
ar.S.L7       -0.2713      0.294     -0.922      0.357      -0.848       0.305
ma.S.L7        1.0007   2825.058      0.000      1.000   -5536.011    5538.012
sigma2         0.3887   1078.035      0.000      1.000   -2112.520    2113.298
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.94   Prob(JB):                         0.44
Heteroskedasticity (H):               2.39   Skew:                            -0.87
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.47890495093556, Current Price: 117.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.830
Date:                           Wed, 09 Oct 2024   AIC                             43.660
Time:                                   14:40:20   BIC                             46.484
Sample:                                        0   HQIC                            43.079
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6792      0.611      1.112      0.266      -0.518       1.876
ma.L1         -1.4060      1.369     -1.027      0.305      -4.090       1.278
ar.S.L7       -0.4434      0.402     -1.102      0.270      -1.232       0.345
ma.S.L7        0.9988   1060.964      0.001      0.999   -2078.452    2080.450
sigma2         0.2283    242.001      0.001      0.999    -474.085     474.542
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.97
Prob(Q):                              0.99   Prob(JB):                         0.37
Heteroskedasticity (H):               2.68   Skew:                            -0.94
Prob(H) (two-sided):                  0.36   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.20875269886099, Current Price: 117.59
BUY EXECUTED at 117.59
BUY ORDER COMPLETED at 118.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.227
Date:                           Wed, 09 Oct 2024   AIC                             42.455
Time:                                   14:40:20   BIC                             45.280
Sample:                                        0   HQIC                            41.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4035      0.895      0.451      0.652      -1.351       2.158
ma.L1         -0.5605      0.895     -0.626      0.531      -2.314       1.193
ar.S.L7       -0.1834      1.375     -0.133      0.894      -2.879       2.512
ma.S.L7        0.2337      2.242      0.104      0.917      -4.161       4.628
sigma2         0.6964      0.590      1.181      0.238      -0.460       1.852
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.67   Prob(JB):                         0.66
Heteroskedasticity (H):               3.17   Skew:                            -0.61
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.46026855399114, Current Price: 118.52
SELL EXECUTED at 118.52
SELL ORDER COMPLETED at 118.58
OPERATION PROFIT, GROSS 0.4399999999999977, NET 0.2032799999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.339
Date:                           Wed, 09 Oct 2024   AIC                             40.679
Time:                                   14:40:20   BIC                             43.503
Sample:                                        0   HQIC                            40.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5298      0.554     -0.956      0.339      -1.616       0.556
ma.L1          1.0000   2.13e+04    4.7e-05      1.000   -4.17e+04    4.17e+04
ar.S.L7       -0.0254      0.197     -0.129      0.898      -0.412       0.362
ma.S.L7       -0.0963      0.407     -0.237      0.813      -0.894       0.701
sigma2         0.5626    1.2e+04    4.7e-05      1.000   -2.35e+04    2.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.57   Prob(JB):                         0.73
Heteroskedasticity (H):               4.39   Skew:                            -0.34
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.96232356771847, Current Price: 118.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.465
Date:                           Wed, 09 Oct 2024   AIC                             42.930
Time:                                   14:40:20   BIC                             45.755
Sample:                                        0   HQIC                            42.350
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4794      0.545     -0.880      0.379      -1.547       0.588
ma.L1          1.0000   3731.961      0.000      1.000   -7313.509    7315.509
ar.S.L7        0.0018      0.003      0.574      0.566      -0.004       0.008
ma.S.L7       -1.0043    104.023     -0.010      0.992    -204.885     202.877
sigma2         0.4555   1672.771      0.000      1.000   -3278.116    3279.026
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.58   Prob(JB):                         0.75
Heteroskedasticity (H):               0.81   Skew:                            -0.49
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.57484307431274, Current Price: 118.99
BUY EXECUTED at 118.99
BUY ORDER COMPLETED at 119.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.676
Date:                           Wed, 09 Oct 2024   AIC                             41.352
Time:                                   14:40:20   BIC                             44.176
Sample:                                        0   HQIC                            40.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3141      0.585     -0.537      0.591      -1.461       0.832
ma.L1          1.3567      0.902      1.505      0.132      -0.410       3.124
ar.S.L7       -0.1532      0.343     -0.447      0.655      -0.825       0.519
ma.S.L7       -1.0000   9.77e+04  -1.02e-05      1.000   -1.91e+05    1.91e+05
sigma2         0.2148    2.1e+04   1.02e-05      1.000   -4.11e+04    4.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.76   Prob(JB):                         0.87
Heteroskedasticity (H):               1.14   Skew:                            -0.28
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.17196387322547, Current Price: 119.22
SELL EXECUTED at 119.22
SELL ORDER COMPLETED at 119.06
OPERATION PROFIT, GROSS 0.04000000000000625, NET -0.19807999999999376
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.211
Date:                           Wed, 09 Oct 2024   AIC                             42.422
Time:                                   14:40:20   BIC                             45.247
Sample:                                        0   HQIC                            41.841
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4843      0.141     -3.433      0.001      -0.761      -0.208
ma.L1          1.2583      0.492      2.556      0.011       0.294       2.223
ar.S.L7       -0.2170      0.425     -0.511      0.609      -1.049       0.615
ma.S.L7       -1.0005   1322.682     -0.001      0.999   -2593.409    2591.408
sigma2         0.2605    344.490      0.001      0.999    -674.928     675.449
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.53   Prob(JB):                         0.56
Heteroskedasticity (H):               0.82   Skew:                            -0.70
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.71459059493121, Current Price: 118.99
BUY EXECUTED at 118.99
BUY ORDER COMPLETED at 119.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.633
Date:                           Wed, 09 Oct 2024   AIC                             41.267
Time:                                   14:40:20   BIC                             44.091
Sample:                                        0   HQIC                            40.686
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3713      0.844     -0.440      0.660      -2.026       1.284
ma.L1          0.6596      0.848      0.778      0.437      -1.002       2.321
ar.S.L7       -0.3071      0.509     -0.603      0.546      -1.305       0.691
ma.S.L7       -1.0000   1.63e+04  -6.15e-05      1.000   -3.19e+04    3.19e+04
sigma2         0.3920   6377.669   6.15e-05      1.000   -1.25e+04    1.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.38   Prob(JB):                         0.55
Heteroskedasticity (H):               0.31   Skew:                            -0.73
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.02212644854458, Current Price: 119.8
SELL EXECUTED at 119.8
SELL ORDER COMPLETED at 120.27
OPERATION PROFIT, GROSS 0.5899999999999892, NET 0.3500499999999892
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.278
Date:                           Wed, 09 Oct 2024   AIC                             44.556
Time:                                   14:40:20   BIC                             47.381
Sample:                                        0   HQIC                            43.975
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3146     13.776     -0.023      0.982     -27.314      26.685
ma.L1          0.3435     13.893      0.025      0.980     -26.887      27.574
ar.S.L7       -0.2216      0.439     -0.505      0.613      -1.081       0.638
ma.S.L7       -0.7226      1.926     -0.375      0.707      -4.497       3.052
sigma2         0.6467      0.907      0.713      0.476      -1.132       2.425
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.65   Prob(JB):                         0.52
Heteroskedasticity (H):               0.71   Skew:                            -0.78
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.92997337025754, Current Price: 120.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.754
Date:                           Wed, 09 Oct 2024   AIC                             43.509
Time:                                   14:40:20   BIC                             46.334
Sample:                                        0   HQIC                            42.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1157     78.766     -0.001      0.999    -154.493     154.262
ma.L1          0.1213     78.766      0.002      0.999    -154.258     154.500
ar.S.L7       -0.1575      0.441     -0.357      0.721      -1.023       0.708
ma.S.L7       -1.0001   2.02e+04  -4.95e-05      1.000   -3.96e+04    3.96e+04
sigma2         0.4643   9387.173   4.95e-05      1.000   -1.84e+04    1.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 2.04
Prob(Q):                              0.24   Prob(JB):                         0.36
Heteroskedasticity (H):               0.49   Skew:                            -0.97
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.40393083786263, Current Price: 119.34
BUY EXECUTED at 119.34
BUY ORDER COMPLETED at 118.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.945
Date:                           Wed, 09 Oct 2024   AIC                             41.889
Time:                                   14:40:20   BIC                             44.714
Sample:                                        0   HQIC                            41.309
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4574      0.258     -1.770      0.077      -0.964       0.049
ma.L1          0.5680      0.500      1.135      0.256      -0.413       1.549
ar.S.L7       -0.7515      0.622     -1.208      0.227      -1.971       0.468
ma.S.L7       -0.1166      0.646     -0.180      0.857      -1.383       1.150
sigma2         0.6705      0.515      1.302      0.193      -0.339       1.680
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.67   Prob(JB):                         0.67
Heteroskedasticity (H):               0.80   Skew:                            -0.07
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.6479776938158, Current Price: 118.52
SELL EXECUTED at 118.52
SELL ORDER COMPLETED at 118.62
OPERATION PROFIT, GROSS -0.0899999999999892, NET -0.3273299999999892
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.743
Date:                           Wed, 09 Oct 2024   AIC                             39.486
Time:                                   14:40:20   BIC                             42.311
Sample:                                        0   HQIC                            38.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3005      1.056     -0.285      0.776      -2.370       1.769
ma.L1          0.4847      0.912      0.532      0.595      -1.302       2.272
ar.S.L7       -0.4262      0.529     -0.806      0.420      -1.462       0.610
ma.S.L7       -0.7118      2.981     -0.239      0.811      -6.554       5.131
sigma2         0.4427      0.862      0.514      0.607      -1.247       2.132
===================================================================================
Ljung-Box (L1) (Q):                   2.04   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.15   Prob(JB):                         0.90
Heteroskedasticity (H):               2.26   Skew:                             0.06
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.48537020098347, Current Price: 118.35
BUY EXECUTED at 118.35
BUY ORDER COMPLETED at 118.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.697
Date:                           Wed, 09 Oct 2024   AIC                             39.394
Time:                                   14:40:20   BIC                             42.219
Sample:                                        0   HQIC                            38.814
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5261      1.204     -0.437      0.662      -2.886       1.834
ma.L1          0.4570      1.338      0.341      0.733      -2.166       3.080
ar.S.L7       -0.8187      0.323     -2.535      0.011      -1.452      -0.186
ma.S.L7        1.7228      4.772      0.361      0.718      -7.631      11.076
sigma2         0.1581      0.659      0.240      0.810      -1.133       1.449
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.67   Prob(JB):                         0.62
Heteroskedasticity (H):               1.81   Skew:                            -0.24
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.60975603819034, Current Price: 118.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.419
Date:                           Wed, 09 Oct 2024   AIC                             38.839
Time:                                   14:40:20   BIC                             41.664
Sample:                                        0   HQIC                            38.258
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2342     17.512     -0.013      0.989     -34.556      34.088
ma.L1          4.0434    287.496      0.014      0.989    -559.438     567.524
ar.S.L7       -0.7708      0.258     -2.986      0.003      -1.277      -0.265
ma.S.L7        1.0747     10.565      0.102      0.919     -19.633      21.782
sigma2         0.0183      2.582      0.007      0.994      -5.041       5.078
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.60   Prob(JB):                         0.74
Heteroskedasticity (H):               2.12   Skew:                            -0.10
Prob(H) (two-sided):                  0.49   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.24678163914288, Current Price: 118.1
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.836
Date:                           Wed, 09 Oct 2024   AIC                             37.673
Time:                                   14:40:20   BIC                             40.498
Sample:                                        0   HQIC                            37.092
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4618      1.027     -0.450      0.653      -2.475       1.552
ma.L1          0.3768      1.125      0.335      0.738      -1.829       2.583
ar.S.L7       -0.7069      0.174     -4.058      0.000      -1.048      -0.365
ma.S.L7        1.6450      3.800      0.433      0.665      -5.803       9.093
sigma2         0.1490      0.562      0.265      0.791      -0.953       1.251
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.84   Prob(JB):                         0.80
Heteroskedasticity (H):               1.88   Skew:                            -0.06
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.9164587431321, Current Price: 116.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.426
Date:                           Wed, 09 Oct 2024   AIC                             44.852
Time:                                   14:40:20   BIC                             47.677
Sample:                                        0   HQIC                            44.272
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4407      0.272     -1.622      0.105      -0.973       0.092
ma.L1          3.4081      7.181      0.475      0.635     -10.667      17.483
ar.S.L7       -0.7005      0.379     -1.846      0.065      -1.444       0.043
ma.S.L7       -0.4852      1.314     -0.369      0.712      -3.061       2.091
sigma2         0.0651      0.332      0.196      0.844      -0.585       0.715
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.94   Prob(JB):                         0.69
Heteroskedasticity (H):               3.84   Skew:                             0.11
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.63295727373442, Current Price: 115.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.675
Date:                           Wed, 09 Oct 2024   AIC                             45.351
Time:                                   14:40:20   BIC                             48.176
Sample:                                        0   HQIC                            44.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0783      1.437      0.054      0.957      -2.739       2.895
ma.L1          0.1279      1.359      0.094      0.925      -2.536       2.792
ar.S.L7    -7.487e-06      0.038     -0.000      1.000      -0.075       0.074
ma.S.L7       -1.0009    768.108     -0.001      0.999   -1506.464    1504.462
sigma2         0.6307    484.440      0.001      0.999    -948.854     950.115
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.43   Prob(JB):                         0.73
Heteroskedasticity (H):               1.57   Skew:                             0.39
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.19170381369186, Current Price: 112.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.125
Date:                           Wed, 09 Oct 2024   AIC                             46.251
Time:                                   14:40:20   BIC                             49.076
Sample:                                        0   HQIC                            45.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1253      0.244      4.613      0.000       0.647       1.603
ma.L1         -0.6810      0.406     -1.677      0.094      -1.477       0.115
ar.S.L7       -0.6324      0.274     -2.306      0.021      -1.170      -0.095
ma.S.L7        0.3519      0.596      0.591      0.555      -0.816       1.520
sigma2         0.8822      0.664      1.329      0.184      -0.419       2.183
===================================================================================
Ljung-Box (L1) (Q):                   5.20   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.02   Prob(JB):                         0.75
Heteroskedasticity (H):               1.12   Skew:                             0.23
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.28041340834402, Current Price: 112.15
SELL EXECUTED at 112.15
SELL ORDER COMPLETED at 112.12
OPERATION PROFIT, GROSS -6.060000000000002, NET -6.290300000000002
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.496
Date:                           Wed, 09 Oct 2024   AIC                             46.992
Time:                                   14:40:20   BIC                             49.817
Sample:                                        0   HQIC                            46.411
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9486      0.629      1.508      0.131      -0.284       2.181
ma.L1         -0.6318      0.997     -0.633      0.526      -2.587       1.323
ar.S.L7       -0.4844      0.673     -0.720      0.472      -1.803       0.834
ma.S.L7        0.2238      0.872      0.257      0.798      -1.486       1.934
sigma2         0.9722      0.612      1.589      0.112      -0.227       2.171
===================================================================================
Ljung-Box (L1) (Q):                   2.82   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.09   Prob(JB):                         0.91
Heteroskedasticity (H):               3.02   Skew:                             0.09
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.13381984982985, Current Price: 112.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.187
Date:                           Wed, 09 Oct 2024   AIC                             46.373
Time:                                   14:40:20   BIC                             49.198
Sample:                                        0   HQIC                            45.793
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9975      0.286      3.482      0.000       0.436       1.559
ma.L1         -1.0000   1.03e+04  -9.68e-05      1.000   -2.02e+04    2.02e+04
ar.S.L7       -0.1457      0.762     -0.191      0.848      -1.638       1.347
ma.S.L7       -0.4446      1.302     -0.342      0.733      -2.996       2.107
sigma2         0.7246   7485.142   9.68e-05      1.000   -1.47e+04    1.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.82   Prob(JB):                         0.74
Heteroskedasticity (H):               1.52   Skew:                            -0.18
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.21420166816478, Current Price: 109.79
BUY EXECUTED at 109.79
BUY ORDER COMPLETED at 109.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.987
Date:                           Wed, 09 Oct 2024   AIC                             47.973
Time:                                   14:40:20   BIC                             50.798
Sample:                                        0   HQIC                            47.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0466      0.226      4.625      0.000       0.603       1.490
ma.L1         -1.0000   2.08e+04  -4.81e-05      1.000   -4.07e+04    4.07e+04
ar.S.L7       -0.1585      1.072     -0.148      0.882      -2.260       1.943
ma.S.L7       -0.4568      1.965     -0.233      0.816      -4.308       3.394
sigma2         0.8143   1.69e+04   4.81e-05      1.000   -3.32e+04    3.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.65   Prob(JB):                         0.68
Heteroskedasticity (H):               2.39   Skew:                             0.03
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.43638817669996, Current Price: 109.88
SELL EXECUTED at 109.88
SELL ORDER COMPLETED at 110.78
OPERATION PROFIT, GROSS 0.8599999999999994, NET 0.6392999999999994
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.902
Date:                           Wed, 09 Oct 2024   AIC                             47.804
Time:                                   14:40:20   BIC                             50.629
Sample:                                        0   HQIC                            47.223
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9963      0.199      5.006      0.000       0.606       1.386
ma.L1         -1.0000   6418.223     -0.000      1.000   -1.26e+04    1.26e+04
ar.S.L7       -0.1392      0.913     -0.153      0.879      -1.928       1.649
ma.S.L7       -0.2183      1.010     -0.216      0.829      -2.197       1.760
sigma2         0.8838   5672.629      0.000      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.67   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.20   Prob(JB):                         0.61
Heteroskedasticity (H):               3.08   Skew:                            -0.13
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.13273368770754, Current Price: 112.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.792
Date:                           Wed, 09 Oct 2024   AIC                             55.584
Time:                                   14:40:20   BIC                             58.409
Sample:                                        0   HQIC                            55.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3259      0.547     -0.596      0.551      -1.398       0.746
ma.L1          1.0000   3120.430      0.000      1.000   -6114.931    6116.931
ar.S.L7       -0.7768      0.286     -2.718      0.007      -1.337      -0.217
ma.S.L7       -0.1354      0.765     -0.177      0.860      -1.635       1.364
sigma2         1.7563   5480.116      0.000      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.48   Prob(JB):                         0.72
Heteroskedasticity (H):               2.14   Skew:                             0.31
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.13447556955177, Current Price: 110.46
BUY EXECUTED at 110.46
BUY ORDER COMPLETED at 111.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.116
Date:                           Wed, 09 Oct 2024   AIC                             60.232
Time:                                   14:40:20   BIC                             63.057
Sample:                                        0   HQIC                            59.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4421      1.086     -0.407      0.684      -2.571       1.687
ma.L1          0.6833      1.100      0.621      0.534      -1.472       2.839
ar.S.L7       -0.5214      1.093     -0.477      0.633      -2.663       1.620
ma.S.L7       -0.0394      1.425     -0.028      0.978      -2.833       2.754
sigma2         2.7701      1.461      1.897      0.058      -0.093       5.633
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.34   Prob(JB):                         0.58
Heteroskedasticity (H):              10.55   Skew:                             0.69
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.08921804092557, Current Price: 112.04
SELL EXECUTED at 112.04
SELL ORDER COMPLETED at 112.05
OPERATION PROFIT, GROSS 0.9699999999999989, NET 0.7468699999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.846
Date:                           Wed, 09 Oct 2024   AIC                             61.691
Time:                                   14:40:20   BIC                             64.516
Sample:                                        0   HQIC                            61.111
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5097      0.388     -1.315      0.188      -1.269       0.250
ma.L1          0.4294      0.454      0.946      0.344      -0.460       1.319
ar.S.L7       -0.5416      1.255     -0.432      0.666      -3.002       1.918
ma.S.L7       -1.0025    728.323     -0.001      0.999   -1428.489    1426.484
sigma2         1.8208   1327.899      0.001      0.999   -2600.813    2604.455
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.20   Prob(JB):                         0.74
Heteroskedasticity (H):               2.80   Skew:                             0.52
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.38030204496927, Current Price: 111.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.362
Date:                           Wed, 09 Oct 2024   AIC                             60.724
Time:                                   14:40:20   BIC                             63.549
Sample:                                        0   HQIC                            60.144
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3512      5.237      0.067      0.947      -9.913      10.616
ma.L1         -0.3090      5.288     -0.058      0.953     -10.674      10.056
ar.S.L7       -0.6556      0.554     -1.183      0.237      -1.742       0.431
ma.S.L7       -1.0001   1.33e+04  -7.54e-05      1.000    -2.6e+04     2.6e+04
sigma2         1.7451   2.31e+04   7.54e-05      1.000   -4.54e+04    4.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.79   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.18   Prob(JB):                         0.85
Heteroskedasticity (H):               3.35   Skew:                             0.14
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.9302739647846, Current Price: 111.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.437
Date:                           Wed, 09 Oct 2024   AIC                             56.875
Time:                                   14:40:20   BIC                             59.699
Sample:                                        0   HQIC                            56.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8408      0.179      4.694      0.000       0.490       1.192
ma.L1         -1.0000   4663.179     -0.000      1.000   -9140.664    9138.664
ar.S.L7       -1.1817      0.620     -1.905      0.057      -2.397       0.034
ma.S.L7       -1.0007   1371.590     -0.001      0.999   -2689.267    2687.266
sigma2         1.0431   5522.916      0.000      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.08   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.30   Prob(JB):                         0.66
Heteroskedasticity (H):               1.19   Skew:                            -0.54
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.67638105819385, Current Price: 114.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.007
Date:                           Wed, 09 Oct 2024   AIC                             58.013
Time:                                   14:40:20   BIC                             60.838
Sample:                                        0   HQIC                            57.433
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8264      0.233      3.547      0.000       0.370       1.283
ma.L1         -1.0000   8867.278     -0.000      1.000   -1.74e+04    1.74e+04
ar.S.L7       -1.4232      0.699     -2.035      0.042      -2.794      -0.053
ma.S.L7       -1.0002   5929.687     -0.000      1.000   -1.16e+04    1.16e+04
sigma2         1.1391    1.5e+04   7.61e-05      1.000   -2.94e+04    2.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.69   Prob(JB):                         0.53
Heteroskedasticity (H):               0.35   Skew:                            -0.74
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.58803192473572, Current Price: 114.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.894
Date:                           Wed, 09 Oct 2024   AIC                             57.788
Time:                                   14:40:21   BIC                             60.613
Sample:                                        0   HQIC                            57.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7774      0.365      2.129      0.033       0.062       1.493
ma.L1         -1.0001   3536.049     -0.000      1.000   -6931.528    6929.528
ar.S.L7       -1.3404      0.813     -1.648      0.099      -2.935       0.254
ma.S.L7       -1.0005   1992.258     -0.001      1.000   -3905.754    3903.754
sigma2         1.1192   5078.046      0.000      1.000   -9951.668    9953.907
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.68
Prob(Q):                              0.55   Prob(JB):                         0.43
Heteroskedasticity (H):               0.40   Skew:                            -0.83
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.34208908613746, Current Price: 115.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.611
Date:                           Wed, 09 Oct 2024   AIC                             63.222
Time:                                   14:40:21   BIC                             66.046
Sample:                                        0   HQIC                            62.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6358      0.639      0.995      0.320      -0.616       1.888
ma.L1         -1.5454      1.350     -1.144      0.252      -4.192       1.102
ar.S.L7       -0.7914      0.570     -1.388      0.165      -1.909       0.326
ma.S.L7       -0.2766      0.718     -0.385      0.700      -1.684       1.131
sigma2         1.3941      2.601      0.536      0.592      -3.704       6.493
===================================================================================
Ljung-Box (L1) (Q):                   1.87   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.17   Prob(JB):                         0.72
Heteroskedasticity (H):               1.62   Skew:                            -0.06
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.16480872763948, Current Price: 113.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.276
Date:                           Wed, 09 Oct 2024   AIC                             60.552
Time:                                   14:40:21   BIC                             63.376
Sample:                                        0   HQIC                            59.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4890      0.390      1.253      0.210      -0.276       1.254
ma.L1         -1.7532      1.167     -1.502      0.133      -4.040       0.534
ar.S.L7       -0.8535      0.552     -1.545      0.122      -1.936       0.229
ma.S.L7       -0.4639      1.157     -0.401      0.688      -2.732       1.804
sigma2         0.8212      1.425      0.576      0.564      -1.971       3.614
===================================================================================
Ljung-Box (L1) (Q):                   1.89   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.17   Prob(JB):                         0.85
Heteroskedasticity (H):               3.07   Skew:                             0.08
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.87137405202952, Current Price: 114.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.919
Date:                           Wed, 09 Oct 2024   AIC                             61.838
Time:                                   14:40:21   BIC                             64.662
Sample:                                        0   HQIC                            61.257
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3662      2.276     -0.161      0.872      -4.828       4.096
ma.L1          0.0516      1.839      0.028      0.978      -3.554       3.657
ar.S.L7       -0.6247      0.738     -0.847      0.397      -2.071       0.822
ma.S.L7       -0.5881      2.161     -0.272      0.786      -4.824       3.648
sigma2         2.6945      3.463      0.778      0.437      -4.094       9.483
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.58   Prob(JB):                         0.86
Heteroskedasticity (H):               1.01   Skew:                            -0.05
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.3265487721225, Current Price: 115.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -48.618
Date:                           Wed, 09 Oct 2024   AIC                            107.235
Time:                                   14:40:21   BIC                            110.060
Sample:                                        0   HQIC                           106.654
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1682      0.562     -2.080      0.038      -2.269      -0.067
ma.L1          1.2392      0.849      1.459      0.145      -0.426       2.904
ar.S.L7        3.8755      2.501      1.550      0.121      -1.026       8.777
ma.S.L7       -0.6076      2.989     -0.203      0.839      -6.466       5.251
sigma2        87.8058    274.018      0.320      0.749    -449.259     624.870
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.98   Prob(JB):                         0.91
Heteroskedasticity (H):               1.57   Skew:                            -0.20
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.33396540654483, Current Price: 115.11
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.227
Date:                           Wed, 09 Oct 2024   AIC                             62.453
Time:                                   14:40:21   BIC                             65.278
Sample:                                        0   HQIC                            61.873
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3355      1.641     -0.204      0.838      -3.551       2.880
ma.L1          0.1257      1.827      0.069      0.945      -3.454       3.706
ar.S.L7       -0.7284      0.344     -2.117      0.034      -1.403      -0.054
ma.S.L7        0.0061      0.457      0.013      0.989      -0.889       0.902
sigma2         3.3100      1.691      1.957      0.050      -0.004       6.624
===================================================================================
Ljung-Box (L1) (Q):                   5.79   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.02   Prob(JB):                         0.89
Heteroskedasticity (H):               0.55   Skew:                             0.09
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.22141210036798, Current Price: 115.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.582
Date:                           Wed, 09 Oct 2024   AIC                             61.165
Time:                                   14:40:21   BIC                             63.990
Sample:                                        0   HQIC                            60.584
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5120      0.295     -1.733      0.083      -1.091       0.067
ma.L1          0.1891      0.493      0.383      0.702      -0.778       1.156
ar.S.L7       -0.8466      0.230     -3.677      0.000      -1.298      -0.395
ma.S.L7        1.0000   8.21e+04   1.22e-05      1.000   -1.61e+05    1.61e+05
sigma2         1.7150   1.41e+05   1.22e-05      1.000   -2.76e+05    2.76e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.36   Prob(JB):                         0.92
Heteroskedasticity (H):               0.59   Skew:                            -0.05
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.57423416940826, Current Price: 115.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.792
Date:                           Wed, 09 Oct 2024   AIC                             55.583
Time:                                   14:40:21   BIC                             58.408
Sample:                                        0   HQIC                            55.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3647      1.619     -0.225      0.822      -3.538       2.808
ma.L1          0.1453      1.762      0.082      0.934      -3.309       3.599
ar.S.L7       -0.7580      0.192     -3.945      0.000      -1.135      -0.381
ma.S.L7        1.0000    3.5e+04   2.86e-05      1.000   -6.86e+04    6.86e+04
sigma2         1.1749   4.11e+04   2.86e-05      1.000   -8.06e+04    8.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.54   Prob(JB):                         0.84
Heteroskedasticity (H):               0.30   Skew:                             0.39
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.7437852683366, Current Price: 112.11
BUY EXECUTED at 112.11
BUY ORDER COMPLETED at 113.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.949
Date:                           Wed, 09 Oct 2024   AIC                             63.897
Time:                                   14:40:21   BIC                             66.722
Sample:                                        0   HQIC                            63.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7310      0.303      2.414      0.016       0.138       1.324
ma.L1         -1.0000   1.79e+04   -5.6e-05      1.000    -3.5e+04     3.5e+04
ar.S.L7       -0.4079      0.526     -0.775      0.438      -1.439       0.623
ma.S.L7        0.0451      1.249      0.036      0.971      -2.403       2.493
sigma2         3.1757   5.67e+04    5.6e-05      1.000   -1.11e+05    1.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 3.64
Prob(Q):                              0.72   Prob(JB):                         0.16
Heteroskedasticity (H):               1.21   Skew:                            -0.85
Prob(H) (two-sided):                  0.86   Kurtosis:                         4.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.1169300690153, Current Price: 116.58
SELL EXECUTED at 116.58
SELL ORDER COMPLETED at 115.13
OPERATION PROFIT, GROSS 1.3299999999999983, NET 1.1010699999999982
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.273
Date:                           Wed, 09 Oct 2024   AIC                             68.546
Time:                                   14:40:21   BIC                             71.371
Sample:                                        0   HQIC                            67.966
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4623      2.121     -0.218      0.828      -4.620       3.696
ma.L1         -0.0217      1.845     -0.012      0.991      -3.638       3.594
ar.S.L7       -0.4255      0.304     -1.398      0.162      -1.022       0.171
ma.S.L7        0.3552      0.864      0.411      0.681      -1.337       2.048
sigma2         5.0219      2.849      1.763      0.078      -0.562      10.606
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.77   Prob(JB):                         0.61
Heteroskedasticity (H):               1.80   Skew:                            -0.60
Prob(H) (two-sided):                  0.58   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.22679090656524, Current Price: 115.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.021
Date:                           Wed, 09 Oct 2024   AIC                             68.043
Time:                                   14:40:21   BIC                             70.867
Sample:                                        0   HQIC                            67.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4695      1.177     -0.399      0.690      -2.776       1.836
ma.L1         -0.0583      1.077     -0.054      0.957      -2.168       2.052
ar.S.L7       -0.4012      0.271     -1.478      0.139      -0.933       0.131
ma.S.L7        0.2700      0.775      0.348      0.728      -1.249       1.789
sigma2         4.9585      2.695      1.840      0.066      -0.325      10.242
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.80   Prob(JB):                         0.69
Heteroskedasticity (H):               1.62   Skew:                            -0.48
Prob(H) (two-sided):                  0.65   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.8690132006875, Current Price: 116.33
BUY EXECUTED at 116.33
BUY ORDER COMPLETED at 116.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.108
Date:                           Wed, 09 Oct 2024   AIC                             68.216
Time:                                   14:40:21   BIC                             71.040
Sample:                                        0   HQIC                            67.635
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3685      3.171     -0.116      0.908      -6.584       5.847
ma.L1         -0.2289      3.054     -0.075      0.940      -6.214       5.757
ar.S.L7       -0.3090      0.570     -0.542      0.588      -1.426       0.808
ma.S.L7       -0.1010      1.927     -0.052      0.958      -3.878       3.676
sigma2         5.1356      2.282      2.251      0.024       0.664       9.607
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.74
Prob(Q):                              0.81   Prob(JB):                         0.42
Heteroskedasticity (H):               1.30   Skew:                            -0.61
Prob(H) (two-sided):                  0.81   Kurtosis:                         4.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.77536235880116, Current Price: 115.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.014
Date:                           Wed, 09 Oct 2024   AIC                             62.027
Time:                                   14:40:21   BIC                             64.852
Sample:                                        0   HQIC                            61.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0362      0.505      0.072      0.943      -0.954       1.026
ma.L1         -1.0000   3.19e+04  -3.13e-05      1.000   -6.26e+04    6.26e+04
ar.S.L7       -0.1115      0.238     -0.468      0.640      -0.579       0.356
ma.S.L7       -0.3463      1.298     -0.267      0.790      -2.891       2.198
sigma2         2.6143   8.35e+04   3.13e-05      1.000   -1.64e+05    1.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                11.29
Prob(Q):                              0.36   Prob(JB):                         0.00
Heteroskedasticity (H):               0.67   Skew:                            -1.68
Prob(H) (two-sided):                  0.70   Kurtosis:                         6.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.74459873696625, Current Price: 114.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.807
Date:                           Wed, 09 Oct 2024   AIC                             61.615
Time:                                   14:40:21   BIC                             64.439
Sample:                                        0   HQIC                            61.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2888      2.233     -0.129      0.897      -4.665       4.087
ma.L1         -0.6566      1.888     -0.348      0.728      -4.356       3.043
ar.S.L7       -0.1620      0.489     -0.331      0.740      -1.120       0.796
ma.S.L7       -0.0815      1.125     -0.072      0.942      -2.286       2.123
sigma2         3.0638      1.282      2.390      0.017       0.551       5.576
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 7.28
Prob(Q):                              0.98   Prob(JB):                         0.03
Heteroskedasticity (H):               1.30   Skew:                            -1.53
Prob(H) (two-sided):                  0.81   Kurtosis:                         5.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.3038438130518, Current Price: 115.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.299
Date:                           Wed, 09 Oct 2024   AIC                             58.597
Time:                                   14:40:21   BIC                             61.422
Sample:                                        0   HQIC                            58.016
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3512      1.833     -0.192      0.848      -3.943       3.241
ma.L1         -0.5868      1.397     -0.420      0.675      -3.326       2.152
ar.S.L7       -0.1484      0.205     -0.724      0.469      -0.550       0.253
ma.S.L7        1.0000   9.86e+04   1.01e-05      1.000   -1.93e+05    1.93e+05
sigma2         1.4800   1.46e+05   1.01e-05      1.000   -2.86e+05    2.86e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 3.01
Prob(Q):                              0.70   Prob(JB):                         0.22
Heteroskedasticity (H):               1.10   Skew:                            -1.02
Prob(H) (two-sided):                  0.93   Kurtosis:                         4.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.24474994995118, Current Price: 118.19
SELL EXECUTED at 118.19
SELL ORDER COMPLETED at 118.15
OPERATION PROFIT, GROSS 2.1400000000000006, NET 1.9058400000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.753
Date:                           Wed, 09 Oct 2024   AIC                             63.507
Time:                                   14:40:21   BIC                             66.331
Sample:                                        0   HQIC                            62.926
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1960      0.733     -0.267      0.789      -1.633       1.242
ma.L1         -1.0000   1.29e+05  -7.76e-06      1.000   -2.53e+05    2.53e+05
ar.S.L7       -0.3036      0.316     -0.961      0.336      -0.923       0.315
ma.S.L7       -0.5515      1.101     -0.501      0.617      -2.710       1.607
sigma2         2.6345    3.4e+05   7.76e-06      1.000   -6.66e+05    6.66e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 7.18
Prob(Q):                              0.94   Prob(JB):                         0.03
Heteroskedasticity (H):               1.45   Skew:                            -1.59
Prob(H) (two-sided):                  0.73   Kurtosis:                         4.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.22044660136336, Current Price: 117.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.837
Date:                           Wed, 09 Oct 2024   AIC                             63.673
Time:                                   14:40:21   BIC                             66.498
Sample:                                        0   HQIC                            63.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1757      0.482     -0.365      0.715      -1.120       0.768
ma.L1         -1.0000   1.35e+04  -7.39e-05      1.000   -2.65e+04    2.65e+04
ar.S.L7       -0.3823      0.538     -0.711      0.477      -1.436       0.671
ma.S.L7       -0.2856      0.613     -0.466      0.642      -1.488       0.917
sigma2         3.0059   4.07e+04   7.39e-05      1.000   -7.97e+04    7.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 5.82
Prob(Q):                              0.79   Prob(JB):                         0.05
Heteroskedasticity (H):               2.18   Skew:                            -1.48
Prob(H) (two-sided):                  0.47   Kurtosis:                         4.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.03518631990237, Current Price: 117.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.473
Date:                           Wed, 09 Oct 2024   AIC                             58.947
Time:                                   14:40:21   BIC                             61.772
Sample:                                        0   HQIC                            58.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2962      0.569     -0.520      0.603      -1.412       0.819
ma.L1         -1.0000   1.09e+04   -9.2e-05      1.000   -2.13e+04    2.13e+04
ar.S.L7       -0.5879      0.339     -1.734      0.083      -1.253       0.077
ma.S.L7       -1.0001   1.53e+04  -6.54e-05      1.000      -3e+04       3e+04
sigma2         1.2775   2.71e+04   4.72e-05      1.000   -5.31e+04    5.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.91
Prob(Q):                              0.98   Prob(JB):                         0.23
Heteroskedasticity (H):               0.32   Skew:                            -1.15
Prob(H) (two-sided):                  0.29   Kurtosis:                         3.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.51532060148782, Current Price: 117.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.199
Date:                           Wed, 09 Oct 2024   AIC                             60.399
Time:                                   14:40:21   BIC                             63.224
Sample:                                        0   HQIC                            59.818
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2744      0.533     -0.515      0.607      -1.319       0.770
ma.L1         -1.0000   2.23e+04  -4.49e-05      1.000   -4.37e+04    4.37e+04
ar.S.L7       -0.5413      2.005     -0.270      0.787      -4.471       3.389
ma.S.L7       -1.0001   1.25e+04  -8.02e-05      1.000   -2.44e+04    2.44e+04
sigma2         1.4287   3.28e+04   4.36e-05      1.000   -6.42e+04    6.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 3.69
Prob(Q):                              0.66   Prob(JB):                         0.16
Heteroskedasticity (H):               0.19   Skew:                            -1.23
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.57973265863316, Current Price: 114.39
BUY EXECUTED at 114.39
BUY ORDER COMPLETED at 116.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.140
Date:                           Wed, 09 Oct 2024   AIC                             64.281
Time:                                   14:40:21   BIC                             67.105
Sample:                                        0   HQIC                            63.700
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2593      0.686     -0.378      0.705      -1.603       1.084
ma.L1         -1.0000   1.42e+04  -7.02e-05      1.000   -2.79e+04    2.79e+04
ar.S.L7       -0.4691      0.817     -0.574      0.566      -2.071       1.133
ma.S.L7       -1.0001   1.36e+04  -7.33e-05      1.000   -2.68e+04    2.67e+04
sigma2         1.9267   3.63e+04    5.3e-05      1.000   -7.12e+04    7.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.77   Prob(JB):                         0.45
Heteroskedasticity (H):               0.72   Skew:                            -0.84
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.1243529539837, Current Price: 114.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.623
Date:                           Wed, 09 Oct 2024   AIC                             65.246
Time:                                   14:40:21   BIC                             68.071
Sample:                                        0   HQIC                            64.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0262      0.509      0.051      0.959      -0.971       1.023
ma.L1         -1.0000   1.29e+04  -7.73e-05      1.000   -2.54e+04    2.54e+04
ar.S.L7       -0.1380      0.376     -0.367      0.714      -0.875       0.599
ma.S.L7       -1.0003   3024.136     -0.000      1.000   -5928.199    5926.198
sigma2         2.0896   2.38e+04   8.77e-05      1.000   -4.67e+04    4.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.99   Prob(JB):                         0.75
Heteroskedasticity (H):               0.66   Skew:                            -0.26
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.89157171690472, Current Price: 114.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.163
Date:                           Wed, 09 Oct 2024   AIC                             62.325
Time:                                   14:40:21   BIC                             65.150
Sample:                                        0   HQIC                            61.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1446      0.858     -0.168      0.866      -1.827       1.537
ma.L1         -0.4108      0.905     -0.454      0.650      -2.184       1.362
ar.S.L7       -0.3136      0.382     -0.820      0.412      -1.063       0.436
ma.S.L7       -1.0000   1.81e+04  -5.53e-05      1.000   -3.54e+04    3.54e+04
sigma2         1.9731   3.57e+04   5.53e-05      1.000   -6.99e+04    6.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.72   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.19   Prob(JB):                         0.91
Heteroskedasticity (H):               1.57   Skew:                             0.19
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.21610754684177, Current Price: 115.15
SELL EXECUTED at 115.15
SELL ORDER COMPLETED at 115.06
OPERATION PROFIT, GROSS -1.2199999999999989, NET -1.451339999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.410
Date:                           Wed, 09 Oct 2024   AIC                             56.819
Time:                                   14:40:21   BIC                             59.644
Sample:                                        0   HQIC                            56.239
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4036      0.852      0.474      0.636      -1.266       2.073
ma.L1         -0.7713      0.868     -0.889      0.374      -2.472       0.929
ar.S.L7       -0.2692      0.337     -0.800      0.424      -0.929       0.391
ma.S.L7       -1.0001   7037.830     -0.000      1.000   -1.38e+04    1.38e+04
sigma2         1.2642   8897.721      0.000      1.000   -1.74e+04    1.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.49   Prob(JB):                         0.90
Heteroskedasticity (H):               1.96   Skew:                            -0.13
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.32106170376689, Current Price: 114.77
BUY EXECUTED at 114.77
BUY ORDER COMPLETED at 114.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.904
Date:                           Wed, 09 Oct 2024   AIC                             59.808
Time:                                   14:40:21   BIC                             62.633
Sample:                                        0   HQIC                            59.228
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2873      1.315      0.219      0.827      -2.289       2.864
ma.L1         -0.6819      1.023     -0.667      0.505      -2.686       1.322
ar.S.L7       -0.2637      0.313     -0.843      0.399      -0.877       0.349
ma.S.L7       -1.0001   6051.855     -0.000      1.000   -1.19e+04    1.19e+04
sigma2         1.6105   9746.636      0.000      1.000   -1.91e+04    1.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.42   Prob(JB):                         0.92
Heteroskedasticity (H):               1.27   Skew:                             0.27
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.25982993317005, Current Price: 112.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.469
Date:                           Wed, 09 Oct 2024   AIC                             62.939
Time:                                   14:40:21   BIC                             65.763
Sample:                                        0   HQIC                            62.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2706      2.109      0.128      0.898      -3.863       4.405
ma.L1         -0.5144      1.895     -0.271      0.786      -4.228       3.199
ar.S.L7       -0.5604      0.394     -1.423      0.155      -1.332       0.211
ma.S.L7        0.1651      1.228      0.134      0.893      -2.241       2.571
sigma2         3.3986      2.597      1.309      0.191      -1.691       8.488
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.69   Prob(JB):                         0.79
Heteroskedasticity (H):               0.59   Skew:                             0.43
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.50192130683637, Current Price: 112.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.479
Date:                           Wed, 09 Oct 2024   AIC                             62.958
Time:                                   14:40:21   BIC                             65.783
Sample:                                        0   HQIC                            62.378
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3110      1.963      0.158      0.874      -3.537       4.159
ma.L1         -0.5165      1.777     -0.291      0.771      -3.999       2.966
ar.S.L7       -0.5502      0.224     -2.453      0.014      -0.990      -0.111
ma.S.L7        0.2071      0.931      0.222      0.824      -1.617       2.032
sigma2         3.3827      2.432      1.391      0.164      -1.384       8.149
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.75   Prob(JB):                         0.68
Heteroskedasticity (H):               0.46   Skew:                             0.59
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.87860233805624, Current Price: 112.77
SELL EXECUTED at 112.77
SELL ORDER COMPLETED at 114.82
OPERATION PROFIT, GROSS 0.009999999999990905, NET -0.2196300000000091
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.121
Date:                           Wed, 09 Oct 2024   AIC                             60.243
Time:                                   14:40:21   BIC                             63.067
Sample:                                        0   HQIC                            59.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3104      1.281      0.242      0.809      -2.201       2.822
ma.L1         -0.5698      1.036     -0.550      0.582      -2.600       1.461
ar.S.L7       -0.6518      0.257     -2.540      0.011      -1.155      -0.149
ma.S.L7        0.1265      0.674      0.188      0.851      -1.195       1.448
sigma2         2.7750      1.507      1.842      0.066      -0.178       5.728
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.93   Prob(JB):                         0.84
Heteroskedasticity (H):               1.72   Skew:                             0.12
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.01611259800417, Current Price: 114.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.310
Date:                           Wed, 09 Oct 2024   AIC                             62.621
Time:                                   14:40:21   BIC                             65.445
Sample:                                        0   HQIC                            62.040
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3693      1.796      0.206      0.837      -3.151       3.890
ma.L1         -0.4557      1.907     -0.239      0.811      -4.194       3.283
ar.S.L7       -0.6049      0.192     -3.154      0.002      -0.981      -0.229
ma.S.L7        0.2182      0.583      0.374      0.708      -0.925       1.362
sigma2         3.2947      2.273      1.450      0.147      -1.160       7.749
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.92   Prob(JB):                         0.67
Heteroskedasticity (H):               1.10   Skew:                             0.21
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.80209961603781, Current Price: 113.67
BUY EXECUTED at 113.67
BUY ORDER COMPLETED at 114.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.413
Date:                           Wed, 09 Oct 2024   AIC                             58.827
Time:                                   14:40:21   BIC                             61.652
Sample:                                        0   HQIC                            58.246
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3670      0.815      0.450      0.652      -1.230       1.964
ma.L1         -0.5796      0.746     -0.777      0.437      -2.042       0.883
ar.S.L7       -0.4525      0.333     -1.358      0.174      -1.105       0.200
ma.S.L7        0.0904      0.641      0.141      0.888      -1.166       1.347
sigma2         2.5024      1.694      1.477      0.140      -0.818       5.822
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.61   Prob(JB):                         0.70
Heteroskedasticity (H):               0.97   Skew:                             0.52
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.20347965473871, Current Price: 115.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.476
Date:                           Wed, 09 Oct 2024   AIC                             56.952
Time:                                   14:40:22   BIC                             59.777
Sample:                                        0   HQIC                            56.372
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2057      2.511      0.082      0.935      -4.715       5.127
ma.L1         -0.0875      2.469     -0.035      0.972      -4.927       4.752
ar.S.L7       -0.4271      0.301     -1.419      0.156      -1.017       0.163
ma.S.L7        0.3272      0.769      0.426      0.670      -1.180       1.834
sigma2         2.0732      1.330      1.559      0.119      -0.533       4.680
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.86   Prob(JB):                         0.69
Heteroskedasticity (H):               1.25   Skew:                             0.46
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.40029159135918, Current Price: 113.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.904
Date:                           Wed, 09 Oct 2024   AIC                             55.807
Time:                                   14:40:22   BIC                             58.632
Sample:                                        0   HQIC                            55.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7235      0.396     -1.828      0.068      -1.499       0.052
ma.L1          1.0016     31.495      0.032      0.975     -60.728      62.731
ar.S.L7    -2.804e-05      0.196     -0.000      1.000      -0.383       0.383
ma.S.L7       -4.1185      6.764     -0.609      0.543     -17.376       9.139
sigma2         0.1105      3.443      0.032      0.974      -6.638       6.859
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.64   Prob(JB):                         0.67
Heteroskedasticity (H):               0.63   Skew:                             0.47
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.13235619593996, Current Price: 114.08
SELL EXECUTED at 114.08
SELL ORDER COMPLETED at 114.78
OPERATION PROFIT, GROSS -0.20999999999999375, NET -0.4397699999999938
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.614
Date:                           Wed, 09 Oct 2024   AIC                             57.229
Time:                                   14:40:22   BIC                             60.053
Sample:                                        0   HQIC                            56.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6063      0.399      1.520      0.129      -0.176       1.388
ma.L1         -1.0002    633.866     -0.002      0.999   -1243.355    1241.354
ar.S.L7       -0.3656      0.344     -1.063      0.288      -1.040       0.308
ma.S.L7       -7.6286     33.212     -0.230      0.818     -72.724      57.466
sigma2         0.0319     20.281      0.002      0.999     -39.717      39.781
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.59   Prob(JB):                         0.61
Heteroskedasticity (H):               0.63   Skew:                             0.31
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.80398077459354, Current Price: 115.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.212
Date:                           Wed, 09 Oct 2024   AIC                             56.424
Time:                                   14:40:22   BIC                             59.249
Sample:                                        0   HQIC                            55.844
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3650      1.245      0.293      0.769      -2.075       2.805
ma.L1         -0.6903      1.176     -0.587      0.557      -2.995       1.614
ar.S.L7       -0.2611      0.295     -0.885      0.376      -0.839       0.317
ma.S.L7       -1.0005   1603.998     -0.001      1.000   -3144.778    3142.777
sigma2         1.2415   1991.747      0.001      1.000   -3902.510    3904.993
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.82   Prob(JB):                         0.59
Heteroskedasticity (H):               1.34   Skew:                             0.63
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.83014235899032, Current Price: 117.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.923
Date:                           Wed, 09 Oct 2024   AIC                             55.845
Time:                                   14:40:22   BIC                             58.670
Sample:                                        0   HQIC                            55.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5652      0.482      1.174      0.241      -0.379       1.509
ma.L1         -0.2508      0.579     -0.433      0.665      -1.386       0.884
ar.S.L7       -0.3520      0.166     -2.127      0.033      -0.676      -0.028
ma.S.L7        1.0002   4973.995      0.000      1.000   -9747.851    9749.852
sigma2         1.1504   5723.210      0.000      1.000   -1.12e+04    1.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.81   Prob(JB):                         0.61
Heteroskedasticity (H):               1.69   Skew:                             0.66
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.62470818994778, Current Price: 116.43
BUY EXECUTED at 116.43
BUY ORDER COMPLETED at 116.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.454
Date:                           Wed, 09 Oct 2024   AIC                             58.908
Time:                                   14:40:22   BIC                             61.733
Sample:                                        0   HQIC                            58.328
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0714      1.951      0.037      0.971      -3.753       3.895
ma.L1          0.1427      1.840      0.078      0.938      -3.464       3.750
ar.S.L7       -0.2374      0.236     -1.005      0.315      -0.701       0.226
ma.S.L7        0.2642      0.801      0.330      0.741      -1.305       1.834
sigma2         2.4494      1.680      1.458      0.145      -0.842       5.741
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.91   Prob(JB):                         0.90
Heteroskedasticity (H):               5.68   Skew:                            -0.21
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.59892971188336, Current Price: 115.94
SELL EXECUTED at 115.94
SELL ORDER COMPLETED at 116.51
OPERATION PROFIT, GROSS 0.060000000000002274, NET -0.17295999999999773
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.760
Date:                           Wed, 09 Oct 2024   AIC                             59.520
Time:                                   14:40:22   BIC                             62.345
Sample:                                        0   HQIC                            58.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0307      4.260      0.007      0.994      -8.319       8.381
ma.L1          0.0588      4.266      0.014      0.989      -8.303       8.421
ar.S.L7       -0.1793      0.360     -0.498      0.619      -0.885       0.527
ma.S.L7       -0.1195      0.529     -0.226      0.821      -1.156       0.917
sigma2         2.6269      2.158      1.218      0.223      -1.602       6.856
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.82   Prob(JB):                         0.60
Heteroskedasticity (H):               1.23   Skew:                            -0.17
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.36988377085106, Current Price: 117.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.357
Date:                           Wed, 09 Oct 2024   AIC                             58.715
Time:                                   14:40:22   BIC                             61.539
Sample:                                        0   HQIC                            58.134
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0136      4.243     -0.003      0.997      -8.330       8.302
ma.L1          0.1128      4.168      0.027      0.978      -8.056       8.281
ar.S.L7       -0.3311      0.311     -1.065      0.287      -0.940       0.278
ma.S.L7       -0.1120      0.598     -0.187      0.851      -1.283       1.059
sigma2         2.4707      1.741      1.419      0.156      -0.941       5.883
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.54   Prob(JB):                         0.59
Heteroskedasticity (H):               1.08   Skew:                            -0.19
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.21131487641735, Current Price: 118.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.518
Date:                           Wed, 09 Oct 2024   AIC                             61.035
Time:                                   14:40:22   BIC                             63.860
Sample:                                        0   HQIC                            60.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8524      0.489      1.742      0.082      -0.107       1.812
ma.L1         -1.0000   2.03e+04  -4.93e-05      1.000   -3.98e+04    3.98e+04
ar.S.L7        0.0484      0.687      0.070      0.944      -1.299       1.395
ma.S.L7       -1.0001   6421.731     -0.000      1.000   -1.26e+04    1.26e+04
sigma2         1.4383   2.89e+04   4.98e-05      1.000   -5.66e+04    5.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.65   Prob(JB):                         0.70
Heteroskedasticity (H):               0.83   Skew:                            -0.54
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.43009337242927, Current Price: 118.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.568
Date:                           Wed, 09 Oct 2024   AIC                             59.135
Time:                                   14:40:22   BIC                             61.960
Sample:                                        0   HQIC                            58.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0622      2.811      0.022      0.982      -5.448       5.572
ma.L1          0.1005      2.868      0.035      0.972      -5.520       5.721
ar.S.L7       -0.3353      0.421     -0.796      0.426      -1.161       0.490
ma.S.L7       -0.6680      2.103     -0.318      0.751      -4.790       3.454
sigma2         2.0675      2.621      0.789      0.430      -3.069       7.204
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.54   Prob(JB):                         0.76
Heteroskedasticity (H):               0.47   Skew:                            -0.21
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.48444014051412, Current Price: 117.97
BUY EXECUTED at 117.97
BUY ORDER COMPLETED at 120.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.953
Date:                           Wed, 09 Oct 2024   AIC                             55.905
Time:                                   14:40:22   BIC                             58.730
Sample:                                        0   HQIC                            55.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7138      0.275      2.596      0.009       0.175       1.253
ma.L1         -1.0000   9471.698     -0.000      1.000   -1.86e+04    1.86e+04
ar.S.L7       -0.1962      0.527     -0.372      0.710      -1.229       0.836
ma.S.L7       -0.7189      2.843     -0.253      0.800      -6.292       4.854
sigma2         1.2553   1.19e+04      0.000      1.000   -2.33e+04    2.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.47   Prob(JB):                         0.67
Heteroskedasticity (H):               1.33   Skew:                             0.09
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.5310430954342, Current Price: 120.94
SELL EXECUTED at 120.94
SELL ORDER COMPLETED at 121.73
OPERATION PROFIT, GROSS 1.3200000000000074, NET 1.0778600000000074
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.084
Date:                           Wed, 09 Oct 2024   AIC                             58.168
Time:                                   14:40:22   BIC                             60.993
Sample:                                        0   HQIC                            57.587
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1363      2.649      0.051      0.959      -5.055       5.328
ma.L1         -2.5129     15.487     -0.162      0.871     -32.866      27.840
ar.S.L7       -0.2585      0.766     -0.337      0.736      -1.760       1.243
ma.S.L7       -0.0162      0.994     -0.016      0.987      -1.965       1.932
sigma2         0.3769      4.725      0.080      0.936      -8.884       9.638
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.62   Prob(JB):                         0.62
Heteroskedasticity (H):               2.19   Skew:                             0.04
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.5896948659253, Current Price: 122.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.727
Date:                           Wed, 09 Oct 2024   AIC                             57.454
Time:                                   14:40:22   BIC                             60.279
Sample:                                        0   HQIC                            56.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9087      0.487      1.866      0.062      -0.046       1.863
ma.L1         -1.0000   2.12e+04  -4.72e-05      1.000   -4.15e+04    4.15e+04
ar.S.L7       -0.1859      0.615     -0.302      0.762      -1.391       1.019
ma.S.L7       -1.0010   1437.234     -0.001      0.999   -2817.929    2815.927
sigma2         1.0906    2.3e+04   4.75e-05      1.000    -4.5e+04     4.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.36   Prob(JB):                         0.83
Heteroskedasticity (H):               1.27   Skew:                            -0.13
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.33916012326239, Current Price: 124.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.980
Date:                           Wed, 09 Oct 2024   AIC                             59.961
Time:                                   14:40:22   BIC                             62.785
Sample:                                        0   HQIC                            59.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9580      0.495      1.934      0.053      -0.013       1.929
ma.L1         -1.0000   8929.932     -0.000      1.000   -1.75e+04    1.75e+04
ar.S.L7       -0.1167      0.728     -0.160      0.873      -1.544       1.311
ma.S.L7       -1.0001    1.4e+04  -7.14e-05      1.000   -2.75e+04    2.75e+04
sigma2         1.3230   2.01e+04   6.58e-05      1.000   -3.94e+04    3.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.39   Prob(JB):                         0.71
Heteroskedasticity (H):               1.16   Skew:                            -0.49
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.42579139607511, Current Price: 124.23
BUY EXECUTED at 124.23
BUY ORDER COMPLETED at 125.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.330
Date:                           Wed, 09 Oct 2024   AIC                             60.660
Time:                                   14:40:22   BIC                             63.485
Sample:                                        0   HQIC                            60.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7949      0.539      1.476      0.140      -0.261       1.850
ma.L1         -1.0000   1.53e+04  -6.52e-05      1.000      -3e+04       3e+04
ar.S.L7       -0.0695      0.736     -0.094      0.925      -1.513       1.374
ma.S.L7       -1.6880      6.284     -0.269      0.788     -14.004      10.628
sigma2         0.6993   1.07e+04   6.52e-05      1.000    -2.1e+04     2.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.39   Prob(JB):                         0.65
Heteroskedasticity (H):               1.04   Skew:                            -0.47
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.23895562811697, Current Price: 125.23
SELL EXECUTED at 125.23
SELL ORDER COMPLETED at 124.43
OPERATION PROFIT, GROSS -0.6399999999999864, NET -0.8894999999999864
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.851
Date:                           Wed, 09 Oct 2024   AIC                             57.702
Time:                                   14:40:22   BIC                             60.527
Sample:                                        0   HQIC                            57.121
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7097      0.630      1.126      0.260      -0.526       1.945
ma.L1         -1.0000   7953.288     -0.000      1.000   -1.56e+04    1.56e+04
ar.S.L7        0.1077      0.553      0.195      0.846      -0.976       1.192
ma.S.L7       -1.0001   1.47e+04  -6.81e-05      1.000   -2.88e+04    2.88e+04
sigma2         1.1130   1.35e+04   8.25e-05      1.000   -2.64e+04    2.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.44   Prob(JB):                         0.78
Heteroskedasticity (H):               1.19   Skew:                            -0.43
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.70134651544643, Current Price: 124.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.271
Date:                           Wed, 09 Oct 2024   AIC                             58.542
Time:                                   14:40:22   BIC                             61.367
Sample:                                        0   HQIC                            57.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5536      0.277      1.998      0.046       0.010       1.097
ma.L1         -1.5553      0.882     -1.763      0.078      -3.284       0.173
ar.S.L7       -0.4061      0.483     -0.841      0.400      -1.352       0.540
ma.S.L7        0.1988      0.772      0.258      0.797      -1.313       1.711
sigma2         0.9814      1.556      0.631      0.528      -2.069       4.032
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.48   Prob(JB):                         0.70
Heteroskedasticity (H):               1.03   Skew:                            -0.19
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.55526775086871, Current Price: 122.99
BUY EXECUTED at 122.99
BUY ORDER COMPLETED at 123.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.192
Date:                           Wed, 09 Oct 2024   AIC                             56.383
Time:                                   14:40:22   BIC                             59.208
Sample:                                        0   HQIC                            55.802
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3085      2.900      0.106      0.915      -5.375       5.992
ma.L1         -2.4862     16.697     -0.149      0.882     -35.213      30.240
ar.S.L7       -0.5967      0.300     -1.987      0.047      -1.185      -0.008
ma.S.L7        1.0085     74.960      0.013      0.989    -145.909     147.926
sigma2         0.2005     16.967      0.012      0.991     -33.054      33.455
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.82   Prob(JB):                         0.65
Heteroskedasticity (H):               0.94   Skew:                             0.16
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.68985933860543, Current Price: 124.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.398
Date:                           Wed, 09 Oct 2024   AIC                             54.795
Time:                                   14:40:22   BIC                             57.620
Sample:                                        0   HQIC                            54.215
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3033      2.368      0.128      0.898      -4.338       4.945
ma.L1         -7.8401    156.017     -0.050      0.960    -313.628     297.948
ar.S.L7       -0.5369      0.222     -2.420      0.016      -0.972      -0.102
ma.S.L7        0.9954    145.007      0.007      0.995    -283.214     285.205
sigma2         0.0181      2.879      0.006      0.995      -5.626       5.662
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.74   Prob(JB):                         0.62
Heteroskedasticity (H):               1.13   Skew:                             0.06
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.68448464482931, Current Price: 123.42
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.380
Date:                           Wed, 09 Oct 2024   AIC                             56.759
Time:                                   14:40:22   BIC                             59.584
Sample:                                        0   HQIC                            56.179
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5870      0.502      1.170      0.242      -0.396       1.570
ma.L1         -4.4422     15.204     -0.292      0.770     -34.242      25.357
ar.S.L7       -0.4882      0.317     -1.538      0.124      -1.110       0.134
ma.S.L7        1.3776      4.764      0.289      0.772      -7.959      10.714
sigma2         0.0427      0.321      0.133      0.894      -0.587       0.672
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.69   Prob(JB):                         0.75
Heteroskedasticity (H):               0.88   Skew:                             0.35
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.15873296364963, Current Price: 120.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.417
Date:                           Wed, 09 Oct 2024   AIC                             60.834
Time:                                   14:40:22   BIC                             63.659
Sample:                                        0   HQIC                            60.254
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2979      1.694     -0.176      0.860      -3.618       3.023
ma.L1          0.1615      2.066      0.078      0.938      -3.889       4.212
ar.S.L7       -0.4982      0.594     -0.838      0.402      -1.663       0.667
ma.S.L7       -1.0003   1846.673     -0.001      1.000   -3620.414    3618.413
sigma2         1.7594   3249.465      0.001      1.000   -6367.075    6370.594
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.65
Prob(Q):                              1.00   Prob(JB):                         0.72
Heteroskedasticity (H):               1.28   Skew:                            -0.07
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.49853584014535, Current Price: 123.45
SELL EXECUTED at 123.45
SELL ORDER COMPLETED at 121.84
OPERATION PROFIT, GROSS -1.7199999999999989, NET -1.965399999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.614
Date:                           Wed, 09 Oct 2024   AIC                             59.229
Time:                                   14:40:22   BIC                             62.053
Sample:                                        0   HQIC                            58.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1918      1.612     -0.119      0.905      -3.352       2.968
ma.L1          0.0114      1.717      0.007      0.995      -3.355       3.377
ar.S.L7       -0.5090      0.523     -0.974      0.330      -1.533       0.515
ma.S.L7       -1.0001   6123.664     -0.000      1.000    -1.2e+04     1.2e+04
sigma2         1.5554   9525.421      0.000      1.000   -1.87e+04    1.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.83   Prob(JB):                         0.73
Heteroskedasticity (H):               1.01   Skew:                            -0.19
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.84461216594279, Current Price: 122.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.095
Date:                           Wed, 09 Oct 2024   AIC                             58.190
Time:                                   14:40:23   BIC                             61.015
Sample:                                        0   HQIC                            57.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4888      0.254     -1.928      0.054      -0.986       0.008
ma.L1         10.9420     73.349      0.149      0.881    -132.820     154.704
ar.S.L7       -0.7397      0.513     -1.442      0.149      -1.745       0.265
ma.S.L7       -0.9934    133.366     -0.007      0.994    -262.386     260.399
sigma2         0.0116      1.543      0.008      0.994      -3.012       3.036
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.85   Prob(JB):                         0.73
Heteroskedasticity (H):               0.34   Skew:                            -0.53
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.44922606002062, Current Price: 121.05
BUY EXECUTED at 121.05
BUY ORDER COMPLETED at 121.63
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.140
Date:                           Wed, 09 Oct 2024   AIC                             56.280
Time:                                   14:40:23   BIC                             59.105
Sample:                                        0   HQIC                            55.699
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8592      0.109     -7.904      0.000      -1.072      -0.646
ma.L1          1.0000   9961.155      0.000      1.000   -1.95e+04    1.95e+04
ar.S.L7       -0.8290      0.462     -1.795      0.073      -1.734       0.076
ma.S.L7       -1.2534      4.033     -0.311      0.756      -9.158       6.651
sigma2         0.8423   8389.258      0.000      1.000   -1.64e+04    1.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.94   Prob(JB):                         0.56
Heteroskedasticity (H):               1.38   Skew:                            -0.15
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.22188135878528, Current Price: 121.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.530
Date:                           Wed, 09 Oct 2024   AIC                             53.061
Time:                                   14:40:23   BIC                             55.885
Sample:                                        0   HQIC                            52.480
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8034      0.080    -10.026      0.000      -0.960      -0.646
ma.L1          1.0000   1.72e+04    5.8e-05      1.000   -3.38e+04    3.38e+04
ar.S.L7       -0.8799      0.302     -2.909      0.004      -1.473      -0.287
ma.S.L7       -1.0001    1.7e+04  -5.88e-05      1.000   -3.33e+04    3.33e+04
sigma2         0.8551   2.17e+04   3.94e-05      1.000   -4.25e+04    4.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.45   Prob(JB):                         0.61
Heteroskedasticity (H):               1.03   Skew:                             0.18
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.78723877642007, Current Price: 121.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.266
Date:                           Wed, 09 Oct 2024   AIC                             56.531
Time:                                   14:40:23   BIC                             59.356
Sample:                                        0   HQIC                            55.950
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3351      1.810     -0.185      0.853      -3.883       3.213
ma.L1          0.2020      2.045      0.099      0.921      -3.806       4.210
ar.S.L7       -0.5124      0.350     -1.463      0.144      -1.199       0.174
ma.S.L7       -1.0000   1.97e+04  -5.09e-05      1.000   -3.85e+04    3.85e+04
sigma2         1.2645   2.49e+04   5.09e-05      1.000   -4.87e+04    4.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.70   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.19   Prob(JB):                         0.59
Heteroskedasticity (H):               1.03   Skew:                             0.63
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.99956513960694, Current Price: 118.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.148
Date:                           Wed, 09 Oct 2024   AIC                             62.296
Time:                                   14:40:23   BIC                             65.121
Sample:                                        0   HQIC                            61.715
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8884      0.680     -1.307      0.191      -2.221       0.444
ma.L1          1.0000   1.45e+04   6.91e-05      1.000   -2.84e+04    2.84e+04
ar.S.L7       -0.4010      0.885     -0.453      0.650      -2.135       1.333
ma.S.L7       -0.4147      1.386     -0.299      0.765      -3.132       2.302
sigma2         2.6621   3.85e+04   6.91e-05      1.000   -7.55e+04    7.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.40   Prob(JB):                         0.93
Heteroskedasticity (H):               3.58   Skew:                             0.10
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.7245800163117, Current Price: 119.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.555
Date:                           Wed, 09 Oct 2024   AIC                             63.111
Time:                                   14:40:23   BIC                             65.935
Sample:                                        0   HQIC                            62.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7554      0.344     -2.196      0.028      -1.430      -0.081
ma.L1          1.0000   4631.503      0.000      1.000   -9076.580    9078.580
ar.S.L7       -0.5787      0.489     -1.183      0.237      -1.537       0.380
ma.S.L7       -0.0250      0.720     -0.035      0.972      -1.436       1.386
sigma2         2.9876   1.38e+04      0.000      1.000   -2.71e+04    2.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.80   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.09   Prob(JB):                         0.63
Heteroskedasticity (H):               2.37   Skew:                            -0.01
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.75259178448431, Current Price: 118.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.111
Date:                           Wed, 09 Oct 2024   AIC                             62.221
Time:                                   14:40:23   BIC                             65.046
Sample:                                        0   HQIC                            61.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4127      0.446      0.926      0.354      -0.460       1.286
ma.L1         -0.0882      0.745     -0.118      0.906      -1.547       1.371
ar.S.L7       -0.7142      0.602     -1.187      0.235      -1.894       0.465
ma.S.L7       -1.0003   4331.449     -0.000      1.000   -8490.484    8488.483
sigma2         1.9578   8481.608      0.000      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.31   Prob(JB):                         0.95
Heteroskedasticity (H):               3.11   Skew:                             0.08
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.47783540597881, Current Price: 117.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.365
Date:                           Wed, 09 Oct 2024   AIC                             64.731
Time:                                   14:40:23   BIC                             67.556
Sample:                                        0   HQIC                            64.150
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7440      0.557     -1.337      0.181      -1.835       0.347
ma.L1          0.9999   1392.958      0.001      0.999   -2729.148    2731.148
ar.S.L7       -0.6555      0.364     -1.799      0.072      -1.370       0.059
ma.S.L7       -0.0516      0.755     -0.068      0.945      -1.531       1.428
sigma2         3.3888   4717.821      0.001      0.999   -9243.370    9250.148
===================================================================================
Ljung-Box (L1) (Q):                   3.49   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.06   Prob(JB):                         0.72
Heteroskedasticity (H):               1.27   Skew:                             0.28
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.32379600340725, Current Price: 117.34
SELL EXECUTED at 117.34
SELL ORDER COMPLETED at 118.05
OPERATION PROFIT, GROSS -3.5799999999999983, NET -3.819679999999998
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.562
Date:                           Wed, 09 Oct 2024   AIC                             63.123
Time:                                   14:40:23   BIC                             65.948
Sample:                                        0   HQIC                            62.543
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4053      0.487     -0.832      0.405      -1.360       0.549
ma.L1          0.7214      0.590      1.222      0.222      -0.436       1.879
ar.S.L7       -0.8841      0.448     -1.974      0.048      -1.762      -0.006
ma.S.L7        0.1440      0.809      0.178      0.859      -1.441       1.729
sigma2         3.4294      2.092      1.639      0.101      -0.671       7.529
===================================================================================
Ljung-Box (L1) (Q):                   2.10   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.15   Prob(JB):                         0.66
Heteroskedasticity (H):               0.76   Skew:                            -0.13
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.95062216009393, Current Price: 117.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.376
Date:                           Wed, 09 Oct 2024   AIC                             64.752
Time:                                   14:40:23   BIC                             67.577
Sample:                                        0   HQIC                            64.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8014      0.653     -1.227      0.220      -2.082       0.479
ma.L1          1.0000   1.25e+04      8e-05      1.000   -2.45e+04    2.45e+04
ar.S.L7       -0.5744      0.664     -0.866      0.387      -1.875       0.726
ma.S.L7       -0.0673      1.238     -0.054      0.957      -2.494       2.360
sigma2         3.3957   4.24e+04      8e-05      1.000   -8.32e+04    8.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.77   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.18   Prob(JB):                         0.64
Heteroskedasticity (H):               0.40   Skew:                            -0.10
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.24661358467803, Current Price: 116.01
BUY EXECUTED at 116.01
BUY ORDER COMPLETED at 115.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.828
Date:                           Wed, 09 Oct 2024   AIC                             63.656
Time:                                   14:40:23   BIC                             66.481
Sample:                                        0   HQIC                            63.075
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1884      0.869     -0.217      0.828      -1.892       1.515
ma.L1         -0.1806      0.964     -0.187      0.851      -2.069       1.708
ar.S.L7       -0.5206      0.179     -2.916      0.004      -0.871      -0.171
ma.S.L7        1.0002   4727.808      0.000      1.000   -9265.333    9267.334
sigma2         2.1864   1.03e+04      0.000      1.000   -2.03e+04    2.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.21   Prob(JB):                         0.66
Heteroskedasticity (H):               0.51   Skew:                             0.00
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.69530947395633, Current Price: 116.34
SELL EXECUTED at 116.34
SELL ORDER COMPLETED at 116.4
OPERATION PROFIT, GROSS 0.4100000000000108, NET 0.17761000000001081
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.049
Date:                           Wed, 09 Oct 2024   AIC                             56.098
Time:                                   14:40:23   BIC                             58.923
Sample:                                        0   HQIC                            55.517
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4858      0.169     -2.874      0.004      -0.817      -0.155
ma.L1         -0.2124      0.380     -0.559      0.576      -0.956       0.532
ar.S.L7        0.2764      0.264      1.046      0.296      -0.242       0.794
ma.S.L7       -1.0004   2901.586     -0.000      1.000   -5688.005    5686.004
sigma2         1.2011   3485.767      0.000      1.000   -6830.778    6833.180
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.66   Prob(JB):                         0.62
Heteroskedasticity (H):               2.16   Skew:                            -0.05
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.15920091992382, Current Price: 115.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.164
Date:                           Wed, 09 Oct 2024   AIC                             54.329
Time:                                   14:40:23   BIC                             57.154
Sample:                                        0   HQIC                            53.748
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3392      0.406     -0.835      0.404      -1.135       0.457
ma.L1         -1.0000   1.06e+04  -9.43e-05      1.000   -2.08e+04    2.08e+04
ar.S.L7        0.2031      0.078      2.592      0.010       0.050       0.357
ma.S.L7       -5.8749     16.268     -0.361      0.718     -37.759      26.009
sigma2         0.0435    461.293   9.43e-05      1.000    -904.074     904.161
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.62   Prob(JB):                         0.62
Heteroskedasticity (H):               2.04   Skew:                             0.20
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.01310766294712, Current Price: 115.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.497
Date:                           Wed, 09 Oct 2024   AIC                             52.994
Time:                                   14:40:23   BIC                             55.819
Sample:                                        0   HQIC                            52.414
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2181      0.543     -0.402      0.688      -1.282       0.846
ma.L1         -1.0000   2.23e+04  -4.48e-05      1.000   -4.37e+04    4.37e+04
ar.S.L7        0.1257      0.092      1.367      0.172      -0.054       0.306
ma.S.L7       -0.4026      0.993     -0.405      0.685      -2.349       1.544
sigma2         1.2651   2.82e+04   4.48e-05      1.000   -5.53e+04    5.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.69   Prob(JB):                         0.56
Heteroskedasticity (H):               1.69   Skew:                            -0.30
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.63585183700948, Current Price: 115.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.879
Date:                           Wed, 09 Oct 2024   AIC                             53.757
Time:                                   14:40:23   BIC                             56.582
Sample:                                        0   HQIC                            53.177
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2736      0.420     -0.651      0.515      -1.097       0.550
ma.L1         -1.0001   1277.122     -0.001      0.999   -2504.114    2502.114
ar.S.L7        0.0729      0.122      0.597      0.551      -0.167       0.312
ma.S.L7       -1.0000   7.21e+04  -1.39e-05      1.000   -1.41e+05    1.41e+05
sigma2         0.8581   6.27e+04   1.37e-05      1.000   -1.23e+05    1.23e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.88   Prob(JB):                         0.55
Heteroskedasticity (H):               0.87   Skew:                            -0.52
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.7959586326238, Current Price: 115.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.018
Date:                           Wed, 09 Oct 2024   AIC                             54.037
Time:                                   14:40:23   BIC                             56.861
Sample:                                        0   HQIC                            53.456
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1330      0.420     -0.317      0.751      -0.956       0.690
ma.L1         -1.2761      0.996     -1.282      0.200      -3.227       0.675
ar.S.L7       -0.0031      0.005     -0.565      0.572      -0.014       0.008
ma.S.L7       -0.9995   1652.173     -0.001      1.000   -3239.200    3237.201
sigma2         0.6509   1074.653      0.001      1.000   -2105.631    2106.933
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.84   Prob(JB):                         0.52
Heteroskedasticity (H):               0.42   Skew:                            -0.42
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.23035908757076, Current Price: 115.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.790
Date:                           Wed, 09 Oct 2024   AIC                             55.580
Time:                                   14:40:23   BIC                             58.404
Sample:                                        0   HQIC                            54.999
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3075      0.470     -0.654      0.513      -1.229       0.614
ma.L1         -0.5808      0.587     -0.989      0.323      -1.732       0.570
ar.S.L7        0.0505      0.139      0.362      0.717      -0.223       0.324
ma.S.L7       -0.7844      2.409     -0.326      0.745      -5.505       3.936
sigma2         1.4294      3.215      0.445      0.657      -4.871       7.730
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.67   Prob(JB):                         0.48
Heteroskedasticity (H):               0.25   Skew:                            -0.46
Prob(H) (two-sided):                  0.21   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.65434270169105, Current Price: 116.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.677
Date:                           Wed, 09 Oct 2024   AIC                             53.355
Time:                                   14:40:23   BIC                             56.179
Sample:                                        0   HQIC                            52.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3657      0.448     -0.816      0.414      -1.243       0.512
ma.L1         -0.4096      0.611     -0.671      0.502      -1.607       0.788
ar.S.L7       -0.0850      0.306     -0.278      0.781      -0.685       0.515
ma.S.L7       -0.6056      1.078     -0.562      0.574      -2.718       1.507
sigma2         1.3815      1.513      0.913      0.361      -1.584       4.347
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.53
Prob(Q):                              0.99   Prob(JB):                         0.46
Heteroskedasticity (H):               0.36   Skew:                            -0.69
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.24298189086828, Current Price: 116.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.104
Date:                           Wed, 09 Oct 2024   AIC                             54.207
Time:                                   14:40:23   BIC                             57.032
Sample:                                        0   HQIC                            53.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1131      0.868     -0.130      0.896      -1.814       1.588
ma.L1         -0.3694      0.935     -0.395      0.693      -2.202       1.463
ar.S.L7       -0.1794      0.418     -0.429      0.668      -0.998       0.640
ma.S.L7       -0.4915      0.893     -0.550      0.582      -2.242       1.259
sigma2         1.5739      1.728      0.911      0.362      -1.813       4.961
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.71   Prob(JB):                         0.48
Heteroskedasticity (H):               0.75   Skew:                            -0.59
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.79664204616834, Current Price: 115.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.437
Date:                           Wed, 09 Oct 2024   AIC                             52.873
Time:                                   14:40:23   BIC                             55.698
Sample:                                        0   HQIC                            52.292
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0132      1.156      0.011      0.991      -2.253       2.280
ma.L1         -0.4135      1.077     -0.384      0.701      -2.524       1.697
ar.S.L7       -0.1364      0.576     -0.237      0.813      -1.265       0.993
ma.S.L7       -0.1700      0.626     -0.271      0.786      -1.397       1.057
sigma2         1.5656      1.158      1.352      0.176      -0.705       3.836
===================================================================================
Ljung-Box (L1) (Q):                   1.75   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.19   Prob(JB):                         0.59
Heteroskedasticity (H):               0.66   Skew:                            -0.69
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.0193204440801, Current Price: 115.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.496
Date:                           Wed, 09 Oct 2024   AIC                             50.992
Time:                                   14:40:23   BIC                             53.817
Sample:                                        0   HQIC                            50.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1938      0.913     -0.212      0.832      -1.983       1.595
ma.L1         -0.3449      0.747     -0.461      0.645      -1.810       1.120
ar.S.L7       -0.2508      0.516     -0.486      0.627      -1.263       0.761
ma.S.L7       -0.0455      0.481     -0.095      0.925      -0.988       0.897
sigma2         1.3693      0.878      1.559      0.119      -0.352       3.091
===================================================================================
Ljung-Box (L1) (Q):                   1.86   Jarque-Bera (JB):                 4.29
Prob(Q):                              0.17   Prob(JB):                         0.12
Heteroskedasticity (H):               0.70   Skew:                            -1.25
Prob(H) (two-sided):                  0.74   Kurtosis:                         4.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.91427480398981, Current Price: 115.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.307
Date:                           Wed, 09 Oct 2024   AIC                             50.614
Time:                                   14:40:23   BIC                             53.438
Sample:                                        0   HQIC                            50.033
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1668      2.940     -0.057      0.955      -5.930       5.596
ma.L1         -0.2506      2.447     -0.102      0.918      -5.048       4.546
ar.S.L7       -0.2190      1.048     -0.209      0.834      -2.273       1.835
ma.S.L7       -0.1744      0.903     -0.193      0.847      -1.943       1.595
sigma2         1.3155      0.810      1.623      0.105      -0.273       2.904
===================================================================================
Ljung-Box (L1) (Q):                   2.59   Jarque-Bera (JB):                 2.78
Prob(Q):                              0.11   Prob(JB):                         0.25
Heteroskedasticity (H):               0.29   Skew:                            -1.00
Prob(H) (two-sided):                  0.26   Kurtosis:                         4.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.94243496594952, Current Price: 115.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.773
Date:                           Wed, 09 Oct 2024   AIC                             49.546
Time:                                   14:40:23   BIC                             52.371
Sample:                                        0   HQIC                            48.965
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2710      1.678     -0.161      0.872      -3.561       3.019
ma.L1         -0.2566      1.272     -0.202      0.840      -2.749       2.236
ar.S.L7       -0.2698      0.819     -0.329      0.742      -1.876       1.336
ma.S.L7       -0.0725      0.698     -0.104      0.917      -1.441       1.297
sigma2         1.2238      0.671      1.825      0.068      -0.091       2.538
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 2.09
Prob(Q):                              0.42   Prob(JB):                         0.35
Heteroskedasticity (H):               0.04   Skew:                            -0.92
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.51487547401366, Current Price: 111.86
BUY EXECUTED at 111.86
BUY ORDER COMPLETED at 112.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.672
Date:                           Wed, 09 Oct 2024   AIC                             55.344
Time:                                   14:40:24   BIC                             58.169
Sample:                                        0   HQIC                            54.764
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1551      3.313     -0.047      0.963      -6.648       6.337
ma.L1         -0.2514      2.682     -0.094      0.925      -5.508       5.005
ar.S.L7       -0.2891      1.242     -0.233      0.816      -2.723       2.145
ma.S.L7       -6.6591     48.609     -0.137      0.891    -101.931      88.612
sigma2         0.0423      0.620      0.068      0.946      -1.173       1.258
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                12.14
Prob(Q):                              0.75   Prob(JB):                         0.00
Heteroskedasticity (H):               2.25   Skew:                            -1.76
Prob(H) (two-sided):                  0.45   Kurtosis:                         6.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.8368431543969, Current Price: 111.97
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.056
Date:                           Wed, 09 Oct 2024   AIC                             52.111
Time:                                   14:40:24   BIC                             54.936
Sample:                                        0   HQIC                            51.531
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0677     22.154      0.003      0.998     -43.354      43.490
ma.L1         -0.1712     21.650     -0.008      0.994     -42.604      42.261
ar.S.L7       -0.1722      2.002     -0.086      0.931      -4.097       3.752
ma.S.L7       -0.1470      1.839     -0.080      0.936      -3.752       3.458
sigma2         1.4814      0.361      4.106      0.000       0.774       2.188
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                12.52
Prob(Q):                              0.92   Prob(JB):                         0.00
Heteroskedasticity (H):               5.77   Skew:                            -1.67
Prob(H) (two-sided):                  0.12   Kurtosis:                         6.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.00792084286229, Current Price: 111.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.290
Date:                           Wed, 09 Oct 2024   AIC                             52.580
Time:                                   14:40:24   BIC                             55.405
Sample:                                        0   HQIC                            52.000
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0990     11.188     -0.009      0.993     -22.027      21.829
ma.L1          0.0609     11.296      0.005      0.996     -22.080      22.201
ar.S.L7       -0.2397      0.318     -0.754      0.451      -0.863       0.383
ma.S.L7        0.1432      1.712      0.084      0.933      -3.213       3.499
sigma2         1.5365      0.499      3.081      0.002       0.559       2.514
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 6.60
Prob(Q):                              0.86   Prob(JB):                         0.04
Heteroskedasticity (H):               5.10   Skew:                            -1.23
Prob(H) (two-sided):                  0.14   Kurtosis:                         5.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.94736273046131, Current Price: 110.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.052
Date:                           Wed, 09 Oct 2024   AIC                             52.103
Time:                                   14:40:24   BIC                             54.928
Sample:                                        0   HQIC                            51.522
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6845      0.891     -0.769      0.442      -2.430       1.061
ma.L1          0.6118      1.456      0.420      0.674      -2.242       3.466
ar.S.L7       -0.3339      0.435     -0.768      0.443      -1.187       0.519
ma.S.L7        0.1346      3.317      0.041      0.968      -6.366       6.635
sigma2         1.4625      1.226      1.193      0.233      -0.940       3.865
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                10.17
Prob(Q):                              0.73   Prob(JB):                         0.01
Heteroskedasticity (H):               3.08   Skew:                            -1.56
Prob(H) (two-sided):                  0.30   Kurtosis:                         6.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.36208264798073, Current Price: 110.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.496
Date:                           Wed, 09 Oct 2024   AIC                             50.991
Time:                                   14:40:24   BIC                             53.816
Sample:                                        0   HQIC                            50.411
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3552     27.080     -0.013      0.990     -53.431      52.720
ma.L1          0.3127     28.540      0.011      0.991     -55.624      56.250
ar.S.L7       -0.2488      0.900     -0.277      0.782      -2.012       1.515
ma.S.L7        0.0289      3.159      0.009      0.993      -6.163       6.221
sigma2         1.3702      0.860      1.593      0.111      -0.316       3.056
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                13.98
Prob(Q):                              1.00   Prob(JB):                         0.00
Heteroskedasticity (H):               0.16   Skew:                            -1.67
Prob(H) (two-sided):                  0.10   Kurtosis:                         6.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.47244302549456, Current Price: 110.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.542
Date:                           Wed, 09 Oct 2024   AIC                             51.084
Time:                                   14:40:24   BIC                             53.908
Sample:                                        0   HQIC                            50.503
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3670     24.655     -0.015      0.988     -48.689      47.955
ma.L1          0.3288     26.034      0.013      0.990     -50.698      51.355
ar.S.L7       -0.2667      1.008     -0.265      0.791      -2.242       1.709
ma.S.L7        0.0652      3.277      0.020      0.984      -6.357       6.488
sigma2         1.3783      0.905      1.524      0.128      -0.395       3.151
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                13.97
Prob(Q):                              0.94   Prob(JB):                         0.00
Heteroskedasticity (H):               0.20   Skew:                            -1.71
Prob(H) (two-sided):                  0.15   Kurtosis:                         6.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.73758637513183, Current Price: 110.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.508
Date:                           Wed, 09 Oct 2024   AIC                             51.016
Time:                                   14:40:24   BIC                             53.841
Sample:                                        0   HQIC                            50.436
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4413     16.841     -0.026      0.979     -33.448      32.566
ma.L1          0.3975     16.840      0.024      0.981     -32.608      33.403
ar.S.L7       -0.2613      1.056     -0.247      0.805      -2.331       1.809
ma.S.L7        0.0910      5.074      0.018      0.986      -9.853      10.035
sigma2         1.3686      0.747      1.833      0.067      -0.095       2.832
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                14.97
Prob(Q):                              0.84   Prob(JB):                         0.00
Heteroskedasticity (H):               0.08   Skew:                            -1.77
Prob(H) (two-sided):                  0.03   Kurtosis:                         6.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.27972484221158, Current Price: 110.21
SELL EXECUTED at 110.21
SELL ORDER COMPLETED at 110.33
OPERATION PROFIT, GROSS -2.0900000000000034, NET -2.3127500000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.228
Date:                           Wed, 09 Oct 2024   AIC                             46.455
Time:                                   14:40:24   BIC                             49.280
Sample:                                        0   HQIC                            45.875
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6441      0.770     -0.836      0.403      -2.154       0.866
ma.L1          0.4810      1.535      0.313      0.754      -2.527       3.489
ar.S.L7        0.0831      0.295      0.282      0.778      -0.495       0.662
ma.S.L7       -1.0000   2.89e+04  -3.46e-05      1.000   -5.67e+04    5.67e+04
sigma2         0.5514   1.59e+04   3.46e-05      1.000   -3.12e+04    3.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                12.39
Prob(Q):                              0.93   Prob(JB):                         0.00
Heteroskedasticity (H):               1.96   Skew:                            -1.73
Prob(H) (two-sided):                  0.53   Kurtosis:                         6.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.97374457729609, Current Price: 112.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.320
Date:                           Wed, 09 Oct 2024   AIC                             50.640
Time:                                   14:40:24   BIC                             53.465
Sample:                                        0   HQIC                            50.060
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3303      0.249      1.327      0.185      -0.158       0.818
ma.L1         -1.0000   2213.368     -0.000      1.000   -4339.122    4337.122
ar.S.L7       -0.9846      0.320     -3.076      0.002      -1.612      -0.357
ma.S.L7        0.2373      0.338      0.702      0.483      -0.425       0.899
sigma2         1.1929   2640.292      0.000      1.000   -5173.684    5176.069
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.94   Prob(JB):                         0.78
Heteroskedasticity (H):               0.36   Skew:                            -0.40
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.7677503253956, Current Price: 112.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.837
Date:                           Wed, 09 Oct 2024   AIC                             49.673
Time:                                   14:40:24   BIC                             52.498
Sample:                                        0   HQIC                            49.092
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5050      6.027      0.084      0.933     -11.309      12.319
ma.L1         -2.8901     54.784     -0.053      0.958    -110.265     104.484
ar.S.L7       -0.0245      0.676     -0.036      0.971      -1.349       1.300
ma.S.L7       -1.0001   8949.811     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.0893    799.862      0.000      1.000   -1567.612    1567.791
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 9.93
Prob(Q):                              0.77   Prob(JB):                         0.01
Heteroskedasticity (H):               0.38   Skew:                            -1.43
Prob(H) (two-sided):                  0.37   Kurtosis:                         6.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.89248906945585, Current Price: 113.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.158
Date:                           Wed, 09 Oct 2024   AIC                             50.316
Time:                                   14:40:24   BIC                             53.141
Sample:                                        0   HQIC                            49.735
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1122      0.962     -0.117      0.907      -1.998       1.773
ma.L1         -0.7614      0.492     -1.549      0.121      -1.725       0.202
ar.S.L7       -1.4275      0.225     -6.338      0.000      -1.869      -0.986
ma.S.L7        1.0000   2.61e+04   3.83e-05      1.000   -5.12e+04    5.12e+04
sigma2         0.7824   2.04e+04   3.83e-05      1.000      -4e+04       4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 1.77
Prob(Q):                              0.58   Prob(JB):                         0.41
Heteroskedasticity (H):               0.28   Skew:                            -0.74
Prob(H) (two-sided):                  0.25   Kurtosis:                         4.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.48408461989506, Current Price: 114.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.507
Date:                           Wed, 09 Oct 2024   AIC                             51.015
Time:                                   14:40:24   BIC                             53.839
Sample:                                        0   HQIC                            50.434
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1085      0.731      0.149      0.882      -1.324       1.541
ma.L1         -1.1294      1.168     -0.967      0.334      -3.419       1.160
ar.S.L7       -1.4925      0.563     -2.649      0.008      -2.597      -0.388
ma.S.L7        0.9999   4638.418      0.000      1.000   -9090.133    9092.132
sigma2         0.6461   2997.326      0.000      1.000   -5874.004    5875.296
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.47   Prob(JB):                         0.82
Heteroskedasticity (H):               0.53   Skew:                            -0.43
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.82037561191004, Current Price: 114.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.453
Date:                           Wed, 09 Oct 2024   AIC                             50.907
Time:                                   14:40:24   BIC                             53.731
Sample:                                        0   HQIC                            50.326
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7673      0.957      0.802      0.422      -1.107       2.642
ma.L1         -2.2569      4.579     -0.493      0.622     -11.232       6.718
ar.S.L7        0.1490      0.422      0.353      0.724      -0.677       0.975
ma.S.L7       -1.0001   1.19e+04  -8.42e-05      1.000   -2.33e+04    2.33e+04
sigma2         0.1559   1852.545   8.41e-05      1.000   -3630.766    3631.078
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 9.54
Prob(Q):                              0.64   Prob(JB):                         0.01
Heteroskedasticity (H):               0.28   Skew:                            -1.58
Prob(H) (two-sided):                  0.25   Kurtosis:                         5.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.69430950116087, Current Price: 114.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.929
Date:                           Wed, 09 Oct 2024   AIC                             39.857
Time:                                   14:40:24   BIC                             42.682
Sample:                                        0   HQIC                            39.277
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6504      0.669      0.973      0.331      -0.660       1.961
ma.L1         -2.6231      4.320     -0.607      0.544     -11.091       5.845
ar.S.L7        0.0087      0.157      0.055      0.956      -0.298       0.316
ma.S.L7       -1.2145      6.029     -0.201      0.840     -13.031      10.602
sigma2         0.0408      0.332      0.123      0.902      -0.610       0.692
===================================================================================
Ljung-Box (L1) (Q):                   1.66   Jarque-Bera (JB):                 2.11
Prob(Q):                              0.20   Prob(JB):                         0.35
Heteroskedasticity (H):               5.10   Skew:                             0.99
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.78795951897968, Current Price: 115.48
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.717
Date:                           Wed, 09 Oct 2024   AIC                             43.434
Time:                                   14:40:24   BIC                             46.259
Sample:                                        0   HQIC                            42.853
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8877      0.496      1.788      0.074      -0.085       1.861
ma.L1         -0.4852      0.534     -0.908      0.364      -1.532       0.562
ar.S.L7     3.861e-05      0.182      0.000      1.000      -0.356       0.356
ma.S.L7       -0.3039      0.671     -0.453      0.650      -1.619       1.011
sigma2         0.7631      0.816      0.935      0.350      -0.836       2.362
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.37   Prob(JB):                         0.63
Heteroskedasticity (H):               3.44   Skew:                             0.12
Prob(H) (two-sided):                  0.26   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.8715260763672, Current Price: 115.06
BUY EXECUTED at 115.06
BUY ORDER COMPLETED at 113.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.729
Date:                           Wed, 09 Oct 2024   AIC                             49.458
Time:                                   14:40:24   BIC                             52.283
Sample:                                        0   HQIC                            48.877
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9852      0.637      1.546      0.122      -0.264       2.234
ma.L1         -1.0000   1.05e+04  -9.51e-05      1.000   -2.06e+04    2.06e+04
ar.S.L7       -0.5375      0.579     -0.929      0.353      -1.672       0.597
ma.S.L7       -0.2985      0.754     -0.396      0.692      -1.777       1.180
sigma2         0.9786   1.03e+04   9.51e-05      1.000   -2.02e+04    2.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   4.55   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.03   Prob(JB):                         0.88
Heteroskedasticity (H):              34.69   Skew:                             0.35
Prob(H) (two-sided):                  0.00   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.43924617231514, Current Price: 113.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.688
Date:                           Wed, 09 Oct 2024   AIC                             51.377
Time:                                   14:40:24   BIC                             54.201
Sample:                                        0   HQIC                            50.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4314      2.392      0.180      0.857      -4.256       5.119
ma.L1         -0.2696      2.332     -0.116      0.908      -4.841       4.301
ar.S.L7       -0.4523      0.437     -1.035      0.301      -1.309       0.405
ma.S.L7       -0.1394      0.994     -0.140      0.888      -2.087       1.809
sigma2         1.4033      0.865      1.622      0.105      -0.292       3.099
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.38   Prob(JB):                         1.00
Heteroskedasticity (H):              10.12   Skew:                            -0.00
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.70038909778062, Current Price: 113.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.807
Date:                           Wed, 09 Oct 2024   AIC                             49.613
Time:                                   14:40:24   BIC                             52.438
Sample:                                        0   HQIC                            49.032
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8902      0.479      1.856      0.063      -0.050       1.830
ma.L1         -1.0000   1.29e+04  -7.75e-05      1.000   -2.53e+04    2.53e+04
ar.S.L7       -0.5609      0.716     -0.784      0.433      -1.963       0.842
ma.S.L7       -0.6910      3.087     -0.224      0.823      -6.741       5.359
sigma2         0.7911   1.02e+04   7.75e-05      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.50   Prob(JB):                         0.60
Heteroskedasticity (H):               3.67   Skew:                             0.67
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.93232442696338, Current Price: 115.6
SELL EXECUTED at 115.6
SELL ORDER COMPLETED at 115.47
OPERATION PROFIT, GROSS 1.5699999999999932, NET 1.340629999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.668
Date:                           Wed, 09 Oct 2024   AIC                             51.335
Time:                                   14:40:24   BIC                             54.160
Sample:                                        0   HQIC                            50.754
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8947      0.228      3.932      0.000       0.449       1.341
ma.L1         -1.0000   7851.380     -0.000      1.000   -1.54e+04    1.54e+04
ar.S.L7       -0.4743      0.600     -0.791      0.429      -1.650       0.701
ma.S.L7       -0.2522      1.216     -0.207      0.836      -2.635       2.131
sigma2         1.1481   9014.396      0.000      1.000   -1.77e+04    1.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.57   Prob(JB):                         0.82
Heteroskedasticity (H):               2.41   Skew:                             0.13
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.02924410982021, Current Price: 115.28
BUY EXECUTED at 115.28
BUY ORDER COMPLETED at 117.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.681
Date:                           Wed, 09 Oct 2024   AIC                             51.362
Time:                                   14:40:24   BIC                             54.186
Sample:                                        0   HQIC                            50.781
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8444      0.283      2.986      0.003       0.290       1.399
ma.L1         -1.0000   2.17e+04   -4.6e-05      1.000   -4.26e+04    4.26e+04
ar.S.L7       -0.4290      0.511     -0.839      0.402      -1.431       0.573
ma.S.L7       -0.1388      1.051     -0.132      0.895      -2.199       1.921
sigma2         1.1841   2.57e+04    4.6e-05      1.000   -5.05e+04    5.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.51   Prob(JB):                         0.76
Heteroskedasticity (H):               0.84   Skew:                             0.08
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.46324114834701, Current Price: 116.69
SELL EXECUTED at 116.69
SELL ORDER COMPLETED at 116.27
OPERATION PROFIT, GROSS -1.0499999999999972, NET -1.2835899999999971
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.402
Date:                           Wed, 09 Oct 2024   AIC                             50.804
Time:                                   14:40:24   BIC                             53.629
Sample:                                        0   HQIC                            50.223
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7644      0.380      2.010      0.044       0.019       1.510
ma.L1         -1.0000   7639.616     -0.000      1.000    -1.5e+04     1.5e+04
ar.S.L7       -0.2456      0.655     -0.375      0.708      -1.530       1.038
ma.S.L7       -0.2555      1.119     -0.228      0.819      -2.448       1.937
sigma2         1.1008   8409.633      0.000      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.49   Prob(JB):                         0.68
Heteroskedasticity (H):               0.95   Skew:                            -0.16
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.57488451217961, Current Price: 116.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.126
Date:                           Wed, 09 Oct 2024   AIC                             48.251
Time:                                   14:40:24   BIC                             51.076
Sample:                                        0   HQIC                            47.671
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6460      0.333      1.941      0.052      -0.006       1.298
ma.L1         -1.0000   6782.391     -0.000      1.000   -1.33e+04    1.33e+04
ar.S.L7       -0.2908      0.333     -0.874      0.382      -0.943       0.361
ma.S.L7       -0.2748      0.656     -0.419      0.675      -1.560       1.011
sigma2         0.8985   6093.829      0.000      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.60   Prob(JB):                         0.72
Heteroskedasticity (H):               1.52   Skew:                             0.02
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.868540944327, Current Price: 115.47
BUY EXECUTED at 115.47
BUY ORDER COMPLETED at 114.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.109
Date:                           Wed, 09 Oct 2024   AIC                             50.217
Time:                                   14:40:24   BIC                             53.042
Sample:                                        0   HQIC                            49.637
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3521     17.129      0.021      0.984     -33.220      33.924
ma.L1         -0.3739     16.920     -0.022      0.982     -33.536      32.788
ar.S.L7        0.0206      0.268      0.077      0.939      -0.505       0.546
ma.S.L7       -1.0083     90.455     -0.011      0.991    -178.297     176.280
sigma2         0.7716     69.968      0.011      0.991    -136.362     137.906
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.89   Prob(JB):                         0.61
Heteroskedasticity (H):               1.23   Skew:                             0.07
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.82944127316757, Current Price: 114.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.615
Date:                           Wed, 09 Oct 2024   AIC                             47.231
Time:                                   14:40:24   BIC                             50.056
Sample:                                        0   HQIC                            46.650
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5382      0.322      1.670      0.095      -0.093       1.170
ma.L1         -1.0000   9727.730     -0.000      1.000   -1.91e+04    1.91e+04
ar.S.L7       -0.3609      0.227     -1.586      0.113      -0.807       0.085
ma.S.L7        0.2462      0.555      0.444      0.657      -0.841       1.333
sigma2         0.8676   8440.151      0.000      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.54   Prob(JB):                         0.54
Heteroskedasticity (H):               0.57   Skew:                             0.74
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.18889675313159, Current Price: 115.966
SELL EXECUTED at 115.966
SELL ORDER COMPLETED at 115.35
OPERATION PROFIT, GROSS 0.5499999999999972, NET 0.3198499999999972
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.324
Date:                           Wed, 09 Oct 2024   AIC                             46.649
Time:                                   14:40:25   BIC                             49.473
Sample:                                        0   HQIC                            46.068
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4696      0.148      3.177      0.001       0.180       0.759
ma.L1         -1.0000   9219.317     -0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.3860      0.272     -1.419      0.156      -0.919       0.147
ma.S.L7        0.1270      0.836      0.152      0.879      -1.511       1.765
sigma2         0.8428   7770.210      0.000      1.000   -1.52e+04    1.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.60
Prob(Q):                              0.65   Prob(JB):                         0.45
Heteroskedasticity (H):               0.32   Skew:                             0.86
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.55696286538856, Current Price: 115.14
BUY EXECUTED at 115.14
BUY ORDER COMPLETED at 114.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.417
Date:                           Wed, 09 Oct 2024   AIC                             50.834
Time:                                   14:40:25   BIC                             53.658
Sample:                                        0   HQIC                            50.253
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2503      1.141      0.219      0.826      -1.987       2.487
ma.L1         -1.0000   3405.342     -0.000      1.000   -6675.348    6673.348
ar.S.L7       -0.3557      0.174     -2.039      0.041      -0.698      -0.014
ma.S.L7        0.0666      1.009      0.066      0.947      -1.911       2.044
sigma2         1.2104   4122.840      0.000      1.000   -8079.407    8081.828
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.99   Prob(JB):                         0.82
Heteroskedasticity (H):               0.94   Skew:                             0.38
Prob(H) (two-sided):                  0.95   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.54422621428526, Current Price: 114.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.237
Date:                           Wed, 09 Oct 2024   AIC                             52.474
Time:                                   14:40:25   BIC                             55.298
Sample:                                        0   HQIC                            51.893
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3630      0.896      0.405      0.686      -1.394       2.120
ma.L1         -0.7192      0.906     -0.794      0.427      -2.495       1.056
ar.S.L7       -0.3266      0.233     -1.403      0.161      -0.783       0.130
ma.S.L7       -0.1757      0.803     -0.219      0.827      -1.750       1.399
sigma2         1.5059      1.172      1.285      0.199      -0.791       3.803
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.77   Prob(JB):                         0.58
Heteroskedasticity (H):               0.76   Skew:                             0.67
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.95489311853835, Current Price: 115.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.118
Date:                           Wed, 09 Oct 2024   AIC                             48.237
Time:                                   14:40:25   BIC                             51.062
Sample:                                        0   HQIC                            47.656
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3100      1.310      0.237      0.813      -2.258       2.878
ma.L1         -0.6079      1.211     -0.502      0.616      -2.982       1.766
ar.S.L7       -0.5017      0.296     -1.696      0.090      -1.082       0.078
ma.S.L7       -0.1306      0.721     -0.181      0.856      -1.544       1.283
sigma2         1.0999      0.821      1.340      0.180      -0.509       2.709
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.77   Prob(JB):                         0.75
Heteroskedasticity (H):               1.57   Skew:                             0.42
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.79468302195163, Current Price: 115.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.683
Date:                           Wed, 09 Oct 2024   AIC                             47.366
Time:                                   14:40:25   BIC                             50.191
Sample:                                        0   HQIC                            46.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3145      2.433      0.129      0.897      -4.454       5.083
ma.L1         -0.4431      2.300     -0.193      0.847      -4.951       4.064
ar.S.L7       -0.3650      0.505     -0.723      0.470      -1.355       0.625
ma.S.L7       -0.2810      0.814     -0.345      0.730      -1.877       1.315
sigma2         1.0044      0.585      1.717      0.086      -0.142       2.151
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.62   Prob(JB):                         0.79
Heteroskedasticity (H):               1.26   Skew:                             0.24
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.99378924962137, Current Price: 115.6
SELL EXECUTED at 115.6
SELL ORDER COMPLETED at 114.82
OPERATION PROFIT, GROSS 0.12999999999999545, NET -0.09951000000000454
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.968
Date:                           Wed, 09 Oct 2024   AIC                             43.936
Time:                                   14:40:25   BIC                             46.760
Sample:                                        0   HQIC                            43.355
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8640      0.183     -4.726      0.000      -1.222      -0.506
ma.L1          1.0000   1.04e+04   9.61e-05      1.000   -2.04e+04    2.04e+04
ar.S.L7       -0.1860      0.495     -0.376      0.707      -1.155       0.783
ma.S.L7       -0.4838      0.883     -0.548      0.584      -2.214       1.246
sigma2         0.6303   6560.464   9.61e-05      1.000   -1.29e+04    1.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.58   Prob(JB):                         0.47
Heteroskedasticity (H):               0.75   Skew:                            -0.84
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.95096415065315, Current Price: 114.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.021
Date:                           Wed, 09 Oct 2024   AIC                             44.043
Time:                                   14:40:25   BIC                             46.868
Sample:                                        0   HQIC                            43.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9137      0.241     -3.785      0.000      -1.387      -0.441
ma.L1          1.0000   1.77e+04   5.64e-05      1.000   -3.47e+04    3.47e+04
ar.S.L7       -0.1946      0.293     -0.663      0.507      -0.770       0.381
ma.S.L7       -1.0002   7552.704     -0.000      1.000   -1.48e+04    1.48e+04
sigma2         0.4273   7920.301    5.4e-05      1.000   -1.55e+04    1.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.38   Prob(JB):                         0.85
Heteroskedasticity (H):               0.59   Skew:                            -0.30
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.15555263399611, Current Price: 115.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.527
Date:                           Wed, 09 Oct 2024   AIC                             41.053
Time:                                   14:40:25   BIC                             43.878
Sample:                                        0   HQIC                            40.473
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0191      1.143      0.017      0.987      -2.220       2.259
ma.L1         -0.2752      1.264     -0.218      0.828      -2.752       2.202
ar.S.L7       -0.3476      0.252     -1.380      0.168      -0.841       0.146
ma.S.L7       -1.0001    1.6e+04  -6.24e-05      1.000   -3.14e+04    3.14e+04
sigma2         0.3843   6158.754   6.24e-05      1.000   -1.21e+04    1.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.88   Prob(JB):                         0.75
Heteroskedasticity (H):               0.27   Skew:                            -0.23
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.51013279470845, Current Price: 113.83
BUY EXECUTED at 113.83
BUY ORDER COMPLETED at 113.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.419
Date:                           Wed, 09 Oct 2024   AIC                             46.838
Time:                                   14:40:25   BIC                             49.663
Sample:                                        0   HQIC                            46.257
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3047      0.923      0.330      0.741      -1.505       2.114
ma.L1         -0.6813      0.860     -0.793      0.428      -2.366       1.003
ar.S.L7       -0.0738      0.372     -0.198      0.843      -0.802       0.655
ma.S.L7       -0.2040      0.507     -0.403      0.687      -1.197       0.789
sigma2         0.9737      0.648      1.502      0.133      -0.297       2.245
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.87   Prob(JB):                         0.83
Heteroskedasticity (H):               1.11   Skew:                             0.08
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.81736085085642, Current Price: 114.66
SELL EXECUTED at 114.66
SELL ORDER COMPLETED at 113.96
OPERATION PROFIT, GROSS 0.05999999999998806, NET -0.16786000000001194
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.424
Date:                           Wed, 09 Oct 2024   AIC                             46.849
Time:                                   14:40:25   BIC                             49.673
Sample:                                        0   HQIC                            46.268
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2635      1.029      0.256      0.798      -1.753       2.280
ma.L1         -0.5740      0.840     -0.683      0.494      -2.220       1.072
ar.S.L7       -0.2473      0.345     -0.717      0.473      -0.923       0.429
ma.S.L7        0.1761      0.485      0.363      0.717      -0.775       1.127
sigma2         0.9839      0.602      1.635      0.102      -0.195       2.163
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.87   Prob(JB):                         0.91
Heteroskedasticity (H):               1.18   Skew:                             0.02
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.41806457692155, Current Price: 113.05
BUY EXECUTED at 113.05
BUY ORDER COMPLETED at 113.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.193
Date:                           Wed, 09 Oct 2024   AIC                             50.387
Time:                                   14:40:25   BIC                             53.212
Sample:                                        0   HQIC                            49.806
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1333      0.659      0.202      0.840      -1.159       1.426
ma.L1         -0.7008      0.488     -1.435      0.151      -1.658       0.256
ar.S.L7        0.0167      0.382      0.044      0.965      -0.731       0.765
ma.S.L7        0.3624      0.636      0.570      0.569      -0.884       1.609
sigma2         1.2325      0.831      1.484      0.138      -0.396       2.861
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.82   Prob(JB):                         0.66
Heteroskedasticity (H):               0.95   Skew:                             0.26
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.64565454006411, Current Price: 115.33
SELL EXECUTED at 115.33
SELL ORDER COMPLETED at 115.36
OPERATION PROFIT, GROSS 1.4899999999999949, NET 1.2607699999999948
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.264
Date:                           Wed, 09 Oct 2024   AIC                             50.528
Time:                                   14:40:25   BIC                             53.353
Sample:                                        0   HQIC                            49.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0979      0.489     -2.244      0.025      -2.057      -0.139
ma.L1          0.5644      0.606      0.931      0.352      -0.624       1.753
ar.S.L7       -0.4007      0.673     -0.596      0.551      -1.719       0.918
ma.S.L7       -0.0578      0.808     -0.072      0.943      -1.641       1.525
sigma2         1.3102      0.851      1.539      0.124      -0.358       2.978
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.48   Prob(JB):                         0.54
Heteroskedasticity (H):               0.61   Skew:                            -0.31
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.63599954530689, Current Price: 116.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.931
Date:                           Wed, 09 Oct 2024   AIC                             51.863
Time:                                   14:40:25   BIC                             54.687
Sample:                                        0   HQIC                            51.282
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1636      0.378      0.433      0.665      -0.577       0.905
ma.L1         -1.0000   1664.778     -0.001      1.000   -3263.904    3261.904
ar.S.L7        0.1317      0.313      0.421      0.673      -0.481       0.744
ma.S.L7        0.1888      0.537      0.351      0.725      -0.864       1.242
sigma2         1.3021   2168.650      0.001      1.000   -4249.174    4251.779
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.46   Prob(JB):                         0.57
Heteroskedasticity (H):               0.75   Skew:                             0.35
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.64155350504704, Current Price: 115.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.274
Date:                           Wed, 09 Oct 2024   AIC                             50.548
Time:                                   14:40:25   BIC                             53.373
Sample:                                        0   HQIC                            49.967
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2164      0.393      0.550      0.582      -0.555       0.987
ma.L1         -1.0000   9790.400     -0.000      1.000   -1.92e+04    1.92e+04
ar.S.L7        0.0972      0.687      0.141      0.888      -1.250       1.445
ma.S.L7        0.2002      0.864      0.232      0.817      -1.494       1.894
sigma2         1.1796   1.15e+04      0.000      1.000   -2.26e+04    2.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.94   Prob(JB):                         0.57
Heteroskedasticity (H):               1.00   Skew:                             0.12
Prob(H) (two-sided):                  1.00   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.14654368756926, Current Price: 113.47
BUY EXECUTED at 113.47
BUY ORDER COMPLETED at 112.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.038
Date:                           Wed, 09 Oct 2024   AIC                             50.076
Time:                                   14:40:25   BIC                             52.900
Sample:                                        0   HQIC                            49.495
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2736      0.505      0.542      0.588      -0.716       1.263
ma.L1         -1.0000   2688.463     -0.000      1.000   -5270.291    5268.291
ar.S.L7        0.1014      0.527      0.192      0.847      -0.932       1.135
ma.S.L7        0.5774      1.088      0.531      0.596      -1.555       2.709
sigma2         1.0235   2752.753      0.000      1.000   -5394.273    5396.320
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.54   Prob(JB):                         0.61
Heteroskedasticity (H):               1.59   Skew:                             0.26
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.80489012833333, Current Price: 113.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.558
Date:                           Wed, 09 Oct 2024   AIC                             47.115
Time:                                   14:40:25   BIC                             49.940
Sample:                                        0   HQIC                            46.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1527      0.538      0.284      0.777      -0.903       1.208
ma.L1         -1.0000   1385.581     -0.001      0.999   -2716.688    2714.688
ar.S.L7        0.0012      0.004      0.340      0.734      -0.006       0.008
ma.S.L7        1.0000   6.17e+04   1.62e-05      1.000   -1.21e+05    1.21e+05
sigma2         0.6465   4.03e+04    1.6e-05      1.000   -7.91e+04    7.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.57   Prob(JB):                         0.62
Heteroskedasticity (H):               0.66   Skew:                            -0.09
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.36e+14. Standard errors may be unstable.
Predicted Price: 114.962612834509, Current Price: 114.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.036
Date:                           Wed, 09 Oct 2024   AIC                             42.073
Time:                                   14:40:25   BIC                             44.897
Sample:                                        0   HQIC                            41.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2365      0.276     -0.858      0.391      -0.777       0.304
ma.L1         -1.0001    196.106     -0.005      0.996    -385.360     383.360
ar.S.L7        0.0011      0.001      0.851      0.395      -0.001       0.004
ma.S.L7        1.0003   1419.486      0.001      0.999   -2781.142    2783.142
sigma2         0.4270    621.680      0.001      0.999   -1218.043    1218.897
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.72   Prob(JB):                         0.47
Heteroskedasticity (H):               1.21   Skew:                             0.02
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.81588698643317, Current Price: 114.42
SELL EXECUTED at 114.42
SELL ORDER COMPLETED at 114.59
OPERATION PROFIT, GROSS 2.1700000000000017, NET 1.9429900000000018
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.260
Date:                           Wed, 09 Oct 2024   AIC                             50.521
Time:                                   14:40:25   BIC                             53.346
Sample:                                        0   HQIC                            49.940
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1082      0.552     -0.196      0.845      -1.189       0.973
ma.L1         -1.0000   8426.662     -0.000      1.000   -1.65e+04    1.65e+04
ar.S.L7       -0.1324      0.332     -0.398      0.690      -0.783       0.519
ma.S.L7        0.0294      0.557      0.053      0.958      -1.063       1.122
sigma2         1.1600   9774.871      0.000      1.000   -1.92e+04    1.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.89   Prob(JB):                         0.59
Heteroskedasticity (H):               2.08   Skew:                            -0.56
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.68655324783684, Current Price: 114.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.825
Date:                           Wed, 09 Oct 2024   AIC                             49.650
Time:                                   14:40:25   BIC                             52.474
Sample:                                        0   HQIC                            49.069
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1769      0.534     -0.331      0.740      -1.223       0.869
ma.L1         -1.0000   7440.813     -0.000      1.000   -1.46e+04    1.46e+04
ar.S.L7       -0.0746      0.317     -0.235      0.814      -0.697       0.547
ma.S.L7        0.0582      0.566      0.103      0.918      -1.050       1.167
sigma2         1.0838   8064.562      0.000      1.000   -1.58e+04    1.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.67   Prob(JB):                         0.76
Heteroskedasticity (H):               2.14   Skew:                            -0.15
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.99890399280783, Current Price: 113.42
BUY EXECUTED at 113.42
BUY ORDER COMPLETED at 114.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.801
Date:                           Wed, 09 Oct 2024   AIC                             51.603
Time:                                   14:40:25   BIC                             54.428
Sample:                                        0   HQIC                            51.022
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0115      0.450      0.026      0.980      -0.870       0.893
ma.L1         -1.0000   1.26e+04  -7.96e-05      1.000   -2.46e+04    2.46e+04
ar.S.L7       -0.0746      0.398     -0.188      0.851      -0.854       0.705
ma.S.L7       -1.0001   7187.279     -0.000      1.000   -1.41e+04    1.41e+04
sigma2         0.7318   1.32e+04   5.54e-05      1.000   -2.59e+04    2.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.96   Prob(JB):                         0.66
Heteroskedasticity (H):               0.69   Skew:                            -0.10
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.82436477208608, Current Price: 113.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.915
Date:                           Wed, 09 Oct 2024   AIC                             51.829
Time:                                   14:40:25   BIC                             54.654
Sample:                                        0   HQIC                            51.248
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0460      0.427     -0.108      0.914      -0.882       0.790
ma.L1         -1.0001   1673.615     -0.001      1.000   -3281.224    3279.224
ar.S.L7       -0.0019      0.005     -0.402      0.688      -0.011       0.007
ma.S.L7       -0.9993    619.293     -0.002      0.999   -1214.792    1212.793
sigma2         0.8080   1211.578      0.001      0.999   -2373.841    2375.457
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.91   Prob(JB):                         0.60
Heteroskedasticity (H):               0.49   Skew:                            -0.09
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.76300366898046, Current Price: 113.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.385
Date:                           Wed, 09 Oct 2024   AIC                             50.771
Time:                                   14:40:25   BIC                             53.595
Sample:                                        0   HQIC                            50.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1181      0.428     -0.276      0.783      -0.957       0.721
ma.L1         -1.0000   9696.939     -0.000      1.000    -1.9e+04     1.9e+04
ar.S.L7       -0.1419      0.302     -0.469      0.639      -0.735       0.451
ma.S.L7       -0.7851      3.321     -0.236      0.813      -7.293       5.723
sigma2         0.8360   8106.349      0.000      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.92   Prob(JB):                         0.67
Heteroskedasticity (H):               0.66   Skew:                            -0.24
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.05548496930044, Current Price: 114.5
SELL EXECUTED at 114.5
SELL ORDER COMPLETED at 115.74
OPERATION PROFIT, GROSS 1.3999999999999915, NET 1.1699199999999914
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.910
Date:                           Wed, 09 Oct 2024   AIC                             49.820
Time:                                   14:40:25   BIC                             52.645
Sample:                                        0   HQIC                            49.239
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1956      0.361     -0.542      0.588      -0.903       0.511
ma.L1         -1.0000   1.03e+04  -9.75e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.4200      0.415     -1.011      0.312      -1.234       0.394
ma.S.L7       -1.0000   2.14e+04  -4.67e-05      1.000    -4.2e+04     4.2e+04
sigma2         0.6344   1.32e+04   4.81e-05      1.000   -2.58e+04    2.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.92   Prob(JB):                         0.74
Heteroskedasticity (H):               0.39   Skew:                            -0.12
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.98012557211317, Current Price: 116.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.674
Date:                           Wed, 09 Oct 2024   AIC                             55.348
Time:                                   14:40:25   BIC                             58.173
Sample:                                        0   HQIC                            54.768
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4461      0.565      0.790      0.430      -0.661       1.553
ma.L1         -1.0001   3517.044     -0.000      1.000   -6894.279    6892.279
ar.S.L7       -0.2620      1.398     -0.187      0.851      -3.003       2.479
ma.S.L7       -0.3208      1.767     -0.182      0.856      -3.783       3.142
sigma2         1.5842   5574.012      0.000      1.000   -1.09e+04    1.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.37   Prob(JB):                         0.68
Heteroskedasticity (H):               0.90   Skew:                            -0.57
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.79736445300163, Current Price: 117.18
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.289
Date:                           Wed, 09 Oct 2024   AIC                             52.578
Time:                                   14:40:25   BIC                             55.403
Sample:                                        0   HQIC                            51.998
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2101      4.759      0.044      0.965      -9.117       9.537
ma.L1         -7.6635    279.806     -0.027      0.978    -556.072     540.745
ar.S.L7       -0.0989      0.559     -0.177      0.859      -1.194       0.996
ma.S.L7       -1.0071    128.445     -0.008      0.994    -252.755     250.741
sigma2         0.0157      2.826      0.006      0.996      -5.523       5.554
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.66   Prob(JB):                         0.65
Heteroskedasticity (H):               0.77   Skew:                            -0.63
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.90735378741702, Current Price: 117.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.029
Date:                           Wed, 09 Oct 2024   AIC                             54.058
Time:                                   14:40:25   BIC                             56.883
Sample:                                        0   HQIC                            53.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3618      2.922      0.124      0.901      -5.365       6.088
ma.L1         -0.5244      2.705     -0.194      0.846      -5.826       4.777
ar.S.L7       -0.2487      0.572     -0.435      0.664      -1.370       0.872
ma.S.L7       -0.3952      1.167     -0.339      0.735      -2.683       1.893
sigma2         1.6238      1.336      1.216      0.224      -0.994       4.242
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.78   Prob(JB):                         0.49
Heteroskedasticity (H):               1.29   Skew:                            -0.81
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.5590025279339, Current Price: 117.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.387
Date:                           Wed, 09 Oct 2024   AIC                             54.775
Time:                                   14:40:25   BIC                             57.599
Sample:                                        0   HQIC                            54.194
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3513     10.490      0.033      0.973     -20.209      20.911
ma.L1         -0.3825     10.550     -0.036      0.971     -21.060      20.295
ar.S.L7       -0.4186      0.426     -0.982      0.326      -1.254       0.417
ma.S.L7        0.0581      0.779      0.075      0.940      -1.469       1.585
sigma2         1.8320      1.120      1.636      0.102      -0.363       4.026
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 2.41
Prob(Q):                              0.78   Prob(JB):                         0.30
Heteroskedasticity (H):               0.26   Skew:                            -1.06
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.5683502993178, Current Price: 115.89
BUY EXECUTED at 115.89
BUY ORDER COMPLETED at 116.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.016
Date:                           Wed, 09 Oct 2024   AIC                             50.031
Time:                                   14:40:25   BIC                             52.856
Sample:                                        0   HQIC                            49.451
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5483      0.518      1.058      0.290      -0.467       1.564
ma.L1         -0.6057      0.737     -0.822      0.411      -2.051       0.839
ar.S.L7       -0.6018      0.262     -2.293      0.022      -1.116      -0.087
ma.S.L7        1.0001   1.37e+04   7.32e-05      1.000   -2.68e+04    2.68e+04
sigma2         0.7360   1.01e+04   7.32e-05      1.000   -1.97e+04    1.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.69
Prob(Q):                              0.68   Prob(JB):                         0.43
Heteroskedasticity (H):               2.22   Skew:                            -0.83
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.18886845116316, Current Price: 116.08
SELL EXECUTED at 116.08
SELL ORDER COMPLETED at 115.53
OPERATION PROFIT, GROSS -0.5, NET -0.73156
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.687
Date:                           Wed, 09 Oct 2024   AIC                             51.374
Time:                                   14:40:26   BIC                             54.199
Sample:                                        0   HQIC                            50.793
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0711      4.088      0.017      0.986      -7.941       8.083
ma.L1          0.0116      4.183      0.003      0.998      -8.186       8.209
ar.S.L7       -0.4538      0.301     -1.506      0.132      -1.044       0.137
ma.S.L7        0.1174      0.509      0.231      0.818      -0.880       1.115
sigma2         1.4040      1.136      1.236      0.217      -0.823       3.631
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.84   Prob(JB):                         0.50
Heteroskedasticity (H):               1.06   Skew:                            -0.63
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.7497355118626, Current Price: 115.69
BUY EXECUTED at 115.69
BUY ORDER COMPLETED at 115.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.237
Date:                           Wed, 09 Oct 2024   AIC                             44.473
Time:                                   14:40:26   BIC                             47.298
Sample:                                        0   HQIC                            43.893
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0654      0.126     -8.464      0.000      -1.312      -0.819
ma.L1          1.0000   3122.068      0.000      1.000   -6118.141    6120.141
ar.S.L7       -0.7079      0.162     -4.357      0.000      -1.026      -0.389
ma.S.L7        1.0000   2.63e+04   3.81e-05      1.000   -5.15e+04    5.15e+04
sigma2         0.4021   1.06e+04    3.8e-05      1.000   -2.07e+04    2.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.21   Prob(JB):                         0.88
Heteroskedasticity (H):               0.61   Skew:                            -0.15
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.21692389592903, Current Price: 115.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.167
Date:                           Wed, 09 Oct 2024   AIC                             52.334
Time:                                   14:40:26   BIC                             55.159
Sample:                                        0   HQIC                            51.754
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4218      0.621      0.679      0.497      -0.795       1.639
ma.L1         -0.4469      0.912     -0.490      0.624      -2.235       1.341
ar.S.L7       -0.4356      0.449     -0.969      0.332      -1.316       0.445
ma.S.L7       -0.4810      1.033     -0.466      0.642      -2.506       1.544
sigma2         1.3624      1.632      0.835      0.404      -1.836       4.561
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.47   Prob(JB):                         0.48
Heteroskedasticity (H):               0.80   Skew:                             0.08
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.4673127439961, Current Price: 113.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.635
Date:                           Wed, 09 Oct 2024   AIC                             51.271
Time:                                   14:40:26   BIC                             54.095
Sample:                                        0   HQIC                            50.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0443      0.929      0.048      0.962      -1.777       1.865
ma.L1          0.2453      0.894      0.274      0.784      -1.507       1.997
ar.S.L7       -0.2817      0.418     -0.674      0.500      -1.101       0.538
ma.S.L7       -1.0001   6055.489     -0.000      1.000   -1.19e+04    1.19e+04
sigma2         0.8434   5107.338      0.000      1.000      -1e+04       1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.64   Prob(JB):                         0.49
Heteroskedasticity (H):               1.03   Skew:                             0.24
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.53767633921134, Current Price: 113.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.995
Date:                           Wed, 09 Oct 2024   AIC                             49.990
Time:                                   14:40:26   BIC                             52.815
Sample:                                        0   HQIC                            49.409
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1791      1.144      0.157      0.876      -2.062       2.420
ma.L1          0.0934      1.308      0.071      0.943      -2.469       2.656
ar.S.L7       -0.3380      0.366     -0.922      0.356      -1.056       0.380
ma.S.L7       -0.6701      1.845     -0.363      0.717      -4.287       2.947
sigma2         1.0216      1.536      0.665      0.506      -1.988       4.031
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.54   Prob(JB):                         0.62
Heteroskedasticity (H):               0.86   Skew:                             0.30
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.703924308943, Current Price: 114.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.952
Date:                           Wed, 09 Oct 2024   AIC                             45.904
Time:                                   14:40:26   BIC                             48.729
Sample:                                        0   HQIC                            45.324
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3196      0.787      0.406      0.685      -1.223       1.862
ma.L1          0.0561      0.804      0.070      0.944      -1.521       1.633
ar.S.L7       -0.3188      0.254     -1.256      0.209      -0.816       0.179
ma.S.L7       -1.0001   1.18e+04  -8.44e-05      1.000   -2.32e+04    2.32e+04
sigma2         0.5580   6609.328   8.44e-05      1.000    -1.3e+04     1.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.83   Prob(JB):                         0.69
Heteroskedasticity (H):               1.74   Skew:                             0.55
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.81050509107874, Current Price: 114.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.351
Date:                           Wed, 09 Oct 2024   AIC                             46.702
Time:                                   14:40:26   BIC                             49.527
Sample:                                        0   HQIC                            46.122
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2937      1.308      0.224      0.822      -2.270       2.858
ma.L1         -0.0433      1.352     -0.032      0.974      -2.692       2.606
ar.S.L7       -0.3953      0.280     -1.410      0.159      -0.945       0.154
ma.S.L7       -1.0001   1.09e+04  -9.14e-05      1.000   -2.15e+04    2.15e+04
sigma2         0.5936   6497.221   9.14e-05      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.99   Prob(JB):                         0.78
Heteroskedasticity (H):               0.75   Skew:                             0.07
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.08292416748466, Current Price: 114.0
SELL EXECUTED at 114.0
SELL ORDER COMPLETED at 114.36
OPERATION PROFIT, GROSS -1.1500000000000057, NET -1.3798700000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.406
Date:                           Wed, 09 Oct 2024   AIC                             44.812
Time:                                   14:40:26   BIC                             47.636
Sample:                                        0   HQIC                            44.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5225      0.393      1.329      0.184      -0.248       1.293
ma.L1         -0.3900      0.400     -0.976      0.329      -1.173       0.393
ar.S.L7       -0.4519      0.307     -1.472      0.141      -1.053       0.150
ma.S.L7       -1.0002   8805.492     -0.000      1.000   -1.73e+04    1.73e+04
sigma2         0.4942   4351.940      0.000      1.000   -8529.151    8530.139
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.99   Prob(JB):                         0.60
Heteroskedasticity (H):               0.64   Skew:                            -0.29
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.41248332346441, Current Price: 114.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.075
Date:                           Wed, 09 Oct 2024   AIC                             44.149
Time:                                   14:40:26   BIC                             46.974
Sample:                                        0   HQIC                            43.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1683     11.770      0.014      0.989     -22.900      23.237
ma.L1         -0.1421     11.885     -0.012      0.990     -23.437      23.153
ar.S.L7       -0.3934      0.290     -1.356      0.175      -0.962       0.175
ma.S.L7       -1.0001   1.89e+04   -5.3e-05      1.000    -3.7e+04     3.7e+04
sigma2         0.4877   9203.175    5.3e-05      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.99   Prob(JB):                         0.63
Heteroskedasticity (H):               0.28   Skew:                            -0.45
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.01188569464932, Current Price: 113.64
BUY EXECUTED at 113.64
BUY ORDER COMPLETED at 112.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.631
Date:                           Wed, 09 Oct 2024   AIC                             49.263
Time:                                   14:40:26   BIC                             52.087
Sample:                                        0   HQIC                            48.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1157      5.415      0.021      0.983     -10.498      10.729
ma.L1         -0.0334      5.378     -0.006      0.995     -10.574      10.507
ar.S.L7       -0.3749      0.414     -0.907      0.365      -1.185       0.436
ma.S.L7       -0.3259      0.687     -0.474      0.635      -1.672       1.020
sigma2         1.1479      0.605      1.897      0.058      -0.038       2.334
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.72   Prob(JB):                         0.70
Heteroskedasticity (H):               0.92   Skew:                            -0.12
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.26861318246135, Current Price: 112.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.681
Date:                           Wed, 09 Oct 2024   AIC                             49.363
Time:                                   14:40:26   BIC                             52.188
Sample:                                        0   HQIC                            48.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1712      2.167      0.079      0.937      -4.075       4.418
ma.L1          0.0090      2.058      0.004      0.997      -4.024       4.042
ar.S.L7       -0.4814      0.330     -1.460      0.144      -1.127       0.165
ma.S.L7       -0.1174      0.476     -0.247      0.805      -1.051       0.816
sigma2         1.2028      0.662      1.816      0.069      -0.096       2.501
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.58   Prob(JB):                         0.82
Heteroskedasticity (H):               0.65   Skew:                             0.01
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.94751407340453, Current Price: 112.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.523
Date:                           Wed, 09 Oct 2024   AIC                             47.047
Time:                                   14:40:26   BIC                             49.872
Sample:                                        0   HQIC                            46.466
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8220      0.211      3.895      0.000       0.408       1.236
ma.L1         -1.0000   4988.565     -0.000      1.000   -9778.408    9776.408
ar.S.L7       -0.5338      0.187     -2.862      0.004      -0.899      -0.168
ma.S.L7        1.0001   7465.527      0.000      1.000   -1.46e+04    1.46e+04
sigma2         0.5384   5309.758      0.000      1.000   -1.04e+04    1.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.51   Prob(JB):                         0.72
Heteroskedasticity (H):               0.57   Skew:                             0.38
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.69661318093372, Current Price: 112.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.648
Date:                           Wed, 09 Oct 2024   AIC                             47.296
Time:                                   14:40:26   BIC                             50.121
Sample:                                        0   HQIC                            46.715
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5620      0.961      0.585      0.559      -1.322       2.446
ma.L1         -0.2213      0.834     -0.265      0.791      -1.856       1.413
ar.S.L7        0.1306      0.563      0.232      0.817      -0.974       1.235
ma.S.L7       -1.0001   8614.187     -0.000      1.000   -1.69e+04    1.69e+04
sigma2         0.6068   5227.746      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.53
Prob(Q):                              0.82   Prob(JB):                         0.47
Heteroskedasticity (H):               0.60   Skew:                            -0.35
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.52359521287923, Current Price: 112.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.395
Date:                           Wed, 09 Oct 2024   AIC                             42.791
Time:                                   14:40:26   BIC                             45.616
Sample:                                        0   HQIC                            42.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7546      0.210      3.594      0.000       0.343       1.166
ma.L1         -1.0000   3185.425     -0.000      1.000   -6244.319    6242.319
ar.S.L7       -0.3925      0.287     -1.368      0.171      -0.955       0.170
ma.S.L7        2.4405      4.967      0.491      0.623      -7.294      12.175
sigma2         0.0999    318.161      0.000      1.000    -623.485     623.685
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.85   Prob(JB):                         0.79
Heteroskedasticity (H):               0.19   Skew:                            -0.22
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.57974570605283, Current Price: 113.78
SELL EXECUTED at 113.78
SELL ORDER COMPLETED at 113.27
OPERATION PROFIT, GROSS 0.28999999999999204, NET 0.06374999999999204
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.944
Date:                           Wed, 09 Oct 2024   AIC                             43.888
Time:                                   14:40:26   BIC                             46.713
Sample:                                        0   HQIC                            43.307
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3590      0.614      0.584      0.559      -0.845       1.563
ma.L1          0.1253      0.583      0.215      0.830      -1.017       1.267
ar.S.L7       -0.4848      0.435     -1.114      0.265      -1.338       0.368
ma.S.L7        0.1195      0.666      0.179      0.858      -1.186       1.425
sigma2         0.7890      0.657      1.200      0.230      -0.500       2.078
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.72
Prob(Q):                              0.57   Prob(JB):                         0.42
Heteroskedasticity (H):               0.44   Skew:                            -0.68
Prob(H) (two-sided):                  0.44   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.26005206287167, Current Price: 113.26
BUY EXECUTED at 113.26
BUY ORDER COMPLETED at 113.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.129
Date:                           Wed, 09 Oct 2024   AIC                             42.258
Time:                                   14:40:26   BIC                             45.083
Sample:                                        0   HQIC                            41.678
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1518      1.554      0.098      0.922      -2.894       3.198
ma.L1          0.0821      1.545      0.053      0.958      -2.946       3.111
ar.S.L7       -0.5283      0.307     -1.721      0.085      -1.130       0.073
ma.S.L7        0.4390      1.008      0.436      0.663      -1.537       2.414
sigma2         0.6432      0.549      1.171      0.242      -0.433       1.720
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 1.71
Prob(Q):                              0.30   Prob(JB):                         0.43
Heteroskedasticity (H):               0.59   Skew:                            -0.78
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.10798157293904, Current Price: 113.23
SELL EXECUTED at 113.23
SELL ORDER COMPLETED at 113.28
OPERATION PROFIT, GROSS 0.21999999999999886, NET -0.00634000000000115
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.621
Date:                           Wed, 09 Oct 2024   AIC                             35.241
Time:                                   14:40:26   BIC                             38.066
Sample:                                        0   HQIC                            34.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3176      1.558     -0.204      0.838      -3.371       2.736
ma.L1          0.1152      1.382      0.083      0.934      -2.593       2.824
ar.S.L7       -0.3576      0.174     -2.057      0.040      -0.698      -0.017
ma.S.L7        0.4037      0.505      0.799      0.424      -0.586       1.394
sigma2         0.3813      0.295      1.293      0.196      -0.197       0.959
===================================================================================
Ljung-Box (L1) (Q):                   1.80   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.18   Prob(JB):                         0.63
Heteroskedasticity (H):               1.51   Skew:                            -0.20
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.24078318308972, Current Price: 113.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.407
Date:                           Wed, 09 Oct 2024   AIC                             40.815
Time:                                   14:40:26   BIC                             43.639
Sample:                                        0   HQIC                            40.234
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0929      5.367     -0.017      0.986     -10.612      10.426
ma.L1          0.1456      5.275      0.028      0.978     -10.193      10.485
ar.S.L7       -0.1523      0.222     -0.686      0.493      -0.587       0.283
ma.S.L7       -1.0003   1170.620     -0.001      0.999   -2295.373    2293.373
sigma2         0.3772    441.591      0.001      0.999    -865.126     865.880
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.69   Prob(JB):                         0.60
Heteroskedasticity (H):               1.23   Skew:                            -0.14
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.79814211514888, Current Price: 113.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.525
Date:                           Wed, 09 Oct 2024   AIC                             41.049
Time:                                   14:40:26   BIC                             43.874
Sample:                                        0   HQIC                            40.468
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4235      2.300     -0.184      0.854      -4.932       4.085
ma.L1          0.2571      2.507      0.103      0.918      -4.656       5.170
ar.S.L7       -0.1717      0.164     -1.046      0.295      -0.493       0.150
ma.S.L7        0.1169      0.927      0.126      0.900      -1.699       1.933
sigma2         0.6352      0.444      1.430      0.153      -0.235       1.506
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.56   Prob(JB):                         0.87
Heteroskedasticity (H):               1.12   Skew:                            -0.01
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.65875761016807, Current Price: 113.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.726
Date:                           Wed, 09 Oct 2024   AIC                             33.452
Time:                                   14:40:26   BIC                             36.277
Sample:                                        0   HQIC                            32.871
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9236      0.214     -4.313      0.000      -1.343      -0.504
ma.L1          1.0003    168.109      0.006      0.995    -328.488     330.488
ar.S.L7     1.979e-06      0.334   5.92e-06      1.000      -0.655       0.655
ma.S.L7        0.1116      0.404      0.276      0.783      -0.681       0.904
sigma2         0.3291     55.330      0.006      0.995    -108.116     108.774
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.27   Prob(JB):                         0.94
Heteroskedasticity (H):               3.64   Skew:                             0.14
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.33707503618452, Current Price: 115.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.047
Date:                           Wed, 09 Oct 2024   AIC                             40.093
Time:                                   14:40:26   BIC                             42.918
Sample:                                        0   HQIC                            39.513
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8733      0.174      5.033      0.000       0.533       1.213
ma.L1         -1.0000   4974.695     -0.000      1.000   -9751.224    9749.224
ar.S.L7        0.1503      0.265      0.567      0.570      -0.369       0.670
ma.S.L7       -0.2909      0.693     -0.420      0.675      -1.649       1.067
sigma2         0.4775   2375.488      0.000      1.000   -4655.393    4656.348
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.21   Prob(JB):                         0.76
Heteroskedasticity (H):               1.09   Skew:                            -0.23
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.3418112169127, Current Price: 115.12
BUY EXECUTED at 115.12
BUY ORDER COMPLETED at 113.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.981
Date:                           Wed, 09 Oct 2024   AIC                             39.961
Time:                                   14:40:26   BIC                             42.786
Sample:                                        0   HQIC                            39.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4250      1.536     -0.277      0.782      -3.436       2.586
ma.L1          0.0754      1.394      0.054      0.957      -2.658       2.808
ar.S.L7       -0.0077      0.584     -0.013      0.989      -1.152       1.137
ma.S.L7       -0.1236      0.892     -0.139      0.890      -1.871       1.624
sigma2         0.5833      0.425      1.373      0.170      -0.249       1.416
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.34   Prob(JB):                         0.69
Heteroskedasticity (H):               4.19   Skew:                             0.42
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.10608412462082, Current Price: 113.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.842
Date:                           Wed, 09 Oct 2024   AIC                             39.684
Time:                                   14:40:26   BIC                             42.508
Sample:                                        0   HQIC                            39.103
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8373      0.264     -3.177      0.001      -1.354      -0.321
ma.L1          1.0000   4.47e+04   2.24e-05      1.000   -8.76e+04    8.76e+04
ar.S.L7        0.0508      0.637      0.080      0.936      -1.198       1.299
ma.S.L7        0.1951      1.268      0.154      0.878      -2.289       2.679
sigma2         0.4762   2.13e+04   2.24e-05      1.000   -4.17e+04    4.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.92   Prob(JB):                         0.79
Heteroskedasticity (H):               8.56   Skew:                            -0.36
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.73420073146443, Current Price: 112.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.542
Date:                           Wed, 09 Oct 2024   AIC                             39.084
Time:                                   14:40:26   BIC                             41.909
Sample:                                        0   HQIC                            38.503
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4816      0.338     -1.426      0.154      -1.144       0.180
ma.L1          1.0000   1.65e+04   6.06e-05      1.000   -3.23e+04    3.23e+04
ar.S.L7       -0.4143      0.283     -1.466      0.143      -0.968       0.139
ma.S.L7       -0.0816      0.438     -0.187      0.852      -0.939       0.776
sigma2         0.4682   7721.501   6.06e-05      1.000   -1.51e+04    1.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.89   Prob(JB):                         0.54
Heteroskedasticity (H):               2.22   Skew:                            -0.13
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.68034246006695, Current Price: 112.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.975
Date:                           Wed, 09 Oct 2024   AIC                             37.950
Time:                                   14:40:26   BIC                             40.774
Sample:                                        0   HQIC                            37.369
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1949      0.504     -0.387      0.699      -1.182       0.793
ma.L1          1.0000   3.01e+04   3.32e-05      1.000   -5.91e+04    5.91e+04
ar.S.L7       -0.5005      0.109     -4.597      0.000      -0.714      -0.287
ma.S.L7        0.1080      0.459      0.235      0.814      -0.792       1.008
sigma2         0.4399   1.33e+04   3.32e-05      1.000    -2.6e+04     2.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.86   Prob(JB):                         0.52
Heteroskedasticity (H):               0.91   Skew:                            -0.32
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.85323784826747, Current Price: 112.44
SELL EXECUTED at 112.44
SELL ORDER COMPLETED at 112.2
OPERATION PROFIT, GROSS -1.5900000000000034, NET -1.8159900000000033
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.883
Date:                           Wed, 09 Oct 2024   AIC                             37.767
Time:                                   14:40:26   BIC                             40.591
Sample:                                        0   HQIC                            37.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1592      0.473     -0.337      0.736      -1.085       0.767
ma.L1          1.0000   8103.525      0.000      1.000   -1.59e+04    1.59e+04
ar.S.L7       -0.4566      0.138     -3.318      0.001      -0.726      -0.187
ma.S.L7       -0.1284      0.475     -0.270      0.787      -1.060       0.803
sigma2         0.4412   3574.869      0.000      1.000   -7006.172    7007.055
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.51   Prob(JB):                         0.59
Heteroskedasticity (H):               0.19   Skew:                            -0.39
Prob(H) (two-sided):                  0.14   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.15485933711487, Current Price: 112.56
BUY EXECUTED at 112.56
BUY ORDER COMPLETED at 112.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.533
Date:                           Wed, 09 Oct 2024   AIC                             37.067
Time:                                   14:40:26   BIC                             39.891
Sample:                                        0   HQIC                            36.486
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2013      0.502     -0.401      0.689      -1.186       0.783
ma.L1          1.0000   1.12e+04    8.9e-05      1.000    -2.2e+04     2.2e+04
ar.S.L7       -0.4154      0.114     -3.647      0.000      -0.639      -0.192
ma.S.L7       -0.2419      0.758     -0.319      0.750      -1.728       1.244
sigma2         0.4161   4674.511    8.9e-05      1.000   -9161.457    9162.290
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.55   Prob(JB):                         0.60
Heteroskedasticity (H):               0.13   Skew:                            -0.15
Prob(H) (two-sided):                  0.07   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.76798667900815, Current Price: 113.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.176
Date:                           Wed, 09 Oct 2024   AIC                             36.351
Time:                                   14:40:27   BIC                             39.176
Sample:                                        0   HQIC                            35.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2916      0.488     -0.598      0.550      -1.248       0.665
ma.L1          1.0000   1.74e+04   5.75e-05      1.000   -3.41e+04    3.41e+04
ar.S.L7       -0.3871      0.150     -2.575      0.010      -0.682      -0.093
ma.S.L7       -0.1413      0.617     -0.229      0.819      -1.351       1.068
sigma2         0.3986   6936.920   5.75e-05      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.83   Prob(JB):                         0.66
Heteroskedasticity (H):               0.14   Skew:                             0.05
Prob(H) (two-sided):                  0.08   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.57088677929417, Current Price: 112.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.536
Date:                           Wed, 09 Oct 2024   AIC                             37.073
Time:                                   14:40:27   BIC                             39.898
Sample:                                        0   HQIC                            36.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4268      0.215     -1.981      0.048      -0.849      -0.004
ma.L1          1.0000   1.43e+05   7.01e-06      1.000   -2.79e+05    2.79e+05
ar.S.L7       -0.2462      0.400     -0.615      0.539      -1.031       0.539
ma.S.L7       -0.0929      0.840     -0.111      0.912      -1.738       1.553
sigma2         0.4137    5.9e+04   7.01e-06      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.51   Prob(JB):                         0.74
Heteroskedasticity (H):               0.51   Skew:                             0.20
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.8519468018632, Current Price: 111.98
SELL EXECUTED at 111.98
SELL ORDER COMPLETED at 111.66
OPERATION PROFIT, GROSS -1.1500000000000057, NET -1.3744700000000056
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.959
Date:                           Wed, 09 Oct 2024   AIC                             39.919
Time:                                   14:40:27   BIC                             42.744
Sample:                                        0   HQIC                            39.338
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3915      1.627      0.241      0.810      -2.797       3.580
ma.L1         -4.6065     32.855     -0.140      0.888     -69.002      59.789
ar.S.L7        0.0014      0.004      0.350      0.726      -0.007       0.010
ma.S.L7       -1.8375      2.953     -0.622      0.534      -7.626       3.951
sigma2         0.0074      0.106      0.070      0.944      -0.201       0.216
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.96   Prob(JB):                         0.83
Heteroskedasticity (H):               0.47   Skew:                             0.17
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.47992947427478, Current Price: 111.76
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.077
Date:                           Wed, 09 Oct 2024   AIC                             34.154
Time:                                   14:40:27   BIC                             36.979
Sample:                                        0   HQIC                            33.573
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7879      0.253     -3.118      0.002      -1.283      -0.293
ma.L1          1.0000   8144.861      0.000      1.000    -1.6e+04     1.6e+04
ar.S.L7       -0.0015      0.004     -0.363      0.717      -0.009       0.007
ma.S.L7       -1.0001   2968.036     -0.000      1.000   -5818.244    5816.244
sigma2         0.2297   1941.501      0.000      1.000   -3805.041    3805.501
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.88   Prob(JB):                         0.92
Heteroskedasticity (H):               0.70   Skew:                             0.03
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.30381152604302, Current Price: 112.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.870
Date:                           Wed, 09 Oct 2024   AIC                             35.741
Time:                                   14:40:27   BIC                             38.565
Sample:                                        0   HQIC                            35.160
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3252      1.665     -0.195      0.845      -3.589       2.939
ma.L1          0.5526      1.561      0.354      0.723      -2.506       3.611
ar.S.L7       -0.2732      0.458     -0.596      0.551      -1.171       0.625
ma.S.L7       -0.3473      0.707     -0.491      0.623      -1.733       1.039
sigma2         0.4036      0.279      1.444      0.149      -0.144       0.951
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.82   Prob(JB):                         0.80
Heteroskedasticity (H):               0.60   Skew:                            -0.12
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.86287805126628, Current Price: 110.76
BUY EXECUTED at 110.76
BUY ORDER COMPLETED at 111.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.920
Date:                           Wed, 09 Oct 2024   AIC                             37.841
Time:                                   14:40:27   BIC                             40.666
Sample:                                        0   HQIC                            37.260
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0912      9.351     -0.010      0.992     -18.420      18.237
ma.L1          0.1526      9.404      0.016      0.987     -18.280      18.585
ar.S.L7       -0.3018      0.664     -0.455      0.649      -1.603       1.000
ma.S.L7       -1.0008   1403.164     -0.001      0.999   -2751.151    2749.150
sigma2         0.3000    421.053      0.001      0.999    -824.949     825.549
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.40   Prob(JB):                         0.91
Heteroskedasticity (H):               0.31   Skew:                             0.17
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.09637365009289, Current Price: 111.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.276
Date:                           Wed, 09 Oct 2024   AIC                             34.552
Time:                                   14:40:27   BIC                             37.376
Sample:                                        0   HQIC                            33.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6018      1.088     -0.553      0.580      -2.734       1.530
ma.L1          1.6350      4.155      0.394      0.694      -6.509       9.779
ar.S.L7       -0.3203      0.512     -0.625      0.532      -1.325       0.684
ma.S.L7       -0.7631      3.089     -0.247      0.805      -6.818       5.292
sigma2         0.1049      0.483      0.217      0.828      -0.841       1.051
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.49
Prob(Q):                              0.70   Prob(JB):                         0.47
Heteroskedasticity (H):               0.43   Skew:                            -0.69
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.97071896768563, Current Price: 111.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.677
Date:                           Wed, 09 Oct 2024   AIC                             33.355
Time:                                   14:40:27   BIC                             36.179
Sample:                                        0   HQIC                            32.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1462      1.385      0.106      0.916      -2.568       2.861
ma.L1         10.0216    132.358      0.076      0.940    -249.395     269.438
ar.S.L7       -0.2077      0.398     -0.522      0.602      -0.988       0.572
ma.S.L7       -2.0743      3.047     -0.681      0.496      -8.046       3.898
sigma2         0.0007      0.018      0.040      0.968      -0.034       0.035
===================================================================================
Ljung-Box (L1) (Q):                   2.86   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.09   Prob(JB):                         0.77
Heteroskedasticity (H):               1.40   Skew:                            -0.02
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.14028410227021, Current Price: 111.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.972
Date:                           Wed, 09 Oct 2024   AIC                             27.945
Time:                                   14:40:27   BIC                             30.770
Sample:                                        0   HQIC                            27.364
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0342      0.142     -7.300      0.000      -1.312      -0.757
ma.L1          1.0000   1.02e+04   9.79e-05      1.000      -2e+04       2e+04
ar.S.L7       -0.5222      0.370     -1.410      0.159      -1.248       0.204
ma.S.L7        0.0046      0.527      0.009      0.993      -1.029       1.038
sigma2         0.1993   2036.664   9.79e-05      1.000   -3991.589    3991.988
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.57   Prob(JB):                         0.71
Heteroskedasticity (H):               1.73   Skew:                            -0.05
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.08268006935025, Current Price: 110.99
SELL EXECUTED at 110.99
SELL ORDER COMPLETED at 111.0
OPERATION PROFIT, GROSS -0.37999999999999545, NET -0.6023799999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.103
Date:                           Wed, 09 Oct 2024   AIC                             28.206
Time:                                   14:40:27   BIC                             31.031
Sample:                                        0   HQIC                            27.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2410     17.930      0.013      0.989     -34.901      35.383
ma.L1         -0.2702     17.527     -0.015      0.988     -34.622      34.082
ar.S.L7       -0.4051      0.230     -1.758      0.079      -0.857       0.047
ma.S.L7       -1.0002   3657.275     -0.000      1.000   -7169.128    7167.128
sigma2         0.1430    523.187      0.000      1.000   -1025.285    1025.571
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.64   Prob(JB):                         0.59
Heteroskedasticity (H):               2.40   Skew:                            -0.46
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.52029571896679, Current Price: 110.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.480
Date:                           Wed, 09 Oct 2024   AIC                             30.959
Time:                                   14:40:27   BIC                             33.784
Sample:                                        0   HQIC                            30.379
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0021     72.102  -2.94e-05      1.000    -141.320     141.316
ma.L1         -0.0024     72.173  -3.35e-05      1.000    -141.458     141.453
ar.S.L7       -0.3700      0.338     -1.095      0.273      -1.032       0.292
ma.S.L7       -0.4350      0.701     -0.620      0.535      -1.809       0.939
sigma2         0.2702      0.175      1.546      0.122      -0.072       0.613
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.85   Prob(JB):                         0.60
Heteroskedasticity (H):               0.91   Skew:                            -0.34
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.73791305653963, Current Price: 110.16
BUY EXECUTED at 110.16
BUY ORDER COMPLETED at 109.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.930
Date:                           Wed, 09 Oct 2024   AIC                             31.861
Time:                                   14:40:27   BIC                             34.686
Sample:                                        0   HQIC                            31.280
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3434      3.636     -0.094      0.925      -7.470       6.783
ma.L1          0.2761      3.933      0.070      0.944      -7.432       7.984
ar.S.L7       -0.4506      0.393     -1.147      0.251      -1.221       0.319
ma.S.L7       -0.2551      0.640     -0.398      0.690      -1.510       1.000
sigma2         0.3066      0.239      1.283      0.199      -0.162       0.775
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.98   Prob(JB):                         0.59
Heteroskedasticity (H):               0.50   Skew:                            -0.22
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.6606773435218, Current Price: 109.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.935
Date:                           Wed, 09 Oct 2024   AIC                             31.869
Time:                                   14:40:27   BIC                             34.694
Sample:                                        0   HQIC                            31.288
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0630      0.547     -0.115      0.908      -1.136       1.010
ma.L1        -22.9259      0.045   -514.521      0.000     -23.013     -22.839
ar.S.L7       -0.4741      0.382     -1.241      0.214      -1.223       0.274
ma.S.L7       -8.1278     37.907     -0.214      0.830     -82.425      66.169
sigma2      9.023e-06   8.12e-05      0.111      0.912      -0.000       0.000
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.78   Prob(JB):                         0.51
Heteroskedasticity (H):               0.41   Skew:                            -0.49
Prob(H) (two-sided):                  0.41   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.38e+19. Standard errors may be unstable.
Predicted Price: 109.97089279283799, Current Price: 108.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.492
Date:                           Wed, 09 Oct 2024   AIC                             30.984
Time:                                   14:40:27   BIC                             33.808
Sample:                                        0   HQIC                            30.403
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0626      0.111     -9.598      0.000      -1.280      -0.846
ma.L1          1.0000   7.02e+04   1.42e-05      1.000   -1.38e+05    1.38e+05
ar.S.L7       -0.4065      0.306     -1.326      0.185      -1.007       0.194
ma.S.L7        0.2613      0.976      0.268      0.789      -1.651       2.174
sigma2         0.2393   1.68e+04   1.42e-05      1.000   -3.29e+04    3.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.86   Prob(JB):                         0.73
Heteroskedasticity (H):               0.62   Skew:                             0.09
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.66688346484655, Current Price: 105.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.698
Date:                           Wed, 09 Oct 2024   AIC                             47.396
Time:                                   14:40:27   BIC                             50.221
Sample:                                        0   HQIC                            46.816
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6282      1.680      0.374      0.709      -2.665       3.922
ma.L1         -0.0688      1.684     -0.041      0.967      -3.370       3.232
ar.S.L7       -0.9349      0.610     -1.532      0.126      -2.131       0.261
ma.S.L7        0.1695      0.612      0.277      0.782      -1.029       1.368
sigma2         1.0256      0.487      2.104      0.035       0.070       1.981
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.72   Prob(JB):                         0.64
Heteroskedasticity (H):               4.65   Skew:                            -0.63
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.2968606716744, Current Price: 105.37
SELL EXECUTED at 105.37
SELL ORDER COMPLETED at 104.39
OPERATION PROFIT, GROSS -5.280000000000001, NET -5.494060000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.870
Date:                           Wed, 09 Oct 2024   AIC                             47.740
Time:                                   14:40:27   BIC                             50.565
Sample:                                        0   HQIC                            47.159
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0636      3.548      0.018      0.986      -6.891       7.018
ma.L1          0.2400      3.639      0.066      0.947      -6.891       7.371
ar.S.L7       -0.8816      0.692     -1.274      0.203      -2.238       0.475
ma.S.L7        0.5171      1.139      0.454      0.650      -1.715       2.749
sigma2         0.9450      0.641      1.473      0.141      -0.312       2.202
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.48
Prob(Q):                              0.87   Prob(JB):                         0.29
Heteroskedasticity (H):              12.44   Skew:                            -0.98
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.46200166657165, Current Price: 104.8
BUY EXECUTED at 104.8
BUY ORDER COMPLETED at 104.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.575
Date:                           Wed, 09 Oct 2024   AIC                             47.149
Time:                                   14:40:27   BIC                             49.974
Sample:                                        0   HQIC                            46.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2730      2.510      0.109      0.913      -4.646       5.192
ma.L1         -0.0308      2.436     -0.013      0.990      -4.805       4.743
ar.S.L7       -0.7810      0.723     -1.080      0.280      -2.198       0.636
ma.S.L7        1.0003   8672.232      0.000      1.000    -1.7e+04     1.7e+04
sigma2         0.6141   5325.852      0.000      1.000   -1.04e+04    1.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 2.84
Prob(Q):                              0.66   Prob(JB):                         0.24
Heteroskedasticity (H):               6.83   Skew:                            -1.09
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.70920109500128, Current Price: 104.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.707
Date:                           Wed, 09 Oct 2024   AIC                             47.413
Time:                                   14:40:27   BIC                             50.238
Sample:                                        0   HQIC                            46.833
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1319      2.619     -0.050      0.960      -5.265       5.001
ma.L1          2.5238     15.364      0.164      0.870     -27.590      32.638
ar.S.L7       -0.7793      0.522     -1.494      0.135      -1.801       0.243
ma.S.L7        1.0003   7585.471      0.000      1.000   -1.49e+04    1.49e+04
sigma2         0.0984    745.418      0.000      1.000   -1460.894    1461.091
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.68   Prob(JB):                         0.45
Heteroskedasticity (H):               3.88   Skew:                            -0.86
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.12122429884838, Current Price: 105.35
SELL EXECUTED at 105.35
SELL ORDER COMPLETED at 104.94
OPERATION PROFIT, GROSS -0.04000000000000625, NET -0.24992000000000625
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.191
Date:                           Wed, 09 Oct 2024   AIC                             46.382
Time:                                   14:40:27   BIC                             49.207
Sample:                                        0   HQIC                            45.801
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4650      0.443     -1.050      0.294      -1.333       0.403
ma.L1          1.0000   1.45e+04    6.9e-05      1.000   -2.84e+04    2.84e+04
ar.S.L7       -0.6351      0.490     -1.297      0.195      -1.595       0.325
ma.S.L7        2.2826     10.900      0.209      0.834     -19.082      23.647
sigma2         0.1400   2030.597    6.9e-05      1.000   -3979.757    3980.037
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.25
Prob(Q):                              0.88   Prob(JB):                         0.33
Heteroskedasticity (H):               1.49   Skew:                            -1.02
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.69753171126834, Current Price: 104.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.025
Date:                           Wed, 09 Oct 2024   AIC                             46.051
Time:                                   14:40:27   BIC                             48.876
Sample:                                        0   HQIC                            45.470
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3677      0.369     -0.996      0.319      -1.091       0.356
ma.L1          1.0000   1.53e+04   6.54e-05      1.000      -3e+04       3e+04
ar.S.L7       -0.6717      0.472     -1.422      0.155      -1.598       0.254
ma.S.L7        1.0002   7541.748      0.000      1.000   -1.48e+04    1.48e+04
sigma2         0.4771   8606.260   5.54e-05      1.000   -1.69e+04    1.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.49
Prob(Q):                              0.70   Prob(JB):                         0.47
Heteroskedasticity (H):               1.05   Skew:                            -0.76
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.8271975527042, Current Price: 105.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.868
Date:                           Wed, 09 Oct 2024   AIC                             45.735
Time:                                   14:40:27   BIC                             48.560
Sample:                                        0   HQIC                            45.154
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3455      0.533     -0.648      0.517      -1.390       0.699
ma.L1          1.0000   2.96e+04   3.38e-05      1.000    -5.8e+04     5.8e+04
ar.S.L7       -0.6469      0.260     -2.488      0.013      -1.157      -0.137
ma.S.L7        0.2547      1.039      0.245      0.806      -1.782       2.292
sigma2         0.7799   2.31e+04   3.38e-05      1.000   -4.53e+04    4.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.65
Prob(Q):                              0.96   Prob(JB):                         0.27
Heteroskedasticity (H):               0.84   Skew:                            -1.10
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.61474438756397, Current Price: 105.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.129
Date:                           Wed, 09 Oct 2024   AIC                             44.257
Time:                                   14:40:27   BIC                             47.082
Sample:                                        0   HQIC                            43.677
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5006      0.292     -1.713      0.087      -1.073       0.072
ma.L1          1.0000   1.52e+04    6.6e-05      1.000   -2.97e+04    2.97e+04
ar.S.L7       -0.2804      0.516     -0.544      0.587      -1.291       0.730
ma.S.L7       -1.0001   1.09e+04  -9.16e-05      1.000   -2.14e+04    2.14e+04
sigma2         0.4266   9259.190   4.61e-05      1.000   -1.81e+04    1.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 4.48
Prob(Q):                              0.71   Prob(JB):                         0.11
Heteroskedasticity (H):               0.83   Skew:                            -1.37
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.16346221098209, Current Price: 104.27
BUY EXECUTED at 104.27
BUY ORDER COMPLETED at 105.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.311
Date:                           Wed, 09 Oct 2024   AIC                             42.622
Time:                                   14:40:28   BIC                             45.447
Sample:                                        0   HQIC                            42.042
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3029      0.613     -0.494      0.621      -1.504       0.898
ma.L1          1.0000   9268.168      0.000      1.000   -1.82e+04    1.82e+04
ar.S.L7       -0.3303      0.209     -1.583      0.113      -0.739       0.079
ma.S.L7       -1.0000    1.5e+04  -6.67e-05      1.000   -2.94e+04    2.94e+04
sigma2         0.4120   7385.020   5.58e-05      1.000   -1.45e+04    1.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.46   Prob(JB):                         0.51
Heteroskedasticity (H):               0.27   Skew:                            -0.72
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.036247785052, Current Price: 104.93
SELL EXECUTED at 104.93
SELL ORDER COMPLETED at 104.59
OPERATION PROFIT, GROSS -0.8199999999999932, NET -1.0299999999999931
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.163
Date:                           Wed, 09 Oct 2024   AIC                             48.326
Time:                                   14:40:28   BIC                             51.150
Sample:                                        0   HQIC                            47.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2888      6.711      0.043      0.966     -12.865      13.442
ma.L1        -10.0256    685.237     -0.015      0.988   -1353.066    1333.015
ar.S.L7       -0.4786      1.059     -0.452      0.651      -2.553       1.596
ma.S.L7       -0.9970    462.024     -0.002      0.998    -906.547     904.553
sigma2         0.0066      2.782      0.002      0.998      -5.447       5.460
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.31
Prob(Q):                              0.95   Prob(JB):                         0.32
Heteroskedasticity (H):               0.31   Skew:                            -0.91
Prob(H) (two-sided):                  0.29   Kurtosis:                         3.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.87061737497181, Current Price: 104.1
BUY EXECUTED at 104.1
BUY ORDER COMPLETED at 104.56
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.964
Date:                           Wed, 09 Oct 2024   AIC                             47.929
Time:                                   14:40:28   BIC                             50.753
Sample:                                        0   HQIC                            47.348
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3460      2.275     -0.152      0.879      -4.804       4.112
ma.L1          0.5884      2.050      0.287      0.774      -3.429       4.606
ar.S.L7       -0.5219      0.770     -0.678      0.498      -2.031       0.988
ma.S.L7       -1.0000   3.57e+04   -2.8e-05      1.000   -7.01e+04    7.01e+04
sigma2         0.6536   2.34e+04    2.8e-05      1.000   -4.58e+04    4.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.73   Prob(JB):                         0.55
Heteroskedasticity (H):               0.40   Skew:                            -0.72
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.37722729151653, Current Price: 104.31
SELL EXECUTED at 104.31
SELL ORDER COMPLETED at 104.42
OPERATION PROFIT, GROSS -0.14000000000000057, NET -0.34898000000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.102
Date:                           Wed, 09 Oct 2024   AIC                             48.204
Time:                                   14:40:28   BIC                             51.029
Sample:                                        0   HQIC                            47.624
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6861      0.418      1.643      0.100      -0.132       1.505
ma.L1         -1.0000   7.54e+04  -1.33e-05      1.000   -1.48e+05    1.48e+05
ar.S.L7       -1.0363      0.434     -2.386      0.017      -1.888      -0.185
ma.S.L7        0.3284      0.855      0.384      0.701      -1.347       2.004
sigma2         0.9245   6.97e+04   1.33e-05      1.000   -1.37e+05    1.37e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 5.76
Prob(Q):                              0.79   Prob(JB):                         0.06
Heteroskedasticity (H):               0.32   Skew:                            -1.37
Prob(H) (two-sided):                  0.29   Kurtosis:                         4.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.90051628476691, Current Price: 103.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.581
Date:                           Wed, 09 Oct 2024   AIC                             45.163
Time:                                   14:40:28   BIC                             47.987
Sample:                                        0   HQIC                            44.582
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5620      0.429      1.310      0.190      -0.279       1.403
ma.L1         -1.0000   3209.462     -0.000      1.000   -6291.431    6289.431
ar.S.L7       -1.1525      0.183     -6.307      0.000      -1.511      -0.794
ma.S.L7        1.0001   8971.204      0.000      1.000   -1.76e+04    1.76e+04
sigma2         0.4652   3912.759      0.000      1.000   -7668.402    7669.332
===================================================================================
Ljung-Box (L1) (Q):                   1.95   Jarque-Bera (JB):                 5.07
Prob(Q):                              0.16   Prob(JB):                         0.08
Heteroskedasticity (H):               0.21   Skew:                            -1.35
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.27178056783552, Current Price: 104.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.064
Date:                           Wed, 09 Oct 2024   AIC                             34.128
Time:                                   14:40:28   BIC                             36.953
Sample:                                        0   HQIC                            33.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3343      2.182     -0.153      0.878      -4.610       3.942
ma.L1          0.2207      2.156      0.102      0.918      -4.004       4.445
ar.S.L7       -0.4333      0.327     -1.324      0.185      -1.075       0.208
ma.S.L7       -0.6719      1.878     -0.358      0.721      -4.353       3.009
sigma2         0.3016      0.441      0.683      0.494      -0.564       1.167
===================================================================================
Ljung-Box (L1) (Q):                   1.68   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.19   Prob(JB):                         0.79
Heteroskedasticity (H):               0.91   Skew:                             0.12
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.00344665032577, Current Price: 104.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.427
Date:                           Wed, 09 Oct 2024   AIC                             40.855
Time:                                   14:40:28   BIC                             43.679
Sample:                                        0   HQIC                            40.274
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3088      4.221      0.073      0.942      -7.965       8.582
ma.L1         -7.6669    242.250     -0.032      0.975    -482.468     467.134
ar.S.L7       -0.3860      0.541     -0.714      0.475      -1.446       0.674
ma.S.L7       -1.0009   2019.917     -0.000      1.000   -3959.966    3957.964
sigma2         0.0065     13.388      0.000      1.000     -26.234      26.247
===================================================================================
Ljung-Box (L1) (Q):                   2.07   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.15   Prob(JB):                         0.77
Heteroskedasticity (H):               2.41   Skew:                             0.00
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.79334793937205, Current Price: 105.72
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.415
Date:                           Wed, 09 Oct 2024   AIC                             42.830
Time:                                   14:40:28   BIC                             45.655
Sample:                                        0   HQIC                            42.249
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1930      0.243      4.916      0.000       0.717       1.669
ma.L1         -1.0172      5.182     -0.196      0.844     -11.173       9.139
ar.S.L7       -0.6351      0.305     -2.085      0.037      -1.232      -0.038
ma.S.L7      -13.4287    221.110     -0.061      0.952    -446.795     419.938
sigma2         0.0033      0.111      0.030      0.976      -0.214       0.220
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.39   Prob(JB):                         0.75
Heteroskedasticity (H):               2.08   Skew:                            -0.48
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.12747109565161, Current Price: 106.26
BUY EXECUTED at 106.26
BUY ORDER COMPLETED at 106.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.603
Date:                           Wed, 09 Oct 2024   AIC                             43.207
Time:                                   14:40:28   BIC                             46.031
Sample:                                        0   HQIC                            42.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0972      0.206      5.333      0.000       0.694       1.501
ma.L1         -1.0000   4227.447     -0.000      1.000   -8286.644    8284.644
ar.S.L7       -0.5864      0.260     -2.257      0.024      -1.096      -0.077
ma.S.L7       -0.0465      0.616     -0.076      0.940      -1.255       1.161
sigma2         0.6419   2713.745      0.000      1.000   -5318.201    5319.484
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.55   Prob(JB):                         0.72
Heteroskedasticity (H):               1.79   Skew:                            -0.40
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.77900639989419, Current Price: 107.75
SELL EXECUTED at 107.75
SELL ORDER COMPLETED at 106.95
OPERATION PROFIT, GROSS -0.03999999999999204, NET -0.25393999999999206
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.165
Date:                           Wed, 09 Oct 2024   AIC                             42.330
Time:                                   14:40:28   BIC                             45.155
Sample:                                        0   HQIC                            41.749
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1431      0.181      6.317      0.000       0.788       1.498
ma.L1         -1.0000   1.33e+04   -7.5e-05      1.000   -2.61e+04    2.61e+04
ar.S.L7       -0.6144      0.310     -1.980      0.048      -1.223      -0.006
ma.S.L7       -0.1723      0.776     -0.222      0.824      -1.693       1.348
sigma2         0.5869   7829.454    7.5e-05      1.000   -1.53e+04    1.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.34   Prob(JB):                         0.87
Heteroskedasticity (H):               1.00   Skew:                            -0.32
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.22525004341293, Current Price: 106.86
BUY EXECUTED at 106.86
BUY ORDER COMPLETED at 107.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.638
Date:                           Wed, 09 Oct 2024   AIC                             49.275
Time:                                   14:40:28   BIC                             52.100
Sample:                                        0   HQIC                            48.695
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9152      0.214      4.276      0.000       0.496       1.335
ma.L1         -1.0000   6471.183     -0.000      1.000   -1.27e+04    1.27e+04
ar.S.L7       -0.4039      0.337     -1.199      0.231      -1.064       0.256
ma.S.L7       -0.1693      0.776     -0.218      0.827      -1.690       1.351
sigma2         1.0020   6483.941      0.000      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.34   Prob(JB):                         0.71
Heteroskedasticity (H):               2.22   Skew:                            -0.28
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.74329109487428, Current Price: 106.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.768
Date:                           Wed, 09 Oct 2024   AIC                             49.536
Time:                                   14:40:28   BIC                             52.360
Sample:                                        0   HQIC                            48.955
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9232      0.307      3.003      0.003       0.321       1.526
ma.L1         -1.0000   3866.113     -0.000      1.000   -7578.443    7576.443
ar.S.L7       -0.4154      0.322     -1.292      0.196      -1.046       0.215
ma.S.L7       -0.1493      0.724     -0.206      0.837      -1.568       1.270
sigma2         1.0267   3969.677      0.000      1.000   -7779.397    7781.451
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.34   Prob(JB):                         0.69
Heteroskedasticity (H):               1.46   Skew:                            -0.35
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.35370095005247, Current Price: 107.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.529
Date:                           Wed, 09 Oct 2024   AIC                             43.058
Time:                                   14:40:28   BIC                             45.883
Sample:                                        0   HQIC                            42.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9580      0.266     -3.606      0.000      -1.479      -0.437
ma.L1          1.0000   4.14e+04   2.42e-05      1.000   -8.11e+04    8.11e+04
ar.S.L7       -0.1820      0.497     -0.366      0.714      -1.157       0.793
ma.S.L7        0.3144      1.145      0.275      0.784      -1.930       2.559
sigma2         0.5947   2.46e+04   2.42e-05      1.000   -4.82e+04    4.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.49   Prob(JB):                         0.81
Heteroskedasticity (H):               2.62   Skew:                             0.45
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.96531479400184, Current Price: 107.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.123
Date:                           Wed, 09 Oct 2024   AIC                             40.246
Time:                                   14:40:28   BIC                             43.071
Sample:                                        0   HQIC                            39.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7250      0.422     -1.718      0.086      -1.552       0.102
ma.L1          0.4029      0.831      0.485      0.628      -1.227       2.033
ar.S.L7        0.0722      0.539      0.134      0.893      -0.983       1.128
ma.S.L7        1.0001   1.44e+04   6.93e-05      1.000   -2.83e+04    2.83e+04
sigma2         0.3491   5036.219   6.93e-05      1.000   -9870.459    9871.157
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.81   Prob(JB):                         0.80
Heteroskedasticity (H):               0.32   Skew:                             0.40
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.06550825212177, Current Price: 108.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.833
Date:                           Wed, 09 Oct 2024   AIC                             43.667
Time:                                   14:40:28   BIC                             46.492
Sample:                                        0   HQIC                            43.086
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6866      1.100     -0.624      0.532      -2.842       1.469
ma.L1          0.3888      1.919      0.203      0.839      -3.372       4.149
ar.S.L7        0.0018      0.010      0.192      0.848      -0.017       0.021
ma.S.L7        0.1555      1.704      0.091      0.927      -3.185       3.496
sigma2         0.7755      0.369      2.103      0.035       0.053       1.498
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.66
Prob(Q):                              0.98   Prob(JB):                         0.26
Heteroskedasticity (H):               0.20   Skew:                             1.06
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.02711549256051, Current Price: 110.44
SELL EXECUTED at 110.44
SELL ORDER COMPLETED at 110.93
OPERATION PROFIT, GROSS 3.8600000000000136, NET 3.6420000000000137
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.292
Date:                           Wed, 09 Oct 2024   AIC                             46.583
Time:                                   14:40:28   BIC                             49.408
Sample:                                        0   HQIC                            46.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4908      0.966     -0.508      0.611      -2.384       1.403
ma.L1          0.2168      1.187      0.183      0.855      -2.110       2.543
ar.S.L7        0.0971      0.489      0.199      0.843      -0.861       1.055
ma.S.L7      -10.1521     87.358     -0.116      0.907    -181.370     161.066
sigma2         0.0092      0.158      0.059      0.953      -0.300       0.319
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.86   Prob(JB):                         0.54
Heteroskedasticity (H):               1.72   Skew:                             0.73
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.58143044324373, Current Price: 111.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.862
Date:                           Wed, 09 Oct 2024   AIC                             43.724
Time:                                   14:40:28   BIC                             46.549
Sample:                                        0   HQIC                            43.144
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0470      0.178     -5.877      0.000      -1.396      -0.698
ma.L1          1.0000   3375.478      0.000      1.000   -6614.816    6616.816
ar.S.L7     9.564e-05      0.043      0.002      0.998      -0.083       0.083
ma.S.L7        0.1240      0.526      0.236      0.814      -0.907       1.155
sigma2         0.7240   2444.196      0.000      1.000   -4789.813    4791.261
===================================================================================
Ljung-Box (L1) (Q):                   1.60   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.21   Prob(JB):                         0.61
Heteroskedasticity (H):               0.66   Skew:                             0.65
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.90071751207648, Current Price: 110.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.367
Date:                           Wed, 09 Oct 2024   AIC                             44.734
Time:                                   14:40:28   BIC                             47.559
Sample:                                        0   HQIC                            44.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6817      0.745     -0.915      0.360      -2.142       0.778
ma.L1          0.2255      0.548      0.412      0.681      -0.848       1.299
ar.S.L7        0.2088      0.395      0.529      0.597      -0.565       0.983
ma.S.L7       -0.0507      0.768     -0.066      0.947      -1.557       1.455
sigma2         0.8458      0.690      1.226      0.220      -0.506       2.198
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.77
Prob(Q):                              0.79   Prob(JB):                         0.41
Heteroskedasticity (H):               0.56   Skew:                             0.84
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.21520538207898, Current Price: 109.16
BUY EXECUTED at 109.16
BUY ORDER COMPLETED at 107.72
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.087
Date:                           Wed, 09 Oct 2024   AIC                             44.173
Time:                                   14:40:28   BIC                             46.998
Sample:                                        0   HQIC                            43.593
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9834      0.095    -10.318      0.000      -1.170      -0.797
ma.L1          1.0079      8.381      0.120      0.904     -15.419      17.434
ar.S.L7        0.1941      0.414      0.469      0.639      -0.617       1.006
ma.S.L7       -4.6941     16.331     -0.287      0.774     -36.703      27.315
sigma2         0.0306      0.280      0.109      0.913      -0.519       0.580
===================================================================================
Ljung-Box (L1) (Q):                   0.55   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.46   Prob(JB):                         0.62
Heteroskedasticity (H):               0.26   Skew:                             0.54
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.97327795712567, Current Price: 107.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.273
Date:                           Wed, 09 Oct 2024   AIC                             48.547
Time:                                   14:40:29   BIC                             51.371
Sample:                                        0   HQIC                            47.966
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7423      0.239      3.104      0.002       0.274       1.211
ma.L1         -0.9592      1.599     -0.600      0.549      -4.092       2.174
ar.S.L7       -0.3732      0.507     -0.736      0.462      -1.368       0.621
ma.S.L7        0.4581      1.101      0.416      0.677      -1.699       2.615
sigma2         0.9356      1.157      0.808      0.419      -1.332       3.204
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.65   Prob(JB):                         0.79
Heteroskedasticity (H):               1.05   Skew:                            -0.27
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.96458757750041, Current Price: 107.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.095
Date:                           Wed, 09 Oct 2024   AIC                             44.189
Time:                                   14:40:29   BIC                             47.014
Sample:                                        0   HQIC                            43.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8449      0.117     -7.194      0.000      -1.075      -0.615
ma.L1          1.0000   1080.227      0.001      0.999   -2116.205    2118.205
ar.S.L7        0.1824      0.402      0.453      0.650      -0.606       0.971
ma.S.L7       -0.3368      0.772     -0.436      0.663      -1.850       1.176
sigma2         0.6775    731.877      0.001      0.999   -1433.774    1435.129
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.48   Prob(JB):                         0.88
Heteroskedasticity (H):               1.90   Skew:                            -0.24
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.13007677784387, Current Price: 108.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.326
Date:                           Wed, 09 Oct 2024   AIC                             42.651
Time:                                   14:40:29   BIC                             45.476
Sample:                                        0   HQIC                            42.071
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7191      0.225     -3.195      0.001      -1.160      -0.278
ma.L1          1.0000   2.08e+04    4.8e-05      1.000   -4.08e+04    4.08e+04
ar.S.L7       -0.1185      0.392     -0.302      0.763      -0.887       0.650
ma.S.L7       -0.0476      0.525     -0.091      0.928      -1.076       0.981
sigma2         0.6186   1.29e+04    4.8e-05      1.000   -2.53e+04    2.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.80   Prob(JB):                         0.89
Heteroskedasticity (H):               1.93   Skew:                             0.05
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.24090309465612, Current Price: 108.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.532
Date:                           Wed, 09 Oct 2024   AIC                             43.063
Time:                                   14:40:29   BIC                             45.888
Sample:                                        0   HQIC                            42.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4206      3.393      0.124      0.901      -6.229       7.071
ma.L1         -0.3036      3.443     -0.088      0.930      -7.052       6.445
ar.S.L7       -0.0130      0.972     -0.013      0.989      -1.918       1.892
ma.S.L7       -1.0002   6293.639     -0.000      1.000   -1.23e+04    1.23e+04
sigma2         0.4487   2824.209      0.000      1.000   -5534.899    5535.796
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.33   Prob(JB):                         0.93
Heteroskedasticity (H):               2.30   Skew:                            -0.09
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.14305427079651, Current Price: 109.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.141
Date:                           Wed, 09 Oct 2024   AIC                             40.282
Time:                                   14:40:29   BIC                             43.106
Sample:                                        0   HQIC                            39.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4562      0.569      0.802      0.423      -0.659       1.572
ma.L1         -0.1470      0.511     -0.287      0.774      -1.149       0.855
ar.S.L7       -0.1167      0.381     -0.306      0.759      -0.863       0.630
ma.S.L7       -0.6267      1.315     -0.477      0.634      -3.204       1.951
sigma2         0.4965      0.537      0.925      0.355      -0.555       1.548
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.32   Prob(JB):                         0.88
Heteroskedasticity (H):               1.18   Skew:                            -0.12
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.70967220629454, Current Price: 108.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.370
Date:                           Wed, 09 Oct 2024   AIC                             36.740
Time:                                   14:40:29   BIC                             39.565
Sample:                                        0   HQIC                            36.160
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4582      0.267      1.717      0.086      -0.065       0.981
ma.L1          1.0000   6520.387      0.000      1.000   -1.28e+04    1.28e+04
ar.S.L7       -0.3896      0.075     -5.176      0.000      -0.537      -0.242
ma.S.L7       -0.2439      0.622     -0.392      0.695      -1.464       0.976
sigma2         0.3809   2483.959      0.000      1.000   -4868.090    4868.852
===================================================================================
Ljung-Box (L1) (Q):                   1.28   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.26   Prob(JB):                         0.74
Heteroskedasticity (H):               0.73   Skew:                            -0.24
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.51640365619747, Current Price: 107.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.867
Date:                           Wed, 09 Oct 2024   AIC                             33.734
Time:                                   14:40:29   BIC                             36.559
Sample:                                        0   HQIC                            33.154
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0440      0.476      0.092      0.926      -0.890       0.978
ma.L1          1.0000   6.63e+04   1.51e-05      1.000    -1.3e+05     1.3e+05
ar.S.L7       -0.3502      0.067     -5.203      0.000      -0.482      -0.218
ma.S.L7       -0.2841      0.515     -0.552      0.581      -1.293       0.725
sigma2         0.3164    2.1e+04   1.51e-05      1.000   -4.11e+04    4.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.97   Prob(JB):                         0.97
Heteroskedasticity (H):               0.41   Skew:                            -0.16
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.0599244948647, Current Price: 107.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.091
Date:                           Wed, 09 Oct 2024   AIC                             34.183
Time:                                   14:40:29   BIC                             37.007
Sample:                                        0   HQIC                            33.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0057      0.502      0.011      0.991      -0.977       0.989
ma.L1          1.0000   7003.839      0.000      1.000   -1.37e+04    1.37e+04
ar.S.L7       -0.3353      0.070     -4.756      0.000      -0.473      -0.197
ma.S.L7       -0.3857      0.476     -0.811      0.417      -1.318       0.547
sigma2         0.3210   2247.885      0.000      1.000   -4405.452    4406.094
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.94   Prob(JB):                         0.91
Heteroskedasticity (H):               0.36   Skew:                            -0.29
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.87718294655906, Current Price: 107.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.185
Date:                           Wed, 09 Oct 2024   AIC                             30.370
Time:                                   14:40:29   BIC                             33.195
Sample:                                        0   HQIC                            29.789
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0934      0.485     -0.193      0.847      -1.043       0.857
ma.L1          1.0000   2363.622      0.000      1.000   -4631.614    4633.614
ar.S.L7       -0.3146      0.076     -4.136      0.000      -0.464      -0.166
ma.S.L7       -1.0000   3.54e+05  -2.82e-06      1.000   -6.94e+05    6.94e+05
sigma2         0.1588   5.61e+04   2.83e-06      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.28   Prob(JB):                         0.73
Heteroskedasticity (H):               0.26   Skew:                            -0.52
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.31212658355055, Current Price: 106.13
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.762
Date:                           Wed, 09 Oct 2024   AIC                             41.524
Time:                                   14:40:29   BIC                             44.349
Sample:                                        0   HQIC                            40.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2078      0.767      0.271      0.787      -1.296       1.711
ma.L1          1.0000   2.61e+04   3.84e-05      1.000   -5.11e+04    5.11e+04
ar.S.L7       -0.4196      0.108     -3.902      0.000      -0.630      -0.209
ma.S.L7        1.0035    212.222      0.005      0.996    -414.944     416.951
sigma2         0.3339   8756.827   3.81e-05      1.000   -1.72e+04    1.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.99   Prob(JB):                         0.65
Heteroskedasticity (H):               2.24   Skew:                             0.04
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.36142776810605, Current Price: 106.38
SELL EXECUTED at 106.38
SELL ORDER COMPLETED at 105.65
OPERATION PROFIT, GROSS -2.069999999999993, NET -2.283369999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.584
Date:                           Wed, 09 Oct 2024   AIC                             43.168
Time:                                   14:40:29   BIC                             45.993
Sample:                                        0   HQIC                            42.588
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2700      0.658     -0.410      0.681      -1.559       1.019
ma.L1          1.0000   2.78e+04   3.59e-05      1.000   -5.46e+04    5.46e+04
ar.S.L7       -0.3956      0.311     -1.271      0.204      -1.006       0.214
ma.S.L7       -0.3224      1.133     -0.284      0.776      -2.544       1.899
sigma2         0.6597   1.84e+04   3.59e-05      1.000    -3.6e+04     3.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.86   Jarque-Bera (JB):                 2.65
Prob(Q):                              0.17   Prob(JB):                         0.27
Heteroskedasticity (H):               2.36   Skew:                            -1.04
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.87112675349708, Current Price: 106.16
BUY EXECUTED at 106.16
BUY ORDER COMPLETED at 105.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.885
Date:                           Wed, 09 Oct 2024   AIC                             45.770
Time:                                   14:40:29   BIC                             48.595
Sample:                                        0   HQIC                            45.189
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4655      1.486      0.313      0.754      -2.447       3.378
ma.L1         -0.0119      1.776     -0.007      0.995      -3.494       3.470
ar.S.L7       -0.5823      0.554     -1.052      0.293      -1.668       0.503
ma.S.L7       -0.0053      1.789     -0.003      0.998      -3.511       3.501
sigma2         0.9173      0.450      2.040      0.041       0.036       1.798
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 3.07
Prob(Q):                              0.33   Prob(JB):                         0.22
Heteroskedasticity (H):               2.09   Skew:                            -1.09
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.20638030948334, Current Price: 106.22
SELL EXECUTED at 106.22
SELL ORDER COMPLETED at 105.83
OPERATION PROFIT, GROSS -0.030000000000001137, NET -0.24169000000000113
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.708
Date:                           Wed, 09 Oct 2024   AIC                             45.415
Time:                                   14:40:29   BIC                             48.240
Sample:                                        0   HQIC                            44.835
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2030      1.541      0.132      0.895      -2.817       3.223
ma.L1          0.1530      1.800      0.085      0.932      -3.375       3.681
ar.S.L7       -0.5468      0.598     -0.915      0.360      -1.718       0.625
ma.S.L7        4.2352     20.520      0.206      0.836     -35.983      44.453
sigma2         0.0487      0.455      0.107      0.915      -0.842       0.940
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 2.94
Prob(Q):                              0.35   Prob(JB):                         0.23
Heteroskedasticity (H):               2.29   Skew:                            -1.11
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.38426608799467, Current Price: 105.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.473
Date:                           Wed, 09 Oct 2024   AIC                             42.947
Time:                                   14:40:29   BIC                             45.772
Sample:                                        0   HQIC                            42.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1592      2.120     -0.075      0.940      -4.314       3.996
ma.L1          0.4098      1.546      0.265      0.791      -2.620       3.440
ar.S.L7       -0.5122      0.461     -1.110      0.267      -1.417       0.392
ma.S.L7        0.2442      0.859      0.284      0.776      -1.439       1.927
sigma2         0.7205      0.332      2.168      0.030       0.069       1.372
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 6.03
Prob(Q):                              0.93   Prob(JB):                         0.05
Heteroskedasticity (H):               1.04   Skew:                            -1.40
Prob(H) (two-sided):                  0.97   Kurtosis:                         4.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.2134953999767, Current Price: 107.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.257
Date:                           Wed, 09 Oct 2024   AIC                             46.513
Time:                                   14:40:29   BIC                             49.338
Sample:                                        0   HQIC                            45.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0658      1.800     -0.037      0.971      -3.593       3.462
ma.L1          0.2748      1.702      0.162      0.872      -3.060       3.610
ar.S.L7       -0.3781      0.474     -0.798      0.425      -1.307       0.551
ma.S.L7        1.0001    1.2e+04   8.33e-05      1.000   -2.35e+04    2.35e+04
sigma2         0.5849   7021.813   8.33e-05      1.000   -1.38e+04    1.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.96   Prob(JB):                         0.53
Heteroskedasticity (H):               2.02   Skew:                            -0.73
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.60758649427015, Current Price: 108.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.374
Date:                           Wed, 09 Oct 2024   AIC                             46.747
Time:                                   14:40:29   BIC                             49.572
Sample:                                        0   HQIC                            46.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3602      1.720      0.209      0.834      -3.012       3.732
ma.L1         -0.0300      1.635     -0.018      0.985      -3.235       3.175
ar.S.L7       -0.3088      0.423     -0.729      0.466      -1.139       0.521
ma.S.L7        0.3890      2.175      0.179      0.858      -3.874       4.652
sigma2         0.9244      0.925      0.999      0.318      -0.889       2.737
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 2.45
Prob(Q):                              0.84   Prob(JB):                         0.29
Heteroskedasticity (H):               2.66   Skew:                            -0.93
Prob(H) (two-sided):                  0.37   Kurtosis:                         4.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.20876047239598, Current Price: 109.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.074
Date:                           Wed, 09 Oct 2024   AIC                             46.148
Time:                                   14:40:29   BIC                             48.973
Sample:                                        0   HQIC                            45.568
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5742      1.199      0.479      0.632      -1.776       2.924
ma.L1         -0.1247      1.828     -0.068      0.946      -3.707       3.458
ar.S.L7       -0.2692      1.146     -0.235      0.814      -2.515       1.977
ma.S.L7       -0.3026      0.996     -0.304      0.761      -2.255       1.649
sigma2         0.9000      0.721      1.249      0.212      -0.513       2.313
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 5.77
Prob(Q):                              0.98   Prob(JB):                         0.06
Heteroskedasticity (H):               7.68   Skew:                            -1.08
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.06014688015914, Current Price: 108.53
BUY EXECUTED at 108.53
BUY ORDER COMPLETED at 107.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.176
Date:                           Wed, 09 Oct 2024   AIC                             48.352
Time:                                   14:40:29   BIC                             51.177
Sample:                                        0   HQIC                            47.772
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4632      1.299      0.357      0.721      -2.082       3.009
ma.L1         -0.0604      1.989     -0.030      0.976      -3.958       3.837
ar.S.L7       -0.4419      1.245     -0.355      0.723      -2.883       1.999
ma.S.L7       -0.1076      1.616     -0.067      0.947      -3.275       3.060
sigma2         1.1102      0.535      2.075      0.038       0.062       2.159
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.12
Prob(Q):                              0.99   Prob(JB):                         0.35
Heteroskedasticity (H):              17.09   Skew:                            -0.80
Prob(H) (two-sided):                  0.02   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.29933407241136, Current Price: 107.79
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.170
Date:                           Wed, 09 Oct 2024   AIC                             48.340
Time:                                   14:40:29   BIC                             51.165
Sample:                                        0   HQIC                            47.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4626      0.994      0.465      0.642      -1.486       2.411
ma.L1         -0.0173      1.480     -0.012      0.991      -2.918       2.884
ar.S.L7       -0.4568      1.158     -0.395      0.693      -2.726       1.812
ma.S.L7       -0.1154      1.305     -0.088      0.930      -2.674       2.443
sigma2         1.1096      0.689      1.609      0.108      -0.242       2.461
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.15
Prob(Q):                              1.00   Prob(JB):                         0.56
Heteroskedasticity (H):               0.31   Skew:                            -0.58
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.07782942974939, Current Price: 108.22
SELL EXECUTED at 108.22
SELL ORDER COMPLETED at 109.67
OPERATION PROFIT, GROSS 2.0900000000000034, NET 1.8727500000000035
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.554
Date:                           Wed, 09 Oct 2024   AIC                             49.109
Time:                                   14:40:29   BIC                             51.933
Sample:                                        0   HQIC                            48.528
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3012      1.329      0.227      0.821      -2.303       2.905
ma.L1          0.0436      1.880      0.023      0.981      -3.640       3.727
ar.S.L7       -0.3074      1.193     -0.258      0.797      -2.647       2.032
ma.S.L7       -0.2194      1.094     -0.201      0.841      -2.363       1.924
sigma2         1.1632      0.932      1.248      0.212      -0.663       2.990
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.06
Prob(Q):                              1.00   Prob(JB):                         0.59
Heteroskedasticity (H):               0.50   Skew:                            -0.66
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.86825354893453, Current Price: 110.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.863
Date:                           Wed, 09 Oct 2024   AIC                             53.726
Time:                                   14:40:29   BIC                             56.550
Sample:                                        0   HQIC                            53.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5969      0.462      1.292      0.196      -0.308       1.502
ma.L1         -0.4980      0.803     -0.620      0.535      -2.072       1.076
ar.S.L7        0.3486      0.515      0.677      0.499      -0.661       1.358
ma.S.L7       -1.0000   4.54e+04   -2.2e-05      1.000   -8.91e+04    8.91e+04
sigma2         0.9801   4.45e+04    2.2e-05      1.000   -8.73e+04    8.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.87   Prob(JB):                         0.93
Heteroskedasticity (H):               1.31   Skew:                            -0.09
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.7128123370048, Current Price: 109.81
BUY EXECUTED at 109.81
BUY ORDER COMPLETED at 108.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.335
Date:                           Wed, 09 Oct 2024   AIC                             54.671
Time:                                   14:40:29   BIC                             57.496
Sample:                                        0   HQIC                            54.090
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1077      0.240     -4.607      0.000      -1.579      -0.636
ma.L1          1.0000   3.92e+04   2.55e-05      1.000   -7.68e+04    7.68e+04
ar.S.L7     5.458e-05      0.097      0.001      1.000      -0.191       0.191
ma.S.L7       -0.0626      0.391     -0.160      0.873      -0.829       0.703
sigma2         1.7054   6.69e+04   2.55e-05      1.000   -1.31e+05    1.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.43   Prob(JB):                         0.66
Heteroskedasticity (H):               1.27   Skew:                            -0.50
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.0946581206215, Current Price: 108.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.988
Date:                           Wed, 09 Oct 2024   AIC                             51.975
Time:                                   14:40:30   BIC                             54.800
Sample:                                        0   HQIC                            51.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0932      0.543     -0.172      0.864      -1.158       0.972
ma.L1          1.0001   2041.710      0.000      1.000   -4000.679    4002.679
ar.S.L7       -1.5436      0.276     -5.591      0.000      -2.085      -1.002
ma.S.L7        0.6690      1.422      0.471      0.638      -2.117       3.455
sigma2         1.0122   2066.321      0.000      1.000   -4048.902    4050.926
===================================================================================
Ljung-Box (L1) (Q):                   0.55   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.46   Prob(JB):                         0.81
Heteroskedasticity (H):               3.73   Skew:                             0.29
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.90657830376598, Current Price: 107.98
SELL EXECUTED at 107.98
SELL ORDER COMPLETED at 106.78
OPERATION PROFIT, GROSS -1.5900000000000034, NET -1.8051500000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.286
Date:                           Wed, 09 Oct 2024   AIC                             52.571
Time:                                   14:40:30   BIC                             55.396
Sample:                                        0   HQIC                            51.991
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0080      0.965      0.008      0.993      -1.883       1.899
ma.L1          0.3780      0.900      0.420      0.675      -1.386       2.142
ar.S.L7       -0.3932      0.817     -0.482      0.630      -1.994       1.207
ma.S.L7       -0.5832      1.998     -0.292      0.770      -4.499       3.333
sigma2         1.3198      1.794      0.736      0.462      -2.196       4.836
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.99   Prob(JB):                         0.66
Heteroskedasticity (H):               2.16   Skew:                             0.55
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.32605002474611, Current Price: 106.86
BUY EXECUTED at 106.86
BUY ORDER COMPLETED at 106.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.750
Date:                           Wed, 09 Oct 2024   AIC                             53.500
Time:                                   14:40:30   BIC                             56.324
Sample:                                        0   HQIC                            52.919
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2931      1.266     -0.232      0.817      -2.774       2.187
ma.L1          0.6829      1.259      0.543      0.587      -1.784       3.150
ar.S.L7       -0.7428      0.713     -1.041      0.298      -2.141       0.655
ma.S.L7        0.0837      0.674      0.124      0.901      -1.238       1.406
sigma2         1.6498      1.026      1.608      0.108      -0.361       3.661
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.83   Prob(JB):                         0.83
Heteroskedasticity (H):               0.85   Skew:                             0.30
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.9166424705233, Current Price: 106.73
SELL EXECUTED at 106.73
SELL ORDER COMPLETED at 108.54
OPERATION PROFIT, GROSS 1.5600000000000023, NET 1.3444800000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.770
Date:                           Wed, 09 Oct 2024   AIC                             53.540
Time:                                   14:40:30   BIC                             56.365
Sample:                                        0   HQIC                            52.960
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1474      1.319     -0.112      0.911      -2.732       2.437
ma.L1          0.4817      1.179      0.409      0.683      -1.828       2.792
ar.S.L7       -0.5680      0.485     -1.172      0.241      -1.518       0.382
ma.S.L7       -0.0799      0.686     -0.116      0.907      -1.424       1.264
sigma2         1.6627      1.010      1.647      0.100      -0.316       3.642
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.84   Prob(JB):                         0.78
Heteroskedasticity (H):               0.51   Skew:                             0.30
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.17016088033381, Current Price: 108.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.724
Date:                           Wed, 09 Oct 2024   AIC                             53.448
Time:                                   14:40:30   BIC                             56.273
Sample:                                        0   HQIC                            52.867
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4602      0.478     -0.963      0.335      -1.397       0.476
ma.L1          1.0000   2.43e+04   4.11e-05      1.000   -4.77e+04    4.77e+04
ar.S.L7       -0.7982      0.345     -2.317      0.021      -1.473      -0.123
ma.S.L7        0.1944      0.568      0.342      0.732      -0.918       1.307
sigma2         1.3719   3.34e+04   4.11e-05      1.000   -6.54e+04    6.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.95   Prob(JB):                         0.82
Heteroskedasticity (H):               0.63   Skew:                             0.05
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.06856646545548, Current Price: 108.77
BUY EXECUTED at 108.77
BUY ORDER COMPLETED at 109.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.003
Date:                           Wed, 09 Oct 2024   AIC                             50.005
Time:                                   14:40:30   BIC                             52.830
Sample:                                        0   HQIC                            49.425
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5115      0.197      2.592      0.010       0.125       0.898
ma.L1         -1.0000   2.19e+04  -4.57e-05      1.000   -4.29e+04    4.28e+04
ar.S.L7       -0.6289      0.355     -1.774      0.076      -1.324       0.066
ma.S.L7       -0.2361      0.651     -0.363      0.717      -1.512       1.039
sigma2         1.0346   2.26e+04   4.57e-05      1.000   -4.43e+04    4.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.71   Prob(JB):                         0.66
Heteroskedasticity (H):               2.34   Skew:                             0.60
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.27298974558937, Current Price: 109.86
SELL EXECUTED at 109.86
SELL ORDER COMPLETED at 109.75
OPERATION PROFIT, GROSS -0.04999999999999716, NET -0.2695499999999972
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.912
Date:                           Wed, 09 Oct 2024   AIC                             49.823
Time:                                   14:40:30   BIC                             52.648
Sample:                                        0   HQIC                            49.243
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3927      0.123      3.181      0.001       0.151       0.635
ma.L1         -1.0000   5537.686     -0.000      1.000   -1.09e+04    1.09e+04
ar.S.L7       -0.4380      0.277     -1.580      0.114      -0.981       0.105
ma.S.L7       -1.0016    527.496     -0.002      0.998   -1034.874    1032.871
sigma2         0.6393   3730.599      0.000      1.000   -7311.200    7312.478
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.68   Prob(JB):                         0.79
Heteroskedasticity (H):               1.60   Skew:                             0.07
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.00345978466589, Current Price: 109.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.431
Date:                           Wed, 09 Oct 2024   AIC                             48.862
Time:                                   14:40:30   BIC                             51.687
Sample:                                        0   HQIC                            48.282
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3126      0.772      0.405      0.686      -1.201       1.826
ma.L1         -1.0000   1.24e+04  -8.09e-05      1.000   -2.42e+04    2.42e+04
ar.S.L7       -0.6036      0.331     -1.823      0.068      -1.252       0.045
ma.S.L7       -0.0529      1.024     -0.052      0.959      -2.059       1.953
sigma2         1.0329   1.28e+04   8.09e-05      1.000    -2.5e+04     2.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 3.07
Prob(Q):                              0.62   Prob(JB):                         0.22
Heteroskedasticity (H):               0.31   Skew:                             1.10
Prob(H) (two-sided):                  0.29   Kurtosis:                         3.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.78416251560691, Current Price: 109.14
BUY EXECUTED at 109.14
BUY ORDER COMPLETED at 110.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.604
Date:                           Wed, 09 Oct 2024   AIC                             47.208
Time:                                   14:40:30   BIC                             50.033
Sample:                                        0   HQIC                            46.627
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1142      0.525      0.218      0.828      -0.914       1.143
ma.L1         -1.0000      1e+04  -9.95e-05      1.000   -1.97e+04    1.97e+04
ar.S.L7       -0.6937      0.123     -5.650      0.000      -0.934      -0.453
ma.S.L7        1.0001   8928.439      0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.5803   6976.397   8.32e-05      1.000   -1.37e+04    1.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.88
Prob(Q):                              0.97   Prob(JB):                         0.39
Heteroskedasticity (H):               0.21   Skew:                             0.93
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.37458258494961, Current Price: 110.87
SELL EXECUTED at 110.87
SELL ORDER COMPLETED at 111.67
OPERATION PROFIT, GROSS 1.1299999999999955, NET 0.9077899999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.656
Date:                           Wed, 09 Oct 2024   AIC                             51.311
Time:                                   14:40:30   BIC                             54.136
Sample:                                        0   HQIC                            50.731
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2008      0.466     -0.431      0.667      -1.115       0.713
ma.L1          1.0000   2.42e+04   4.12e-05      1.000   -4.75e+04    4.75e+04
ar.S.L7       -0.8189      0.169     -4.841      0.000      -1.150      -0.487
ma.S.L7       -1.0001   9237.239     -0.000      1.000   -1.81e+04    1.81e+04
sigma2         0.7993   1.85e+04   4.31e-05      1.000   -3.63e+04    3.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.82   Prob(JB):                         0.71
Heteroskedasticity (H):               0.58   Skew:                            -0.29
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.150720054822, Current Price: 111.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.242
Date:                           Wed, 09 Oct 2024   AIC                             50.483
Time:                                   14:40:30   BIC                             53.308
Sample:                                        0   HQIC                            49.903
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1803      0.449     -0.401      0.688      -1.061       0.700
ma.L1          1.0000    1.1e+04   9.13e-05      1.000   -2.15e+04    2.15e+04
ar.S.L7       -0.8220      0.152     -5.396      0.000      -1.121      -0.523
ma.S.L7       -1.0001   4835.853     -0.000      1.000   -9479.098    9477.098
sigma2         0.7491   9473.822   7.91e-05      1.000   -1.86e+04    1.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.48   Prob(JB):                         0.72
Heteroskedasticity (H):               0.77   Skew:                            -0.27
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.29648207867969, Current Price: 111.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.127
Date:                           Wed, 09 Oct 2024   AIC                             48.255
Time:                                   14:40:30   BIC                             51.079
Sample:                                        0   HQIC                            47.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3465      0.280     -1.238      0.216      -0.895       0.202
ma.L1          1.0000    1.4e+04   7.14e-05      1.000   -2.74e+04    2.74e+04
ar.S.L7       -0.7845      0.230     -3.405      0.001      -1.236      -0.333
ma.S.L7       -0.2979      0.445     -0.669      0.503      -1.170       0.574
sigma2         0.9855   1.38e+04   7.14e-05      1.000    -2.7e+04     2.7e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.90   Prob(JB):                         0.81
Heteroskedasticity (H):               0.90   Skew:                            -0.04
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.9475166875346, Current Price: 113.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.003
Date:                           Wed, 09 Oct 2024   AIC                             46.007
Time:                                   14:40:30   BIC                             48.831
Sample:                                        0   HQIC                            45.426
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3404      0.283     -1.204      0.229      -0.895       0.214
ma.L1          1.0000   1.35e+04   7.38e-05      1.000   -2.66e+04    2.66e+04
ar.S.L7       -0.7524      0.262     -2.869      0.004      -1.266      -0.238
ma.S.L7       -0.3527      0.529     -0.667      0.505      -1.390       0.685
sigma2         0.8187   1.11e+04   7.38e-05      1.000   -2.17e+04    2.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.50   Prob(JB):                         0.90
Heteroskedasticity (H):               1.27   Skew:                            -0.18
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.42395178421785, Current Price: 113.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.793
Date:                           Wed, 09 Oct 2024   AIC                             47.585
Time:                                   14:40:30   BIC                             50.410
Sample:                                        0   HQIC                            47.005
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4135      0.305      1.355      0.175      -0.185       1.012
ma.L1         -0.5501      0.412     -1.336      0.181      -1.357       0.257
ar.S.L7       -0.6267      0.697     -0.899      0.368      -1.992       0.739
ma.S.L7       -0.4342      1.663     -0.261      0.794      -3.694       2.825
sigma2         0.9616      1.240      0.776      0.438      -1.468       3.392
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.98   Prob(JB):                         0.62
Heteroskedasticity (H):               0.47   Skew:                             0.54
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.70690369438366, Current Price: 112.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.660
Date:                           Wed, 09 Oct 2024   AIC                             47.321
Time:                                   14:40:30   BIC                             50.146
Sample:                                        0   HQIC                            46.740
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4555      0.554      0.823      0.411      -0.630       1.541
ma.L1         -0.4278      0.441     -0.971      0.332      -1.291       0.436
ar.S.L7       -0.6855      0.627     -1.093      0.274      -1.915       0.544
ma.S.L7       -0.6933      2.640     -0.263      0.793      -5.867       4.481
sigma2         0.7926      1.944      0.408      0.684      -3.018       4.603
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.97   Prob(JB):                         0.43
Heteroskedasticity (H):               0.08   Skew:                             0.85
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.3497798224363, Current Price: 112.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.488
Date:                           Wed, 09 Oct 2024   AIC                             42.975
Time:                                   14:40:30   BIC                             45.800
Sample:                                        0   HQIC                            42.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3782      0.141     -2.676      0.007      -0.655      -0.101
ma.L1          1.0000   2.48e+04   4.04e-05      1.000   -4.86e+04    4.86e+04
ar.S.L7       -0.7577      0.234     -3.239      0.001      -1.216      -0.299
ma.S.L7       -0.9998   7385.328     -0.000      1.000   -1.45e+04    1.45e+04
sigma2         0.4181   8458.212   4.94e-05      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.31   Prob(JB):                         0.84
Heteroskedasticity (H):               0.12   Skew:                            -0.19
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.35128821572994, Current Price: 112.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.974
Date:                           Wed, 09 Oct 2024   AIC                             47.948
Time:                                   14:40:30   BIC                             50.773
Sample:                                        0   HQIC                            47.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2374      2.134      0.111      0.911      -3.945       4.419
ma.L1         -0.4600      2.242     -0.205      0.837      -4.854       3.934
ar.S.L7       -0.6166      0.531     -1.161      0.246      -1.658       0.425
ma.S.L7       -0.1231      0.832     -0.148      0.882      -1.754       1.508
sigma2         1.0779      0.530      2.034      0.042       0.039       2.117
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.57   Prob(JB):                         0.58
Heteroskedasticity (H):               0.25   Skew:                             0.60
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.47403311645594, Current Price: 111.73
BUY EXECUTED at 111.73
BUY ORDER COMPLETED at 111.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.232
Date:                           Wed, 09 Oct 2024   AIC                             44.464
Time:                                   14:40:30   BIC                             47.289
Sample:                                        0   HQIC                            43.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1957      2.171      0.090      0.928      -4.059       4.451
ma.L1         -0.4592      2.358     -0.195      0.846      -5.081       4.163
ar.S.L7       -0.6874      0.492     -1.397      0.162      -1.652       0.277
ma.S.L7        0.0492      0.825      0.060      0.952      -1.567       1.666
sigma2         0.8286      0.424      1.955      0.051      -0.002       1.659
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.76   Prob(JB):                         0.53
Heteroskedasticity (H):               1.09   Skew:                             0.76
Prob(H) (two-sided):                  0.94   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.61103414889578, Current Price: 111.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.470
Date:                           Wed, 09 Oct 2024   AIC                             46.941
Time:                                   14:40:30   BIC                             49.765
Sample:                                        0   HQIC                            46.360
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3621      1.032     -0.351      0.726      -2.386       1.661
ma.L1          0.5636      0.915      0.616      0.538      -1.230       2.357
ar.S.L7       -0.3644      0.707     -0.516      0.606      -1.750       1.021
ma.S.L7       -1.0001   1.42e+04  -7.04e-05      1.000   -2.79e+04    2.79e+04
sigma2         0.6098   8667.507   7.04e-05      1.000    -1.7e+04     1.7e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.60   Prob(JB):                         0.60
Heteroskedasticity (H):               0.63   Skew:                             0.67
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.42341718938667, Current Price: 111.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.955
Date:                           Wed, 09 Oct 2024   AIC                             47.910
Time:                                   14:40:30   BIC                             50.734
Sample:                                        0   HQIC                            47.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2003      2.253      0.089      0.929      -4.215       4.616
ma.L1         16.4314    621.870      0.026      0.979   -1202.412    1235.275
ar.S.L7       -0.7470      0.285     -2.621      0.009      -1.306      -0.188
ma.S.L7        2.1011      7.391      0.284      0.776     -12.385      16.587
sigma2         0.0008      0.062      0.013      0.989      -0.121       0.123
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 3.48
Prob(Q):                              0.80   Prob(JB):                         0.18
Heteroskedasticity (H):               0.54   Skew:                             1.08
Prob(H) (two-sided):                  0.56   Kurtosis:                         4.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.8418150543942, Current Price: 111.43
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.545
Date:                           Wed, 09 Oct 2024   AIC                             47.089
Time:                                   14:40:30   BIC                             49.914
Sample:                                        0   HQIC                            46.509
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3325      2.107      0.158      0.875      -3.796       4.461
ma.L1        -14.0015    432.320     -0.032      0.974    -861.333     833.330
ar.S.L7       -0.7003      0.305     -2.299      0.022      -1.297      -0.103
ma.S.L7        1.4778      4.590      0.322      0.747      -7.519      10.474
sigma2         0.0019      0.113      0.016      0.987      -0.219       0.223
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.43
Prob(Q):                              0.86   Prob(JB):                         0.11
Heteroskedasticity (H):               0.50   Skew:                             1.19
Prob(H) (two-sided):                  0.52   Kurtosis:                         4.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.23692041074797, Current Price: 111.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.451
Date:                           Wed, 09 Oct 2024   AIC                             44.902
Time:                                   14:40:30   BIC                             47.726
Sample:                                        0   HQIC                            44.321
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3404      0.429     -0.793      0.428      -1.182       0.501
ma.L1          1.0000   8229.539      0.000      1.000   -1.61e+04    1.61e+04
ar.S.L7       -0.7422      0.239     -3.105      0.002      -1.211      -0.274
ma.S.L7        1.0001   1.69e+04   5.91e-05      1.000   -3.32e+04    3.32e+04
sigma2         0.4406   8398.379   5.25e-05      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 4.13
Prob(Q):                              0.72   Prob(JB):                         0.13
Heteroskedasticity (H):               0.21   Skew:                             1.03
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.63417552111915, Current Price: 110.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.229
Date:                           Wed, 09 Oct 2024   AIC                             36.458
Time:                                   14:40:30   BIC                             39.283
Sample:                                        0   HQIC                            35.878
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3002      0.575     -0.522      0.601      -1.426       0.826
ma.L1          0.7254      0.520      1.395      0.163      -0.294       1.744
ar.S.L7       -0.6864      0.184     -3.736      0.000      -1.046      -0.326
ma.S.L7        0.3949      0.855      0.462      0.644      -1.281       2.071
sigma2         0.4149      0.218      1.907      0.057      -0.012       0.841
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.97   Prob(JB):                         0.83
Heteroskedasticity (H):               2.54   Skew:                            -0.32
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.841660180902, Current Price: 109.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.122
Date:                           Wed, 09 Oct 2024   AIC                             44.244
Time:                                   14:40:30   BIC                             47.069
Sample:                                        0   HQIC                            43.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1171      0.785      0.149      0.881      -1.421       1.655
ma.L1          0.3970      0.770      0.516      0.606      -1.112       1.906
ar.S.L7       -0.6218      0.177     -3.516      0.000      -0.968      -0.275
ma.S.L7        1.0000   4.03e+04   2.48e-05      1.000   -7.89e+04    7.89e+04
sigma2         0.4911   1.98e+04   2.48e-05      1.000   -3.88e+04    3.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.69   Prob(JB):                         0.92
Heteroskedasticity (H):               2.44   Skew:                            -0.20
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.60614234833055, Current Price: 109.3
SELL EXECUTED at 109.3
SELL ORDER COMPLETED at 108.64
OPERATION PROFIT, GROSS -2.8799999999999955, NET -3.1001599999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.307
Date:                           Wed, 09 Oct 2024   AIC                             42.614
Time:                                   14:40:31   BIC                             45.439
Sample:                                        0   HQIC                            42.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6119      0.505     -1.211      0.226      -1.602       0.378
ma.L1          1.0000   2.59e+05   3.87e-06      1.000   -5.07e+05    5.07e+05
ar.S.L7       -0.5712      0.322     -1.776      0.076      -1.202       0.059
ma.S.L7       -0.3010      1.929     -0.156      0.876      -4.083       3.481
sigma2         0.6052   1.56e+05   3.87e-06      1.000   -3.07e+05    3.07e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.82   Prob(JB):                         0.66
Heteroskedasticity (H):              19.39   Skew:                            -0.59
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.30159301039373, Current Price: 108.59
BUY EXECUTED at 108.59
BUY ORDER COMPLETED at 107.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.380
Date:                           Wed, 09 Oct 2024   AIC                             42.759
Time:                                   14:40:31   BIC                             45.584
Sample:                                        0   HQIC                            42.179
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0218      0.191      5.340      0.000       0.647       1.397
ma.L1         -1.0000   3.96e+04  -2.53e-05      1.000   -7.75e+04    7.75e+04
ar.S.L7       -0.3747      0.318     -1.179      0.239      -0.998       0.248
ma.S.L7       -0.1971      0.626     -0.315      0.753      -1.424       1.029
sigma2         0.6029   2.39e+04   2.53e-05      1.000   -4.68e+04    4.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.91   Prob(JB):                         0.95
Heteroskedasticity (H):               3.56   Skew:                             0.07
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.69370554327476, Current Price: 106.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.121
Date:                           Wed, 09 Oct 2024   AIC                             46.242
Time:                                   14:40:31   BIC                             49.066
Sample:                                        0   HQIC                            45.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1394      0.776      0.180      0.857      -1.382       1.661
ma.L1          2.7208      4.564      0.596      0.551      -6.225      11.666
ar.S.L7       -0.2471      0.433     -0.571      0.568      -1.095       0.601
ma.S.L7       -0.2210      1.008     -0.219      0.827      -2.197       1.755
sigma2         0.1240      0.427      0.290      0.772      -0.713       0.961
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.55   Prob(JB):                         0.62
Heteroskedasticity (H):               5.42   Skew:                             0.02
Prob(H) (two-sided):                  0.13   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.93914864207748, Current Price: 105.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.226
Date:                           Wed, 09 Oct 2024   AIC                             44.453
Time:                                   14:40:31   BIC                             47.277
Sample:                                        0   HQIC                            43.872
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0093      0.169      5.973      0.000       0.678       1.340
ma.L1         -1.0000   8416.105     -0.000      1.000   -1.65e+04    1.65e+04
ar.S.L7       -0.2764      0.294     -0.941      0.347      -0.852       0.299
ma.S.L7        0.1571      0.740      0.212      0.832      -1.294       1.608
sigma2         0.7112   5985.244      0.000      1.000   -1.17e+04    1.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.98   Prob(JB):                         0.80
Heteroskedasticity (H):               1.95   Skew:                             0.08
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.4017601990798, Current Price: 105.64
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.272
Date:                           Wed, 09 Oct 2024   AIC                             46.544
Time:                                   14:40:31   BIC                             49.369
Sample:                                        0   HQIC                            45.964
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5233      1.275      0.411      0.681      -1.975       3.022
ma.L1         -5.1171     33.455     -0.153      0.878     -70.688      60.454
ar.S.L7       -0.2480      0.260     -0.954      0.340      -0.758       0.262
ma.S.L7        3.6926     12.920      0.286      0.775     -21.630      29.015
sigma2         0.0026      0.034      0.076      0.939      -0.065       0.070
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.49   Prob(JB):                         0.75
Heteroskedasticity (H):               0.79   Skew:                             0.38
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.46214023983433, Current Price: 104.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.315
Date:                           Wed, 09 Oct 2024   AIC                             46.631
Time:                                   14:40:31   BIC                             49.455
Sample:                                        0   HQIC                            46.050
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3408      0.909      0.375      0.708      -1.440       2.121
ma.L1         12.3311    139.200      0.089      0.929    -260.496     285.159
ar.S.L7       -0.2187      0.251     -0.871      0.384      -0.711       0.273
ma.S.L7        9.7602     63.431      0.154      0.878    -114.562     134.083
sigma2      6.731e-05      0.002      0.036      0.971      -0.004       0.004
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.37   Prob(JB):                         0.64
Heteroskedasticity (H):               0.61   Skew:                             0.45
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.94849893626285, Current Price: 104.4
SELL EXECUTED at 104.4
SELL ORDER COMPLETED at 104.09
OPERATION PROFIT, GROSS -3.700000000000003, NET -3.9118800000000027
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.371
Date:                           Wed, 09 Oct 2024   AIC                             46.742
Time:                                   14:40:31   BIC                             49.567
Sample:                                        0   HQIC                            46.162
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4859      0.372     -1.306      0.192      -1.215       0.243
ma.L1          1.0746      1.766      0.609      0.543      -2.386       4.535
ar.S.L7       -0.3773      0.287     -1.313      0.189      -0.940       0.186
ma.S.L7        0.3004      0.553      0.543      0.587      -0.784       1.384
sigma2         0.7292      1.559      0.468      0.640      -2.326       3.784
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.57   Prob(JB):                         0.61
Heteroskedasticity (H):               1.26   Skew:                             0.66
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.54660939255584, Current Price: 104.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.765
Date:                           Wed, 09 Oct 2024   AIC                             45.530
Time:                                   14:40:31   BIC                             48.354
Sample:                                        0   HQIC                            44.949
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8759      0.280      3.128      0.002       0.327       1.425
ma.L1         -1.0000   6693.008     -0.000      1.000   -1.31e+04    1.31e+04
ar.S.L7       -0.2983      0.651     -0.458      0.647      -1.575       0.978
ma.S.L7       -0.0868      0.964     -0.090      0.928      -1.976       1.803
sigma2         0.7632   5108.644      0.000      1.000      -1e+04       1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.62   Prob(JB):                         0.80
Heteroskedasticity (H):               0.45   Skew:                            -0.31
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.53729380898258, Current Price: 103.83
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.069
Date:                           Wed, 09 Oct 2024   AIC                             42.137
Time:                                   14:40:31   BIC                             44.962
Sample:                                        0   HQIC                            41.556
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9028      0.158      5.720      0.000       0.593       1.212
ma.L1         -1.0095     10.862     -0.093      0.926     -22.298      20.279
ar.S.L7    -2.287e-07      0.071  -3.21e-06      1.000      -0.140       0.140
ma.S.L7       -1.0363     10.761     -0.096      0.923     -22.128      20.055
sigma2         0.4024      7.519      0.054      0.957     -14.335      15.140
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.65   Prob(JB):                         0.69
Heteroskedasticity (H):               0.13   Skew:                            -0.55
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.06323164825334, Current Price: 103.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.361
Date:                           Wed, 09 Oct 2024   AIC                             44.722
Time:                                   14:40:31   BIC                             47.547
Sample:                                        0   HQIC                            44.142
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1812      1.481     -0.122      0.903      -3.084       2.722
ma.L1          0.5746      0.908      0.633      0.527      -1.205       2.354
ar.S.L7       -0.0975      0.821     -0.119      0.906      -1.707       1.512
ma.S.L7       -0.3205      0.678     -0.473      0.636      -1.649       1.008
sigma2         0.8103      0.528      1.535      0.125      -0.225       1.845
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.58   Prob(JB):                         0.67
Heteroskedasticity (H):               0.35   Skew:                            -0.18
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.47451070434875, Current Price: 103.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.112
Date:                           Wed, 09 Oct 2024   AIC                             40.224
Time:                                   14:40:31   BIC                             43.048
Sample:                                        0   HQIC                            39.643
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5495      1.717      0.320      0.749      -2.816       3.915
ma.L1         -0.4219      1.858     -0.227      0.820      -4.064       3.220
ar.S.L7       -0.0114      0.376     -0.030      0.976      -0.748       0.726
ma.S.L7       -1.0001    1.1e+04  -9.13e-05      1.000   -2.15e+04    2.15e+04
sigma2         0.3610   3954.769   9.13e-05      1.000   -7750.844    7751.566
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.98   Prob(JB):                         0.71
Heteroskedasticity (H):               0.29   Skew:                            -0.30
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.33903909352352, Current Price: 103.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.014
Date:                           Wed, 09 Oct 2024   AIC                             40.028
Time:                                   14:40:31   BIC                             42.853
Sample:                                        0   HQIC                            39.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5008      1.171      0.428      0.669      -1.793       2.795
ma.L1         -0.2761      1.215     -0.227      0.820      -2.658       2.106
ar.S.L7       -0.0279      0.281     -0.099      0.921      -0.579       0.523
ma.S.L7       -1.0001   9371.161     -0.000      1.000   -1.84e+04    1.84e+04
sigma2         0.3552   3328.907      0.000      1.000   -6524.183    6524.894
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.50   Prob(JB):                         0.64
Heteroskedasticity (H):               0.18   Skew:                            -0.47
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.89442147382118, Current Price: 102.34
BUY EXECUTED at 102.34
BUY ORDER COMPLETED at 102.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.609
Date:                           Wed, 09 Oct 2024   AIC                             33.218
Time:                                   14:40:31   BIC                             36.043
Sample:                                        0   HQIC                            32.638
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5677      0.378      1.500      0.133      -0.174       1.309
ma.L1         -0.3527      0.509     -0.693      0.489      -1.351       0.646
ar.S.L7       -0.1988      0.307     -0.647      0.518      -0.801       0.404
ma.S.L7       -1.0001   9293.258     -0.000      1.000   -1.82e+04    1.82e+04
sigma2         0.2038   1894.103      0.000      1.000   -3712.170    3712.577
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.47   Prob(JB):                         0.51
Heteroskedasticity (H):               0.10   Skew:                            -0.74
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.12466287179062, Current Price: 102.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.967
Date:                           Wed, 09 Oct 2024   AIC                             31.934
Time:                                   14:40:31   BIC                             34.758
Sample:                                        0   HQIC                            31.353
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6418      0.283      2.269      0.023       0.087       1.196
ma.L1         -0.3345      0.525     -0.638      0.524      -1.363       0.694
ar.S.L7       -0.0035      0.014     -0.255      0.798      -0.031       0.024
ma.S.L7       -1.0000   3.22e+04   -3.1e-05      1.000   -6.32e+04    6.32e+04
sigma2         0.1921   6194.261    3.1e-05      1.000   -1.21e+04    1.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.97   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.32   Prob(JB):                         0.95
Heteroskedasticity (H):               0.09   Skew:                             0.11
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.89329032150835, Current Price: 103.56
SELL EXECUTED at 103.56
SELL ORDER COMPLETED at 103.58
OPERATION PROFIT, GROSS 1.1899999999999977, NET 0.9840299999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.946
Date:                           Wed, 09 Oct 2024   AIC                             35.892
Time:                                   14:40:31   BIC                             38.717
Sample:                                        0   HQIC                            35.311
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0905      0.645     -0.140      0.888      -1.355       1.174
ma.L1          1.0000   6796.834      0.000      1.000   -1.33e+04    1.33e+04
ar.S.L7       -0.3216      0.118     -2.722      0.006      -0.553      -0.090
ma.S.L7       -0.3585      0.694     -0.516      0.606      -1.719       1.002
sigma2         0.3703   2516.584      0.000      1.000   -4932.043    4932.783
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.46   Prob(JB):                         0.88
Heteroskedasticity (H):               0.77   Skew:                            -0.32
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.7202149610939, Current Price: 103.09
BUY EXECUTED at 103.09
BUY ORDER COMPLETED at 102.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.524
Date:                           Wed, 09 Oct 2024   AIC                             29.049
Time:                                   14:40:31   BIC                             31.874
Sample:                                        0   HQIC                            28.468
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3264      0.539     -0.606      0.545      -1.383       0.730
ma.L1          1.0000   5739.173      0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.4349      0.185     -2.347      0.019      -0.798      -0.072
ma.S.L7       -0.2372      0.406     -0.585      0.559      -1.033       0.558
sigma2         0.2267   1300.915      0.000      1.000   -2549.521    2549.974
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.41   Prob(JB):                         0.62
Heteroskedasticity (H):               2.06   Skew:                             0.37
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.00096569736674, Current Price: 102.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.633
Date:                           Wed, 09 Oct 2024   AIC                             29.266
Time:                                   14:40:31   BIC                             32.090
Sample:                                        0   HQIC                            28.685
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3210      0.350     -0.917      0.359      -1.007       0.365
ma.L1          1.0000   4131.751      0.000      1.000   -8097.083    8099.083
ar.S.L7       -0.4195      0.196     -2.141      0.032      -0.803      -0.036
ma.S.L7       -0.2712      0.484     -0.560      0.575      -1.220       0.677
sigma2         0.2304    951.826      0.000      1.000   -1865.315    1865.776
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.35   Prob(JB):                         0.67
Heteroskedasticity (H):               1.91   Skew:                             0.24
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.88917064990959, Current Price: 102.94
SELL EXECUTED at 102.94
SELL ORDER COMPLETED at 102.47
OPERATION PROFIT, GROSS -0.010000000000005116, NET -0.21495000000000514
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.083
Date:                           Wed, 09 Oct 2024   AIC                             34.167
Time:                                   14:40:31   BIC                             36.992
Sample:                                        0   HQIC                            33.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4316      0.180     -2.394      0.017      -0.785      -0.078
ma.L1          1.0000   4.01e+04    2.5e-05      1.000   -7.86e+04    7.86e+04
ar.S.L7       -0.5157      0.274     -1.880      0.060      -1.053       0.022
ma.S.L7        0.4036      1.366      0.296      0.768      -2.273       3.081
sigma2         0.2922   1.17e+04    2.5e-05      1.000    -2.3e+04     2.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.86   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.17   Prob(JB):                         0.80
Heteroskedasticity (H):               3.18   Skew:                             0.14
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.4773056399729, Current Price: 102.46
BUY EXECUTED at 102.46
BUY ORDER COMPLETED at 101.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.089
Date:                           Wed, 09 Oct 2024   AIC                             34.178
Time:                                   14:40:31   BIC                             37.002
Sample:                                        0   HQIC                            33.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7867      0.872      0.903      0.367      -0.922       2.495
ma.L1         -1.5347      2.527     -0.607      0.544      -6.488       3.418
ar.S.L7       -0.6549      0.197     -3.325      0.001      -1.041      -0.269
ma.S.L7        1.0005   2079.520      0.000      1.000   -4074.784    4076.785
sigma2         0.0925    192.531      0.000      1.000    -377.261     377.446
===================================================================================
Ljung-Box (L1) (Q):                   3.16   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.08   Prob(JB):                         0.71
Heteroskedasticity (H):               2.39   Skew:                             0.46
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.16245968211437, Current Price: 101.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.008
Date:                           Wed, 09 Oct 2024   AIC                             34.015
Time:                                   14:40:31   BIC                             36.840
Sample:                                        0   HQIC                            33.435
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3725      0.548      0.679      0.497      -0.703       1.447
ma.L1         -0.3542      0.805     -0.440      0.660      -1.932       1.224
ar.S.L7       -0.5546      0.174     -3.179      0.001      -0.897      -0.213
ma.S.L7        0.9998   5295.372      0.000      1.000   -1.04e+04    1.04e+04
sigma2         0.2219   1174.766      0.000      1.000   -2302.278    2302.722
===================================================================================
Ljung-Box (L1) (Q):                   3.70   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.05   Prob(JB):                         0.67
Heteroskedasticity (H):               2.58   Skew:                             0.59
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.67239264645107, Current Price: 101.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.890
Date:                           Wed, 09 Oct 2024   AIC                             31.780
Time:                                   14:40:32   BIC                             34.605
Sample:                                        0   HQIC                            31.200
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8252      0.173      4.777      0.000       0.487       1.164
ma.L1         -1.0000   4.18e+04  -2.39e-05      1.000   -8.19e+04    8.19e+04
ar.S.L7       -0.1710      0.255     -0.672      0.502      -0.670       0.328
ma.S.L7       -1.0018    449.535     -0.002      0.998    -882.075     880.071
sigma2         0.1512   6314.198   2.39e-05      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.41   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.06   Prob(JB):                         0.55
Heteroskedasticity (H):               2.16   Skew:                             0.61
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.28129131680572, Current Price: 102.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.977
Date:                           Wed, 09 Oct 2024   AIC                             31.953
Time:                                   14:40:32   BIC                             34.778
Sample:                                        0   HQIC                            31.373
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8931      0.249      3.591      0.000       0.406       1.381
ma.L1         -1.0000   8762.950     -0.000      1.000   -1.72e+04    1.72e+04
ar.S.L7       -0.4133      0.285     -1.449      0.147      -0.972       0.146
ma.S.L7       -0.2218      1.230     -0.180      0.857      -2.632       2.188
sigma2         0.2608   2285.741      0.000      1.000   -4479.709    4480.231
===================================================================================
Ljung-Box (L1) (Q):                   2.09   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.15   Prob(JB):                         0.50
Heteroskedasticity (H):               0.89   Skew:                             0.75
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.04031892362117, Current Price: 100.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.202
Date:                           Wed, 09 Oct 2024   AIC                             36.405
Time:                                   14:40:32   BIC                             39.229
Sample:                                        0   HQIC                            35.824
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2060     11.665      0.018      0.986     -22.658      23.070
ma.L1         -6.2156    447.849     -0.014      0.989    -883.984     871.553
ar.S.L7       -0.2572      1.136     -0.226      0.821      -2.484       1.969
ma.S.L7       -4.0231     19.754     -0.204      0.839     -42.741      34.695
sigma2         0.0007      0.104      0.007      0.995      -0.202       0.204
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.43   Prob(JB):                         0.98
Heteroskedasticity (H):               6.25   Skew:                             0.11
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 100.06028035847147, Current Price: 101.76
SELL EXECUTED at 101.76
SELL ORDER COMPLETED at 102.74
OPERATION PROFIT, GROSS 1.7299999999999898, NET 1.52624999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.743
Date:                           Wed, 09 Oct 2024   AIC                             39.487
Time:                                   14:40:32   BIC                             42.312
Sample:                                        0   HQIC                            38.906
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2839      1.835     -0.155      0.877      -3.879       3.312
ma.L1         -0.1338      1.618     -0.083      0.934      -3.305       3.037
ar.S.L7       -0.2243      0.527     -0.426      0.670      -1.256       0.808
ma.S.L7       -0.1222      1.029     -0.119      0.905      -2.138       1.894
sigma2         0.5624      0.299      1.879      0.060      -0.024       1.149
===================================================================================
Ljung-Box (L1) (Q):                   1.29   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.26   Prob(JB):                         0.80
Heteroskedasticity (H):               1.30   Skew:                            -0.44
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.44594404193624, Current Price: 104.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.488
Date:                           Wed, 09 Oct 2024   AIC                             42.975
Time:                                   14:40:32   BIC                             45.800
Sample:                                        0   HQIC                            42.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3193      1.061     -0.301      0.763      -2.398       1.760
ma.L1          0.6581      0.932      0.706      0.480      -1.168       2.485
ar.S.L7       -0.5807      0.291     -1.992      0.046      -1.152      -0.009
ma.S.L7        0.9998   6041.367      0.000      1.000   -1.18e+04    1.18e+04
sigma2         0.4422   2671.227      0.000      1.000   -5235.067    5235.951
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.43   Prob(JB):                         0.73
Heteroskedasticity (H):               3.02   Skew:                             0.02
Prob(H) (two-sided):                  0.31   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.67441749533351, Current Price: 102.67
BUY EXECUTED at 102.67
BUY ORDER COMPLETED at 103.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.895
Date:                           Wed, 09 Oct 2024   AIC                             41.791
Time:                                   14:40:32   BIC                             44.616
Sample:                                        0   HQIC                            41.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2038      0.878      0.232      0.816      -1.517       1.924
ma.L1         -1.0000   7.67e+04   -1.3e-05      1.000    -1.5e+05     1.5e+05
ar.S.L7        0.2908      0.239      1.218      0.223      -0.177       0.759
ma.S.L7       -0.9999   7686.504     -0.000      1.000   -1.51e+04    1.51e+04
sigma2         0.3461    2.7e+04   1.28e-05      1.000   -5.28e+04    5.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.71   Prob(JB):                         0.88
Heteroskedasticity (H):               2.83   Skew:                             0.32
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.02395873011241, Current Price: 102.84
SELL EXECUTED at 102.84
SELL ORDER COMPLETED at 103.63
OPERATION PROFIT, GROSS 0.5, NET 0.29324
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.090
Date:                           Wed, 09 Oct 2024   AIC                             48.179
Time:                                   14:40:32   BIC                             51.004
Sample:                                        0   HQIC                            47.599
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4761      0.491     -0.969      0.332      -1.439       0.487
ma.L1         11.1751    122.895      0.091      0.928    -229.695     252.045
ar.S.L7        0.3482      0.339      1.027      0.304      -0.316       1.013
ma.S.L7       -0.8219      6.176     -0.133      0.894     -12.927      11.283
sigma2         0.0061      0.112      0.054      0.957      -0.214       0.226
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.81   Prob(JB):                         0.90
Heteroskedasticity (H):               2.70   Skew:                             0.26
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.86727116602685, Current Price: 102.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.602
Date:                           Wed, 09 Oct 2024   AIC                             45.205
Time:                                   14:40:32   BIC                             48.030
Sample:                                        0   HQIC                            44.624
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3165      2.092     -0.151      0.880      -4.416       3.783
ma.L1          7.1581    107.000      0.067      0.947    -202.559     216.875
ar.S.L7       -0.7001      0.361     -1.937      0.053      -1.408       0.008
ma.S.L7        1.0011    762.381      0.001      0.999   -1493.239    1495.241
sigma2         0.0100      7.732      0.001      0.999     -15.145      15.165
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.37   Prob(JB):                         0.87
Heteroskedasticity (H):               2.71   Skew:                            -0.01
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.28192291485544, Current Price: 102.55
BUY EXECUTED at 102.55
BUY ORDER COMPLETED at 101.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.560
Date:                           Wed, 09 Oct 2024   AIC                             45.121
Time:                                   14:40:32   BIC                             47.945
Sample:                                        0   HQIC                            44.540
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4317      0.130      3.313      0.001       0.176       0.687
ma.L1         -0.6913      0.389     -1.779      0.075      -1.453       0.070
ar.S.L7       -0.4821      0.739     -0.653      0.514      -1.930       0.966
ma.S.L7        1.0001   2.31e+04   4.32e-05      1.000   -4.53e+04    4.53e+04
sigma2         0.5129   1.19e+04   4.32e-05      1.000   -2.33e+04    2.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.34   Prob(JB):                         0.58
Heteroskedasticity (H):               2.02   Skew:                             0.31
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 100.88690264950817, Current Price: 103.11
SELL EXECUTED at 103.11
SELL ORDER COMPLETED at 102.58
OPERATION PROFIT, GROSS 0.6700000000000017, NET 0.4655100000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.069
Date:                           Wed, 09 Oct 2024   AIC                             48.137
Time:                                   14:40:32   BIC                             50.962
Sample:                                        0   HQIC                            47.557
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1329      0.798     -0.167      0.868      -1.697       1.431
ma.L1         -0.3539      0.750     -0.472      0.637      -1.825       1.117
ar.S.L7       -0.5143      0.441     -1.166      0.244      -1.379       0.350
ma.S.L7        0.2809      0.836      0.336      0.737      -1.358       1.920
sigma2         1.0653      0.715      1.490      0.136      -0.336       2.466
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.44   Prob(JB):                         0.92
Heteroskedasticity (H):               2.11   Skew:                            -0.00
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.84205384149874, Current Price: 101.79
BUY EXECUTED at 101.79
BUY ORDER COMPLETED at 101.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.336
Date:                           Wed, 09 Oct 2024   AIC                             44.672
Time:                                   14:40:32   BIC                             47.497
Sample:                                        0   HQIC                            44.091
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3030      0.748     -0.405      0.685      -1.769       1.163
ma.L1         -0.2592      0.643     -0.403      0.687      -1.520       1.002
ar.S.L7       -1.0213      0.496     -2.060      0.039      -1.993      -0.049
ma.S.L7        1.0001   5459.309      0.000      1.000   -1.07e+04    1.07e+04
sigma2         0.5084   2775.214      0.000      1.000   -5438.812    5439.829
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.26   Prob(JB):                         0.80
Heteroskedasticity (H):               2.01   Skew:                            -0.33
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.91454931799, Current Price: 101.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.060
Date:                           Wed, 09 Oct 2024   AIC                             46.120
Time:                                   14:40:32   BIC                             48.945
Sample:                                        0   HQIC                            45.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5144      0.497     -1.036      0.300      -1.488       0.459
ma.L1          0.0400      1.129      0.035      0.972      -2.174       2.254
ar.S.L7       -0.7752      1.215     -0.638      0.524      -3.157       1.607
ma.S.L7       -1.0001   1.81e+04  -5.52e-05      1.000   -3.55e+04    3.55e+04
sigma2         0.5426   9824.672   5.52e-05      1.000   -1.93e+04    1.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 3.85
Prob(Q):                              0.77   Prob(JB):                         0.15
Heteroskedasticity (H):               0.95   Skew:                             1.00
Prob(H) (two-sided):                  0.96   Kurtosis:                         4.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.4363092584598, Current Price: 102.75
SELL EXECUTED at 102.75
SELL ORDER COMPLETED at 100.92
OPERATION PROFIT, GROSS -0.789999999999992, NET -0.992629999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.150
Date:                           Wed, 09 Oct 2024   AIC                             46.300
Time:                                   14:40:32   BIC                             49.125
Sample:                                        0   HQIC                            45.720
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1109      0.579     -0.192      0.848      -1.246       1.024
ma.L1         -0.3930      0.616     -0.638      0.524      -1.601       0.815
ar.S.L7       -0.7369      1.027     -0.718      0.473      -2.749       1.275
ma.S.L7       -1.0000   2.04e+04  -4.91e-05      1.000   -3.99e+04    3.99e+04
sigma2         0.5753   1.17e+04   4.91e-05      1.000    -2.3e+04     2.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 1.44
Prob(Q):                              0.38   Prob(JB):                         0.49
Heteroskedasticity (H):               0.65   Skew:                             0.78
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 100.3722047681674, Current Price: 100.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.037
Date:                           Wed, 09 Oct 2024   AIC                             46.073
Time:                                   14:40:32   BIC                             48.898
Sample:                                        0   HQIC                            45.493
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1061      0.752     -0.141      0.888      -1.580       1.368
ma.L1         -0.3907      0.661     -0.591      0.554      -1.685       0.904
ar.S.L7       -0.7230      0.916     -0.790      0.430      -2.518       1.072
ma.S.L7       -1.0001   1.49e+04   -6.7e-05      1.000   -2.93e+04    2.93e+04
sigma2         0.5653   8443.431    6.7e-05      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.52   Prob(JB):                         0.54
Heteroskedasticity (H):               0.16   Skew:                             0.75
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.07665019601974, Current Price: 102.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.932
Date:                           Wed, 09 Oct 2024   AIC                             45.864
Time:                                   14:40:32   BIC                             48.689
Sample:                                        0   HQIC                            45.284
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2504      1.180     -0.212      0.832      -2.562       2.062
ma.L1         -0.2345      1.351     -0.174      0.862      -2.881       2.412
ar.S.L7       -0.8328      2.519     -0.331      0.741      -5.770       4.105
ma.S.L7       -1.0001   1.07e+04  -9.34e-05      1.000    -2.1e+04     2.1e+04
sigma2         0.5564   5960.769   9.33e-05      1.000   -1.17e+04    1.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.70
Prob(Q):                              0.59   Prob(JB):                         0.43
Heteroskedasticity (H):               0.28   Skew:                             0.81
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.53309709091894, Current Price: 103.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.650
Date:                           Wed, 09 Oct 2024   AIC                             45.300
Time:                                   14:40:32   BIC                             48.125
Sample:                                        0   HQIC                            44.720
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1724      0.850     -0.203      0.839      -1.837       1.493
ma.L1         -0.2104      0.920     -0.229      0.819      -2.013       1.593
ar.S.L7       -0.8680      1.066     -0.814      0.416      -2.958       1.222
ma.S.L7       -1.0001   1.66e+04  -6.01e-05      1.000   -3.26e+04    3.26e+04
sigma2         0.5328   8870.070   6.01e-05      1.000   -1.74e+04    1.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 1.88
Prob(Q):                              0.44   Prob(JB):                         0.39
Heteroskedasticity (H):               0.28   Skew:                             0.82
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 101.33545050128066, Current Price: 102.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.258
Date:                           Wed, 09 Oct 2024   AIC                             46.515
Time:                                   14:40:32   BIC                             49.340
Sample:                                        0   HQIC                            45.935
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1766      1.089     -0.162      0.871      -2.311       1.957
ma.L1         -0.1315      1.189     -0.111      0.912      -2.461       2.198
ar.S.L7       -0.7279      0.715     -1.018      0.309      -2.130       0.674
ma.S.L7       -1.0001   1.39e+04   -7.2e-05      1.000   -2.72e+04    2.72e+04
sigma2         0.5850   8126.580    7.2e-05      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.53   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.22   Prob(JB):                         0.72
Heteroskedasticity (H):               0.36   Skew:                             0.51
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.96311171596733, Current Price: 102.31
BUY EXECUTED at 102.31
BUY ORDER COMPLETED at 102.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.268
Date:                           Wed, 09 Oct 2024   AIC                             38.536
Time:                                   14:40:32   BIC                             41.361
Sample:                                        0   HQIC                            37.956
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3152      0.442     -0.714      0.475      -1.181       0.550
ma.L1         -0.2147      0.393     -0.547      0.584      -0.984       0.555
ar.S.L7       -0.7321      0.466     -1.572      0.116      -1.645       0.181
ma.S.L7       -1.0000   8.13e+04  -1.23e-05      1.000   -1.59e+05    1.59e+05
sigma2         0.3182   2.59e+04   1.23e-05      1.000   -5.07e+04    5.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.47   Prob(JB):                         0.73
Heteroskedasticity (H):               1.80   Skew:                            -0.03
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.44582723564766, Current Price: 103.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.101
Date:                           Wed, 09 Oct 2024   AIC                             44.203
Time:                                   14:40:32   BIC                             47.027
Sample:                                        0   HQIC                            43.622
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2115      0.452      0.468      0.640      -0.675       1.097
ma.L1         -1.0000   4108.704     -0.000      1.000   -8053.912    8051.912
ar.S.L7       -0.6752      0.307     -2.197      0.028      -1.278      -0.073
ma.S.L7       -0.3485      0.657     -0.530      0.596      -1.637       0.940
sigma2         0.6678   2744.104      0.000      1.000   -5377.676    5379.012
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.87   Prob(JB):                         0.57
Heteroskedasticity (H):               1.16   Skew:                            -0.09
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.37548077873876, Current Price: 102.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.123
Date:                           Wed, 09 Oct 2024   AIC                             42.245
Time:                                   14:40:32   BIC                             45.070
Sample:                                        0   HQIC                            41.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1695      0.579      0.292      0.770      -0.966       1.305
ma.L1         -1.0000   8264.337     -0.000      1.000   -1.62e+04    1.62e+04
ar.S.L7       -0.7718      0.286     -2.694      0.007      -1.333      -0.210
ma.S.L7       -0.1946      0.696     -0.280      0.780      -1.558       1.169
sigma2         0.6007   4964.767      0.000      1.000   -9730.164    9731.366
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.94   Prob(JB):                         0.81
Heteroskedasticity (H):               1.93   Skew:                             0.06
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.39054853068292, Current Price: 102.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.133
Date:                           Wed, 09 Oct 2024   AIC                             42.266
Time:                                   14:40:32   BIC                             45.091
Sample:                                        0   HQIC                            41.686
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1495      0.466      0.321      0.748      -0.764       1.063
ma.L1         -1.0000   4218.288     -0.000      1.000   -8268.693    8266.693
ar.S.L7       -0.7838      0.157     -4.987      0.000      -1.092      -0.476
ma.S.L7       -0.0134      0.498     -0.027      0.978      -0.989       0.962
sigma2         0.6194   2612.941      0.000      1.000   -5120.650    5121.889
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              1.00   Prob(JB):                         0.79
Heteroskedasticity (H):               0.14   Skew:                            -0.04
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.42483111682978, Current Price: 101.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.443
Date:                           Wed, 09 Oct 2024   AIC                             42.886
Time:                                   14:40:32   BIC                             45.710
Sample:                                        0   HQIC                            42.305
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2902      0.499      0.582      0.561      -0.687       1.268
ma.L1         -1.0000   9620.578     -0.000      1.000   -1.89e+04    1.89e+04
ar.S.L7       -0.8737      0.182     -4.791      0.000      -1.231      -0.516
ma.S.L7        0.1347      0.514      0.262      0.793      -0.873       1.142
sigma2         0.6584   6334.463      0.000      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.90   Prob(JB):                         0.67
Heteroskedasticity (H):               0.53   Skew:                             0.09
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.35070764391583, Current Price: 101.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.429
Date:                           Wed, 09 Oct 2024   AIC                             42.858
Time:                                   14:40:32   BIC                             45.683
Sample:                                        0   HQIC                            42.278
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3443      0.243      1.419      0.156      -0.131       0.820
ma.L1         -1.0000   2875.268     -0.000      1.000   -5636.421    5634.421
ar.S.L7       -0.8579      0.197     -4.350      0.000      -1.244      -0.471
ma.S.L7        0.0912      0.502      0.182      0.856      -0.892       1.074
sigma2         0.6569   1889.111      0.000      1.000   -3701.932    3703.246
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.70   Prob(JB):                         0.57
Heteroskedasticity (H):               0.44   Skew:                             0.41
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.58936990269416, Current Price: 102.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.466
Date:                           Wed, 09 Oct 2024   AIC                             42.933
Time:                                   14:40:32   BIC                             45.757
Sample:                                        0   HQIC                            42.352
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2290      2.264      0.101      0.919      -4.208       4.666
ma.L1         -0.3770      2.260     -0.167      0.868      -4.807       4.053
ar.S.L7       -1.0009      0.163     -6.133      0.000      -1.321      -0.681
ma.S.L7        1.0001   9562.101      0.000      1.000   -1.87e+04    1.87e+04
sigma2         0.4441   4246.702      0.000      1.000   -8322.939    8323.827
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.77   Prob(JB):                         0.57
Heteroskedasticity (H):               0.41   Skew:                             0.28
Prob(H) (two-sided):                  0.41   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 100.77495698507946, Current Price: 103.18
SELL EXECUTED at 103.18
SELL ORDER COMPLETED at 104.37
OPERATION PROFIT, GROSS 1.5500000000000114, NET 1.3428100000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.198
Date:                           Wed, 09 Oct 2024   AIC                             42.396
Time:                                   14:40:32   BIC                             45.221
Sample:                                        0   HQIC                            41.816
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2297      0.433      0.531      0.596      -0.619       1.078
ma.L1         -1.0000   5012.490     -0.000      1.000   -9825.300    9823.300
ar.S.L7       -0.6864      0.311     -2.211      0.027      -1.295      -0.078
ma.S.L7        0.1178      0.715      0.165      0.869      -1.284       1.520
sigma2         0.6324   3169.990      0.000      1.000   -6212.434    6213.699
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.63   Prob(JB):                         0.61
Heteroskedasticity (H):               1.28   Skew:                            -0.33
Prob(H) (two-sided):                  0.81   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.21568578837687, Current Price: 104.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.856
Date:                           Wed, 09 Oct 2024   AIC                             37.713
Time:                                   14:40:32   BIC                             40.537
Sample:                                        0   HQIC                            37.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6273      0.125     -5.029      0.000      -0.872      -0.383
ma.L1          1.0000   5426.917      0.000      1.000   -1.06e+04    1.06e+04
ar.S.L7       -0.7317      0.222     -3.292      0.001      -1.167      -0.296
ma.S.L7       -1.0009   1276.296     -0.001      0.999   -2502.494    2500.493
sigma2         0.2624   1545.402      0.000      1.000   -3028.670    3029.195
===================================================================================
Ljung-Box (L1) (Q):                   1.87   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.17   Prob(JB):                         0.56
Heteroskedasticity (H):               2.51   Skew:                            -0.20
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.39939806050788, Current Price: 106.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.085
Date:                           Wed, 09 Oct 2024   AIC                             38.171
Time:                                   14:40:32   BIC                             40.996
Sample:                                        0   HQIC                            37.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8409      0.546      1.540      0.123      -0.229       1.911
ma.L1         -0.4643      0.425     -1.094      0.274      -1.296       0.368
ar.S.L7       -0.6251      0.211     -2.966      0.003      -1.038      -0.212
ma.S.L7       -0.6543      1.262     -0.518      0.604      -3.129       1.820
sigma2         0.4052      0.468      0.866      0.386      -0.511       1.322
===================================================================================
Ljung-Box (L1) (Q):                   2.52   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.11   Prob(JB):                         0.82
Heteroskedasticity (H):               1.38   Skew:                             0.20
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.6913825154305, Current Price: 105.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.224
Date:                           Wed, 09 Oct 2024   AIC                             32.448
Time:                                   14:40:33   BIC                             35.273
Sample:                                        0   HQIC                            31.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3240      0.436      0.742      0.458      -0.531       1.179
ma.L1          0.2702      0.518      0.521      0.602      -0.746       1.286
ar.S.L7       -0.6750      0.115     -5.866      0.000      -0.901      -0.449
ma.S.L7       -1.0001   4423.499     -0.000      1.000   -8670.898    8668.898
sigma2         0.2001    885.107      0.000      1.000   -1734.578    1734.978
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.35   Prob(JB):                         0.74
Heteroskedasticity (H):               1.97   Skew:                             0.39
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.36063779234584, Current Price: 104.74
BUY EXECUTED at 104.74
BUY ORDER COMPLETED at 104.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.486
Date:                           Wed, 09 Oct 2024   AIC                             42.973
Time:                                   14:40:33   BIC                             45.797
Sample:                                        0   HQIC                            42.392
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2687      0.665      0.404      0.686      -1.034       1.572
ma.L1          0.4815      0.402      1.197      0.231      -0.307       1.270
ar.S.L7       -0.6417      0.123     -5.198      0.000      -0.884      -0.400
ma.S.L7        1.0001   8548.451      0.000      1.000   -1.68e+04    1.68e+04
sigma2         0.4446   3801.042      0.000      1.000   -7449.460    7450.349
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.63
Prob(Q):                              0.93   Prob(JB):                         0.27
Heteroskedasticity (H):               7.81   Skew:                            -1.06
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.40488505749661, Current Price: 104.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.022
Date:                           Wed, 09 Oct 2024   AIC                             42.045
Time:                                   14:40:33   BIC                             44.869
Sample:                                        0   HQIC                            41.464
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1606      0.631      0.255      0.799      -1.076       1.397
ma.L1          0.5719      0.440      1.301      0.193      -0.290       1.434
ar.S.L7       -0.6370      0.127     -5.012      0.000      -0.886      -0.388
ma.S.L7        1.0000   2.02e+04   4.94e-05      1.000   -3.97e+04    3.97e+04
sigma2         0.4129   8356.151   4.94e-05      1.000   -1.64e+04    1.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.66
Prob(Q):                              0.93   Prob(JB):                         0.44
Heteroskedasticity (H):               2.43   Skew:                            -0.87
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.99844349366958, Current Price: 104.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.542
Date:                           Wed, 09 Oct 2024   AIC                             41.084
Time:                                   14:40:33   BIC                             43.909
Sample:                                        0   HQIC                            40.504
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3234      0.631      0.513      0.608      -0.913       1.560
ma.L1          0.4127      0.475      0.868      0.385      -0.519       1.345
ar.S.L7       -0.6373      0.078     -8.177      0.000      -0.790      -0.485
ma.S.L7        1.0000   3.53e+04   2.84e-05      1.000   -6.91e+04    6.91e+04
sigma2         0.3851   1.36e+04   2.84e-05      1.000   -2.66e+04    2.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.91   Prob(JB):                         0.40
Heteroskedasticity (H):               0.65   Skew:                            -0.91
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.49368859895947, Current Price: 103.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.477
Date:                           Wed, 09 Oct 2024   AIC                             46.955
Time:                                   14:40:33   BIC                             49.780
Sample:                                        0   HQIC                            46.374
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6649      0.715      0.930      0.352      -0.737       2.066
ma.L1         -0.1356      0.776     -0.175      0.861      -1.656       1.385
ar.S.L7       -0.6089      0.131     -4.662      0.000      -0.865      -0.353
ma.S.L7        1.0001   1.34e+04   7.48e-05      1.000   -2.62e+04    2.62e+04
sigma2         0.5864   7835.721   7.48e-05      1.000   -1.54e+04    1.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.88   Prob(JB):                         0.67
Heteroskedasticity (H):               2.22   Skew:                            -0.50
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.65610413191214, Current Price: 104.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.474
Date:                           Wed, 09 Oct 2024   AIC                             46.948
Time:                                   14:40:33   BIC                             49.773
Sample:                                        0   HQIC                            46.368
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5645      0.938      0.602      0.547      -1.273       2.402
ma.L1         -0.1144      0.929     -0.123      0.902      -1.934       1.705
ar.S.L7       -0.6092      0.136     -4.493      0.000      -0.875      -0.343
ma.S.L7        1.0002   7834.929      0.000      1.000   -1.54e+04    1.54e+04
sigma2         0.5855   4587.706      0.000      1.000   -8991.153    8992.324
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.98   Prob(JB):                         0.56
Heteroskedasticity (H):               1.11   Skew:                            -0.67
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 104.38282105163701, Current Price: 103.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.089
Date:                           Wed, 09 Oct 2024   AIC                             46.179
Time:                                   14:40:33   BIC                             49.003
Sample:                                        0   HQIC                            45.598
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5764      1.000      0.576      0.564      -1.384       2.537
ma.L1         -0.1028      0.862     -0.119      0.905      -1.792       1.586
ar.S.L7       -0.5840      0.141     -4.138      0.000      -0.861      -0.307
ma.S.L7        1.0003   4117.706      0.000      1.000   -8069.556    8071.556
sigma2         0.5521   2273.896      0.000      1.000   -4456.202    4457.306
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.75   Prob(JB):                         0.76
Heteroskedasticity (H):               1.04   Skew:                            -0.43
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 103.44383782620378, Current Price: 105.37
SELL EXECUTED at 105.37
SELL ORDER COMPLETED at 104.99
OPERATION PROFIT, GROSS 0.8999999999999915, NET 0.6909199999999915
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.397
Date:                           Wed, 09 Oct 2024   AIC                             48.795
Time:                                   14:40:33   BIC                             51.619
Sample:                                        0   HQIC                            48.214
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9532      0.205     -4.639      0.000      -1.356      -0.550
ma.L1          0.9996    113.874      0.009      0.993    -222.190     224.189
ar.S.L7    -7.296e-06      0.080  -9.17e-05      1.000      -0.156       0.156
ma.S.L7       -0.7032      1.133     -0.621      0.535      -2.924       1.518
sigma2         1.0070    113.520      0.009      0.993    -221.488     223.502
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.48   Prob(JB):                         0.62
Heteroskedasticity (H):               1.08   Skew:                             0.15
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.09469213009427, Current Price: 105.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.858
Date:                           Wed, 09 Oct 2024   AIC                             47.715
Time:                                   14:40:33   BIC                             50.540
Sample:                                        0   HQIC                            47.135
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3247      1.511      0.215      0.830      -2.637       3.286
ma.L1          7.2665     49.009      0.148      0.882     -88.789     103.322
ar.S.L7       -0.5159      0.152     -3.387      0.001      -0.814      -0.217
ma.S.L7        0.3170      1.538      0.206      0.837      -2.697       3.331
sigma2         0.0193      0.263      0.074      0.941      -0.495       0.534
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.95   Prob(JB):                         0.72
Heteroskedasticity (H):               1.19   Skew:                            -0.52
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.43645525334675, Current Price: 105.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.709
Date:                           Wed, 09 Oct 2024   AIC                             45.418
Time:                                   14:40:33   BIC                             48.243
Sample:                                        0   HQIC                            44.837
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4711      0.895      0.526      0.599      -1.283       2.225
ma.L1         -0.1031      1.048     -0.098      0.922      -2.156       1.950
ar.S.L7       -0.3593      0.210     -1.714      0.087      -0.770       0.052
ma.S.L7       -0.1091      0.907     -0.120      0.904      -1.886       1.668
sigma2         0.8867      0.545      1.626      0.104      -0.182       1.955
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.74   Prob(JB):                         0.93
Heteroskedasticity (H):               2.54   Skew:                             0.16
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.78357579605297, Current Price: 106.08
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.364
Date:                           Wed, 09 Oct 2024   AIC                             44.727
Time:                                   14:40:33   BIC                             47.552
Sample:                                        0   HQIC                            44.147
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4246      0.628      0.677      0.499      -0.805       1.654
ma.L1         -0.1800      0.899     -0.200      0.841      -1.943       1.583
ar.S.L7       -0.3040      0.271     -1.124      0.261      -0.834       0.226
ma.S.L7       -0.4264      1.869     -0.228      0.819      -4.089       3.236
sigma2         0.7801      0.705      1.107      0.268      -0.601       2.161
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.75   Prob(JB):                         0.94
Heteroskedasticity (H):               1.50   Skew:                             0.18
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 105.69962021153013, Current Price: 107.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.869
Date:                           Wed, 09 Oct 2024   AIC                             45.738
Time:                                   14:40:33   BIC                             48.563
Sample:                                        0   HQIC                            45.157
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1375      1.803      0.076      0.939      -3.395       3.670
ma.L1          0.1335      1.686      0.079      0.937      -3.170       3.437
ar.S.L7       -0.3637      0.354     -1.028      0.304      -1.057       0.330
ma.S.L7       -1.0001   7670.505     -0.000      1.000    -1.5e+04     1.5e+04
sigma2         0.5510   4226.794      0.000      1.000   -8283.813    8284.915
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.76   Prob(JB):                         0.77
Heteroskedasticity (H):               1.02   Skew:                             0.35
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.58895191538208, Current Price: 107.69
BUY EXECUTED at 107.69
BUY ORDER COMPLETED at 106.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.571
Date:                           Wed, 09 Oct 2024   AIC                             45.141
Time:                                   14:40:33   BIC                             47.966
Sample:                                        0   HQIC                            44.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0506      3.324     -0.015      0.988      -6.566       6.465
ma.L1          0.1478      3.444      0.043      0.966      -6.603       6.898
ar.S.L7       -0.2936      0.395     -0.743      0.458      -1.068       0.481
ma.S.L7       -1.0001   1.64e+04  -6.11e-05      1.000   -3.21e+04    3.21e+04
sigma2         0.5263   8611.976   6.11e-05      1.000   -1.69e+04    1.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.88   Prob(JB):                         0.69
Heteroskedasticity (H):               2.76   Skew:                             0.58
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.03420359852248, Current Price: 106.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.680
Date:                           Wed, 09 Oct 2024   AIC                             49.360
Time:                                   14:40:33   BIC                             52.185
Sample:                                        0   HQIC                            48.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0594      2.260     -0.026      0.979      -4.489       4.370
ma.L1          3.8969     31.978      0.122      0.903     -58.778      66.572
ar.S.L7       -0.3530      0.465     -0.760      0.447      -1.264       0.558
ma.S.L7       -3.9437     11.920     -0.331      0.741     -27.307      19.419
sigma2         0.0044      0.061      0.071      0.943      -0.116       0.124
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.99   Prob(JB):                         0.64
Heteroskedasticity (H):               1.48   Skew:                             0.60
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.54371401514526, Current Price: 106.9492
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.189
Date:                           Wed, 09 Oct 2024   AIC                             48.378
Time:                                   14:40:33   BIC                             51.203
Sample:                                        0   HQIC                            47.798
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3250      1.616     -0.201      0.841      -3.492       2.842
ma.L1          0.5651      1.646      0.343      0.731      -2.660       3.791
ar.S.L7       -0.6201      0.708     -0.875      0.381      -2.009       0.768
ma.S.L7       -0.1084      0.620     -0.175      0.861      -1.323       1.106
sigma2         1.1173      0.599      1.866      0.062      -0.056       2.291
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.42   Prob(JB):                         0.84
Heteroskedasticity (H):               1.79   Skew:                             0.11
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.55742197703908, Current Price: 108.05
SELL EXECUTED at 108.05
SELL ORDER COMPLETED at 107.92
OPERATION PROFIT, GROSS 1.3700000000000045, NET 1.1555300000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.365
Date:                           Wed, 09 Oct 2024   AIC                             48.730
Time:                                   14:40:33   BIC                             51.555
Sample:                                        0   HQIC                            48.149
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4129      0.167      2.474      0.013       0.086       0.740
ma.L1         -1.0000   4763.677     -0.000      1.000   -9337.635    9335.635
ar.S.L7       -0.6778      0.967     -0.701      0.484      -2.574       1.218
ma.S.L7       -0.1161      0.668     -0.174      0.862      -1.425       1.193
sigma2         1.0023   4775.380      0.000      1.000   -9358.571    9360.575
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.38   Prob(JB):                         0.79
Heteroskedasticity (H):               1.56   Skew:                            -0.21
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.99115448850462, Current Price: 108.09
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.978
Date:                           Wed, 09 Oct 2024   AIC                             49.955
Time:                                   14:40:33   BIC                             52.780
Sample:                                        0   HQIC                            49.375
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2476      2.612     -0.095      0.924      -5.367       4.872
ma.L1          0.4553      2.370      0.192      0.848      -4.190       5.101
ar.S.L7       -0.5579      1.105     -0.505      0.614      -2.725       1.609
ma.S.L7       -3.9511     21.906     -0.180      0.857     -46.886      38.984
sigma2         0.0784      0.820      0.096      0.924      -1.529       1.686
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.87   Prob(JB):                         0.72
Heteroskedasticity (H):               0.91   Skew:                            -0.19
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.79004279466047, Current Price: 109.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.514
Date:                           Wed, 09 Oct 2024   AIC                             47.028
Time:                                   14:40:33   BIC                             49.853
Sample:                                        0   HQIC                            46.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2308      2.099     -0.110      0.912      -4.346       3.884
ma.L1          0.5441      1.972      0.276      0.783      -3.321       4.410
ar.S.L7       -0.6337      0.955     -0.664      0.507      -2.505       1.238
ma.S.L7       -0.1854      0.937     -0.198      0.843      -2.023       1.652
sigma2         0.9963      0.686      1.452      0.146      -0.348       2.341
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.83   Prob(JB):                         0.80
Heteroskedasticity (H):               0.83   Skew:                            -0.36
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.52980207949088, Current Price: 110.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.282
Date:                           Wed, 09 Oct 2024   AIC                             48.563
Time:                                   14:40:33   BIC                             51.388
Sample:                                        0   HQIC                            47.983
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0381      0.816     -0.047      0.963      -1.638       1.562
ma.L1          1.0000   5536.215      0.000      1.000   -1.08e+04    1.09e+04
ar.S.L7       -0.8566      0.341     -2.509      0.012      -1.526      -0.187
ma.S.L7        0.9999   7703.888      0.000      1.000   -1.51e+04    1.51e+04
sigma2         0.5797   6653.689   8.71e-05      1.000    -1.3e+04     1.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.57   Prob(JB):                         0.52
Heteroskedasticity (H):               1.23   Skew:                            -0.75
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.7542541238852, Current Price: 112.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.328
Date:                           Wed, 09 Oct 2024   AIC                             44.655
Time:                                   14:40:33   BIC                             47.480
Sample:                                        0   HQIC                            44.075
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1607      0.718      0.224      0.823      -1.246       1.568
ma.L1          1.0000   1.67e+04   5.98e-05      1.000   -3.28e+04    3.28e+04
ar.S.L7       -0.7767      0.195     -3.983      0.000      -1.159      -0.395
ma.S.L7        1.0001   1.42e+04   7.02e-05      1.000   -2.79e+04    2.79e+04
sigma2         0.4268   1.01e+04   4.24e-05      1.000   -1.97e+04    1.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.93
Prob(Q):                              0.96   Prob(JB):                         0.38
Heteroskedasticity (H):               1.38   Skew:                            -0.92
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.90627802739267, Current Price: 113.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.224
Date:                           Wed, 09 Oct 2024   AIC                             48.448
Time:                                   14:40:33   BIC                             51.273
Sample:                                        0   HQIC                            47.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0591      1.282      0.046      0.963      -2.453       2.571
ma.L1          0.5803      1.213      0.478      0.632      -1.797       2.958
ar.S.L7       -0.4984      0.265     -1.880      0.060      -1.018       0.021
ma.S.L7        0.2183      0.692      0.315      0.752      -1.139       1.575
sigma2         1.1013      0.477      2.306      0.021       0.165       2.037
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.85   Prob(JB):                         0.97
Heteroskedasticity (H):               1.85   Skew:                            -0.17
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.00875370153749, Current Price: 113.58
BUY EXECUTED at 113.58
BUY ORDER COMPLETED at 113.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.635
Date:                           Wed, 09 Oct 2024   AIC                             51.270
Time:                                   14:40:33   BIC                             54.095
Sample:                                        0   HQIC                            50.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2680      2.329     -0.115      0.908      -4.832       4.296
ma.L1          0.5141      2.243      0.229      0.819      -3.883       4.911
ar.S.L7       -0.3236      0.379     -0.853      0.393      -1.067       0.420
ma.S.L7       -0.1245      0.515     -0.242      0.809      -1.135       0.886
sigma2         1.3916      0.831      1.674      0.094      -0.237       3.021
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.51   Prob(JB):                         0.77
Heteroskedasticity (H):               1.28   Skew:                            -0.02
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.69772322024787, Current Price: 114.46
SELL EXECUTED at 114.46
SELL ORDER COMPLETED at 118.59
OPERATION PROFIT, GROSS 4.670000000000002, NET 4.437490000000002
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.659
Date:                           Wed, 09 Oct 2024   AIC                             51.318
Time:                                   14:40:33   BIC                             54.143
Sample:                                        0   HQIC                            50.738
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3729      1.573     -0.237      0.813      -3.456       2.710
ma.L1          0.6662      1.620      0.411      0.681      -2.508       3.840
ar.S.L7       -0.3056      0.419     -0.730      0.466      -1.126       0.515
ma.S.L7        0.1341      0.541      0.248      0.804      -0.926       1.195
sigma2         1.3930      0.982      1.419      0.156      -0.531       3.317
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.52   Prob(JB):                         0.82
Heteroskedasticity (H):               1.23   Skew:                            -0.01
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.81104766288904, Current Price: 119.0592
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.410
Date:                           Wed, 09 Oct 2024   AIC                             58.820
Time:                                   14:40:33   BIC                             61.644
Sample:                                        0   HQIC                            58.239
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2799      0.927     -0.302      0.763      -2.096       1.536
ma.L1          1.0027     42.650      0.024      0.981     -82.590      84.596
ar.S.L7       -0.4179      0.369     -1.131      0.258      -1.142       0.306
ma.S.L7        7.4406     54.795      0.136      0.892     -99.955     114.837
sigma2         0.0393      1.941      0.020      0.984      -3.766       3.844
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.56   Prob(JB):                         0.88
Heteroskedasticity (H):               3.26   Skew:                            -0.16
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.93260215363193, Current Price: 118.36
BUY EXECUTED at 118.36
BUY ORDER COMPLETED at 116.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.261
Date:                           Wed, 09 Oct 2024   AIC                             60.522
Time:                                   14:40:34   BIC                             63.347
Sample:                                        0   HQIC                            59.941
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8999      0.408     -2.207      0.027      -1.699      -0.101
ma.L1          1.0017     33.749      0.030      0.976     -65.145      67.148
ar.S.L7     2.026e-05      0.413    4.9e-05      1.000      -0.810       0.810
ma.S.L7       -4.2475     15.670     -0.271      0.786     -34.959      26.464
sigma2         0.1445      5.472      0.026      0.979     -10.581      10.870
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 2.35
Prob(Q):                              0.34   Prob(JB):                         0.31
Heteroskedasticity (H):               6.23   Skew:                             0.96
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.30119135946954, Current Price: 114.77
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -56.464
Date:                           Wed, 09 Oct 2024   AIC                            122.927
Time:                                   14:40:34   BIC                            125.752
Sample:                                        0   HQIC                           122.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.2876      0.422      3.050      0.002       0.460       2.115
ma.L1        -28.2901    267.480     -0.106      0.916    -552.541     495.961
ar.S.L7       -7.2421      2.418     -2.996      0.003     -11.980      -2.504
ma.S.L7      -26.2670    340.957     -0.077      0.939    -694.530     641.996
sigma2         0.0001      0.004      0.034      0.973      -0.008       0.009
===================================================================================
Ljung-Box (L1) (Q):                   1.20   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.27   Prob(JB):                         0.97
Heteroskedasticity (H):               0.42   Skew:                             0.16
Prob(H) (two-sided):                  0.42   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 102.68069065854084, Current Price: 115.48
SELL EXECUTED at 115.48
SELL ORDER COMPLETED at 115.3
OPERATION PROFIT, GROSS -0.7000000000000028, NET -0.9313000000000029
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.608
Date:                           Wed, 09 Oct 2024   AIC                             61.217
Time:                                   14:40:34   BIC                             64.041
Sample:                                        0   HQIC                            60.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2580      0.447     -0.578      0.563      -1.133       0.617
ma.L1          1.0000   7015.961      0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.2963      0.453     -0.654      0.513      -1.185       0.592
ma.S.L7       -0.5301      1.647     -0.322      0.747      -3.757       2.697
sigma2         2.4668   1.73e+04      0.000      1.000   -3.39e+04    3.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.62   Prob(JB):                         0.78
Heteroskedasticity (H):              21.04   Skew:                            -0.46
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.7021904679188, Current Price: 118.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.465
Date:                           Wed, 09 Oct 2024   AIC                             62.930
Time:                                   14:40:34   BIC                             65.755
Sample:                                        0   HQIC                            62.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2460      0.651     -0.378      0.706      -1.523       1.031
ma.L1          1.0000   1.53e+04   6.55e-05      1.000   -2.99e+04    2.99e+04
ar.S.L7       -0.2305      0.424     -0.543      0.587      -1.062       0.601
ma.S.L7       -0.1260      0.962     -0.131      0.896      -2.012       1.760
sigma2         3.0714   4.69e+04   6.55e-05      1.000   -9.18e+04    9.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.68   Prob(JB):                         0.65
Heteroskedasticity (H):              15.01   Skew:                            -0.62
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.72307101878688, Current Price: 117.58
BUY EXECUTED at 117.58
BUY ORDER COMPLETED at 115.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.820
Date:                           Wed, 09 Oct 2024   AIC                             63.641
Time:                                   14:40:34   BIC                             66.465
Sample:                                        0   HQIC                            63.060
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3251      0.981     -0.331      0.740      -2.248       1.598
ma.L1          1.1086      2.234      0.496      0.620      -3.269       5.486
ar.S.L7       -0.1194      0.967     -0.123      0.902      -2.014       1.776
ma.S.L7        0.1017      1.565      0.065      0.948      -2.966       3.169
sigma2         2.7981      7.214      0.388      0.698     -11.341      16.937
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.64   Prob(JB):                         0.97
Heteroskedasticity (H):               5.98   Skew:                            -0.06
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.37975156190139, Current Price: 115.49
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.201
Date:                           Wed, 09 Oct 2024   AIC                             64.402
Time:                                   14:40:34   BIC                             67.227
Sample:                                        0   HQIC                            63.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2705      0.678     -0.399      0.690      -1.598       1.057
ma.L1          1.1109      1.035      1.073      0.283      -0.918       3.139
ar.S.L7        0.0016      0.015      0.103      0.918      -0.029       0.032
ma.S.L7       -0.3042      1.247     -0.244      0.807      -2.748       2.140
sigma2         3.0425      5.574      0.546      0.585      -7.882      13.967
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.63   Prob(JB):                         0.91
Heteroskedasticity (H):               2.36   Skew:                            -0.07
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.28326091153973, Current Price: 117.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.331
Date:                           Wed, 09 Oct 2024   AIC                             64.662
Time:                                   14:40:34   BIC                             67.487
Sample:                                        0   HQIC                            64.081
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2378      0.447     -0.532      0.595      -1.114       0.639
ma.L1          1.0000   5501.463      0.000      1.000   -1.08e+04    1.08e+04
ar.S.L7       -0.2380      0.553     -0.430      0.667      -1.322       0.846
ma.S.L7       -0.0220      0.788     -0.028      0.978      -1.567       1.523
sigma2         3.4956   1.92e+04      0.000      1.000   -3.77e+04    3.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.73   Prob(JB):                         0.73
Heteroskedasticity (H):               1.09   Skew:                            -0.00
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.4091001045539, Current Price: 117.61
SELL EXECUTED at 117.61
SELL ORDER COMPLETED at 117.62
OPERATION PROFIT, GROSS 2.180000000000007, NET 1.9469400000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.224
Date:                           Wed, 09 Oct 2024   AIC                             64.449
Time:                                   14:40:34   BIC                             67.273
Sample:                                        0   HQIC                            63.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2925      0.554     -0.528      0.597      -1.377       0.793
ma.L1          1.0000   2.74e+04   3.65e-05      1.000   -5.37e+04    5.37e+04
ar.S.L7       -0.3432      0.686     -0.501      0.617      -1.687       1.001
ma.S.L7       -0.1830      1.132     -0.162      0.872      -2.401       2.035
sigma2         3.4555   9.47e+04   3.65e-05      1.000   -1.86e+05    1.86e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.56   Prob(JB):                         0.72
Heteroskedasticity (H):               0.66   Skew:                            -0.01
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.77250354392119, Current Price: 117.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.308
Date:                           Wed, 09 Oct 2024   AIC                             64.616
Time:                                   14:40:34   BIC                             67.441
Sample:                                        0   HQIC                            64.036
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3283      0.664     -0.494      0.621      -1.630       0.973
ma.L1          1.0000    4.8e+05   2.08e-06      1.000    -9.4e+05     9.4e+05
ar.S.L7       -0.3045      1.166     -0.261      0.794      -2.590       1.981
ma.S.L7       -0.3249      1.760     -0.185      0.854      -3.773       3.124
sigma2         3.4453   1.65e+06   2.08e-06      1.000   -3.24e+06    3.24e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.46   Prob(JB):                         0.75
Heteroskedasticity (H):               0.10   Skew:                             0.03
Prob(H) (two-sided):                  0.05   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.59438625450528, Current Price: 117.11
BUY EXECUTED at 117.11
BUY ORDER COMPLETED at 117.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.234
Date:                           Wed, 09 Oct 2024   AIC                             64.468
Time:                                   14:40:34   BIC                             67.292
Sample:                                        0   HQIC                            63.887
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4358      0.485     -0.898      0.369      -1.387       0.515
ma.L1          1.0000   4189.725      0.000      1.000   -8210.710    8212.710
ar.S.L7       -0.0412      1.208     -0.034      0.973      -2.409       2.326
ma.S.L7       -1.0000    7.7e+05   -1.3e-06      1.000   -1.51e+06    1.51e+06
sigma2         2.2324   1.72e+06    1.3e-06      1.000   -3.38e+06    3.38e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.47   Prob(JB):                         0.67
Heteroskedasticity (H):               0.32   Skew:                             0.51
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.75956100714504, Current Price: 118.64
SELL EXECUTED at 118.64
SELL ORDER COMPLETED at 118.74
OPERATION PROFIT, GROSS 1.1499999999999915, NET 0.9136699999999915
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.472
Date:                           Wed, 09 Oct 2024   AIC                             64.943
Time:                                   14:40:34   BIC                             67.768
Sample:                                        0   HQIC                            64.363
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4737      0.420     -1.127      0.260      -1.297       0.350
ma.L1          1.0000    1.6e+04   6.27e-05      1.000   -3.13e+04    3.13e+04
ar.S.L7       -0.0047      0.032     -0.147      0.884      -0.068       0.058
ma.S.L7       -0.6822      1.477     -0.462      0.644      -3.578       2.213
sigma2         3.2023   5.11e+04   6.27e-05      1.000      -1e+05       1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.51   Prob(JB):                         0.71
Heteroskedasticity (H):               0.33   Skew:                             0.29
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.73979013125452, Current Price: 117.77
BUY EXECUTED at 117.77
BUY ORDER COMPLETED at 118.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.806
Date:                           Wed, 09 Oct 2024   AIC                             65.612
Time:                                   14:40:34   BIC                             68.437
Sample:                                        0   HQIC                            65.032
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6936      0.438     -1.585      0.113      -1.551       0.164
ma.L1          1.0000   1237.320      0.001      0.999   -2424.102    2426.103
ar.S.L7       -0.0123      0.094     -0.131      0.896      -0.196       0.172
ma.S.L7       -1.0001    1.7e+04  -5.89e-05      1.000   -3.33e+04    3.33e+04
sigma2         2.4708   4.12e+04      6e-05      1.000   -8.08e+04    8.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.48   Prob(JB):                         0.60
Heteroskedasticity (H):               0.33   Skew:                             0.68
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.90943535832702, Current Price: 118.68
SELL EXECUTED at 118.68
SELL ORDER COMPLETED at 118.86
OPERATION PROFIT, GROSS 0.519999999999996, NET 0.282799999999996
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.231
Date:                           Wed, 09 Oct 2024   AIC                             60.463
Time:                                   14:40:34   BIC                             63.288
Sample:                                        0   HQIC                            59.882
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5585      0.261     -2.139      0.032      -1.070      -0.047
ma.L1          0.7324      0.471      1.556      0.120      -0.190       1.655
ar.S.L7       -0.2362      0.669     -0.353      0.724      -1.547       1.075
ma.S.L7       -1.0000    5.7e+04  -1.75e-05      1.000   -1.12e+05    1.12e+05
sigma2         1.6383   9.34e+04   1.75e-05      1.000   -1.83e+05    1.83e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.76   Prob(JB):                         0.57
Heteroskedasticity (H):               0.37   Skew:                            -0.71
Prob(H) (two-sided):                  0.36   Kurtosis:                         3.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.48592197716611, Current Price: 120.73
BUY EXECUTED at 120.73
BUY ORDER COMPLETED at 121.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.798
Date:                           Wed, 09 Oct 2024   AIC                             57.596
Time:                                   14:40:34   BIC                             60.421
Sample:                                        0   HQIC                            57.015
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0112      1.246      0.009      0.993      -2.430       2.453
ma.L1          0.4043      0.953      0.424      0.671      -1.463       2.271
ar.S.L7       -0.1444      0.527     -0.274      0.784      -1.177       0.888
ma.S.L7       -1.0001   1.05e+04  -9.56e-05      1.000   -2.05e+04    2.05e+04
sigma2         1.3720   1.44e+04   9.56e-05      1.000   -2.81e+04    2.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.47   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.12   Prob(JB):                         0.74
Heteroskedasticity (H):               0.47   Skew:                            -0.37
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.73635851189148, Current Price: 120.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.508
Date:                           Wed, 09 Oct 2024   AIC                             53.016
Time:                                   14:40:34   BIC                             55.840
Sample:                                        0   HQIC                            52.435
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2397      2.294     -0.104      0.917      -4.736       4.257
ma.L1          0.4320      1.935      0.223      0.823      -3.361       4.225
ar.S.L7       -0.2820      0.338     -0.834      0.404      -0.945       0.381
ma.S.L7       -1.0003   2315.033     -0.000      1.000   -4538.382    4536.381
sigma2         0.9644   2233.028      0.000      1.000   -4375.691    4377.620
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.44   Prob(JB):                         0.88
Heteroskedasticity (H):               0.42   Skew:                            -0.08
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.73515840596629, Current Price: 121.14
SELL EXECUTED at 121.14
SELL ORDER COMPLETED at 121.79
OPERATION PROFIT, GROSS 0.6600000000000108, NET 0.4170800000000108
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.875
Date:                           Wed, 09 Oct 2024   AIC                             53.750
Time:                                   14:40:34   BIC                             56.575
Sample:                                        0   HQIC                            53.170
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2997      1.231     -0.244      0.808      -2.712       2.112
ma.L1          0.5391      1.018      0.530      0.596      -1.456       2.535
ar.S.L7       -0.2749      0.344     -0.800      0.424      -0.949       0.399
ma.S.L7       -1.0000   1.34e+04  -7.46e-05      1.000   -2.63e+04    2.63e+04
sigma2         1.0221   1.37e+04   7.46e-05      1.000   -2.69e+04    2.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.42   Prob(JB):                         0.68
Heteroskedasticity (H):               0.57   Skew:                            -0.27
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.41317021631944, Current Price: 120.58
BUY EXECUTED at 120.58
BUY ORDER COMPLETED at 119.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.952
Date:                           Wed, 09 Oct 2024   AIC                             55.904
Time:                                   14:40:34   BIC                             58.729
Sample:                                        0   HQIC                            55.324
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3792      2.769     -0.137      0.891      -5.806       5.048
ma.L1          0.4488      2.846      0.158      0.875      -5.130       6.027
ar.S.L7       -0.4783      0.245     -1.954      0.051      -0.958       0.002
ma.S.L7        0.0034      0.480      0.007      0.994      -0.938       0.945
sigma2         2.0010      1.184      1.690      0.091      -0.319       4.321
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.75   Prob(JB):                         0.93
Heteroskedasticity (H):               0.62   Skew:                             0.02
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.63112667753643, Current Price: 119.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.558
Date:                           Wed, 09 Oct 2024   AIC                             59.116
Time:                                   14:40:34   BIC                             61.940
Sample:                                        0   HQIC                            58.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2696      2.237     -0.121      0.904      -4.654       4.115
ma.L1          0.5117      2.019      0.253      0.800      -3.445       4.468
ar.S.L7       -0.4375      0.358     -1.222      0.222      -1.139       0.264
ma.S.L7       -0.0516      0.905     -0.057      0.955      -1.825       1.722
sigma2         2.5571      2.135      1.198      0.231      -1.628       6.742
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.47   Prob(JB):                         0.70
Heteroskedasticity (H):               1.23   Skew:                            -0.06
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.2111802810852, Current Price: 121.5
SELL EXECUTED at 121.5
SELL ORDER COMPLETED at 121.19
OPERATION PROFIT, GROSS 1.9899999999999949, NET 1.7496099999999948
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.157
Date:                           Wed, 09 Oct 2024   AIC                             58.314
Time:                                   14:40:34   BIC                             61.139
Sample:                                        0   HQIC                            57.733
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9179      0.235     -3.901      0.000      -1.379      -0.457
ma.L1          1.0000   1.28e+04   7.78e-05      1.000   -2.52e+04    2.52e+04
ar.S.L7       -0.4907      0.217     -2.263      0.024      -0.916      -0.066
ma.S.L7        0.3987      0.666      0.598      0.550      -0.907       1.705
sigma2         1.8566   2.39e+04   7.78e-05      1.000   -4.68e+04    4.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.30   Prob(JB):                         0.76
Heteroskedasticity (H):               3.25   Skew:                             0.03
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.39326167169285, Current Price: 119.41
BUY EXECUTED at 119.41
BUY ORDER COMPLETED at 120.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.760
Date:                           Wed, 09 Oct 2024   AIC                             51.519
Time:                                   14:40:34   BIC                             54.344
Sample:                                        0   HQIC                            50.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1060      0.626     -0.169      0.866      -1.334       1.122
ma.L1         -1.0000   1.89e+04  -5.28e-05      1.000   -3.71e+04    3.71e+04
ar.S.L7       -0.2841      0.165     -1.725      0.085      -0.607       0.039
ma.S.L7       -0.0883      0.385     -0.229      0.819      -0.844       0.667
sigma2         1.2368   2.34e+04   5.28e-05      1.000   -4.59e+04    4.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.43   Prob(JB):                         0.56
Heteroskedasticity (H):               1.09   Skew:                            -0.02
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.67023972846297, Current Price: 117.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.325
Date:                           Wed, 09 Oct 2024   AIC                             58.649
Time:                                   14:40:34   BIC                             61.474
Sample:                                        0   HQIC                            58.069
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0244      0.495      0.049      0.961      -0.945       0.994
ma.L1         -0.8006      0.352     -2.276      0.023      -1.490      -0.111
ar.S.L7       -0.5702      0.147     -3.876      0.000      -0.859      -0.282
ma.S.L7        1.0001   1.27e+04   7.87e-05      1.000   -2.49e+04    2.49e+04
sigma2         1.4877   1.89e+04   7.87e-05      1.000   -3.71e+04    3.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.66   Prob(JB):                         0.86
Heteroskedasticity (H):               3.09   Skew:                            -0.03
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.45077150239236, Current Price: 117.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.957
Date:                           Wed, 09 Oct 2024   AIC                             59.914
Time:                                   14:40:35   BIC                             62.739
Sample:                                        0   HQIC                            59.334
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3093      0.661      0.468      0.640      -0.986       1.605
ma.L1         -0.7937      0.524     -1.514      0.130      -1.821       0.233
ar.S.L7       -0.5774      0.156     -3.693      0.000      -0.884      -0.271
ma.S.L7        1.0001   2.26e+04   4.43e-05      1.000   -4.43e+04    4.43e+04
sigma2         1.6516   3.73e+04   4.43e-05      1.000   -7.31e+04    7.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.73   Prob(JB):                         0.72
Heteroskedasticity (H):               4.20   Skew:                             0.40
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.90863902467716, Current Price: 120.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.479
Date:                           Wed, 09 Oct 2024   AIC                             58.958
Time:                                   14:40:35   BIC                             61.783
Sample:                                        0   HQIC                            58.377
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3209      0.644      0.498      0.618      -0.941       1.583
ma.L1         -0.7765      0.464     -1.674      0.094      -1.685       0.132
ar.S.L7       -0.6220      0.178     -3.504      0.000      -0.970      -0.274
ma.S.L7        1.0000   4.07e+04   2.46e-05      1.000   -7.98e+04    7.98e+04
sigma2         1.5337   6.24e+04   2.46e-05      1.000   -1.22e+05    1.22e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.52   Prob(JB):                         0.78
Heteroskedasticity (H):               3.05   Skew:                             0.31
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.58221551001121, Current Price: 120.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.967
Date:                           Wed, 09 Oct 2024   AIC                             57.934
Time:                                   14:40:35   BIC                             60.759
Sample:                                        0   HQIC                            57.354
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0994      0.626      0.159      0.874      -1.127       1.326
ma.L1         -0.6891      0.495     -1.391      0.164      -1.660       0.282
ar.S.L7       -0.7532      0.178     -4.239      0.000      -1.101      -0.405
ma.S.L7        1.0000   1.26e+05   7.93e-06      1.000   -2.47e+05    2.47e+05
sigma2         1.4104   1.78e+05   7.93e-06      1.000   -3.49e+05    3.49e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.62   Prob(JB):                         0.76
Heteroskedasticity (H):               2.22   Skew:                             0.08
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.9346150057379, Current Price: 119.8
SELL EXECUTED at 119.8
SELL ORDER COMPLETED at 119.0
OPERATION PROFIT, GROSS -1.269999999999996, NET -1.5092699999999961
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.588
Date:                           Wed, 09 Oct 2024   AIC                             59.176
Time:                                   14:40:35   BIC                             62.001
Sample:                                        0   HQIC                            58.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2343      1.000      0.234      0.815      -1.726       2.194
ma.L1         -0.7765      0.872     -0.890      0.373      -2.486       0.933
ar.S.L7       -0.7397      0.232     -3.190      0.001      -1.194      -0.285
ma.S.L7        0.6334      2.411      0.263      0.793      -4.092       5.359
sigma2         2.1285      4.452      0.478      0.633      -6.598      10.855
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.85   Prob(JB):                         0.89
Heteroskedasticity (H):               0.49   Skew:                            -0.03
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.05121286180484, Current Price: 118.96
BUY EXECUTED at 118.96
BUY ORDER COMPLETED at 119.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.205
Date:                           Wed, 09 Oct 2024   AIC                             60.410
Time:                                   14:40:35   BIC                             63.235
Sample:                                        0   HQIC                            59.829
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1561      1.299      0.120      0.904      -2.390       2.703
ma.L1         -0.6977      1.154     -0.605      0.545      -2.959       1.563
ar.S.L7       -0.7349      0.279     -2.637      0.008      -1.281      -0.189
ma.S.L7        0.4129      0.993      0.416      0.678      -1.534       2.360
sigma2         2.6217      2.110      1.242      0.214      -1.515       6.758
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.91   Prob(JB):                         0.88
Heteroskedasticity (H):               0.35   Skew:                             0.16
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.53769337832182, Current Price: 119.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.045
Date:                           Wed, 09 Oct 2024   AIC                             58.089
Time:                                   14:40:35   BIC                             60.914
Sample:                                        0   HQIC                            57.508
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2223      1.312      0.169      0.865      -2.350       2.794
ma.L1         -0.7324      1.066     -0.687      0.492      -2.822       1.357
ar.S.L7       -0.9209      0.220     -4.190      0.000      -1.352      -0.490
ma.S.L7        1.0000   6.13e+04   1.63e-05      1.000    -1.2e+05     1.2e+05
sigma2         1.4307   8.78e+04   1.63e-05      1.000   -1.72e+05    1.72e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.98   Prob(JB):                         0.71
Heteroskedasticity (H):               0.19   Skew:                             0.54
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.18108620542382, Current Price: 116.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.811
Date:                           Wed, 09 Oct 2024   AIC                             59.622
Time:                                   14:40:35   BIC                             62.446
Sample:                                        0   HQIC                            59.041
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0876      0.944      0.093      0.926      -1.763       1.938
ma.L1         -0.5999      0.889     -0.675      0.500      -2.342       1.142
ar.S.L7       -0.5744      0.237     -2.425      0.015      -1.039      -0.110
ma.S.L7        1.0000   5.33e+04   1.88e-05      1.000   -1.04e+05    1.04e+05
sigma2         1.6046   8.55e+04   1.88e-05      1.000   -1.67e+05    1.68e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.75   Prob(JB):                         0.68
Heteroskedasticity (H):               0.61   Skew:                            -0.19
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.14232077004867, Current Price: 116.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.176
Date:                           Wed, 09 Oct 2024   AIC                             58.353
Time:                                   14:40:35   BIC                             61.178
Sample:                                        0   HQIC                            57.772
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1489      0.828      0.180      0.857      -1.474       1.772
ma.L1         -0.5863      0.766     -0.765      0.444      -2.088       0.916
ar.S.L7       -0.6368      0.244     -2.606      0.009      -1.116      -0.158
ma.S.L7        1.0000   3.95e+05   2.53e-06      1.000   -7.73e+05    7.73e+05
sigma2         1.4557   5.74e+05   2.53e-06      1.000   -1.13e+06    1.13e+06
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.30   Prob(JB):                         0.63
Heteroskedasticity (H):               0.89   Skew:                            -0.29
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.67359476236388, Current Price: 116.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.108
Date:                           Wed, 09 Oct 2024   AIC                             60.217
Time:                                   14:40:35   BIC                             63.042
Sample:                                        0   HQIC                            59.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2348      1.218      0.193      0.847      -2.153       2.622
ma.L1         -0.5042      1.209     -0.417      0.677      -2.874       1.866
ar.S.L7       -0.7549      0.273     -2.768      0.006      -1.289      -0.220
ma.S.L7        1.0000   1.75e+05   5.73e-06      1.000   -3.42e+05    3.42e+05
sigma2         1.6795   2.93e+05   5.73e-06      1.000   -5.75e+05    5.75e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.45   Prob(JB):                         0.69
Heteroskedasticity (H):               0.45   Skew:                            -0.09
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.05314045951027, Current Price: 118.76
SELL EXECUTED at 118.76
SELL ORDER COMPLETED at 117.88
OPERATION PROFIT, GROSS -1.8500000000000085, NET -2.0876100000000086
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.472
Date:                           Wed, 09 Oct 2024   AIC                             62.944
Time:                                   14:40:35   BIC                             65.769
Sample:                                        0   HQIC                            62.364
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9694      0.204     -4.743      0.000      -1.370      -0.569
ma.L1          0.9843      4.680      0.210      0.833      -8.189      10.158
ar.S.L7       -0.2847      1.120     -0.254      0.799      -2.480       1.911
ma.S.L7       -6.9302     58.554     -0.118      0.906    -121.694     107.833
sigma2         0.0600      1.071      0.056      0.955      -2.040       2.160
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 2.54
Prob(Q):                              0.68   Prob(JB):                         0.28
Heteroskedasticity (H):               0.41   Skew:                            -1.00
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.65531070123144, Current Price: 117.1
BUY EXECUTED at 117.1
BUY ORDER COMPLETED at 118.161
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.725
Date:                           Wed, 09 Oct 2024   AIC                             59.450
Time:                                   14:40:35   BIC                             62.275
Sample:                                        0   HQIC                            58.870
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2552      1.797      0.142      0.887      -3.266       3.776
ma.L1         -0.5180      1.290     -0.402      0.688      -3.046       2.010
ar.S.L7       -0.7686      0.395     -1.947      0.052      -1.542       0.005
ma.S.L7        0.6731      2.141      0.314      0.753      -3.523       4.869
sigma2         2.1117      4.064      0.520      0.603      -5.854      10.077
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.46   Prob(JB):                         0.84
Heteroskedasticity (H):               0.81   Skew:                             0.10
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.38202672915449, Current Price: 117.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.702
Date:                           Wed, 09 Oct 2024   AIC                             59.403
Time:                                   14:40:35   BIC                             62.228
Sample:                                        0   HQIC                            58.823
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3317      1.590      0.209      0.835      -2.784       3.448
ma.L1         -0.6273      1.192     -0.526      0.599      -2.963       1.708
ar.S.L7       -0.6349      0.471     -1.348      0.178      -1.558       0.288
ma.S.L7        0.4345      0.962      0.452      0.651      -1.451       2.320
sigma2         2.4118      1.934      1.247      0.212      -1.379       6.202
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.67   Prob(JB):                         0.73
Heteroskedasticity (H):               0.70   Skew:                            -0.05
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.73585990520546, Current Price: 116.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.356
Date:                           Wed, 09 Oct 2024   AIC                             52.712
Time:                                   14:40:35   BIC                             55.537
Sample:                                        0   HQIC                            52.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2491      1.198      0.208      0.835      -2.099       2.597
ma.L1         -0.5245      0.971     -0.540      0.589      -2.428       1.379
ar.S.L7       -0.6419      0.343     -1.873      0.061      -1.314       0.030
ma.S.L7        0.9993   1263.241      0.001      0.999   -2474.908    2476.907
sigma2         0.9437   1191.468      0.001      0.999   -2334.290    2336.177
===================================================================================
Ljung-Box (L1) (Q):                   1.27   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.26   Prob(JB):                         0.88
Heteroskedasticity (H):               0.94   Skew:                            -0.03
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.79539403104015, Current Price: 116.15
SELL EXECUTED at 116.15
SELL ORDER COMPLETED at 117.76
OPERATION PROFIT, GROSS -0.40099999999999625, NET -0.6369209999999963
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.421
Date:                           Wed, 09 Oct 2024   AIC                             50.843
Time:                                   14:40:35   BIC                             53.668
Sample:                                        0   HQIC                            50.262
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2837      0.994     -0.285      0.775      -2.231       1.664
ma.L1         -0.6451      0.511     -1.263      0.206      -1.646       0.356
ar.S.L7       -0.0010      0.004     -0.245      0.806      -0.009       0.007
ma.S.L7       -0.1089      0.395     -0.276      0.783      -0.882       0.664
sigma2         1.3462      1.196      1.126      0.260      -0.997       3.689
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.95   Prob(JB):                         0.40
Heteroskedasticity (H):               0.55   Skew:                            -0.91
Prob(H) (two-sided):                  0.58   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.51449912688628, Current Price: 117.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.908
Date:                           Wed, 09 Oct 2024   AIC                             51.817
Time:                                   14:40:35   BIC                             54.641
Sample:                                        0   HQIC                            51.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3747      0.573      0.654      0.513      -0.749       1.498
ma.L1         -1.0000   6924.166     -0.000      1.000   -1.36e+04    1.36e+04
ar.S.L7       -0.2751      0.195     -1.414      0.157      -0.657       0.106
ma.S.L7       -1.0001   7194.391     -0.000      1.000   -1.41e+04    1.41e+04
sigma2         0.7519   9657.828   7.79e-05      1.000   -1.89e+04    1.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.50   Prob(JB):                         0.71
Heteroskedasticity (H):               1.02   Skew:                             0.07
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.22700963216255, Current Price: 116.94
BUY EXECUTED at 116.94
BUY ORDER COMPLETED at 118.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.021
Date:                           Wed, 09 Oct 2024   AIC                             52.042
Time:                                   14:40:35   BIC                             54.867
Sample:                                        0   HQIC                            51.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1733      0.621      0.279      0.780      -1.043       1.390
ma.L1         -1.0000   5401.251     -0.000      1.000   -1.06e+04    1.06e+04
ar.S.L7       -0.1633      0.214     -0.764      0.445      -0.582       0.256
ma.S.L7       -1.0001   6376.425     -0.000      1.000   -1.25e+04    1.25e+04
sigma2         0.7605   7840.642    9.7e-05      1.000   -1.54e+04    1.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.62   Prob(JB):                         0.66
Heteroskedasticity (H):               1.04   Skew:                             0.19
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.17847185677135, Current Price: 118.61
SELL EXECUTED at 118.61
SELL ORDER COMPLETED at 118.07
OPERATION PROFIT, GROSS -0.5800000000000125, NET -0.8167200000000125
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.754
Date:                           Wed, 09 Oct 2024   AIC                             53.508
Time:                                   14:40:35   BIC                             56.333
Sample:                                        0   HQIC                            52.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6053      0.485     -1.248      0.212      -1.556       0.346
ma.L1         -0.0975      0.615     -0.159      0.874      -1.303       1.108
ar.S.L7       -0.2450      0.250     -0.982      0.326      -0.734       0.244
ma.S.L7       -1.0019    513.823     -0.002      0.998   -1008.076    1006.072
sigma2         0.9643    496.019      0.002      0.998    -971.215     973.144
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.97   Prob(JB):                         0.70
Heteroskedasticity (H):               1.15   Skew:                             0.28
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.85545853672524, Current Price: 118.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.826
Date:                           Wed, 09 Oct 2024   AIC                             51.653
Time:                                   14:40:35   BIC                             54.477
Sample:                                        0   HQIC                            51.072
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3215      0.855     -0.376      0.707      -1.998       1.355
ma.L1         -0.2983      0.814     -0.367      0.714      -1.893       1.296
ar.S.L7       -0.1335      0.310     -0.430      0.667      -0.742       0.475
ma.S.L7       -0.6504      2.247     -0.289      0.772      -5.054       3.753
sigma2         1.1774      1.807      0.651      0.515      -2.365       4.720
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.96   Prob(JB):                         0.96
Heteroskedasticity (H):               1.09   Skew:                            -0.09
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.30491595200888, Current Price: 120.03
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.033
Date:                           Wed, 09 Oct 2024   AIC                             52.067
Time:                                   14:40:35   BIC                             54.892
Sample:                                        0   HQIC                            51.486
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8201      0.362     -2.263      0.024      -1.530      -0.110
ma.L1          0.5833      0.568      1.028      0.304      -0.529       1.696
ar.S.L7       -0.0026      0.003     -0.790      0.430      -0.009       0.004
ma.S.L7       -1.0001   5588.928     -0.000      1.000    -1.1e+04     1.1e+04
sigma2         0.9459   5286.864      0.000      1.000   -1.04e+04    1.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.95   Prob(JB):                         0.66
Heteroskedasticity (H):               1.05   Skew:                            -0.08
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.0495002572308, Current Price: 120.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.792
Date:                           Wed, 09 Oct 2024   AIC                             51.584
Time:                                   14:40:35   BIC                             54.409
Sample:                                        0   HQIC                            51.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7922      0.173     -4.573      0.000      -1.132      -0.453
ma.L1          1.0000   5.74e+04   1.74e-05      1.000   -1.13e+05    1.13e+05
ar.S.L7       -0.1714      0.387     -0.443      0.658      -0.930       0.587
ma.S.L7       -0.2645      0.994     -0.266      0.790      -2.212       1.683
sigma2         1.2156   6.98e+04   1.74e-05      1.000   -1.37e+05    1.37e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.43   Prob(JB):                         0.61
Heteroskedasticity (H):               0.57   Skew:                            -0.24
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.3054797953585, Current Price: 118.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.130
Date:                           Wed, 09 Oct 2024   AIC                             50.260
Time:                                   14:40:35   BIC                             53.085
Sample:                                        0   HQIC                            49.679
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7608      0.258     -2.945      0.003      -1.267      -0.254
ma.L1          1.0000   3445.682      0.000      1.000   -6752.414    6754.414
ar.S.L7       -0.2126      0.375     -0.567      0.571      -0.947       0.522
ma.S.L7       -0.1351      0.831     -0.163      0.871      -1.763       1.493
sigma2         1.1122   3831.622      0.000      1.000   -7508.729    7510.953
===================================================================================
Ljung-Box (L1) (Q):                   2.61   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.11   Prob(JB):                         0.70
Heteroskedasticity (H):               0.62   Skew:                            -0.41
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.94148980885754, Current Price: 117.11
BUY EXECUTED at 117.11
BUY ORDER COMPLETED at 117.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.319
Date:                           Wed, 09 Oct 2024   AIC                             54.638
Time:                                   14:40:35   BIC                             57.463
Sample:                                        0   HQIC                            54.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0457      2.052     -0.022      0.982      -4.067       3.975
ma.L1         -0.3487      1.664     -0.210      0.834      -3.610       2.913
ar.S.L7       -0.3859      1.022     -0.377      0.706      -2.389       1.618
ma.S.L7       -0.1577      1.348     -0.117      0.907      -2.800       2.485
sigma2         1.7965      1.891      0.950      0.342      -1.910       5.503
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.72   Prob(JB):                         0.66
Heteroskedasticity (H):               2.37   Skew:                            -0.55
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.875552635352, Current Price: 117.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.941
Date:                           Wed, 09 Oct 2024   AIC                             51.881
Time:                                   14:40:35   BIC                             54.706
Sample:                                        0   HQIC                            51.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1129      2.936      0.038      0.969      -5.642       5.868
ma.L1         -0.3856      2.501     -0.154      0.877      -5.287       4.516
ar.S.L7       -0.4735      0.544     -0.870      0.384      -1.540       0.593
ma.S.L7       -0.0604      0.761     -0.079      0.937      -1.552       1.431
sigma2         1.4655      1.382      1.060      0.289      -1.244       4.175
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.80   Prob(JB):                         0.66
Heteroskedasticity (H):               2.50   Skew:                            -0.60
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.7114842039237, Current Price: 117.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.565
Date:                           Wed, 09 Oct 2024   AIC                             51.131
Time:                                   14:40:35   BIC                             53.956
Sample:                                        0   HQIC                            50.550
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4700      0.192     -2.447      0.014      -0.846      -0.093
ma.L1          0.3619      0.582      0.622      0.534      -0.779       1.503
ar.S.L7       -0.3540      0.370     -0.957      0.339      -1.079       0.371
ma.S.L7       -1.0001   1.87e+04  -5.34e-05      1.000   -3.67e+04    3.67e+04
sigma2         0.8241   1.54e+04   5.33e-05      1.000   -3.03e+04    3.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.85   Prob(JB):                         0.57
Heteroskedasticity (H):               1.17   Skew:                            -0.53
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.69779045630025, Current Price: 119.58
SELL EXECUTED at 119.58
SELL ORDER COMPLETED at 119.67
OPERATION PROFIT, GROSS 2.3400000000000034, NET 2.1030000000000033
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.611
Date:                           Wed, 09 Oct 2024   AIC                             55.221
Time:                                   14:40:35   BIC                             58.046
Sample:                                        0   HQIC                            54.640
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4199      0.975     -0.431      0.667      -2.332       1.492
ma.L1          0.0734      1.096      0.067      0.947      -2.075       2.222
ar.S.L7       -0.2828      0.869     -0.325      0.745      -1.987       1.421
ma.S.L7       -0.4510      1.639     -0.275      0.783      -3.664       2.762
sigma2         1.7389      1.406      1.236      0.216      -1.018       4.495
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.81   Prob(JB):                         0.68
Heteroskedasticity (H):               1.40   Skew:                            -0.25
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.15553747232785, Current Price: 118.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.756
Date:                           Wed, 09 Oct 2024   AIC                             51.513
Time:                                   14:40:35   BIC                             54.337
Sample:                                        0   HQIC                            50.932
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0787      0.120     -8.997      0.000      -1.314      -0.844
ma.L1          1.0000   8461.613      0.000      1.000   -1.66e+04    1.66e+04
ar.S.L7       -0.7650      0.320     -2.388      0.017      -1.393      -0.137
ma.S.L7        0.3780      0.922      0.410      0.682      -1.429       2.185
sigma2         1.1107   9397.995      0.000      1.000   -1.84e+04    1.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.78   Prob(JB):                         0.64
Heteroskedasticity (H):               0.21   Skew:                            -0.47
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.0652538559207, Current Price: 119.42
BUY EXECUTED at 119.42
BUY ORDER COMPLETED at 118.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.787
Date:                           Wed, 09 Oct 2024   AIC                             53.574
Time:                                   14:40:36   BIC                             56.398
Sample:                                        0   HQIC                            52.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7304      0.679     -1.075      0.282      -2.062       0.601
ma.L1          0.3927      0.862      0.456      0.649      -1.297       2.082
ar.S.L7       -0.0028      0.008     -0.368      0.713      -0.018       0.012
ma.S.L7       -1.0000   4.94e+04  -2.03e-05      1.000   -9.68e+04    9.68e+04
sigma2         1.0653   5.26e+04   2.03e-05      1.000   -1.03e+05    1.03e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.59   Prob(JB):                         0.79
Heteroskedasticity (H):               0.66   Skew:                            -0.03
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.24079194452156, Current Price: 117.89
SELL EXECUTED at 117.89
SELL ORDER COMPLETED at 118.14
OPERATION PROFIT, GROSS -0.5699999999999932, NET -0.8068499999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.691
Date:                           Wed, 09 Oct 2024   AIC                             49.383
Time:                                   14:40:36   BIC                             52.208
Sample:                                        0   HQIC                            48.802
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7898      0.620     -1.275      0.202      -2.004       0.425
ma.L1          0.3005      0.678      0.443      0.658      -1.029       1.630
ar.S.L7       -0.0510      0.623     -0.082      0.935      -1.272       1.170
ma.S.L7       -1.0000   5.61e+04  -1.78e-05      1.000    -1.1e+05     1.1e+05
sigma2         0.7091   3.97e+04   1.78e-05      1.000   -7.79e+04    7.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.72   Prob(JB):                         0.76
Heteroskedasticity (H):               0.56   Skew:                            -0.10
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.91718147721913, Current Price: 118.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.676
Date:                           Wed, 09 Oct 2024   AIC                             45.352
Time:                                   14:40:36   BIC                             48.176
Sample:                                        0   HQIC                            44.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8761      0.103     -8.476      0.000      -1.079      -0.673
ma.L1          0.5539      0.347      1.597      0.110      -0.126       1.234
ar.S.L7       -0.6860      0.171     -4.008      0.000      -1.021      -0.351
ma.S.L7        1.0000    2.2e+04   4.55e-05      1.000   -4.31e+04    4.31e+04
sigma2         0.5152   1.13e+04   4.55e-05      1.000   -2.22e+04    2.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.94   Prob(JB):                         0.69
Heteroskedasticity (H):               0.28   Skew:                             0.18
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.81115200366018, Current Price: 118.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.296
Date:                           Wed, 09 Oct 2024   AIC                             46.592
Time:                                   14:40:36   BIC                             49.416
Sample:                                        0   HQIC                            46.011
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8477      0.144     -5.892      0.000      -1.130      -0.566
ma.L1          0.4864      0.339      1.435      0.151      -0.178       1.151
ar.S.L7       -0.6762      0.244     -2.774      0.006      -1.154      -0.198
ma.S.L7        1.0000   2.24e+04   4.47e-05      1.000   -4.38e+04    4.38e+04
sigma2         0.5687   1.27e+04   4.47e-05      1.000   -2.49e+04    2.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.53   Prob(JB):                         0.71
Heteroskedasticity (H):               0.34   Skew:                            -0.08
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.94515332032854, Current Price: 119.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.514
Date:                           Wed, 09 Oct 2024   AIC                             45.027
Time:                                   14:40:36   BIC                             47.852
Sample:                                        0   HQIC                            44.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8507      0.196     -4.349      0.000      -1.234      -0.467
ma.L1          0.4585      0.431      1.063      0.288      -0.387       1.304
ar.S.L7       -0.7054      0.203     -3.468      0.001      -1.104      -0.307
ma.S.L7        1.0001   1.21e+04   8.26e-05      1.000   -2.37e+04    2.37e+04
sigma2         0.5047   6110.151   8.26e-05      1.000    -1.2e+04     1.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.96   Prob(JB):                         0.78
Heteroskedasticity (H):               0.27   Skew:                            -0.07
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.43160030293632, Current Price: 121.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.010
Date:                           Wed, 09 Oct 2024   AIC                             42.021
Time:                                   14:40:36   BIC                             44.845
Sample:                                        0   HQIC                            41.440
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8464      0.180     -4.704      0.000      -1.199      -0.494
ma.L1          0.3482      0.464      0.751      0.452      -0.560       1.257
ar.S.L7       -0.7197      0.163     -4.422      0.000      -1.039      -0.401
ma.S.L7        1.0000    1.8e+04   5.56e-05      1.000   -3.52e+04    3.52e+04
sigma2         0.4012   7210.561   5.56e-05      1.000   -1.41e+04    1.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.59   Prob(JB):                         0.66
Heteroskedasticity (H):               0.70   Skew:                            -0.16
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.83952692879392, Current Price: 123.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.284
Date:                           Wed, 09 Oct 2024   AIC                             48.568
Time:                                   14:40:36   BIC                             51.393
Sample:                                        0   HQIC                            47.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7021      0.347     -2.021      0.043      -1.383      -0.021
ma.L1          0.1431      0.526      0.272      0.786      -0.888       1.174
ar.S.L7       -0.8098      0.240     -3.376      0.001      -1.280      -0.340
ma.S.L7        1.0002   6085.647      0.000      1.000   -1.19e+04    1.19e+04
sigma2         0.6639   4040.308      0.000      1.000   -7918.195    7919.523
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.92   Prob(JB):                         0.83
Heteroskedasticity (H):               1.60   Skew:                             0.32
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.77908113436246, Current Price: 123.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.681
Date:                           Wed, 09 Oct 2024   AIC                             47.362
Time:                                   14:40:36   BIC                             50.187
Sample:                                        0   HQIC                            46.781
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8021      0.407     -1.971      0.049      -1.600      -0.004
ma.L1          0.2348      0.642      0.366      0.714      -1.023       1.493
ar.S.L7       -0.7837      0.196     -4.006      0.000      -1.167      -0.400
ma.S.L7        1.0000   2.58e+04   3.88e-05      1.000   -5.05e+04    5.05e+04
sigma2         0.6054   1.56e+04   3.88e-05      1.000   -3.06e+04    3.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.90   Prob(JB):                         0.79
Heteroskedasticity (H):               0.95   Skew:                             0.42
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.14462713291263, Current Price: 122.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.401
Date:                           Wed, 09 Oct 2024   AIC                             42.802
Time:                                   14:40:36   BIC                             45.626
Sample:                                        0   HQIC                            42.221
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9730      0.061    -16.058      0.000      -1.092      -0.854
ma.L1          1.0000   1.43e+04   7.01e-05      1.000    -2.8e+04     2.8e+04
ar.S.L7        0.2091      0.320      0.653      0.514      -0.419       0.837
ma.S.L7       -1.0001   8907.508     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.3884   5381.969   7.22e-05      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.51   Prob(JB):                         0.70
Heteroskedasticity (H):               5.37   Skew:                             0.55
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.38681631791852, Current Price: 122.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.824
Date:                           Wed, 09 Oct 2024   AIC                             43.648
Time:                                   14:40:36   BIC                             46.473
Sample:                                        0   HQIC                            43.067
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8623      0.080    -10.737      0.000      -1.020      -0.705
ma.L1          1.0000   5.71e+04   1.75e-05      1.000   -1.12e+05    1.12e+05
ar.S.L7       -0.2572      0.322     -0.799      0.424      -0.888       0.374
ma.S.L7       -0.0623      0.887     -0.070      0.944      -1.800       1.675
sigma2         0.6695   3.83e+04   1.75e-05      1.000    -7.5e+04     7.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.37   Prob(JB):                         0.59
Heteroskedasticity (H):               2.93   Skew:                             0.41
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.90091720481475, Current Price: 122.07
BUY EXECUTED at 122.07
BUY ORDER COMPLETED at 122.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.201
Date:                           Wed, 09 Oct 2024   AIC                             44.402
Time:                                   14:40:36   BIC                             47.227
Sample:                                        0   HQIC                            43.822
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8185      0.120     -6.800      0.000      -1.054      -0.583
ma.L1          1.0000   2.53e+04   3.95e-05      1.000   -4.96e+04    4.96e+04
ar.S.L7       -0.3359      0.263     -1.277      0.202      -0.851       0.180
ma.S.L7       -0.1387      0.806     -0.172      0.863      -1.718       1.441
sigma2         0.7091    1.8e+04   3.95e-05      1.000   -3.52e+04    3.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.49   Prob(JB):                         0.52
Heteroskedasticity (H):               0.96   Skew:                             0.41
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.27284808850466, Current Price: 123.18
SELL EXECUTED at 123.18
SELL ORDER COMPLETED at 121.2
OPERATION PROFIT, GROSS -1.6299999999999955, NET -1.8740299999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.713
Date:                           Wed, 09 Oct 2024   AIC                             41.425
Time:                                   14:40:36   BIC                             44.250
Sample:                                        0   HQIC                            40.845
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5987      0.252     -2.377      0.017      -1.092      -0.105
ma.L1          1.0000   9431.938      0.000      1.000   -1.85e+04    1.85e+04
ar.S.L7       -0.5355      0.221     -2.420      0.016      -0.969      -0.102
ma.S.L7       -0.2927      1.479     -0.198      0.843      -3.192       2.607
sigma2         0.5527   5213.118      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.33   Prob(JB):                         0.53
Heteroskedasticity (H):               4.11   Skew:                             0.75
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.85097461412533, Current Price: 120.65
BUY EXECUTED at 120.65
BUY ORDER COMPLETED at 120.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.518
Date:                           Wed, 09 Oct 2024   AIC                             53.037
Time:                                   14:40:36   BIC                             55.862
Sample:                                        0   HQIC                            52.456
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4324      0.150     -2.891      0.004      -0.725      -0.139
ma.L1          0.1737      0.692      0.251      0.802      -1.183       1.531
ar.S.L7       -0.6989      1.214     -0.576      0.565      -3.078       1.681
ma.S.L7       -0.9999   2.14e+04  -4.67e-05      1.000    -4.2e+04     4.2e+04
sigma2         0.9474   2.03e+04   4.67e-05      1.000   -3.97e+04    3.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.50
Prob(Q):                              0.88   Prob(JB):                         0.47
Heteroskedasticity (H):              10.58   Skew:                            -0.62
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.00336579748385, Current Price: 120.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.610
Date:                           Wed, 09 Oct 2024   AIC                             51.220
Time:                                   14:40:36   BIC                             54.045
Sample:                                        0   HQIC                            50.640
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3200      1.509     -0.212      0.832      -3.278       2.638
ma.L1         -0.0519      2.234     -0.023      0.981      -4.430       4.327
ar.S.L7       -0.9062      0.362     -2.503      0.012      -1.616      -0.197
ma.S.L7       -1.0000      2e+04     -5e-05      1.000   -3.92e+04    3.92e+04
sigma2         0.8408   1.68e+04      5e-05      1.000    -3.3e+04     3.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 3.97
Prob(Q):                              0.86   Prob(JB):                         0.14
Heteroskedasticity (H):               4.76   Skew:                            -1.12
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.02309064478443, Current Price: 122.12
SELL EXECUTED at 122.12
SELL ORDER COMPLETED at 122.02
OPERATION PROFIT, GROSS 1.2800000000000011, NET 1.037240000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.227
Date:                           Wed, 09 Oct 2024   AIC                             52.454
Time:                                   14:40:36   BIC                             55.279
Sample:                                        0   HQIC                            51.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1638      1.113     -0.147      0.883      -2.345       2.017
ma.L1         -0.2659      1.153     -0.231      0.818      -2.526       1.994
ar.S.L7       -0.9526      0.361     -2.637      0.008      -1.661      -0.245
ma.S.L7       -1.0000   3.68e+05  -2.72e-06      1.000   -7.22e+05    7.22e+05
sigma2         0.9239    3.4e+05   2.72e-06      1.000   -6.67e+05    6.67e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 4.31
Prob(Q):                              0.99   Prob(JB):                         0.12
Heteroskedasticity (H):               2.09   Skew:                            -1.25
Prob(H) (two-sided):                  0.49   Kurtosis:                         4.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.84330971407967, Current Price: 121.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.100
Date:                           Wed, 09 Oct 2024   AIC                             52.200
Time:                                   14:40:36   BIC                             55.025
Sample:                                        0   HQIC                            51.619
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7245      0.334     -2.172      0.030      -1.378      -0.071
ma.L1          0.2521      0.495      0.509      0.611      -0.719       1.223
ar.S.L7       -1.3221      0.583     -2.267      0.023      -2.465      -0.179
ma.S.L7       -1.0000   9.45e+04  -1.06e-05      1.000   -1.85e+05    1.85e+05
sigma2         0.8784    8.3e+04   1.06e-05      1.000   -1.63e+05    1.63e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 2.91
Prob(Q):                              0.77   Prob(JB):                         0.23
Heteroskedasticity (H):               1.56   Skew:                            -1.08
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.86342371888897, Current Price: 121.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.561
Date:                           Wed, 09 Oct 2024   AIC                             53.122
Time:                                   14:40:36   BIC                             55.947
Sample:                                        0   HQIC                            52.542
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3023      1.937     -0.156      0.876      -4.100       3.495
ma.L1          0.0123      2.118      0.006      0.995      -4.138       4.163
ar.S.L7       -1.0136      0.607     -1.670      0.095      -2.203       0.176
ma.S.L7       -1.0000   3.54e+04  -2.83e-05      1.000   -6.94e+04    6.94e+04
sigma2         0.9728   3.44e+04   2.83e-05      1.000   -6.75e+04    6.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 7.51
Prob(Q):                              0.76   Prob(JB):                         0.02
Heteroskedasticity (H):               0.56   Skew:                            -1.53
Prob(H) (two-sided):                  0.59   Kurtosis:                         5.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.3042940633097, Current Price: 121.8
BUY EXECUTED at 121.8
BUY ORDER COMPLETED at 121.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.528
Date:                           Wed, 09 Oct 2024   AIC                             53.057
Time:                                   14:40:36   BIC                             55.881
Sample:                                        0   HQIC                            52.476
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2664      1.888     -0.141      0.888      -3.967       3.434
ma.L1         -0.0284      2.128     -0.013      0.989      -4.199       4.143
ar.S.L7       -0.9990      0.521     -1.917      0.055      -2.020       0.022
ma.S.L7       -1.0000   2.85e+04  -3.51e-05      1.000   -5.59e+04    5.59e+04
sigma2         0.9676   2.76e+04   3.51e-05      1.000   -5.41e+04    5.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                11.08
Prob(Q):                              0.96   Prob(JB):                         0.00
Heteroskedasticity (H):               0.61   Skew:                            -1.74
Prob(H) (two-sided):                  0.64   Kurtosis:                         5.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.90063236211687, Current Price: 122.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.446
Date:                           Wed, 09 Oct 2024   AIC                             50.892
Time:                                   14:40:36   BIC                             53.717
Sample:                                        0   HQIC                            50.312
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2753      1.816     -0.152      0.880      -3.835       3.284
ma.L1          0.0203      1.907      0.011      0.992      -3.717       3.757
ar.S.L7       -1.1253      0.475     -2.371      0.018      -2.055      -0.195
ma.S.L7       -1.0001   7506.076     -0.000      1.000   -1.47e+04    1.47e+04
sigma2         0.8193   6149.859      0.000      1.000   -1.21e+04    1.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 9.37
Prob(Q):                              0.55   Prob(JB):                         0.01
Heteroskedasticity (H):               1.07   Skew:                            -1.70
Prob(H) (two-sided):                  0.95   Kurtosis:                         5.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.90692826415025, Current Price: 120.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.653
Date:                           Wed, 09 Oct 2024   AIC                             57.307
Time:                                   14:40:36   BIC                             60.132
Sample:                                        0   HQIC                            56.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3615      3.290      0.110      0.913      -6.086       6.809
ma.L1         -0.5370      3.083     -0.174      0.862      -6.579       5.505
ar.S.L7       -0.3797      2.530     -0.150      0.881      -5.339       4.580
ma.S.L7       -0.0894      2.707     -0.033      0.974      -5.395       5.216
sigma2         2.2225      0.961      2.312      0.021       0.339       4.106
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 7.09
Prob(Q):                              0.93   Prob(JB):                         0.03
Heteroskedasticity (H):               1.93   Skew:                            -1.50
Prob(H) (two-sided):                  0.54   Kurtosis:                         5.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.59679684426202, Current Price: 119.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.625
Date:                           Wed, 09 Oct 2024   AIC                             53.251
Time:                                   14:40:36   BIC                             56.075
Sample:                                        0   HQIC                            52.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4670      0.803     -0.582      0.561      -2.041       1.107
ma.L1          1.0000   2.91e+04   3.44e-05      1.000   -5.69e+04    5.69e+04
ar.S.L7        0.0214      0.452      0.047      0.962      -0.865       0.907
ma.S.L7       -1.0000    3.8e+04  -2.63e-05      1.000   -7.44e+04    7.44e+04
sigma2         0.9458   6.25e+04   1.51e-05      1.000   -1.23e+05    1.23e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.82   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.18   Prob(JB):                         0.77
Heteroskedasticity (H):               0.34   Skew:                            -0.37
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.6159337283992, Current Price: 119.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.074
Date:                           Wed, 09 Oct 2024   AIC                             56.147
Time:                                   14:40:36   BIC                             58.972
Sample:                                        0   HQIC                            55.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4542      0.811      0.560      0.575      -1.135       2.043
ma.L1         -0.5705      0.823     -0.693      0.488      -2.184       1.043
ar.S.L7       -0.5825      0.264     -2.202      0.028      -1.101      -0.064
ma.S.L7        1.0000   5.05e+04   1.98e-05      1.000    -9.9e+04     9.9e+04
sigma2         1.2008   6.07e+04   1.98e-05      1.000   -1.19e+05    1.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 4.59
Prob(Q):                              0.46   Prob(JB):                         0.10
Heteroskedasticity (H):               0.33   Skew:                            -1.25
Prob(H) (two-sided):                  0.31   Kurtosis:                         4.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.96915720994755, Current Price: 119.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.636
Date:                           Wed, 09 Oct 2024   AIC                             55.272
Time:                                   14:40:36   BIC                             58.097
Sample:                                        0   HQIC                            54.692
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3511      3.015      0.116      0.907      -5.557       6.260
ma.L1         -0.4990      2.915     -0.171      0.864      -6.213       5.215
ar.S.L7       -0.5757      0.229     -2.510      0.012      -1.025      -0.126
ma.S.L7        1.0000   1.64e+05    6.1e-06      1.000   -3.21e+05    3.21e+05
sigma2         1.1477   1.88e+05    6.1e-06      1.000   -3.69e+05    3.69e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 5.69
Prob(Q):                              0.44   Prob(JB):                         0.06
Heteroskedasticity (H):               0.26   Skew:                            -1.37
Prob(H) (two-sided):                  0.22   Kurtosis:                         4.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.6424467101905, Current Price: 117.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.803
Date:                           Wed, 09 Oct 2024   AIC                             57.606
Time:                                   14:40:36   BIC                             60.430
Sample:                                        0   HQIC                            57.025
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4938      2.083      0.237      0.813      -3.588       4.576
ma.L1         -0.5027      2.505     -0.201      0.841      -5.413       4.407
ar.S.L7       -0.6443      0.357     -1.806      0.071      -1.344       0.055
ma.S.L7        1.0000   4.16e+04    2.4e-05      1.000   -8.15e+04    8.15e+04
sigma2         1.3353   5.55e+04    2.4e-05      1.000   -1.09e+05    1.09e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 3.42
Prob(Q):                              0.36   Prob(JB):                         0.18
Heteroskedasticity (H):               0.49   Skew:                            -1.19
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.30798834763412, Current Price: 116.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.387
Date:                           Wed, 09 Oct 2024   AIC                             56.773
Time:                                   14:40:36   BIC                             59.598
Sample:                                        0   HQIC                            56.193
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0159      0.221      4.596      0.000       0.583       1.449
ma.L1         -1.0000   2.84e+04  -3.52e-05      1.000   -5.57e+04    5.57e+04
ar.S.L7       -0.6650      0.279     -2.383      0.017      -1.212      -0.118
ma.S.L7        1.0000   8.86e+05   1.13e-06      1.000   -1.74e+06    1.74e+06
sigma2         1.1379   1.03e+06    1.1e-06      1.000   -2.02e+06    2.02e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.78
Prob(Q):                              0.96   Prob(JB):                         0.41
Heteroskedasticity (H):               0.21   Skew:                            -0.90
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.83514135030602, Current Price: 116.58
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.873
Date:                           Wed, 09 Oct 2024   AIC                             45.746
Time:                                   14:40:36   BIC                             48.570
Sample:                                        0   HQIC                            45.165
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0166      0.576      1.765      0.078      -0.112       2.146
ma.L1         -1.0000   2607.379     -0.000      1.000   -5111.369    5109.368
ar.S.L7    -2.809e-05      0.072     -0.000      1.000      -0.142       0.142
ma.S.L7       -0.4106      0.214     -1.922      0.055      -0.829       0.008
sigma2         0.8144   2123.598      0.000      1.000   -4161.361    4162.990
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.51   Prob(JB):                         0.97
Heteroskedasticity (H):               1.03   Skew:                             0.10
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.4563170965216, Current Price: 115.62
SELL EXECUTED at 115.62
SELL ORDER COMPLETED at 115.76
OPERATION PROFIT, GROSS -5.819999999999993, NET -6.057339999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.682
Date:                           Wed, 09 Oct 2024   AIC                             47.363
Time:                                   14:40:36   BIC                             50.188
Sample:                                        0   HQIC                            46.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2536      1.455     -0.174      0.862      -3.106       2.599
ma.L1          0.1342      1.440      0.093      0.926      -2.688       2.956
ar.S.L7       -0.3640      0.637     -0.571      0.568      -1.612       0.884
ma.S.L7        0.2695      1.439      0.187      0.851      -2.550       3.089
sigma2         1.0066      0.614      1.640      0.101      -0.196       2.209
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.95   Prob(JB):                         0.89
Heteroskedasticity (H):               3.98   Skew:                            -0.23
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.13283480295568, Current Price: 116.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.732
Date:                           Wed, 09 Oct 2024   AIC                             43.465
Time:                                   14:40:37   BIC                             46.290
Sample:                                        0   HQIC                            42.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5627      0.679      0.828      0.408      -0.769       1.894
ma.L1         -2.3251      4.572     -0.509      0.611     -11.286       6.636
ar.S.L7       -0.2750      0.204     -1.345      0.178      -0.676       0.126
ma.S.L7       -1.4637      7.410     -0.198      0.843     -15.987      13.060
sigma2         0.0513      0.291      0.176      0.860      -0.520       0.623
===================================================================================
Ljung-Box (L1) (Q):                   0.99   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.32   Prob(JB):                         0.86
Heteroskedasticity (H):               2.04   Skew:                            -0.08
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.22958827799636, Current Price: 115.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.119
Date:                           Wed, 09 Oct 2024   AIC                             42.238
Time:                                   14:40:37   BIC                             45.063
Sample:                                        0   HQIC                            41.657
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3044     14.613     -0.021      0.983     -28.945      28.336
ma.L1          3.5227    185.563      0.019      0.985    -360.174     367.219
ar.S.L7       -0.2240      0.270     -0.829      0.407      -0.754       0.306
ma.S.L7       -1.0003   4405.013     -0.000      1.000   -8634.668    8632.667
sigma2         0.0339    151.910      0.000      1.000    -297.705     297.773
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.63   Prob(JB):                         0.94
Heteroskedasticity (H):               1.87   Skew:                            -0.14
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.28968532282346, Current Price: 115.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.317
Date:                           Wed, 09 Oct 2024   AIC                             42.634
Time:                                   14:40:37   BIC                             45.459
Sample:                                        0   HQIC                            42.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1625     26.524     -0.006      0.995     -52.148      51.823
ma.L1          6.6143   1158.260      0.006      0.995   -2263.534    2276.763
ar.S.L7       -0.2161      0.223     -0.968      0.333      -0.654       0.222
ma.S.L7       -0.9820     50.358     -0.020      0.984     -99.682      97.718
sigma2         0.0102      3.430      0.003      0.998      -6.713       6.734
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.21   Prob(JB):                         0.93
Heteroskedasticity (H):               1.21   Skew:                            -0.09
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.36515632281967, Current Price: 118.88
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.190
Date:                           Wed, 09 Oct 2024   AIC                             56.379
Time:                                   14:40:37   BIC                             59.204
Sample:                                        0   HQIC                            55.799
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3281      0.707      0.464      0.643      -1.058       1.714
ma.L1         34.9738      0.570     61.310      0.000      33.856      36.092
ar.S.L7       -0.4730      0.193     -2.447      0.014      -0.852      -0.094
ma.S.L7      -10.1696     67.744     -0.150      0.881    -142.946     122.607
sigma2      1.487e-05      0.000      0.079      0.937      -0.000       0.000
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.99
Prob(Q):                              0.96   Prob(JB):                         0.22
Heteroskedasticity (H):               3.85   Skew:                             1.04
Prob(H) (two-sided):                  0.22   Kurtosis:                         4.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.43e+20. Standard errors may be unstable.
Predicted Price: 120.15361307858741, Current Price: 118.92
BUY EXECUTED at 118.92
BUY ORDER COMPLETED at 118.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.570
Date:                           Wed, 09 Oct 2024   AIC                             53.141
Time:                                   14:40:37   BIC                             55.965
Sample:                                        0   HQIC                            52.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3331      2.846      0.117      0.907      -5.245       5.911
ma.L1         -0.1057      2.759     -0.038      0.969      -5.513       5.301
ar.S.L7       -0.5183      0.173     -2.990      0.003      -0.858      -0.179
ma.S.L7       -1.0000   5.71e+04  -1.75e-05      1.000   -1.12e+05    1.12e+05
sigma2         0.9738   5.56e+04   1.75e-05      1.000   -1.09e+05    1.09e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.97
Prob(Q):                              0.93   Prob(JB):                         0.23
Heteroskedasticity (H):               2.37   Skew:                             1.05
Prob(H) (two-sided):                  0.42   Kurtosis:                         4.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.87323947318058, Current Price: 118.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.199
Date:                           Wed, 09 Oct 2024   AIC                             46.397
Time:                                   14:40:37   BIC                             49.222
Sample:                                        0   HQIC                            45.817
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0811      0.497     -0.163      0.870      -1.055       0.893
ma.L1          0.5512      0.397      1.389      0.165      -0.227       1.329
ar.S.L7       -1.2614      0.332     -3.798      0.000      -1.912      -0.610
ma.S.L7       -0.4216      0.471     -0.895      0.371      -1.345       0.502
sigma2         0.8902      0.679      1.312      0.190      -0.440       2.220
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.32   Prob(JB):                         0.69
Heteroskedasticity (H):               2.57   Skew:                             0.03
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.05359883470794, Current Price: 120.58
SELL EXECUTED at 120.58
SELL ORDER COMPLETED at 120.61
OPERATION PROFIT, GROSS 2.1099999999999994, NET 1.8708899999999995
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.244
Date:                           Wed, 09 Oct 2024   AIC                             56.488
Time:                                   14:40:37   BIC                             59.313
Sample:                                        0   HQIC                            55.907
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0453      2.322     -0.020      0.984      -4.597       4.507
ma.L1         -0.1623      2.013     -0.081      0.936      -4.108       3.784
ar.S.L7       -1.0422      0.631     -1.651      0.099      -2.279       0.195
ma.S.L7       -0.6836      2.207     -0.310      0.757      -5.009       3.642
sigma2         1.6676      3.414      0.488      0.625      -5.024       8.359
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 5.83
Prob(Q):                              0.85   Prob(JB):                         0.05
Heteroskedasticity (H):              11.15   Skew:                             1.50
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.29640883703257, Current Price: 121.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.958
Date:                           Wed, 09 Oct 2024   AIC                             57.916
Time:                                   14:40:37   BIC                             60.740
Sample:                                        0   HQIC                            57.335
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7234      0.671      1.078      0.281      -0.592       2.039
ma.L1         -1.5177      2.619     -0.579      0.562      -6.651       3.616
ar.S.L7       -1.0374      0.378     -2.747      0.006      -1.778      -0.297
ma.S.L7        0.3246      0.936      0.347      0.729      -1.511       2.160
sigma2         0.9500      3.003      0.316      0.752      -4.936       6.836
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.43   Prob(JB):                         0.68
Heteroskedasticity (H):               4.78   Skew:                             0.57
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.77632310113458, Current Price: 121.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.819
Date:                           Wed, 09 Oct 2024   AIC                             57.637
Time:                                   14:40:37   BIC                             60.462
Sample:                                        0   HQIC                            57.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6666      0.679     -0.982      0.326      -1.997       0.664
ma.L1          0.9959     32.903      0.030      0.976     -63.493      65.485
ar.S.L7       -0.7073      0.726     -0.974      0.330      -2.130       0.716
ma.S.L7       -5.5393     42.745     -0.130      0.897     -89.318      78.240
sigma2         0.0619      2.334      0.027      0.979      -4.512       4.636
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.56   Prob(JB):                         0.41
Heteroskedasticity (H):               2.09   Skew:                             0.91
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.72383499639713, Current Price: 122.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.281
Date:                           Wed, 09 Oct 2024   AIC                             58.561
Time:                                   14:40:37   BIC                             61.386
Sample:                                        0   HQIC                            57.981
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7834      1.368      0.573      0.567      -1.897       3.464
ma.L1         -1.6849      5.187     -0.325      0.745     -11.851       8.481
ar.S.L7       -0.0105      0.316     -0.033      0.974      -0.630       0.609
ma.S.L7       -1.4400      4.189     -0.344      0.731      -9.651       6.771
sigma2         0.3278      3.409      0.096      0.923      -6.354       7.010
===================================================================================
Ljung-Box (L1) (Q):                   1.93   Jarque-Bera (JB):                 4.15
Prob(Q):                              0.16   Prob(JB):                         0.13
Heteroskedasticity (H):               4.14   Skew:                             1.34
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.93308458542165, Current Price: 122.77
BUY EXECUTED at 122.77
BUY ORDER COMPLETED at 122.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.670
Date:                           Wed, 09 Oct 2024   AIC                             55.340
Time:                                   14:40:37   BIC                             58.165
Sample:                                        0   HQIC                            54.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6524      0.807      0.808      0.419      -0.929       2.234
ma.L1         -1.9660      4.588     -0.429      0.668     -10.957       7.025
ar.S.L7       -0.9515      0.636     -1.497      0.134      -2.197       0.294
ma.S.L7        1.0000    4.5e+04   2.22e-05      1.000   -8.82e+04    8.82e+04
sigma2         0.2885    1.3e+04   2.22e-05      1.000   -2.54e+04    2.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.20   Prob(JB):                         0.61
Heteroskedasticity (H):               0.20   Skew:                             0.58
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.25450813161513, Current Price: 123.68
SELL EXECUTED at 123.68
SELL ORDER COMPLETED at 125.17
OPERATION PROFIT, GROSS 2.6500000000000057, NET 2.4023100000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.748
Date:                           Wed, 09 Oct 2024   AIC                             53.495
Time:                                   14:40:37   BIC                             56.320
Sample:                                        0   HQIC                            52.915
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0993      0.959      1.146      0.252      -0.781       2.979
ma.L1         -1.0000   1.41e+04  -7.11e-05      1.000   -2.76e+04    2.76e+04
ar.S.L7       -0.9750      0.370     -2.637      0.008      -1.700      -0.250
ma.S.L7        1.0000   9.09e+04    1.1e-05      1.000   -1.78e+05    1.78e+05
sigma2         0.8843   8.89e+04   9.95e-06      1.000   -1.74e+05    1.74e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 1.83
Prob(Q):                              0.58   Prob(JB):                         0.40
Heteroskedasticity (H):               0.07   Skew:                             0.89
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.80070592545648, Current Price: 122.38
BUY EXECUTED at 122.38
BUY ORDER COMPLETED at 123.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.337
Date:                           Wed, 09 Oct 2024   AIC                             52.673
Time:                                   14:40:37   BIC                             55.498
Sample:                                        0   HQIC                            52.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7846      0.607      1.292      0.196      -0.406       1.975
ma.L1         -1.7626      3.815     -0.462      0.644      -9.241       5.716
ar.S.L7       -0.9757      0.261     -3.740      0.000      -1.487      -0.464
ma.S.L7        0.9999   1.73e+04   5.78e-05      1.000   -3.39e+04    3.39e+04
sigma2         0.2921   5056.185   5.78e-05      1.000   -9909.649    9910.233
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.34   Prob(JB):                         0.56
Heteroskedasticity (H):               0.32   Skew:                             0.73
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.37350206653788, Current Price: 123.95
SELL EXECUTED at 123.95
SELL ORDER COMPLETED at 122.26
OPERATION PROFIT, GROSS -1.0, NET -1.24552
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.850
Date:                           Wed, 09 Oct 2024   AIC                             53.700
Time:                                   14:40:37   BIC                             56.525
Sample:                                        0   HQIC                            53.119
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0198      0.297      3.433      0.001       0.438       1.602
ma.L1         -1.0000   7509.282     -0.000      1.000   -1.47e+04    1.47e+04
ar.S.L7       -0.9311      0.283     -3.295      0.001      -1.485      -0.377
ma.S.L7        1.0001   2.12e+04   4.72e-05      1.000   -4.15e+04    4.15e+04
sigma2         0.8983   1.64e+04   5.47e-05      1.000   -3.22e+04    3.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.50   Prob(JB):                         0.63
Heteroskedasticity (H):               0.35   Skew:                             0.65
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.60972756835459, Current Price: 123.21
BUY EXECUTED at 123.21
BUY ORDER COMPLETED at 121.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.843
Date:                           Wed, 09 Oct 2024   AIC                             57.685
Time:                                   14:40:37   BIC                             60.510
Sample:                                        0   HQIC                            57.105
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8993      0.419      2.146      0.032       0.078       1.721
ma.L1         -1.0186     12.306     -0.083      0.934     -25.139      23.102
ar.S.L7       -0.5756      0.314     -1.831      0.067      -1.192       0.040
ma.S.L7      -14.7764    165.729     -0.089      0.929    -339.600     310.047
sigma2         0.0087      0.276      0.032      0.975      -0.533       0.550
===================================================================================
Ljung-Box (L1) (Q):                   2.09   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.15   Prob(JB):                         0.54
Heteroskedasticity (H):               0.51   Skew:                             0.75
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.58742995275745, Current Price: 120.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.134
Date:                           Wed, 09 Oct 2024   AIC                             60.267
Time:                                   14:40:37   BIC                             63.092
Sample:                                        0   HQIC                            59.687
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8262      0.282      2.935      0.003       0.274       1.378
ma.L1         -0.9965     33.339     -0.030      0.976     -66.339      64.346
ar.S.L7       -0.5595      0.419     -1.336      0.181      -1.380       0.261
ma.S.L7      -13.3852    128.259     -0.104      0.917    -264.768     237.997
sigma2         0.0130      0.486      0.027      0.979      -0.940       0.966
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.63   Prob(JB):                         0.91
Heteroskedasticity (H):               0.56   Skew:                             0.25
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.32755179529636, Current Price: 120.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.148
Date:                           Wed, 09 Oct 2024   AIC                             52.295
Time:                                   14:40:37   BIC                             55.120
Sample:                                        0   HQIC                            51.715
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6567      1.495      0.439      0.661      -2.274       3.588
ma.L1         -1.8457      6.036     -0.306      0.760     -13.677       9.985
ar.S.L7        0.0215      0.452      0.048      0.962      -0.863       0.907
ma.S.L7       -1.0002   4254.316     -0.000      1.000   -8339.305    8337.305
sigma2         0.2660   1130.325      0.000      1.000   -2215.129    2215.661
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.54   Prob(JB):                         0.96
Heteroskedasticity (H):               1.93   Skew:                            -0.09
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.2645002041047, Current Price: 120.11
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.575
Date:                           Wed, 09 Oct 2024   AIC                             55.150
Time:                                   14:40:37   BIC                             57.975
Sample:                                        0   HQIC                            54.570
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7836      0.445      1.762      0.078      -0.088       1.655
ma.L1         -1.6021      1.046     -1.532      0.125      -3.652       0.447
ar.S.L7       -0.4157      0.435     -0.955      0.339      -1.269       0.437
ma.S.L7        0.3258      0.817      0.399      0.690      -1.275       1.927
sigma2         0.6907      0.865      0.799      0.424      -1.004       2.385
===================================================================================
Ljung-Box (L1) (Q):                   2.37   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.12   Prob(JB):                         0.74
Heteroskedasticity (H):               1.28   Skew:                             0.46
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.56372521406348, Current Price: 126.01
SELL EXECUTED at 126.01
SELL ORDER COMPLETED at 126.44
OPERATION PROFIT, GROSS 4.789999999999992, NET 4.541909999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.307
Date:                           Wed, 09 Oct 2024   AIC                             64.614
Time:                                   14:40:38   BIC                             67.438
Sample:                                        0   HQIC                            64.033
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5711      0.629      0.908      0.364      -0.662       1.804
ma.L1         -1.0054     10.720     -0.094      0.925     -22.016      20.005
ar.S.L7       -0.3455      0.625     -0.553      0.580      -1.570       0.879
ma.S.L7      -14.0106    241.225     -0.058      0.954    -486.803     458.782
sigma2         0.0165      0.551      0.030      0.976      -1.063       1.096
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.99   Prob(JB):                         0.88
Heteroskedasticity (H):               3.09   Skew:                            -0.03
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.88414093551224, Current Price: 126.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.131
Date:                           Wed, 09 Oct 2024   AIC                             62.263
Time:                                   14:40:38   BIC                             65.088
Sample:                                        0   HQIC                            61.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5948      0.656      0.907      0.365      -0.691       1.881
ma.L1         -1.0000   8273.770     -0.000      1.000   -1.62e+04    1.62e+04
ar.S.L7       -0.5062      0.240     -2.105      0.035      -0.977      -0.035
ma.S.L7        0.5088      2.079      0.245      0.807      -3.566       4.584
sigma2         2.5527   2.11e+04      0.000      1.000   -4.14e+04    4.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.52   Prob(JB):                         0.85
Heteroskedasticity (H):              20.17   Skew:                            -0.38
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.99391161318603, Current Price: 125.32
BUY EXECUTED at 125.32
BUY ORDER COMPLETED at 125.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.027
Date:                           Wed, 09 Oct 2024   AIC                             64.054
Time:                                   14:40:38   BIC                             66.878
Sample:                                        0   HQIC                            63.473
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5556      0.641      0.867      0.386      -0.700       1.812
ma.L1         -1.0013     85.451     -0.012      0.991    -168.482     166.480
ar.S.L7        0.0012      0.004      0.273      0.785      -0.007       0.010
ma.S.L7       -0.6450      1.475     -0.437      0.662      -3.537       2.247
sigma2         2.9440    252.239      0.012      0.991    -491.435     497.323
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.72   Prob(JB):                         0.84
Heteroskedasticity (H):               6.75   Skew:                             0.29
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.51058515241648, Current Price: 125.84
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.845
Date:                           Wed, 09 Oct 2024   AIC                             65.689
Time:                                   14:40:38   BIC                             68.514
Sample:                                        0   HQIC                            65.109
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6414      0.556     -1.153      0.249      -1.731       0.449
ma.L1          0.9973     33.624      0.030      0.976     -64.904      66.898
ar.S.L7       -0.2315      0.449     -0.516      0.606      -1.111       0.649
ma.S.L7       18.3108    457.508      0.040      0.968    -878.388     915.009
sigma2         0.0108      0.528      0.021      0.984      -1.025       1.047
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 6.49
Prob(Q):                              0.35   Prob(JB):                         0.04
Heteroskedasticity (H):               4.87   Skew:                             1.45
Prob(H) (two-sided):                  0.15   Kurtosis:                         4.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.16784886015016, Current Price: 126.47
SELL EXECUTED at 126.47
SELL ORDER COMPLETED at 127.66
OPERATION PROFIT, GROSS 1.75, NET 1.4964300000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.170
Date:                           Wed, 09 Oct 2024   AIC                             66.339
Time:                                   14:40:38   BIC                             69.164
Sample:                                        0   HQIC                            65.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6620      0.982     -0.674      0.500      -2.587       1.263
ma.L1          1.1707      1.118      1.047      0.295      -1.021       3.362
ar.S.L7       -0.2822      0.582     -0.485      0.628      -1.423       0.859
ma.S.L7       -0.2354      1.621     -0.145      0.885      -3.413       2.942
sigma2         3.0298      6.014      0.504      0.614      -8.758      14.817
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 8.07
Prob(Q):                              0.41   Prob(JB):                         0.02
Heteroskedasticity (H):               1.64   Skew:                             1.57
Prob(H) (two-sided):                  0.64   Kurtosis:                         5.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.21456587997007, Current Price: 128.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.658
Date:                           Wed, 09 Oct 2024   AIC                             65.316
Time:                                   14:40:38   BIC                             68.141
Sample:                                        0   HQIC                            64.736
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5979      1.020     -0.586      0.558      -2.597       1.401
ma.L1          1.0000   3.53e+04   2.83e-05      1.000   -6.92e+04    6.92e+04
ar.S.L7       -0.0708      0.973     -0.073      0.942      -1.978       1.837
ma.S.L7       -0.1606      2.119     -0.076      0.940      -4.314       3.993
sigma2         3.6572   1.29e+05   2.83e-05      1.000   -2.53e+05    2.53e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.89
Prob(Q):                              0.83   Prob(JB):                         0.14
Heteroskedasticity (H):               1.31   Skew:                             1.22
Prob(H) (two-sided):                  0.80   Kurtosis:                         4.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.90780212245379, Current Price: 129.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.613
Date:                           Wed, 09 Oct 2024   AIC                             65.226
Time:                                   14:40:38   BIC                             68.051
Sample:                                        0   HQIC                            64.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5712      0.954     -0.599      0.549      -2.440       1.298
ma.L1          1.0000   1.62e+04   6.18e-05      1.000   -3.17e+04    3.17e+04
ar.S.L7       -0.0052      0.058     -0.090      0.928      -0.119       0.109
ma.S.L7       -0.2380      1.004     -0.237      0.813      -2.206       1.730
sigma2         3.7652   6.09e+04   6.18e-05      1.000   -1.19e+05    1.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.24
Prob(Q):                              0.96   Prob(JB):                         0.33
Heteroskedasticity (H):               0.73   Skew:                             0.98
Prob(H) (two-sided):                  0.77   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.59197389019852, Current Price: 130.23
BUY EXECUTED at 130.23
BUY ORDER COMPLETED at 129.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.677
Date:                           Wed, 09 Oct 2024   AIC                             63.355
Time:                                   14:40:38   BIC                             66.180
Sample:                                        0   HQIC                            62.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1362      0.446      0.305      0.760      -0.739       1.011
ma.L1         -1.0000   8625.960     -0.000      1.000   -1.69e+04    1.69e+04
ar.S.L7       -0.9254      0.418     -2.215      0.027      -1.744      -0.107
ma.S.L7       -0.0924      0.595     -0.155      0.877      -1.259       1.074
sigma2         3.1034   2.68e+04      0.000      1.000   -5.25e+04    5.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.94   Prob(JB):                         0.45
Heteroskedasticity (H):               0.27   Skew:                            -0.83
Prob(H) (two-sided):                  0.23   Kurtosis:                         3.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.22270784333824, Current Price: 129.74
SELL EXECUTED at 129.74
SELL ORDER COMPLETED at 129.85
OPERATION PROFIT, GROSS 0.030000000000001137, NET -0.22966999999999882
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.118
Date:                           Wed, 09 Oct 2024   AIC                             62.236
Time:                                   14:40:38   BIC                             65.060
Sample:                                        0   HQIC                            61.655
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4395      0.252      1.742      0.082      -0.055       0.934
ma.L1         -1.1976      0.779     -1.538      0.124      -2.724       0.329
ar.S.L7       -0.5520      0.504     -1.096      0.273      -1.539       0.435
ma.S.L7       -1.0000      3e+04  -3.33e-05      1.000   -5.88e+04    5.88e+04
sigma2         1.2869   3.86e+04   3.33e-05      1.000   -7.57e+04    7.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.76   Prob(JB):                         0.94
Heteroskedasticity (H):               0.27   Skew:                             0.17
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.92443231522142, Current Price: 130.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.960
Date:                           Wed, 09 Oct 2024   AIC                             61.921
Time:                                   14:40:38   BIC                             64.745
Sample:                                        0   HQIC                            61.340
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4455      0.293      1.523      0.128      -0.128       1.019
ma.L1         -1.1773      1.110     -1.061      0.289      -3.352       0.998
ar.S.L7       -0.5348      0.394     -1.356      0.175      -1.308       0.238
ma.S.L7       -1.0001   1.73e+04  -5.77e-05      1.000    -3.4e+04     3.4e+04
sigma2         1.2852   2.23e+04   5.77e-05      1.000   -4.37e+04    4.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.91   Prob(JB):                         0.96
Heteroskedasticity (H):               0.10   Skew:                            -0.01
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.18446574241926, Current Price: 129.29
BUY EXECUTED at 129.29
BUY ORDER COMPLETED at 128.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.987
Date:                           Wed, 09 Oct 2024   AIC                             59.975
Time:                                   14:40:38   BIC                             62.800
Sample:                                        0   HQIC                            59.394
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3558      0.420      0.846      0.397      -0.468       1.180
ma.L1         -1.1918      1.122     -1.062      0.288      -3.391       1.008
ar.S.L7       -0.5145      0.351     -1.465      0.143      -1.203       0.174
ma.S.L7       -1.0000   2.71e+04  -3.69e-05      1.000   -5.32e+04    5.32e+04
sigma2         1.1098   3.01e+04   3.69e-05      1.000    -5.9e+04     5.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.93   Prob(JB):                         0.94
Heteroskedasticity (H):               0.12   Skew:                            -0.24
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.49228646982385, Current Price: 127.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.292
Date:                           Wed, 09 Oct 2024   AIC                             60.585
Time:                                   14:40:38   BIC                             63.410
Sample:                                        0   HQIC                            60.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3269      0.481      0.680      0.496      -0.615       1.269
ma.L1         -1.2024      1.167     -1.031      0.303      -3.489       1.084
ar.S.L7       -0.5798      0.355     -1.633      0.102      -1.275       0.116
ma.S.L7       -1.0001   8801.285     -0.000      1.000   -1.73e+04    1.72e+04
sigma2         1.1451   1.01e+04      0.000      1.000   -1.98e+04    1.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.54   Prob(JB):                         0.93
Heteroskedasticity (H):               0.15   Skew:                            -0.23
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.70658921048182, Current Price: 128.32
SELL EXECUTED at 128.32
SELL ORDER COMPLETED at 126.31
OPERATION PROFIT, GROSS -2.210000000000008, NET -2.464830000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.709
Date:                           Wed, 09 Oct 2024   AIC                             57.418
Time:                                   14:40:38   BIC                             60.243
Sample:                                        0   HQIC                            56.838
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0417      0.308      0.135      0.892      -0.561       0.645
ma.L1         -0.7732      0.601     -1.287      0.198      -1.951       0.405
ar.S.L7       -1.0150      0.332     -3.060      0.002      -1.665      -0.365
ma.S.L7        0.1379      0.426      0.324      0.746      -0.697       0.973
sigma2         2.1994      1.191      1.847      0.065      -0.135       4.534
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.21   Prob(JB):                         0.60
Heteroskedasticity (H):               0.08   Skew:                             0.64
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.83958305670485, Current Price: 127.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.419
Date:                           Wed, 09 Oct 2024   AIC                             42.839
Time:                                   14:40:38   BIC                             45.664
Sample:                                        0   HQIC                            42.258
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3258      0.195     -1.670      0.095      -0.708       0.057
ma.L1          0.6983      0.351      1.987      0.047       0.010       1.387
ar.S.L7       -0.7444      0.243     -3.067      0.002      -1.220      -0.269
ma.S.L7       -0.3155      0.448     -0.704      0.481      -1.194       0.563
sigma2         0.7093      0.455      1.560      0.119      -0.182       1.600
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.74   Prob(JB):                         0.59
Heteroskedasticity (H):               0.39   Skew:                            -0.47
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.3730474248781, Current Price: 126.84
BUY EXECUTED at 126.84
BUY ORDER COMPLETED at 127.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.306
Date:                           Wed, 09 Oct 2024   AIC                             56.612
Time:                                   14:40:38   BIC                             59.436
Sample:                                        0   HQIC                            56.031
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3398      0.767     -0.443      0.658      -1.843       1.163
ma.L1          0.8758      0.335      2.616      0.009       0.220       1.532
ar.S.L7       -0.5302      0.626     -0.846      0.397      -1.758       0.697
ma.S.L7       -0.9998   4434.679     -0.000      1.000   -8692.811    8690.812
sigma2         1.2879   5711.069      0.000      1.000   -1.12e+04    1.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.87   Prob(JB):                         0.56
Heteroskedasticity (H):               2.37   Skew:                            -0.66
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.29373030331236, Current Price: 127.04
SELL EXECUTED at 127.04
SELL ORDER COMPLETED at 126.95
OPERATION PROFIT, GROSS -0.06999999999999318, NET -0.3239699999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.461
Date:                           Wed, 09 Oct 2024   AIC                             54.922
Time:                                   14:40:38   BIC                             57.747
Sample:                                        0   HQIC                            54.342
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4310      0.089     -4.841      0.000      -0.605      -0.256
ma.L1          1.0000   2877.423      0.000      1.000   -5638.645    5640.645
ar.S.L7       -0.6442      0.165     -3.897      0.000      -0.968      -0.320
ma.S.L7        1.0001   1.45e+04   6.87e-05      1.000   -2.85e+04    2.85e+04
sigma2         0.9206    1.4e+04   6.58e-05      1.000   -2.74e+04    2.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.85   Prob(JB):                         0.45
Heteroskedasticity (H):               3.70   Skew:                            -0.65
Prob(H) (two-sided):                  0.23   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.01521337827108, Current Price: 127.21
BUY EXECUTED at 127.21
BUY ORDER COMPLETED at 125.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.252
Date:                           Wed, 09 Oct 2024   AIC                             54.505
Time:                                   14:40:38   BIC                             57.329
Sample:                                        0   HQIC                            53.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3524      0.325     -1.084      0.278      -0.990       0.285
ma.L1          1.0000   1.19e+04   8.44e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.6083      0.139     -4.361      0.000      -0.882      -0.335
ma.S.L7        0.4802      1.060      0.453      0.650      -1.596       2.557
sigma2         1.3968   1.66e+04   8.44e-05      1.000   -3.24e+04    3.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.70   Prob(JB):                         0.64
Heteroskedasticity (H):               1.57   Skew:                            -0.29
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.86007921140354, Current Price: 125.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.845
Date:                           Wed, 09 Oct 2024   AIC                             53.691
Time:                                   14:40:38   BIC                             56.515
Sample:                                        0   HQIC                            53.110
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3840      1.074     -0.358      0.721      -2.489       1.721
ma.L1          1.0000   3.77e+04   2.65e-05      1.000   -7.38e+04    7.38e+04
ar.S.L7       -0.5913      0.127     -4.666      0.000      -0.840      -0.343
ma.S.L7        1.0000      8e+04   1.25e-05      1.000   -1.57e+05    1.57e+05
sigma2         0.8616    9.9e+04   8.71e-06      1.000   -1.94e+05    1.94e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.37   Prob(JB):                         0.59
Heteroskedasticity (H):               0.75   Skew:                            -0.23
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.72432798427322, Current Price: 127.3
SELL EXECUTED at 127.3
SELL ORDER COMPLETED at 126.43
OPERATION PROFIT, GROSS 0.9300000000000068, NET 0.6780700000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.911
Date:                           Wed, 09 Oct 2024   AIC                             57.822
Time:                                   14:40:38   BIC                             60.647
Sample:                                        0   HQIC                            57.241
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5144      0.717     -0.717      0.473      -1.920       0.892
ma.L1          1.0000   3.51e+05   2.85e-06      1.000   -6.87e+05    6.87e+05
ar.S.L7       -0.5813      0.316     -1.838      0.066      -1.201       0.039
ma.S.L7        0.2876      0.855      0.336      0.737      -1.388       1.963
sigma2         1.8698   6.56e+05   2.85e-06      1.000   -1.29e+06    1.29e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.38   Prob(JB):                         0.94
Heteroskedasticity (H):               1.92   Skew:                             0.18
Prob(H) (two-sided):                  0.54   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.9809808263884, Current Price: 126.35
BUY EXECUTED at 126.35
BUY ORDER COMPLETED at 125.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.914
Date:                           Wed, 09 Oct 2024   AIC                             59.829
Time:                                   14:40:38   BIC                             62.654
Sample:                                        0   HQIC                            59.248
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2130      3.055     -0.070      0.944      -6.201       5.775
ma.L1         -0.0579      3.186     -0.018      0.986      -6.303       6.187
ar.S.L7       -0.5434      0.350     -1.554      0.120      -1.228       0.142
ma.S.L7        0.8358      8.953      0.093      0.926     -16.712      18.384
sigma2         1.9045     15.013      0.127      0.899     -27.520      31.329
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 2.33
Prob(Q):                              0.84   Prob(JB):                         0.31
Heteroskedasticity (H):               2.47   Skew:                             0.78
Prob(H) (two-sided):                  0.40   Kurtosis:                         4.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.93066051534217, Current Price: 125.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.255
Date:                           Wed, 09 Oct 2024   AIC                             58.509
Time:                                   14:40:38   BIC                             61.334
Sample:                                        0   HQIC                            57.929
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0539      4.646     -0.012      0.991      -9.160       9.052
ma.L1         -0.1119      4.518     -0.025      0.980      -8.967       8.743
ar.S.L7       -0.4452      0.561     -0.794      0.427      -1.545       0.654
ma.S.L7        0.3948      2.361      0.167      0.867      -4.233       5.022
sigma2         2.2851      1.544      1.480      0.139      -0.741       5.311
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 3.52
Prob(Q):                              0.32   Prob(JB):                         0.17
Heteroskedasticity (H):               3.52   Skew:                             1.05
Prob(H) (two-sided):                  0.25   Kurtosis:                         4.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.61610836253824, Current Price: 126.0
SELL EXECUTED at 126.0
SELL ORDER COMPLETED at 126.79
OPERATION PROFIT, GROSS 1.2600000000000051, NET 1.007680000000005
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.139
Date:                           Wed, 09 Oct 2024   AIC                             58.278
Time:                                   14:40:38   BIC                             61.102
Sample:                                        0   HQIC                            57.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0953      1.913     -0.050      0.960      -3.845       3.654
ma.L1         -0.1370      1.941     -0.071      0.944      -3.941       3.667
ar.S.L7       -0.4092      0.276     -1.483      0.138      -0.950       0.131
ma.S.L7        0.3646      0.967      0.377      0.706      -1.532       2.261
sigma2         2.2689      1.175      1.931      0.053      -0.034       4.572
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 2.22
Prob(Q):                              0.49   Prob(JB):                         0.33
Heteroskedasticity (H):               3.33   Skew:                             0.95
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.73796919922522, Current Price: 128.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.865
Date:                           Wed, 09 Oct 2024   AIC                             59.730
Time:                                   14:40:38   BIC                             62.554
Sample:                                        0   HQIC                            59.149
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2732      3.655     -0.075      0.940      -7.437       6.891
ma.L1          0.1317      4.003      0.033      0.974      -7.713       7.977
ar.S.L7       -0.1982      0.228     -0.871      0.384      -0.644       0.248
ma.S.L7       -0.5371      1.120     -0.480      0.632      -2.733       1.658
sigma2         2.3511      2.986      0.787      0.431      -3.501       8.203
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.71
Prob(Q):                              0.56   Prob(JB):                         0.43
Heteroskedasticity (H):               1.17   Skew:                             0.87
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.79718670200111, Current Price: 127.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.640
Date:                           Wed, 09 Oct 2024   AIC                             59.281
Time:                                   14:40:38   BIC                             62.105
Sample:                                        0   HQIC                            58.700
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2997      3.806     -0.079      0.937      -7.759       7.160
ma.L1          0.1725      4.125      0.042      0.967      -7.912       8.257
ar.S.L7       -0.1913      0.221     -0.866      0.387      -0.624       0.242
ma.S.L7       -0.5826      1.134     -0.514      0.607      -2.806       1.640
sigma2         2.2125      2.601      0.851      0.395      -2.885       7.310
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.55   Prob(JB):                         0.55
Heteroskedasticity (H):               0.53   Skew:                             0.68
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.8954913791398, Current Price: 128.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.271
Date:                           Wed, 09 Oct 2024   AIC                             58.542
Time:                                   14:40:38   BIC                             61.366
Sample:                                        0   HQIC                            57.961
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9255      0.353     -2.621      0.009      -1.617      -0.234
ma.L1          0.7242      0.395      1.835      0.066      -0.049       1.498
ar.S.L7       -0.1588      0.260     -0.611      0.541      -0.668       0.351
ma.S.L7       -1.0001   4865.197     -0.000      1.000   -9536.611    9534.610
sigma2         1.4148   6883.497      0.000      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.80   Prob(JB):                         0.63
Heteroskedasticity (H):               0.76   Skew:                             0.22
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.82993663052038, Current Price: 129.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.743
Date:                           Wed, 09 Oct 2024   AIC                             59.486
Time:                                   14:40:38   BIC                             62.311
Sample:                                        0   HQIC                            58.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3827      1.666     -0.230      0.818      -3.647       2.882
ma.L1          0.1970      1.763      0.112      0.911      -3.257       3.651
ar.S.L7       -0.1146      0.288     -0.398      0.690      -0.679       0.449
ma.S.L7       -2.1087      4.316     -0.489      0.625     -10.569       6.351
sigma2         0.5361      1.772      0.302      0.762      -2.938       4.010
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.86   Prob(JB):                         0.61
Heteroskedasticity (H):               1.67   Skew:                             0.46
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.7114154809687, Current Price: 130.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.886
Date:                           Wed, 09 Oct 2024   AIC                             59.772
Time:                                   14:40:38   BIC                             62.596
Sample:                                        0   HQIC                            59.191
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5604      1.229     -0.456      0.648      -2.968       1.848
ma.L1          0.2984      1.483      0.201      0.841      -2.609       3.206
ar.S.L7       -0.1365      0.251     -0.543      0.587      -0.629       0.356
ma.S.L7       -0.2379      0.848     -0.281      0.779      -1.900       1.424
sigma2         2.6254      1.488      1.765      0.078      -0.290       5.541
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.44   Prob(JB):                         0.78
Heteroskedasticity (H):               1.18   Skew:                             0.34
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.11431946079364, Current Price: 129.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.004
Date:                           Wed, 09 Oct 2024   AIC                             56.009
Time:                                   14:40:39   BIC                             58.834
Sample:                                        0   HQIC                            55.428
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4635      1.300     -0.357      0.721      -3.011       2.084
ma.L1          0.1323      1.134      0.117      0.907      -2.091       2.356
ar.S.L7       -0.3222      0.346     -0.930      0.352      -1.001       0.357
ma.S.L7       -0.2676      1.068     -0.251      0.802      -2.361       1.826
sigma2         1.9517      1.303      1.497      0.134      -0.603       4.507
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.67   Prob(JB):                         0.68
Heteroskedasticity (H):               0.91   Skew:                             0.26
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.8983002353734, Current Price: 129.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.431
Date:                           Wed, 09 Oct 2024   AIC                             54.861
Time:                                   14:40:39   BIC                             57.686
Sample:                                        0   HQIC                            54.281
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5038      0.297     -1.696      0.090      -1.086       0.079
ma.L1          0.1746      0.551      0.317      0.751      -0.905       1.254
ar.S.L7       -0.4125      0.318     -1.296      0.195      -1.037       0.212
ma.S.L7       -0.6932      1.680     -0.413      0.680      -3.985       2.599
sigma2         1.4327      1.605      0.893      0.372      -1.713       4.578
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.86   Prob(JB):                         0.68
Heteroskedasticity (H):               0.60   Skew:                             0.13
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.10582557008166, Current Price: 127.55
BUY EXECUTED at 127.55
BUY ORDER COMPLETED at 127.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.005
Date:                           Wed, 09 Oct 2024   AIC                             58.010
Time:                                   14:40:39   BIC                             60.835
Sample:                                        0   HQIC                            57.429
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2839      1.673     -0.170      0.865      -3.564       2.996
ma.L1          0.0223      1.967      0.011      0.991      -3.833       3.878
ar.S.L7       -0.5475      0.369     -1.484      0.138      -1.270       0.175
ma.S.L7       -1.0001   9303.790     -0.000      1.000   -1.82e+04    1.82e+04
sigma2         1.4164   1.32e+04      0.000      1.000   -2.58e+04    2.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.99   Prob(JB):                         0.61
Heteroskedasticity (H):               0.39   Skew:                             0.20
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.3590108388887, Current Price: 127.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.905
Date:                           Wed, 09 Oct 2024   AIC                             55.811
Time:                                   14:40:39   BIC                             58.635
Sample:                                        0   HQIC                            55.230
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9232      0.154     -6.004      0.000      -1.225      -0.622
ma.L1          1.0000   1.51e+04   6.61e-05      1.000   -2.96e+04    2.97e+04
ar.S.L7       -0.5925      0.363     -1.631      0.103      -1.304       0.119
ma.S.L7       -0.5723      1.913     -0.299      0.765      -4.321       3.177
sigma2         1.5014   2.27e+04   6.61e-05      1.000   -4.45e+04    4.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.66   Prob(JB):                         0.72
Heteroskedasticity (H):               0.69   Skew:                            -0.19
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.48931858071879, Current Price: 127.96
SELL EXECUTED at 127.96
SELL ORDER COMPLETED at 129.12
OPERATION PROFIT, GROSS 1.8299999999999983, NET 1.5735899999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.448
Date:                           Wed, 09 Oct 2024   AIC                             56.897
Time:                                   14:40:39   BIC                             59.722
Sample:                                        0   HQIC                            56.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0639      2.007      0.032      0.975      -3.871       3.999
ma.L1         -0.2310      2.004     -0.115      0.908      -4.158       3.696
ar.S.L7       -0.3198      0.571     -0.560      0.575      -1.438       0.799
ma.S.L7       -0.5051      1.306     -0.387      0.699      -3.064       2.054
sigma2         1.9232      1.719      1.119      0.263      -1.445       5.291
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.49   Prob(JB):                         0.80
Heteroskedasticity (H):               1.41   Skew:                            -0.44
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.10227526918953, Current Price: 128.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.517
Date:                           Wed, 09 Oct 2024   AIC                             55.033
Time:                                   14:40:39   BIC                             57.858
Sample:                                        0   HQIC                            54.453
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4672      0.234     -1.999      0.046      -0.925      -0.009
ma.L1          0.3723      0.385      0.966      0.334      -0.383       1.128
ar.S.L7       -0.2696      0.469     -0.575      0.566      -1.189       0.650
ma.S.L7       -1.0004   3391.449     -0.000      1.000   -6648.119    6646.118
sigma2         1.1114   3769.730      0.000      1.000   -7387.423    7389.646
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.57
Prob(Q):                              0.95   Prob(JB):                         0.46
Heteroskedasticity (H):               2.52   Skew:                            -0.75
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.74057377744114, Current Price: 127.67
BUY EXECUTED at 127.67
BUY ORDER COMPLETED at 129.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.474
Date:                           Wed, 09 Oct 2024   AIC                             54.948
Time:                                   14:40:39   BIC                             57.773
Sample:                                        0   HQIC                            54.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4260      0.623     -0.684      0.494      -1.647       0.795
ma.L1          0.2827      0.661      0.428      0.669      -1.013       1.579
ar.S.L7       -0.4130      0.556     -0.743      0.458      -1.503       0.677
ma.S.L7       -0.6725      2.222     -0.303      0.762      -5.027       3.682
sigma2         1.4844      2.648      0.561      0.575      -3.706       6.674
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.87   Prob(JB):                         0.96
Heteroskedasticity (H):               0.56   Skew:                            -0.18
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.12793964086013, Current Price: 127.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.394
Date:                           Wed, 09 Oct 2024   AIC                             54.788
Time:                                   14:40:39   BIC                             57.613
Sample:                                        0   HQIC                            54.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0233      2.127      0.011      0.991      -4.145       4.192
ma.L1         -0.1740      1.926     -0.090      0.928      -3.949       3.601
ar.S.L7       -0.4554      0.541     -0.842      0.400      -1.516       0.605
ma.S.L7       -1.0001   1.38e+04  -7.22e-05      1.000   -2.71e+04    2.71e+04
sigma2         1.1054   1.53e+04   7.22e-05      1.000      -3e+04       3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.73   Prob(JB):                         0.94
Heteroskedasticity (H):               0.42   Skew:                            -0.23
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.45889504202123, Current Price: 127.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.337
Date:                           Wed, 09 Oct 2024   AIC                             52.674
Time:                                   14:40:39   BIC                             55.498
Sample:                                        0   HQIC                            52.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0267      1.613     -0.017      0.987      -3.189       3.135
ma.L1         -0.1466      1.446     -0.101      0.919      -2.982       2.688
ar.S.L7       -0.4641      0.568     -0.817      0.414      -1.578       0.650
ma.S.L7       -1.0054    231.977     -0.004      0.997    -455.673     453.662
sigma2         0.9345    217.306      0.004      0.997    -424.977     426.846
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.97   Prob(JB):                         0.87
Heteroskedasticity (H):               0.10   Skew:                            -0.29
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.08677716853168, Current Price: 128.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.800
Date:                           Wed, 09 Oct 2024   AIC                             49.600
Time:                                   14:40:39   BIC                             52.425
Sample:                                        0   HQIC                            49.020
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5654      0.278     -2.035      0.042      -1.110      -0.021
ma.L1          1.0000   1.67e+04   5.99e-05      1.000   -3.27e+04    3.27e+04
ar.S.L7       -0.7358      0.268     -2.747      0.006      -1.261      -0.211
ma.S.L7        0.1395      0.607      0.230      0.818      -1.050       1.329
sigma2         1.0311   1.72e+04   5.99e-05      1.000   -3.37e+04    3.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 5.54
Prob(Q):                              0.94   Prob(JB):                         0.06
Heteroskedasticity (H):               0.07   Skew:                            -1.27
Prob(H) (two-sided):                  0.02   Kurtosis:                         4.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.30311871271326, Current Price: 128.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.009
Date:                           Wed, 09 Oct 2024   AIC                             44.018
Time:                                   14:40:39   BIC                             46.843
Sample:                                        0   HQIC                            43.438
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3075      0.511     -0.602      0.547      -1.309       0.694
ma.L1          1.0000   7804.193      0.000      1.000   -1.53e+04    1.53e+04
ar.S.L7       -0.8595      0.157     -5.464      0.000      -1.168      -0.551
ma.S.L7        1.0001   5357.294      0.000      1.000   -1.05e+04    1.05e+04
sigma2         0.4132   3119.744      0.000      1.000   -6114.173    6114.999
===================================================================================
Ljung-Box (L1) (Q):                   3.13   Jarque-Bera (JB):                 2.89
Prob(Q):                              0.08   Prob(JB):                         0.24
Heteroskedasticity (H):               0.49   Skew:                            -1.05
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 130.00304314456451, Current Price: 129.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.277
Date:                           Wed, 09 Oct 2024   AIC                             44.553
Time:                                   14:40:39   BIC                             47.378
Sample:                                        0   HQIC                            43.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5689      0.443     -1.285      0.199      -1.437       0.299
ma.L1          1.0000   1.12e+04   8.97e-05      1.000   -2.19e+04    2.19e+04
ar.S.L7       -0.6791      0.323     -2.102      0.036      -1.312      -0.046
ma.S.L7       -0.0940      0.602     -0.156      0.876      -1.273       1.085
sigma2         0.7179   8007.392   8.97e-05      1.000   -1.57e+04    1.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                14.12
Prob(Q):                              0.43   Prob(JB):                         0.00
Heteroskedasticity (H):               0.03   Skew:                            -1.85
Prob(H) (two-sided):                  0.00   Kurtosis:                         6.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.37901751900884, Current Price: 127.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.355
Date:                           Wed, 09 Oct 2024   AIC                             46.710
Time:                                   14:40:39   BIC                             49.535
Sample:                                        0   HQIC                            46.130
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3345      0.511     -0.655      0.512      -1.335       0.666
ma.L1          1.0000   5901.572      0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.7866      0.143     -5.512      0.000      -1.066      -0.507
ma.S.L7        0.0836      0.867      0.096      0.923      -1.615       1.783
sigma2         0.8772   5176.535      0.000      1.000   -1.01e+04    1.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.79   Jarque-Bera (JB):                 4.80
Prob(Q):                              0.18   Prob(JB):                         0.09
Heteroskedasticity (H):               0.16   Skew:                            -1.24
Prob(H) (two-sided):                  0.10   Kurtosis:                         4.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.3071768066123, Current Price: 127.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.020
Date:                           Wed, 09 Oct 2024   AIC                             46.040
Time:                                   14:40:39   BIC                             48.865
Sample:                                        0   HQIC                            45.459
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4969      0.430     -1.155      0.248      -1.341       0.347
ma.L1          1.0000   1.53e+04   6.53e-05      1.000      -3e+04       3e+04
ar.S.L7       -0.7210      0.157     -4.580      0.000      -1.029      -0.412
ma.S.L7        0.1957      0.702      0.279      0.780      -1.180       1.571
sigma2         0.7747   1.19e+04   6.53e-05      1.000   -2.33e+04    2.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 6.15
Prob(Q):                              0.36   Prob(JB):                         0.05
Heteroskedasticity (H):               0.21   Skew:                            -1.42
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.32755518276177, Current Price: 127.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.906
Date:                           Wed, 09 Oct 2024   AIC                             45.812
Time:                                   14:40:39   BIC                             48.637
Sample:                                        0   HQIC                            45.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4649      0.320     -1.454      0.146      -1.091       0.162
ma.L1          1.0000   7.08e+04   1.41e-05      1.000   -1.39e+05    1.39e+05
ar.S.L7       -0.7067      0.157     -4.511      0.000      -1.014      -0.400
ma.S.L7        0.1840      0.683      0.269      0.788      -1.155       1.523
sigma2         0.7641   5.41e+04   1.41e-05      1.000   -1.06e+05    1.06e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 6.06
Prob(Q):                              0.67   Prob(JB):                         0.05
Heteroskedasticity (H):               0.20   Skew:                            -1.42
Prob(H) (two-sided):                  0.15   Kurtosis:                         4.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.2157246707498, Current Price: 126.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.393
Date:                           Wed, 09 Oct 2024   AIC                             38.786
Time:                                   14:40:39   BIC                             41.610
Sample:                                        0   HQIC                            38.205
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4059      0.077     -5.291      0.000      -0.556      -0.256
ma.L1          1.0000   9228.657      0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.6270      0.134     -4.690      0.000      -0.889      -0.365
ma.S.L7        0.0448      0.388      0.116      0.908      -0.715       0.804
sigma2         0.4650   4291.345      0.000      1.000   -8410.416    8411.346
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.83   Prob(JB):                         0.45
Heteroskedasticity (H):               3.48   Skew:                            -0.85
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.31637482016912, Current Price: 126.23
SELL EXECUTED at 126.23
SELL ORDER COMPLETED at 126.88
OPERATION PROFIT, GROSS -2.240000000000009, NET -2.4960000000000093
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.385
Date:                           Wed, 09 Oct 2024   AIC                             42.770
Time:                                   14:40:39   BIC                             45.595
Sample:                                        0   HQIC                            42.189
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4104      0.083     -4.917      0.000      -0.574      -0.247
ma.L1          1.0000   1681.866      0.001      1.000   -3295.396    3297.396
ar.S.L7       -0.5339      0.122     -4.388      0.000      -0.772      -0.295
ma.S.L7        0.1792      0.418      0.429      0.668      -0.640       0.998
sigma2         0.6269   1054.326      0.001      1.000   -2065.814    2067.068
===================================================================================
Ljung-Box (L1) (Q):                   1.83   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.18   Prob(JB):                         0.82
Heteroskedasticity (H):               2.94   Skew:                            -0.18
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.13020896847331, Current Price: 126.05
BUY EXECUTED at 126.05
BUY ORDER COMPLETED at 126.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.981
Date:                           Wed, 09 Oct 2024   AIC                             39.962
Time:                                   14:40:39   BIC                             42.787
Sample:                                        0   HQIC                            39.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3177      3.167     -0.100      0.920      -6.524       5.888
ma.L1          6.6203    142.839      0.046      0.963    -273.339     286.580
ar.S.L7       -0.5769      0.211     -2.730      0.006      -0.991      -0.163
ma.S.L7        3.6023     11.896      0.303      0.762     -19.714      26.918
sigma2         0.0010      0.042      0.024      0.981      -0.081       0.083
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.60   Prob(JB):                         0.49
Heteroskedasticity (H):               2.94   Skew:                            -0.75
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.49723072763292, Current Price: 126.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.512
Date:                           Wed, 09 Oct 2024   AIC                             41.024
Time:                                   14:40:39   BIC                             43.848
Sample:                                        0   HQIC                            40.443
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1449      0.364     -0.398      0.691      -0.858       0.568
ma.L1         13.5036      1.206     11.197      0.000      11.140      15.867
ar.S.L7       -0.6015      0.251     -2.399      0.016      -1.093      -0.110
ma.S.L7       -8.8533     58.570     -0.151      0.880    -123.649     105.942
sigma2      4.483e-05      0.001      0.073      0.942      -0.001       0.001
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.31   Prob(JB):                         0.60
Heteroskedasticity (H):               4.12   Skew:                            -0.63
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.24e+20. Standard errors may be unstable.
Predicted Price: 126.40964760118445, Current Price: 125.03
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.584
Date:                           Wed, 09 Oct 2024   AIC                             37.168
Time:                                   14:40:39   BIC                             39.992
Sample:                                        0   HQIC                            36.587
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3294      3.211     -0.103      0.918      -6.624       5.965
ma.L1          6.8891    155.345      0.044      0.965    -297.581     311.359
ar.S.L7       -0.5746      0.229     -2.506      0.012      -1.024      -0.125
ma.S.L7        0.9928    125.607      0.008      0.994    -245.191     247.177
sigma2         0.0061      0.666      0.009      0.993      -1.300       1.312
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 4.05
Prob(Q):                              0.57   Prob(JB):                         0.13
Heteroskedasticity (H):               0.88   Skew:                            -1.32
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.4796031324261, Current Price: 124.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.973
Date:                           Wed, 09 Oct 2024   AIC                             37.946
Time:                                   14:40:39   BIC                             40.770
Sample:                                        0   HQIC                            37.365
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2395      9.286     -0.026      0.979     -18.440      17.961
ma.L1          5.9709    335.960      0.018      0.986    -652.499     664.441
ar.S.L7       -0.5355      0.226     -2.369      0.018      -0.978      -0.093
ma.S.L7        0.9993   1531.334      0.001      0.999   -3000.360    3002.359
sigma2         0.0085     13.321      0.001      0.999     -26.099      26.116
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 4.51
Prob(Q):                              0.39   Prob(JB):                         0.10
Heteroskedasticity (H):               0.48   Skew:                            -1.38
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.73380789474666, Current Price: 125.29
SELL EXECUTED at 125.29
SELL ORDER COMPLETED at 126.29
OPERATION PROFIT, GROSS 0.29000000000000625, NET 0.03771000000000624
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.896
Date:                           Wed, 09 Oct 2024   AIC                             41.792
Time:                                   14:40:39   BIC                             44.617
Sample:                                        0   HQIC                            41.212
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5686      1.472     -0.386      0.699      -3.453       2.316
ma.L1          1.6682      4.266      0.391      0.696      -6.693      10.029
ar.S.L7       -0.4289      0.200     -2.146      0.032      -0.821      -0.037
ma.S.L7      -14.1058     88.874     -0.159      0.874    -188.295     160.083
sigma2         0.0012      0.017      0.069      0.945      -0.032       0.034
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.49   Prob(JB):                         0.54
Heteroskedasticity (H):               0.45   Skew:                            -0.70
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.79437911636327, Current Price: 126.57
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.810
Date:                           Wed, 09 Oct 2024   AIC                             43.620
Time:                                   14:40:39   BIC                             46.445
Sample:                                        0   HQIC                            43.039
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6080      0.465     -1.308      0.191      -1.519       0.303
ma.L1          1.3558      1.274      1.064      0.287      -1.142       3.853
ar.S.L7       -0.1918      0.298     -0.644      0.520      -0.776       0.392
ma.S.L7       -0.5525      1.316     -0.420      0.675      -3.132       2.027
sigma2         0.3544      0.852      0.416      0.677      -1.316       2.024
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.04
Prob(Q):                              1.00   Prob(JB):                         0.98
Heteroskedasticity (H):               2.10   Skew:                             0.01
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.59213338398627, Current Price: 128.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.231
Date:                           Wed, 09 Oct 2024   AIC                             46.463
Time:                                   14:40:40   BIC                             49.287
Sample:                                        0   HQIC                            45.882
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5315      0.359     -1.480      0.139      -1.236       0.173
ma.L1          1.0000   4533.464      0.000      1.000   -8884.425    8886.425
ar.S.L7       -0.1059      0.428     -0.247      0.805      -0.946       0.734
ma.S.L7       -0.3324      1.099     -0.302      0.762      -2.487       1.822
sigma2         0.8170   3704.131      0.000      1.000   -7259.146    7260.780
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.55   Prob(JB):                         0.85
Heteroskedasticity (H):               2.25   Skew:                             0.38
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.5759017965445, Current Price: 128.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.138
Date:                           Wed, 09 Oct 2024   AIC                             44.276
Time:                                   14:40:40   BIC                             47.101
Sample:                                        0   HQIC                            43.695
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3188      0.527     -0.605      0.545      -1.352       0.714
ma.L1          1.0000    1.6e+04   6.24e-05      1.000   -3.14e+04    3.14e+04
ar.S.L7       -0.0451      0.215     -0.210      0.834      -0.467       0.377
ma.S.L7       -1.0001   1.07e+04  -9.36e-05      1.000   -2.09e+04    2.09e+04
sigma2         0.4685   1.08e+04   4.34e-05      1.000   -2.12e+04    2.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.85   Prob(JB):                         0.62
Heteroskedasticity (H):               0.89   Skew:                             0.65
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.5667261254609, Current Price: 127.59
BUY EXECUTED at 127.59
BUY ORDER COMPLETED at 127.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.073
Date:                           Wed, 09 Oct 2024   AIC                             42.146
Time:                                   14:40:40   BIC                             44.971
Sample:                                        0   HQIC                            41.565
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2022      0.456     -0.443      0.657      -1.096       0.691
ma.L1          1.0000   4.66e+04   2.15e-05      1.000   -9.13e+04    9.13e+04
ar.S.L7        0.0022      0.005      0.467      0.640      -0.007       0.012
ma.S.L7       -0.5554      0.995     -0.558      0.577      -2.506       1.395
sigma2         0.5789    2.7e+04   2.15e-05      1.000   -5.28e+04    5.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.53   Prob(JB):                         0.47
Heteroskedasticity (H):               1.72   Skew:                             0.83
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.25524548883408, Current Price: 126.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.691
Date:                           Wed, 09 Oct 2024   AIC                             47.381
Time:                                   14:40:40   BIC                             50.206
Sample:                                        0   HQIC                            46.801
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3615      0.092      3.918      0.000       0.181       0.542
ma.L1         -1.0000   3105.673     -0.000      1.000   -6088.007    6086.007
ar.S.L7       -1.0704      0.224     -4.778      0.000      -1.509      -0.631
ma.S.L7        0.2222      0.404      0.551      0.582      -0.569       1.013
sigma2         0.9233   2867.747      0.000      1.000   -5619.758    5621.605
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.84   Prob(JB):                         0.65
Heteroskedasticity (H):               0.73   Skew:                            -0.61
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.3512325120065, Current Price: 126.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.895
Date:                           Wed, 09 Oct 2024   AIC                             39.789
Time:                                   14:40:40   BIC                             42.614
Sample:                                        0   HQIC                            39.208
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0342      0.644      0.053      0.958      -1.229       1.297
ma.L1          1.0875      0.543      2.003      0.045       0.023       2.152
ar.S.L7        0.1162      0.172      0.677      0.499      -0.220       0.453
ma.S.L7       -1.0002   3019.358     -0.000      1.000   -5918.834    5916.833
sigma2         0.2899    875.435      0.000      1.000   -1715.531    1716.110
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.94   Prob(JB):                         0.92
Heteroskedasticity (H):               1.04   Skew:                             0.28
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.26128508802304, Current Price: 125.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.044
Date:                           Wed, 09 Oct 2024   AIC                             36.087
Time:                                   14:40:40   BIC                             38.912
Sample:                                        0   HQIC                            35.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0344      0.624      0.055      0.956      -1.189       1.257
ma.L1          1.0000   1655.916      0.001      1.000   -3244.536    3246.536
ar.S.L7        0.1544      0.156      0.990      0.322      -0.151       0.460
ma.S.L7       -1.0000   2.03e+04  -4.93e-05      1.000   -3.97e+04    3.97e+04
sigma2         0.2451   4939.230   4.96e-05      1.000   -9680.468    9680.958
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.75   Prob(JB):                         0.51
Heteroskedasticity (H):              13.24   Skew:                             0.78
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.68059293150935, Current Price: 126.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.899
Date:                           Wed, 09 Oct 2024   AIC                             37.798
Time:                                   14:40:40   BIC                             40.623
Sample:                                        0   HQIC                            37.217
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0569      0.778     -0.073      0.942      -1.583       1.469
ma.L1          1.0000   9554.532      0.000      1.000   -1.87e+04    1.87e+04
ar.S.L7        0.1329      0.323      0.412      0.680      -0.500       0.765
ma.S.L7       -0.7236      3.217     -0.225      0.822      -7.028       5.581
sigma2         0.3585   3424.690      0.000      1.000   -6711.911    6712.628
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.89   Prob(JB):                         0.59
Heteroskedasticity (H):               8.38   Skew:                             0.69
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.95159347557706, Current Price: 125.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.880
Date:                           Wed, 09 Oct 2024   AIC                             43.760
Time:                                   14:40:40   BIC                             46.585
Sample:                                        0   HQIC                            43.180
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2378      0.498      0.478      0.633      -0.737       1.213
ma.L1         -0.7835      0.328     -2.387      0.017      -1.427      -0.140
ar.S.L7       -1.0966      0.310     -3.542      0.000      -1.703      -0.490
ma.S.L7        1.0001   2603.395      0.000      1.000   -5101.559    5103.560
sigma2         0.4757   1238.570      0.000      1.000   -2427.078    2428.029
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.87   Prob(JB):                         0.69
Heteroskedasticity (H):               0.83   Skew:                            -0.40
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.99338051814865, Current Price: 125.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.077
Date:                           Wed, 09 Oct 2024   AIC                             46.154
Time:                                   14:40:40   BIC                             48.979
Sample:                                        0   HQIC                            45.573
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2866      4.602     -0.062      0.950      -9.306       8.733
ma.L1          0.4222      4.413      0.096      0.924      -8.227       9.071
ar.S.L7       -0.5485      0.489     -1.121      0.262      -1.507       0.410
ma.S.L7       -0.8315      5.163     -0.161      0.872     -10.951       9.288
sigma2         0.6679      2.847      0.235      0.815      -4.911       6.247
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.85   Prob(JB):                         0.61
Heteroskedasticity (H):               1.27   Skew:                             0.33
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.76085683675679, Current Price: 125.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.641
Date:                           Wed, 09 Oct 2024   AIC                             41.282
Time:                                   14:40:40   BIC                             44.107
Sample:                                        0   HQIC                            40.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2901      0.879      0.330      0.741      -1.433       2.013
ma.L1         -0.8271      0.425     -1.947      0.052      -1.660       0.006
ar.S.L7       -1.0945      0.330     -3.319      0.001      -1.741      -0.448
ma.S.L7        0.2391      0.800      0.299      0.765      -1.330       1.808
sigma2         0.6297      0.392      1.605      0.109      -0.139       1.399
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.47   Prob(JB):                         0.81
Heteroskedasticity (H):               0.65   Skew:                             0.42
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.9767861978262, Current Price: 125.44
SELL EXECUTED at 125.44
SELL ORDER COMPLETED at 126.33
OPERATION PROFIT, GROSS -0.9099999999999966, NET -1.1635699999999964
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.708
Date:                           Wed, 09 Oct 2024   AIC                             45.417
Time:                                   14:40:40   BIC                             48.242
Sample:                                        0   HQIC                            44.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2103     89.708     -0.002      0.998    -176.036     175.615
ma.L1          0.2046     89.926      0.002      0.998    -176.047     176.456
ar.S.L7       -0.7105      0.531     -1.338      0.181      -1.751       0.330
ma.S.L7       -1.0007   1381.211     -0.001      0.999   -2708.124    2706.123
sigma2         0.5372    742.259      0.001      0.999   -1454.264    1455.338
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.98   Prob(JB):                         0.55
Heteroskedasticity (H):               0.38   Skew:                             0.41
Prob(H) (two-sided):                  0.37   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.0325023299483, Current Price: 127.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -75.837
Date:                           Wed, 09 Oct 2024   AIC                            161.674
Time:                                   14:40:40   BIC                            164.498
Sample:                                        0   HQIC                           161.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1        -86.0302     23.936     -3.594      0.000    -132.944     -39.116
ma.L1        -15.6596    132.100     -0.119      0.906    -274.571     243.252
ar.S.L7       -0.9244      0.505     -1.830      0.067      -1.915       0.066
ma.S.L7      -54.7892   3195.158     -0.017      0.986   -6317.184    6207.606
sigma2         0.0092      0.999      0.009      0.993      -1.949       1.968
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.83   Prob(JB):                         0.68
Heteroskedasticity (H):               0.55   Skew:                             0.06
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -58.3786641334682, Current Price: 127.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.705
Date:                           Wed, 09 Oct 2024   AIC                             47.409
Time:                                   14:40:40   BIC                             50.234
Sample:                                        0   HQIC                            46.829
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3375      0.994     -0.339      0.734      -2.286       1.611
ma.L1          0.5749      0.882      0.652      0.515      -1.154       2.304
ar.S.L7       -0.4757      1.787     -0.266      0.790      -3.977       3.026
ma.S.L7       -0.4232      3.203     -0.132      0.895      -6.701       5.854
sigma2         0.9625      1.259      0.764      0.445      -1.505       3.430
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.40   Prob(JB):                         0.72
Heteroskedasticity (H):               1.46   Skew:                             0.03
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.84128290039426, Current Price: 127.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.102
Date:                           Wed, 09 Oct 2024   AIC                             44.204
Time:                                   14:40:40   BIC                             47.029
Sample:                                        0   HQIC                            43.624
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4963      0.764     -0.650      0.516      -1.993       1.001
ma.L1          0.5992      0.893      0.671      0.502      -1.151       2.350
ar.S.L7       -0.3482      0.886     -0.393      0.694      -2.084       1.388
ma.S.L7       -1.0004   3593.827     -0.000      1.000   -7044.773    7042.772
sigma2         0.4714   1694.461      0.000      1.000   -3320.612    3321.555
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.73   Prob(JB):                         0.60
Heteroskedasticity (H):               5.78   Skew:                             0.68
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.51295831438318, Current Price: 127.55
BUY EXECUTED at 127.55
BUY ORDER COMPLETED at 126.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.038
Date:                           Wed, 09 Oct 2024   AIC                             44.077
Time:                                   14:40:40   BIC                             46.901
Sample:                                        0   HQIC                            43.496
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1530      1.672      0.091      0.927      -3.125       3.431
ma.L1          0.2459      1.361      0.181      0.857      -2.421       2.913
ar.S.L7       -0.1665      1.059     -0.157      0.875      -2.242       1.909
ma.S.L7       -1.0007   2650.898     -0.000      1.000   -5196.665    5194.663
sigma2         0.4846   1284.992      0.000      1.000   -2518.054    2519.023
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.90   Prob(JB):                         0.87
Heteroskedasticity (H):               1.84   Skew:                             0.13
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.99472671771194, Current Price: 126.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.863
Date:                           Wed, 09 Oct 2024   AIC                             45.726
Time:                                   14:40:40   BIC                             48.551
Sample:                                        0   HQIC                            45.146
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3398      1.938     -0.175      0.861      -4.138       3.458
ma.L1          0.5042      1.749      0.288      0.773      -2.924       3.932
ar.S.L7       -0.5437      0.304     -1.787      0.074      -1.140       0.053
ma.S.L7        0.0921      0.787      0.117      0.907      -1.451       1.635
sigma2         0.9109      0.553      1.648      0.099      -0.172       1.994
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.77   Prob(JB):                         0.95
Heteroskedasticity (H):               0.75   Skew:                            -0.11
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.35710602141505, Current Price: 126.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.597
Date:                           Wed, 09 Oct 2024   AIC                             45.195
Time:                                   14:40:40   BIC                             48.019
Sample:                                        0   HQIC                            44.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2864      1.791      0.160      0.873      -3.225       3.798
ma.L1         -0.0358      1.765     -0.020      0.984      -3.495       3.424
ar.S.L7       -0.5214      0.309     -1.687      0.092      -1.127       0.085
ma.S.L7        0.0843      0.741      0.114      0.909      -1.368       1.536
sigma2         0.8751      0.504      1.736      0.083      -0.113       1.863
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.99   Prob(JB):                         0.94
Heteroskedasticity (H):               0.25   Skew:                            -0.12
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.87738480378943, Current Price: 126.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.559
Date:                           Wed, 09 Oct 2024   AIC                             45.119
Time:                                   14:40:40   BIC                             47.944
Sample:                                        0   HQIC                            44.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2314      2.083      0.111      0.912      -3.852       4.314
ma.L1         -0.0033      2.092     -0.002      0.999      -4.105       4.098
ar.S.L7       -0.5364      0.290     -1.852      0.064      -1.104       0.031
ma.S.L7        0.1977      1.031      0.192      0.848      -1.824       2.219
sigma2         0.8590      0.439      1.956      0.050      -0.002       1.720
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.99   Prob(JB):                         0.96
Heteroskedasticity (H):               0.06   Skew:                            -0.10
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.23780530042629, Current Price: 125.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.778
Date:                           Wed, 09 Oct 2024   AIC                             45.556
Time:                                   14:40:40   BIC                             48.381
Sample:                                        0   HQIC                            44.976
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2537      2.404      0.106      0.916      -4.458       4.965
ma.L1         -0.0326      2.266     -0.014      0.989      -4.475       4.410
ar.S.L7       -0.5092      0.343     -1.485      0.137      -1.181       0.163
ma.S.L7       -0.1832      0.529     -0.346      0.729      -1.220       0.854
sigma2         0.8904      0.667      1.335      0.182      -0.416       2.197
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.77   Prob(JB):                         0.94
Heteroskedasticity (H):               0.28   Skew:                            -0.09
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.12192639429264, Current Price: 125.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.098
Date:                           Wed, 09 Oct 2024   AIC                             44.197
Time:                                   14:40:40   BIC                             47.022
Sample:                                        0   HQIC                            43.616
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3253      2.617      0.124      0.901      -4.803       5.454
ma.L1          0.0239      2.196      0.011      0.991      -4.280       4.327
ar.S.L7       -0.4329      0.697     -0.621      0.534      -1.798       0.932
ma.S.L7       -1.0011   1157.436     -0.001      0.999   -2269.535    2267.532
sigma2         0.4889    566.478      0.001      0.999   -1109.787    1110.764
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.81   Prob(JB):                         0.72
Heteroskedasticity (H):               0.23   Skew:                            -0.48
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.88265118568404, Current Price: 120.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.338
Date:                           Wed, 09 Oct 2024   AIC                             56.676
Time:                                   14:40:40   BIC                             59.501
Sample:                                        0   HQIC                            56.095
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4029      7.517      0.054      0.957     -14.330      15.135
ma.L1         -0.1384      7.249     -0.019      0.985     -14.345      14.069
ar.S.L7       -0.6198      0.720     -0.860      0.390      -2.032       0.792
ma.S.L7        1.9456      5.920      0.329      0.742      -9.656      13.548
sigma2         0.4954      2.469      0.201      0.841      -4.344       5.335
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 6.12
Prob(Q):                              0.90   Prob(JB):                         0.05
Heteroskedasticity (H):               5.44   Skew:                            -1.40
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.11069385831196, Current Price: 120.78
SELL EXECUTED at 120.78
SELL ORDER COMPLETED at 119.69
OPERATION PROFIT, GROSS -7.170000000000002, NET -7.416550000000002
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.675
Date:                           Wed, 09 Oct 2024   AIC                             57.350
Time:                                   14:40:40   BIC                             60.174
Sample:                                        0   HQIC                            56.769
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4436      2.201      0.202      0.840      -3.871       4.758
ma.L1         -0.2373      2.332     -0.102      0.919      -4.808       4.334
ar.S.L7       -0.2686      1.897     -0.142      0.887      -3.986       3.449
ma.S.L7        0.0252      1.953      0.013      0.990      -3.802       3.852
sigma2         2.2373      1.337      1.673      0.094      -0.384       4.858
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 7.20
Prob(Q):                              0.65   Prob(JB):                         0.03
Heteroskedasticity (H):               4.81   Skew:                            -1.48
Prob(H) (two-sided):                  0.16   Kurtosis:                         5.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.79297103856142, Current Price: 119.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.170
Date:                           Wed, 09 Oct 2024   AIC                             56.339
Time:                                   14:40:40   BIC                             59.164
Sample:                                        0   HQIC                            55.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7982      1.217      0.656      0.512      -1.587       3.183
ma.L1         -0.5497      1.658     -0.332      0.740      -3.799       2.700
ar.S.L7       -0.1549      1.266     -0.122      0.903      -2.637       2.327
ma.S.L7        0.1699      1.497      0.113      0.910      -2.764       3.104
sigma2         2.0258      1.096      1.848      0.065      -0.123       4.175
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 3.31
Prob(Q):                              0.41   Prob(JB):                         0.19
Heteroskedasticity (H):               4.32   Skew:                            -1.13
Prob(H) (two-sided):                  0.19   Kurtosis:                         4.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.80017150836495, Current Price: 119.74
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.039
Date:                           Wed, 09 Oct 2024   AIC                             56.077
Time:                                   14:40:40   BIC                             58.902
Sample:                                        0   HQIC                            55.497
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7205      0.898      0.802      0.423      -1.040       2.481
ma.L1         -0.5363      1.218     -0.440      0.660      -2.923       1.850
ar.S.L7       -0.2476      1.454     -0.170      0.865      -3.098       2.603
ma.S.L7        0.1766      1.914      0.092      0.926      -3.574       3.928
sigma2         1.9843      1.146      1.732      0.083      -0.261       4.230
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 5.79
Prob(Q):                              0.32   Prob(JB):                         0.06
Heteroskedasticity (H):               5.77   Skew:                            -1.38
Prob(H) (two-sided):                  0.12   Kurtosis:                         4.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.54294707934851, Current Price: 120.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.511
Date:                           Wed, 09 Oct 2024   AIC                             55.022
Time:                                   14:40:40   BIC                             57.847
Sample:                                        0   HQIC                            54.441
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5806      1.474      0.394      0.694      -2.308       3.469
ma.L1         -0.4343      1.544     -0.281      0.778      -3.460       2.591
ar.S.L7       -0.3031      1.447     -0.210      0.834      -3.138       2.532
ma.S.L7        0.1774      2.057      0.086      0.931      -3.854       4.209
sigma2         1.8357      1.179      1.557      0.120      -0.476       4.147
===================================================================================
Ljung-Box (L1) (Q):                   1.50   Jarque-Bera (JB):                12.57
Prob(Q):                              0.22   Prob(JB):                         0.00
Heteroskedasticity (H):               0.97   Skew:                            -1.88
Prob(H) (two-sided):                  0.98   Kurtosis:                         6.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.14575665857465, Current Price: 119.55
BUY EXECUTED at 119.55
BUY ORDER COMPLETED at 119.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.146
Date:                           Wed, 09 Oct 2024   AIC                             54.292
Time:                                   14:40:40   BIC                             57.117
Sample:                                        0   HQIC                            53.711
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5999      0.723      0.830      0.407      -0.817       2.016
ma.L1         -0.4425      1.049     -0.422      0.673      -2.499       1.614
ar.S.L7       -0.2785      0.578     -0.482      0.630      -1.412       0.855
ma.S.L7        0.8564     12.958      0.066      0.947     -24.541      26.254
sigma2         1.1743     14.205      0.083      0.934     -26.667      29.016
===================================================================================
Ljung-Box (L1) (Q):                   1.39   Jarque-Bera (JB):                 7.94
Prob(Q):                              0.24   Prob(JB):                         0.02
Heteroskedasticity (H):               0.55   Skew:                            -1.59
Prob(H) (two-sided):                  0.57   Kurtosis:                         5.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.49885851837378, Current Price: 119.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.842
Date:                           Wed, 09 Oct 2024   AIC                             53.684
Time:                                   14:40:41   BIC                             56.508
Sample:                                        0   HQIC                            53.103
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6178      1.961      0.315      0.753      -3.226       4.462
ma.L1         -0.4400      2.500     -0.176      0.860      -5.339       4.459
ar.S.L7       -0.2565      0.553     -0.464      0.643      -1.341       0.828
ma.S.L7        1.0011   1740.547      0.001      1.000   -3410.407    3412.410
sigma2         0.9811   1708.121      0.001      1.000   -3346.875    3348.837
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                14.30
Prob(Q):                              0.53   Prob(JB):                         0.00
Heteroskedasticity (H):               2.64   Skew:                            -1.94
Prob(H) (two-sided):                  0.37   Kurtosis:                         6.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.05839288379137, Current Price: 120.03
SELL EXECUTED at 120.03
SELL ORDER COMPLETED at 119.37
OPERATION PROFIT, GROSS -0.3499999999999943, NET -0.5890899999999943
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.648
Date:                           Wed, 09 Oct 2024   AIC                             55.296
Time:                                   14:40:41   BIC                             58.120
Sample:                                        0   HQIC                            54.715
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7727      0.497      1.555      0.120      -0.201       1.747
ma.L1         -1.0000   9.54e+04  -1.05e-05      1.000   -1.87e+05    1.87e+05
ar.S.L7       -0.5023      0.686     -0.732      0.464      -1.847       0.842
ma.S.L7       -0.5772      1.849     -0.312      0.755      -4.201       3.046
sigma2         1.3309   1.27e+05   1.05e-05      1.000   -2.49e+05    2.49e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.19   Jarque-Bera (JB):                16.74
Prob(Q):                              0.27   Prob(JB):                         0.00
Heteroskedasticity (H):               3.22   Skew:                            -2.10
Prob(H) (two-sided):                  0.28   Kurtosis:                         6.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.47714014123206, Current Price: 119.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.471
Date:                           Wed, 09 Oct 2024   AIC                             54.941
Time:                                   14:40:41   BIC                             57.766
Sample:                                        0   HQIC                            54.360
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3634      5.287     -0.069      0.945     -10.726       9.999
ma.L1          0.2526      5.891      0.043      0.966     -11.294      11.799
ar.S.L7       -0.4572      0.599     -0.763      0.446      -1.632       0.717
ma.S.L7       -1.0001   1.32e+04  -7.59e-05      1.000   -2.58e+04    2.58e+04
sigma2         1.1181   1.47e+04   7.59e-05      1.000   -2.89e+04    2.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                11.54
Prob(Q):                              0.47   Prob(JB):                         0.00
Heteroskedasticity (H):               2.70   Skew:                            -1.82
Prob(H) (two-sided):                  0.36   Kurtosis:                         5.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.89917185397117, Current Price: 119.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.593
Date:                           Wed, 09 Oct 2024   AIC                             55.186
Time:                                   14:40:41   BIC                             58.011
Sample:                                        0   HQIC                            54.605
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3558      3.659     -0.097      0.923      -7.527       6.816
ma.L1          0.2146      3.447      0.062      0.950      -6.542       6.971
ar.S.L7       -0.4881      0.685     -0.713      0.476      -1.830       0.854
ma.S.L7       -1.0001   1.23e+04  -8.13e-05      1.000   -2.41e+04    2.41e+04
sigma2         1.1397    1.4e+04   8.13e-05      1.000   -2.75e+04    2.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                10.13
Prob(Q):                              0.48   Prob(JB):                         0.01
Heteroskedasticity (H):               0.05   Skew:                            -1.73
Prob(H) (two-sided):                  0.01   Kurtosis:                         5.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.36033180259408, Current Price: 120.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.019
Date:                           Wed, 09 Oct 2024   AIC                             56.038
Time:                                   14:40:41   BIC                             58.862
Sample:                                        0   HQIC                            55.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3130     34.246      0.009      0.993     -66.807      67.433
ma.L1         -0.3002     34.064     -0.009      0.993     -67.064      66.463
ar.S.L7       -0.4468      0.710     -0.629      0.529      -1.839       0.945
ma.S.L7       -1.0001   1.64e+04  -6.09e-05      1.000   -3.22e+04    3.22e+04
sigma2         1.2170      2e+04   6.09e-05      1.000   -3.92e+04    3.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 7.27
Prob(Q):                              0.58   Prob(JB):                         0.03
Heteroskedasticity (H):               0.14   Skew:                            -1.55
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.24801707042825, Current Price: 121.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.874
Date:                           Wed, 09 Oct 2024   AIC                             55.749
Time:                                   14:40:41   BIC                             58.574
Sample:                                        0   HQIC                            55.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6678      0.906      0.737      0.461      -1.108       2.443
ma.L1         -0.5849      0.856     -0.683      0.494      -2.262       1.092
ar.S.L7       -0.3321      0.918     -0.362      0.717      -2.131       1.466
ma.S.L7       -1.0002   6669.929     -0.000      1.000   -1.31e+04    1.31e+04
sigma2         1.1443   7632.534      0.000      1.000    -1.5e+04     1.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                11.38
Prob(Q):                              0.58   Prob(JB):                         0.00
Heteroskedasticity (H):               0.24   Skew:                            -1.85
Prob(H) (two-sided):                  0.20   Kurtosis:                         5.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.71936355397068, Current Price: 120.74
BUY EXECUTED at 120.74
BUY ORDER COMPLETED at 120.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.520
Date:                           Wed, 09 Oct 2024   AIC                             53.039
Time:                                   14:40:41   BIC                             55.864
Sample:                                        0   HQIC                            52.459
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5847      0.768      0.762      0.446      -0.920       2.089
ma.L1         -0.6742      0.732     -0.921      0.357      -2.108       0.760
ar.S.L7       -0.4713      0.757     -0.622      0.534      -1.956       1.013
ma.S.L7       -1.0000   3.05e+04  -3.28e-05      1.000   -5.98e+04    5.98e+04
sigma2         0.9154   2.79e+04   3.28e-05      1.000   -5.48e+04    5.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                14.29
Prob(Q):                              0.98   Prob(JB):                         0.00
Heteroskedasticity (H):               0.33   Skew:                            -1.90
Prob(H) (two-sided):                  0.31   Kurtosis:                         6.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.07869089910025, Current Price: 120.83
SELL EXECUTED at 120.83
SELL ORDER COMPLETED at 121.28
OPERATION PROFIT, GROSS 0.37999999999999545, NET 0.13781999999999545
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.542
Date:                           Wed, 09 Oct 2024   AIC                             35.085
Time:                                   14:40:41   BIC                             37.909
Sample:                                        0   HQIC                            34.504
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1108      5.890      0.019      0.985     -11.434      11.656
ma.L1         -0.1394      5.819     -0.024      0.981     -11.544      11.265
ar.S.L7       -0.4167      0.226     -1.845      0.065      -0.859       0.026
ma.S.L7       -1.0001   6416.185     -0.000      1.000   -1.26e+04    1.26e+04
sigma2         0.2428   1557.934      0.000      1.000   -3053.251    3053.736
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.30
Prob(Q):                              1.00   Prob(JB):                         0.86
Heteroskedasticity (H):               5.04   Skew:                            -0.13
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.84340843190263, Current Price: 120.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.586
Date:                           Wed, 09 Oct 2024   AIC                             41.171
Time:                                   14:40:41   BIC                             43.996
Sample:                                        0   HQIC                            40.591
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2768      1.819     -0.152      0.879      -3.842       3.289
ma.L1          0.3925      1.642      0.239      0.811      -2.825       3.610
ar.S.L7       -0.3397      0.277     -1.227      0.220      -0.882       0.203
ma.S.L7       -1.0000   1.33e+04  -7.51e-05      1.000   -2.61e+04    2.61e+04
sigma2         0.3884   5169.088   7.51e-05      1.000   -1.01e+04    1.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.59   Prob(JB):                         0.79
Heteroskedasticity (H):               2.98   Skew:                             0.21
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.51425707831457, Current Price: 121.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.175
Date:                           Wed, 09 Oct 2024   AIC                             46.351
Time:                                   14:40:41   BIC                             49.176
Sample:                                        0   HQIC                            45.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1503      0.315      3.648      0.000       0.532       1.768
ma.L1         -1.0000   6573.256     -0.000      1.000   -1.29e+04    1.29e+04
ar.S.L7       -0.5691      0.137     -4.157      0.000      -0.837      -0.301
ma.S.L7        0.4921      0.822      0.599      0.549      -1.118       2.102
sigma2         0.7562   4970.919      0.000      1.000   -9742.065    9743.578
===================================================================================
Ljung-Box (L1) (Q):                   1.94   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.16   Prob(JB):                         0.95
Heteroskedasticity (H):               0.48   Skew:                             0.21
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.95903764519481, Current Price: 120.79
BUY EXECUTED at 120.79
BUY ORDER COMPLETED at 121.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.909
Date:                           Wed, 09 Oct 2024   AIC                             47.819
Time:                                   14:40:41   BIC                             50.644
Sample:                                        0   HQIC                            47.238
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6060      1.318      0.460      0.646      -1.977       3.189
ma.L1         -0.5098      1.575     -0.324      0.746      -3.596       2.577
ar.S.L7       -0.5870      0.145     -4.040      0.000      -0.872      -0.302
ma.S.L7        0.7373      1.754      0.420      0.674      -2.700       4.175
sigma2         0.7972      1.421      0.561      0.575      -1.989       3.583
===================================================================================
Ljung-Box (L1) (Q):                   1.79   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.18   Prob(JB):                         0.78
Heteroskedasticity (H):               0.79   Skew:                            -0.28
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.51612324957043, Current Price: 121.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.006
Date:                           Wed, 09 Oct 2024   AIC                             48.011
Time:                                   14:40:41   BIC                             50.836
Sample:                                        0   HQIC                            47.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6716      1.873      0.359      0.720      -3.000       4.343
ma.L1         -0.5616      2.285     -0.246      0.806      -5.040       3.917
ar.S.L7       -0.5838      0.148     -3.950      0.000      -0.874      -0.294
ma.S.L7        0.6517      1.383      0.471      0.637      -2.059       3.362
sigma2         0.8639      1.305      0.662      0.508      -1.695       3.423
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.56   Prob(JB):                         0.74
Heteroskedasticity (H):               0.75   Skew:                            -0.13
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.67788366950451, Current Price: 121.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.874
Date:                           Wed, 09 Oct 2024   AIC                             45.748
Time:                                   14:40:41   BIC                             48.573
Sample:                                        0   HQIC                            45.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6202      1.245      0.498      0.618      -1.820       3.060
ma.L1         -0.4465      1.495     -0.299      0.765      -3.377       2.484
ar.S.L7       -0.6326      0.144     -4.387      0.000      -0.915      -0.350
ma.S.L7        0.4707      0.829      0.568      0.570      -1.154       2.096
sigma2         0.8155      0.804      1.015      0.310      -0.759       2.391
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.54   Prob(JB):                         0.75
Heteroskedasticity (H):               0.49   Skew:                             0.03
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.3179806435599, Current Price: 121.94
SELL EXECUTED at 121.94
SELL ORDER COMPLETED at 122.8
OPERATION PROFIT, GROSS 1.6899999999999977, NET 1.4460899999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.024
Date:                           Wed, 09 Oct 2024   AIC                             46.047
Time:                                   14:40:41   BIC                             48.872
Sample:                                        0   HQIC                            45.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4058      0.330      1.229      0.219      -0.241       1.053
ma.L1         -0.2211      0.508     -0.435      0.663      -1.216       0.774
ar.S.L7       -0.6377      0.132     -4.846      0.000      -0.896      -0.380
ma.S.L7        1.0003   2898.693      0.000      1.000   -5680.333    5682.334
sigma2         0.5571   1614.820      0.000      1.000   -3164.432    3165.546
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.59   Prob(JB):                         0.69
Heteroskedasticity (H):               0.37   Skew:                            -0.20
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.19672664839726, Current Price: 122.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.585
Date:                           Wed, 09 Oct 2024   AIC                             35.170
Time:                                   14:40:41   BIC                             37.995
Sample:                                        0   HQIC                            34.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7939      0.260      3.049      0.002       0.284       1.304
ma.L1         -1.0012     77.274     -0.013      0.990    -152.455     150.453
ar.S.L7       -0.0048      0.015     -0.325      0.745      -0.034       0.024
ma.S.L7       -0.3041      0.376     -0.808      0.419      -1.042       0.434
sigma2         0.3718     28.785      0.013      0.990     -56.047      56.790
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.65   Prob(JB):                         0.72
Heteroskedasticity (H):               0.54   Skew:                             0.11
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.31736490218773, Current Price: 123.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.730
Date:                           Wed, 09 Oct 2024   AIC                             31.460
Time:                                   14:40:41   BIC                             34.285
Sample:                                        0   HQIC                            30.880
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6679      0.202      3.307      0.001       0.272       1.064
ma.L1         -0.3551      0.175     -2.034      0.042      -0.697      -0.013
ar.S.L7       -0.1010      0.405     -0.249      0.803      -0.895       0.693
ma.S.L7       -1.8309      3.213     -0.570      0.569      -8.129       4.467
sigma2         0.0767      0.248      0.309      0.757      -0.410       0.563
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.34   Prob(JB):                         0.84
Heteroskedasticity (H):               4.08   Skew:                            -0.39
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.7041802287916, Current Price: 124.3
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.670
Date:                           Wed, 09 Oct 2024   AIC                             27.339
Time:                                   14:40:41   BIC                             30.164
Sample:                                        0   HQIC                            26.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0172      0.107      9.529      0.000       0.808       1.226
ma.L1         -1.0000   1.93e+04  -5.19e-05      1.000   -3.77e+04    3.77e+04
ar.S.L7       -0.2492      0.213     -1.168      0.243      -0.668       0.169
ma.S.L7       -1.0001   1.69e+04  -5.91e-05      1.000   -3.32e+04    3.32e+04
sigma2         0.1076   3151.490   3.41e-05      1.000   -6176.700    6176.915
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.41   Prob(JB):                         0.78
Heteroskedasticity (H):               2.53   Skew:                             0.06
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.73905360633688, Current Price: 124.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.257
Date:                           Wed, 09 Oct 2024   AIC                             32.515
Time:                                   14:40:41   BIC                             35.340
Sample:                                        0   HQIC                            31.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4554      1.451      0.314      0.754      -2.389       3.300
ma.L1          0.3366      0.883      0.381      0.703      -1.394       2.067
ar.S.L7       -0.4608      0.130     -3.546      0.000      -0.715      -0.206
ma.S.L7        0.2851      0.689      0.414      0.679      -1.066       1.636
sigma2         0.3152      0.154      2.050      0.040       0.014       0.617
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.60   Prob(JB):                         0.62
Heteroskedasticity (H):               0.14   Skew:                             0.27
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.0961652460928, Current Price: 122.15
BUY EXECUTED at 122.15
BUY ORDER COMPLETED at 122.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.231
Date:                           Wed, 09 Oct 2024   AIC                             44.462
Time:                                   14:40:41   BIC                             47.287
Sample:                                        0   HQIC                            43.881
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2330      1.291      0.180      0.857      -2.298       2.764
ma.L1         -0.5811      0.815     -0.713      0.476      -2.178       1.016
ar.S.L7       -0.1770      0.210     -0.841      0.400      -0.589       0.235
ma.S.L7        1.0003   6857.497      0.000      1.000   -1.34e+04    1.34e+04
sigma2         0.5001   3429.340      0.000      1.000   -6720.883    6721.883
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.69   Prob(JB):                         0.49
Heteroskedasticity (H):               2.35   Skew:                            -0.77
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.10160419784822, Current Price: 121.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.051
Date:                           Wed, 09 Oct 2024   AIC                             46.102
Time:                                   14:40:41   BIC                             48.927
Sample:                                        0   HQIC                            45.522
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1423      2.725      0.052      0.958      -5.198       5.483
ma.L1          0.1762      3.001      0.059      0.953      -5.706       6.058
ar.S.L7       -0.3835      0.164     -2.338      0.019      -0.705      -0.062
ma.S.L7        0.2583      1.419      0.182      0.856      -2.523       3.040
sigma2         0.9159      0.450      2.036      0.042       0.034       1.798
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 9.75
Prob(Q):                              1.00   Prob(JB):                         0.01
Heteroskedasticity (H):               2.68   Skew:                            -1.64
Prob(H) (two-sided):                  0.36   Kurtosis:                         5.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.72285892966532, Current Price: 121.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.050
Date:                           Wed, 09 Oct 2024   AIC                             46.100
Time:                                   14:40:41   BIC                             48.925
Sample:                                        0   HQIC                            45.520
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2132      2.683      0.079      0.937      -5.045       5.472
ma.L1          0.1242      3.018      0.041      0.967      -5.791       6.039
ar.S.L7       -0.3806      0.169     -2.246      0.025      -0.713      -0.048
ma.S.L7        0.2100      1.322      0.159      0.874      -2.381       2.801
sigma2         0.9245      0.381      2.429      0.015       0.179       1.670
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 9.93
Prob(Q):                              0.99   Prob(JB):                         0.01
Heteroskedasticity (H):               2.63   Skew:                            -1.66
Prob(H) (two-sided):                  0.37   Kurtosis:                         5.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.14104852171525, Current Price: 119.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.636
Date:                           Wed, 09 Oct 2024   AIC                             45.273
Time:                                   14:40:41   BIC                             48.097
Sample:                                        0   HQIC                            44.692
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2352      0.940     -0.250      0.803      -2.078       1.608
ma.L1          1.0000   1.04e+04   9.64e-05      1.000   -2.03e+04    2.03e+04
ar.S.L7       -0.7799      0.243     -3.204      0.001      -1.257      -0.303
ma.S.L7        0.0994      0.680      0.146      0.884      -1.232       1.431
sigma2         0.7754   8042.900   9.64e-05      1.000   -1.58e+04    1.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.23
Prob(Q):                              0.86   Prob(JB):                         0.12
Heteroskedasticity (H):              13.55   Skew:                            -1.33
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.87671557493357, Current Price: 117.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.908
Date:                           Wed, 09 Oct 2024   AIC                             45.815
Time:                                   14:40:41   BIC                             48.640
Sample:                                        0   HQIC                            45.235
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1836      0.369      0.498      0.618      -0.539       0.906
ma.L1          1.0000   4667.270      0.000      1.000   -9146.681    9148.681
ar.S.L7       -0.9543      0.098     -9.749      0.000      -1.146      -0.762
ma.S.L7        0.1983      0.659      0.301      0.764      -1.094       1.490
sigma2         0.7789   3635.656      0.000      1.000   -7124.976    7126.533
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.77   Prob(JB):                         0.66
Heteroskedasticity (H):               2.97   Skew:                            -0.22
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.0379489460132, Current Price: 116.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.420
Date:                           Wed, 09 Oct 2024   AIC                             50.840
Time:                                   14:40:41   BIC                             53.665
Sample:                                        0   HQIC                            50.260
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7380      0.941      0.784      0.433      -1.107       2.583
ma.L1         -8.0663     37.377     -0.216      0.829     -81.323      65.190
ar.S.L7       -0.5656      2.238     -0.253      0.801      -4.952       3.821
ma.S.L7       -9.4530    235.942     -0.040      0.968    -471.890     452.984
sigma2         0.0002      0.011      0.021      0.983      -0.021       0.021
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.94
Prob(Q):                              0.98   Prob(JB):                         0.23
Heteroskedasticity (H):               9.58   Skew:                            -1.16
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.46376460489319, Current Price: 117.12
SELL EXECUTED at 117.12
SELL ORDER COMPLETED at 117.27
OPERATION PROFIT, GROSS -4.8500000000000085, NET -5.089390000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.275
Date:                           Wed, 09 Oct 2024   AIC                             50.550
Time:                                   14:40:42   BIC                             53.374
Sample:                                        0   HQIC                            49.969
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0666      0.513     -0.130      0.897      -1.073       0.939
ma.L1          1.0000   1751.751      0.001      1.000   -3432.368    3434.368
ar.S.L7       -0.9365      0.274     -3.421      0.001      -1.473      -0.400
ma.S.L7       -0.6632      2.698     -0.246      0.806      -5.952       4.626
sigma2         0.9974   1747.380      0.001      1.000   -3423.804    3425.799
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.98   Prob(JB):                         0.96
Heteroskedasticity (H):               8.93   Skew:                            -0.19
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.65326290860067, Current Price: 116.77
BUY EXECUTED at 116.77
BUY ORDER COMPLETED at 116.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.430
Date:                           Wed, 09 Oct 2024   AIC                             52.860
Time:                                   14:40:42   BIC                             55.685
Sample:                                        0   HQIC                            52.280
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1063      0.619      0.172      0.864      -1.108       1.320
ma.L1          0.6181      0.481      1.284      0.199      -0.326       1.562
ar.S.L7       -0.5606      0.457     -1.228      0.219      -1.455       0.334
ma.S.L7        0.1118      1.071      0.104      0.917      -1.988       2.211
sigma2         1.5655      0.804      1.948      0.051      -0.009       3.140
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.83   Prob(JB):                         0.81
Heteroskedasticity (H):               5.59   Skew:                            -0.41
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.5199808168452, Current Price: 116.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.945
Date:                           Wed, 09 Oct 2024   AIC                             51.890
Time:                                   14:40:42   BIC                             54.714
Sample:                                        0   HQIC                            51.309
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0241      0.517     -0.047      0.963      -1.038       0.989
ma.L1          1.0000   3249.545      0.000      1.000   -6367.990    6369.990
ar.S.L7       -0.6281      0.342     -1.834      0.067      -1.299       0.043
ma.S.L7        0.2867      1.019      0.281      0.779      -1.711       2.284
sigma2         1.2224   3972.246      0.000      1.000   -7784.237    7786.682
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.72   Prob(JB):                         0.89
Heteroskedasticity (H):               6.47   Skew:                            -0.25
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.33191466518174, Current Price: 115.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.291
Date:                           Wed, 09 Oct 2024   AIC                             52.583
Time:                                   14:40:42   BIC                             55.407
Sample:                                        0   HQIC                            52.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1366      0.394      0.346      0.729      -0.637       0.910
ma.L1          1.0000   8259.578      0.000      1.000   -1.62e+04    1.62e+04
ar.S.L7       -0.5857      0.207     -2.823      0.005      -0.992      -0.179
ma.S.L7        1.0002   4822.950      0.000      1.000   -9451.808    9453.808
sigma2         0.7857   9023.810   8.71e-05      1.000   -1.77e+04    1.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.84   Prob(JB):                         0.97
Heteroskedasticity (H):               0.62   Skew:                            -0.01
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.49544780012202, Current Price: 115.58
SELL EXECUTED at 115.58
SELL ORDER COMPLETED at 115.72
OPERATION PROFIT, GROSS -1.1899999999999977, NET -1.4226299999999976
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.621
Date:                           Wed, 09 Oct 2024   AIC                             53.242
Time:                                   14:40:42   BIC                             56.066
Sample:                                        0   HQIC                            52.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0668      0.780      0.086      0.932      -1.462       1.596
ma.L1          0.4742      0.752      0.631      0.528      -1.000       1.948
ar.S.L7       -0.4907      1.282     -0.383      0.702      -3.004       2.023
ma.S.L7       -0.4171      1.973     -0.211      0.833      -4.284       3.450
sigma2         1.5099      1.498      1.008      0.314      -1.427       4.447
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.36   Prob(JB):                         0.96
Heteroskedasticity (H):               0.43   Skew:                             0.02
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.07831069054471, Current Price: 115.54
BUY EXECUTED at 115.54
BUY ORDER COMPLETED at 113.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.690
Date:                           Wed, 09 Oct 2024   AIC                             53.381
Time:                                   14:40:42   BIC                             56.206
Sample:                                        0   HQIC                            52.800
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0648      0.868      0.075      0.941      -1.636       1.766
ma.L1          0.4765      0.775      0.615      0.539      -1.043       1.996
ar.S.L7       -0.4631      0.946     -0.489      0.625      -2.318       1.392
ma.S.L7       -0.3740      1.460     -0.256      0.798      -3.236       2.488
sigma2         1.5506      1.148      1.350      0.177      -0.700       3.801
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.35   Prob(JB):                         0.97
Heteroskedasticity (H):               0.26   Skew:                             0.07
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.69344010230917, Current Price: 113.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.208
Date:                           Wed, 09 Oct 2024   AIC                             54.417
Time:                                   14:40:42   BIC                             57.241
Sample:                                        0   HQIC                            53.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0976      0.658     -0.148      0.882      -1.387       1.191
ma.L1          1.0000   6351.997      0.000      1.000   -1.24e+04    1.25e+04
ar.S.L7       -0.3289      0.356     -0.924      0.356      -1.027       0.369
ma.S.L7       -0.1862      0.645     -0.289      0.773      -1.450       1.078
sigma2         1.5798      1e+04      0.000      1.000   -1.97e+04    1.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.73   Prob(JB):                         0.83
Heteroskedasticity (H):               0.65   Skew:                             0.25
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.57383297389799, Current Price: 112.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.911
Date:                           Wed, 09 Oct 2024   AIC                             45.822
Time:                                   14:40:42   BIC                             48.647
Sample:                                        0   HQIC                            45.241
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1526      0.236      0.647      0.518      -0.310       0.615
ma.L1          1.0000   1.35e+04   7.41e-05      1.000   -2.65e+04    2.65e+04
ar.S.L7       -0.0938      0.193     -0.486      0.627      -0.472       0.284
ma.S.L7       -1.0000   2.12e+04  -4.72e-05      1.000   -4.15e+04    4.15e+04
sigma2         0.5159   1.74e+04   2.97e-05      1.000   -3.41e+04    3.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.80   Prob(JB):                         0.56
Heteroskedasticity (H):               0.81   Skew:                             0.32
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.21020428374644, Current Price: 113.8
SELL EXECUTED at 113.8
SELL ORDER COMPLETED at 112.76
OPERATION PROFIT, GROSS -1.1099999999999994, NET -1.3366299999999995
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.080
Date:                           Wed, 09 Oct 2024   AIC                             48.160
Time:                                   14:40:42   BIC                             50.984
Sample:                                        0   HQIC                            47.579
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2535      0.424      0.597      0.550      -0.578       1.085
ma.L1          1.0000    752.117      0.001      0.999   -1473.123    1475.123
ar.S.L7        0.0016      0.002      0.762      0.446      -0.002       0.006
ma.S.L7       -0.9998   2926.207     -0.000      1.000   -5736.259    5734.260
sigma2         0.6773   2223.553      0.000      1.000   -4357.406    4358.761
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.62   Prob(JB):                         0.65
Heteroskedasticity (H):               1.42   Skew:                             0.17
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.59179066200504, Current Price: 113.27
BUY EXECUTED at 113.27
BUY ORDER COMPLETED at 112.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.560
Date:                           Wed, 09 Oct 2024   AIC                             51.120
Time:                                   14:40:42   BIC                             53.945
Sample:                                        0   HQIC                            50.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1      -8.207e-05      0.455     -0.000      1.000      -0.892       0.892
ma.L1          1.0000    487.962      0.002      0.998    -955.389     957.389
ar.S.L7       -0.0006      0.001     -1.038      0.299      -0.002       0.001
ma.S.L7       -1.0393     18.094     -0.057      0.954     -36.502      34.423
sigma2         0.8804    428.900      0.002      0.998    -839.748     841.508
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.59   Prob(JB):                         0.71
Heteroskedasticity (H):               1.40   Skew:                            -0.19
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.54882597676487, Current Price: 111.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.017
Date:                           Wed, 09 Oct 2024   AIC                             52.035
Time:                                   14:40:42   BIC                             54.859
Sample:                                        0   HQIC                            51.454
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1088      0.458     -0.238      0.812      -1.006       0.789
ma.L1          0.9157      0.684      1.338      0.181      -0.426       2.257
ar.S.L7       -0.1083      0.390     -0.277      0.781      -0.873       0.657
ma.S.L7       -0.3429      0.564     -0.608      0.543      -1.449       0.763
sigma2         1.3649      0.967      1.412      0.158      -0.530       3.260
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.40   Prob(JB):                         0.76
Heteroskedasticity (H):               1.33   Skew:                             0.11
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.05315700861358, Current Price: 111.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.628
Date:                           Wed, 09 Oct 2024   AIC                             49.256
Time:                                   14:40:42   BIC                             52.080
Sample:                                        0   HQIC                            48.675
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4759      0.463     -1.027      0.304      -1.384       0.432
ma.L1          1.0000   3.35e+04   2.99e-05      1.000   -6.56e+04    6.56e+04
ar.S.L7       -0.2421      1.098     -0.221      0.825      -2.394       1.910
ma.S.L7       -0.2242      1.523     -0.147      0.883      -3.208       2.760
sigma2         1.0396   3.48e+04   2.99e-05      1.000   -6.82e+04    6.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.34   Prob(JB):                         0.79
Heteroskedasticity (H):               1.91   Skew:                             0.37
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.36274392851188, Current Price: 112.14
SELL EXECUTED at 112.14
SELL ORDER COMPLETED at 111.15
OPERATION PROFIT, GROSS -1.539999999999992, NET -1.763839999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.260
Date:                           Wed, 09 Oct 2024   AIC                             50.520
Time:                                   14:40:42   BIC                             53.345
Sample:                                        0   HQIC                            49.940
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3251      0.676     -0.481      0.630      -1.649       0.999
ma.L1          1.2240      0.751      1.631      0.103      -0.247       2.695
ar.S.L7       -0.2337      0.381     -0.613      0.540      -0.981       0.513
ma.S.L7       -0.1117      0.693     -0.161      0.872      -1.469       1.246
sigma2         0.8671      1.012      0.857      0.391      -1.116       2.850
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.47   Prob(JB):                         0.78
Heteroskedasticity (H):               1.39   Skew:                             0.01
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.19321551626166, Current Price: 111.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.784
Date:                           Wed, 09 Oct 2024   AIC                             49.568
Time:                                   14:40:42   BIC                             52.392
Sample:                                        0   HQIC                            48.987
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4605      0.093     -4.937      0.000      -0.643      -0.278
ma.L1          1.0002    566.255      0.002      0.999   -1108.840    1110.840
ar.S.L7       -0.3421      0.228     -1.501      0.133      -0.789       0.105
ma.S.L7        0.3007      1.059      0.284      0.776      -1.775       2.376
sigma2         1.0089    570.742      0.002      0.999   -1117.625    1119.642
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.50   Prob(JB):                         0.65
Heteroskedasticity (H):               1.05   Skew:                             0.05
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.01113379563485, Current Price: 111.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.536
Date:                           Wed, 09 Oct 2024   AIC                             49.071
Time:                                   14:40:42   BIC                             51.896
Sample:                                        0   HQIC                            48.491
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4938      0.420     -1.176      0.240      -1.317       0.329
ma.L1          1.0000   2.07e+04   4.83e-05      1.000   -4.06e+04    4.06e+04
ar.S.L7       -0.3438      0.231     -1.491      0.136      -0.796       0.108
ma.S.L7        0.3010      0.924      0.326      0.745      -1.510       2.112
sigma2         0.9489   1.96e+04   4.83e-05      1.000   -3.85e+04    3.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.86   Prob(JB):                         0.76
Heteroskedasticity (H):               1.03   Skew:                            -0.05
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.6997527303101, Current Price: 111.83
BUY EXECUTED at 111.83
BUY ORDER COMPLETED at 111.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.242
Date:                           Wed, 09 Oct 2024   AIC                             48.485
Time:                                   14:40:42   BIC                             51.309
Sample:                                        0   HQIC                            47.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3043      0.828     -0.368      0.713      -1.926       1.318
ma.L1          1.1941      0.798      1.497      0.134      -0.369       2.757
ar.S.L7       -0.3415      0.274     -1.248      0.212      -0.878       0.195
ma.S.L7        0.2348      0.818      0.287      0.774      -1.368       1.837
sigma2         0.7512      0.880      0.853      0.393      -0.974       2.476
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.46   Prob(JB):                         0.83
Heteroskedasticity (H):               0.57   Skew:                             0.08
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.90173074209066, Current Price: 111.57
SELL EXECUTED at 111.57
SELL ORDER COMPLETED at 111.18
OPERATION PROFIT, GROSS -0.539999999999992, NET -0.762899999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.505
Date:                           Wed, 09 Oct 2024   AIC                             49.011
Time:                                   14:40:42   BIC                             51.835
Sample:                                        0   HQIC                            48.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3601      0.670     -0.538      0.591      -1.673       0.953
ma.L1          0.8054      0.661      1.218      0.223      -0.490       2.101
ar.S.L7       -0.3689      0.263     -1.400      0.161      -0.885       0.148
ma.S.L7        0.0685      1.035      0.066      0.947      -1.960       2.097
sigma2         1.1545      0.887      1.302      0.193      -0.584       2.893
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.61   Prob(JB):                         0.96
Heteroskedasticity (H):               0.11   Skew:                             0.03
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.46064591820128, Current Price: 110.4
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.499
Date:                           Wed, 09 Oct 2024   AIC                             44.998
Time:                                   14:40:42   BIC                             47.822
Sample:                                        0   HQIC                            44.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2509      0.641     -0.391      0.696      -1.508       1.006
ma.L1          0.7508      0.662      1.134      0.257      -0.547       2.048
ar.S.L7        0.0017      0.005      0.344      0.731      -0.008       0.011
ma.S.L7       -0.4934      2.033     -0.243      0.808      -4.478       3.491
sigma2         0.8038      0.626      1.285      0.199      -0.423       2.030
===================================================================================
Ljung-Box (L1) (Q):                   1.20   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.27   Prob(JB):                         0.96
Heteroskedasticity (H):               0.01   Skew:                             0.20
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.03941238424909, Current Price: 110.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.449
Date:                           Wed, 09 Oct 2024   AIC                             42.898
Time:                                   14:40:42   BIC                             45.723
Sample:                                        0   HQIC                            42.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4279      0.998     -0.429      0.668      -2.385       1.529
ma.L1          0.7621      0.888      0.858      0.391      -0.979       2.503
ar.S.L7        0.1043      0.497      0.210      0.834      -0.869       1.078
ma.S.L7       -0.3547      0.705     -0.503      0.615      -1.737       1.028
sigma2         0.6976      0.481      1.449      0.147      -0.246       1.641
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.95   Prob(JB):                         0.85
Heteroskedasticity (H):               0.20   Skew:                            -0.07
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.30393599559027, Current Price: 110.45
BUY EXECUTED at 110.45
BUY ORDER COMPLETED at 110.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.417
Date:                           Wed, 09 Oct 2024   AIC                             38.833
Time:                                   14:40:42   BIC                             41.658
Sample:                                        0   HQIC                            38.252
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3532      0.933     -0.379      0.705      -2.182       1.476
ma.L1          0.7696      0.672      1.145      0.252      -0.548       2.087
ar.S.L7       -0.0140      1.059     -0.013      0.989      -2.090       2.062
ma.S.L7       -0.4535      0.792     -0.573      0.567      -2.005       1.099
sigma2         0.4920      0.373      1.319      0.187      -0.239       1.223
===================================================================================
Ljung-Box (L1) (Q):                   1.80   Jarque-Bera (JB):                 2.33
Prob(Q):                              0.18   Prob(JB):                         0.31
Heteroskedasticity (H):               0.39   Skew:                             1.04
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.97703010184284, Current Price: 108.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.218
Date:                           Wed, 09 Oct 2024   AIC                             32.436
Time:                                   14:40:42   BIC                             35.260
Sample:                                        0   HQIC                            31.855
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7838      0.176     -4.462      0.000      -1.128      -0.440
ma.L1          1.0000   2.21e+04   4.53e-05      1.000   -4.33e+04    4.33e+04
ar.S.L7       -0.0146      0.195     -0.075      0.940      -0.396       0.367
ma.S.L7       -1.0000   2.54e+04  -3.94e-05      1.000   -4.98e+04    4.98e+04
sigma2         0.1759   7170.565   2.45e-05      1.000   -1.41e+04    1.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.81   Prob(JB):                         0.78
Heteroskedasticity (H):               0.43   Skew:                             0.40
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.91391266920598, Current Price: 107.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.731
Date:                           Wed, 09 Oct 2024   AIC                             35.461
Time:                                   14:40:42   BIC                             38.286
Sample:                                        0   HQIC                            34.881
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0324      1.109      0.029      0.977      -2.141       2.206
ma.L1          3.2755     10.076      0.325      0.745     -16.474      23.025
ar.S.L7       -0.1454      0.184     -0.791      0.429      -0.506       0.215
ma.S.L7       -0.3097      0.362     -0.855      0.393      -1.020       0.401
sigma2         0.0372      0.244      0.153      0.879      -0.440       0.515
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.55   Prob(JB):                         0.92
Heteroskedasticity (H):               1.44   Skew:                             0.09
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.43605387254424, Current Price: 108.05
SELL EXECUTED at 108.05
SELL ORDER COMPLETED at 108.6
OPERATION PROFIT, GROSS -2.3500000000000085, NET -2.5695500000000084
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.981
Date:                           Wed, 09 Oct 2024   AIC                             33.961
Time:                                   14:40:42   BIC                             36.786
Sample:                                        0   HQIC                            33.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0475      1.053      0.045      0.964      -2.017       2.112
ma.L1          0.3138      0.811      0.387      0.699      -1.275       1.903
ar.S.L7       -0.1176      0.164     -0.716      0.474      -0.439       0.204
ma.S.L7       -0.8647      3.519     -0.246      0.806      -7.761       6.032
sigma2         0.2537      0.850      0.298      0.765      -1.412       1.920
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.71   Prob(JB):                         0.88
Heteroskedasticity (H):               0.99   Skew:                            -0.23
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.80062443721822, Current Price: 108.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.039
Date:                           Wed, 09 Oct 2024   AIC                             36.079
Time:                                   14:40:42   BIC                             38.903
Sample:                                        0   HQIC                            35.498
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4809      0.466     -1.033      0.302      -1.393       0.432
ma.L1          1.4114      0.811      1.740      0.082      -0.179       3.001
ar.S.L7       -0.2304      0.165     -1.399      0.162      -0.553       0.092
ma.S.L7       -1.0006   1739.997     -0.001      1.000   -3411.332    3409.331
sigma2         0.1269    220.854      0.001      1.000    -432.740     432.994
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.98   Prob(JB):                         0.69
Heteroskedasticity (H):               1.14   Skew:                            -0.56
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.41070307287741, Current Price: 107.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.633
Date:                           Wed, 09 Oct 2024   AIC                             35.267
Time:                                   14:40:42   BIC                             38.092
Sample:                                        0   HQIC                            34.686
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0202      1.209     -0.017      0.987      -2.391       2.350
ma.L1          0.4282      0.789      0.543      0.587      -1.118       1.975
ar.S.L7       -0.2267      0.265     -0.855      0.392      -0.746       0.293
ma.S.L7       -1.0000   2.53e+04  -3.96e-05      1.000   -4.95e+04    4.95e+04
sigma2         0.2463   6225.643   3.96e-05      1.000   -1.22e+04    1.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.72   Prob(JB):                         0.60
Heteroskedasticity (H):               1.34   Skew:                            -0.68
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 107.82296818986255, Current Price: 107.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.298
Date:                           Wed, 09 Oct 2024   AIC                             28.597
Time:                                   14:40:42   BIC                             31.421
Sample:                                        0   HQIC                            28.016
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2281      0.815     -0.280      0.780      -1.826       1.370
ma.L1          0.5663      0.592      0.956      0.339      -0.594       1.727
ar.S.L7       -0.6082      0.328     -1.854      0.064      -1.251       0.035
ma.S.L7       -0.0586      0.267     -0.219      0.827      -0.583       0.466
sigma2         0.2442      0.097      2.515      0.012       0.054       0.435
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 3.47
Prob(Q):                              0.38   Prob(JB):                         0.18
Heteroskedasticity (H):               2.13   Skew:                            -1.16
Prob(H) (two-sided):                  0.48   Kurtosis:                         4.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.06842149062555, Current Price: 107.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.141
Date:                           Wed, 09 Oct 2024   AIC                             28.283
Time:                                   14:40:42   BIC                             31.107
Sample:                                        0   HQIC                            27.702
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2684      1.234     -0.218      0.828      -2.687       2.150
ma.L1          0.4701      0.940      0.500      0.617      -1.373       2.313
ar.S.L7       -0.4660      0.478     -0.975      0.330      -1.403       0.471
ma.S.L7       -0.1246      0.366     -0.340      0.734      -0.843       0.594
sigma2         0.2376      0.089      2.660      0.008       0.063       0.413
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.90   Prob(JB):                         0.56
Heteroskedasticity (H):               6.15   Skew:                            -0.65
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.38894079262174, Current Price: 107.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.042
Date:                           Wed, 09 Oct 2024   AIC                             30.084
Time:                                   14:40:42   BIC                             32.909
Sample:                                        0   HQIC                            29.504
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3056      0.719      0.425      0.671      -1.103       1.714
ma.L1         -0.7993      0.673     -1.188      0.235      -2.118       0.519
ar.S.L7       -0.9168      0.184     -4.969      0.000      -1.278      -0.555
ma.S.L7        0.6968      2.518      0.277      0.782      -4.238       5.632
sigma2         0.2174      0.378      0.575      0.566      -0.524       0.959
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.70   Prob(JB):                         0.83
Heteroskedasticity (H):               8.25   Skew:                            -0.40
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 106.99993379076857, Current Price: 108.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.589
Date:                           Wed, 09 Oct 2024   AIC                             33.178
Time:                                   14:40:43   BIC                             36.003
Sample:                                        0   HQIC                            32.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3076      0.538     -0.572      0.567      -1.362       0.747
ma.L1          0.9999    824.209      0.001      0.999   -1614.421    1616.420
ar.S.L7       -0.8828      0.278     -3.181      0.001      -1.427      -0.339
ma.S.L7        0.6631      1.027      0.645      0.519      -1.350       2.676
sigma2         0.2429    200.325      0.001      0.999    -392.388     392.874
===================================================================================
Ljung-Box (L1) (Q):                   0.97   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.33   Prob(JB):                         0.87
Heteroskedasticity (H):              10.23   Skew:                            -0.12
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 108.73852742912868, Current Price: 108.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.449
Date:                           Wed, 09 Oct 2024   AIC                             34.898
Time:                                   14:40:43   BIC                             37.722
Sample:                                        0   HQIC                            34.317
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3402      0.693     -0.491      0.623      -1.699       1.018
ma.L1          1.0000   4483.497      0.000      1.000   -8786.494    8788.494
ar.S.L7       -0.8641      0.251     -3.444      0.001      -1.356      -0.372
ma.S.L7        0.4502      0.997      0.451      0.652      -1.505       2.405
sigma2         0.3138   1406.949      0.000      1.000   -2757.255    2757.882
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.36   Prob(JB):                         0.73
Heteroskedasticity (H):               2.82   Skew:                            -0.54
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.08194575110569, Current Price: 110.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.713
Date:                           Wed, 09 Oct 2024   AIC                             37.426
Time:                                   14:40:43   BIC                             40.251
Sample:                                        0   HQIC                            36.846
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3727      0.171     -2.177      0.029      -0.708      -0.037
ma.L1          1.0000   8349.053      0.000      1.000   -1.64e+04    1.64e+04
ar.S.L7       -0.9632      0.233     -4.140      0.000      -1.419      -0.507
ma.S.L7        1.0000   3.59e+04   2.79e-05      1.000   -7.04e+04    7.04e+04
sigma2         0.2427   9206.872   2.64e-05      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.38   Prob(JB):                         0.67
Heteroskedasticity (H):               1.48   Skew:                            -0.57
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.1129835968849, Current Price: 109.61
BUY EXECUTED at 109.61
BUY ORDER COMPLETED at 109.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.814
Date:                           Wed, 09 Oct 2024   AIC                             37.628
Time:                                   14:40:43   BIC                             40.453
Sample:                                        0   HQIC                            37.047
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5059      0.541     -0.935      0.350      -1.566       0.554
ma.L1          1.0001   1439.586      0.001      0.999   -2820.537    2822.537
ar.S.L7       -0.9578      0.210     -4.570      0.000      -1.369      -0.547
ma.S.L7        1.0019    563.563      0.002      0.999   -1103.561    1105.565
sigma2         0.2373    401.738      0.001      1.000    -787.154     787.629
===================================================================================
Ljung-Box (L1) (Q):                   1.36   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.24   Prob(JB):                         0.71
Heteroskedasticity (H):               1.67   Skew:                            -0.30
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.95673473344259, Current Price: 110.47
SELL EXECUTED at 110.47
SELL ORDER COMPLETED at 111.06
OPERATION PROFIT, GROSS 1.4399999999999977, NET 1.2193199999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.985
Date:                           Wed, 09 Oct 2024   AIC                             37.970
Time:                                   14:40:43   BIC                             40.795
Sample:                                        0   HQIC                            37.389
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2954      2.432     -0.121      0.903      -5.063       4.472
ma.L1          0.4564      2.409      0.189      0.850      -4.266       5.179
ar.S.L7       -0.9965      0.206     -4.838      0.000      -1.400      -0.593
ma.S.L7        1.0001   1.07e+04   9.39e-05      1.000   -2.09e+04    2.09e+04
sigma2         0.3030   3228.650   9.39e-05      1.000   -6327.735    6328.341
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.47   Prob(JB):                         0.70
Heteroskedasticity (H):               0.76   Skew:                            -0.37
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.71019750770847, Current Price: 110.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.350
Date:                           Wed, 09 Oct 2024   AIC                             38.700
Time:                                   14:40:43   BIC                             41.525
Sample:                                        0   HQIC                            38.120
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3376      0.199     -1.696      0.090      -0.728       0.053
ma.L1          1.0000   1.07e+04   9.33e-05      1.000    -2.1e+04     2.1e+04
ar.S.L7       -0.9707      0.304     -3.191      0.001      -1.567      -0.374
ma.S.L7        0.4532      1.483      0.306      0.760      -2.453       3.359
sigma2         0.4206   4505.978   9.33e-05      1.000   -8831.133    8831.975
===================================================================================
Ljung-Box (L1) (Q):                   1.60   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.21   Prob(JB):                         0.69
Heteroskedasticity (H):               1.38   Skew:                            -0.53
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 109.74846201001002, Current Price: 112.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.458
Date:                           Wed, 09 Oct 2024   AIC                             44.917
Time:                                   14:40:43   BIC                             47.741
Sample:                                        0   HQIC                            44.336
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1874      0.712      0.263      0.793      -1.209       1.584
ma.L1          0.2022      0.827      0.244      0.807      -1.419       1.823
ar.S.L7        0.4517      0.457      0.989      0.323      -0.444       1.347
ma.S.L7       -0.7343      1.741     -0.422      0.673      -4.147       2.678
sigma2         0.6588      1.213      0.543      0.587      -1.719       3.037
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.47   Prob(JB):                         0.61
Heteroskedasticity (H):               1.63   Skew:                            -0.44
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.46966592306985, Current Price: 111.75
BUY EXECUTED at 111.75
BUY ORDER COMPLETED at 112.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.981
Date:                           Wed, 09 Oct 2024   AIC                             45.961
Time:                                   14:40:43   BIC                             48.786
Sample:                                        0   HQIC                            45.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4993      0.708      0.705      0.481      -0.889       1.887
ma.L1         -0.2990      0.855     -0.350      0.726      -1.974       1.376
ar.S.L7       -0.6383      0.366     -1.746      0.081      -1.355       0.078
ma.S.L7        0.5940      1.744      0.341      0.733      -2.825       4.013
sigma2         0.7674      1.015      0.756      0.449      -1.221       2.756
===================================================================================
Ljung-Box (L1) (Q):                   1.65   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.20   Prob(JB):                         0.78
Heteroskedasticity (H):               3.79   Skew:                            -0.26
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.07331607100762, Current Price: 112.67
SELL EXECUTED at 112.67
SELL ORDER COMPLETED at 112.94
OPERATION PROFIT, GROSS 0.5499999999999972, NET 0.3246699999999971
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.896
Date:                           Wed, 09 Oct 2024   AIC                             43.792
Time:                                   14:40:43   BIC                             46.616
Sample:                                        0   HQIC                            43.211
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3576      1.907      0.187      0.851      -3.381       4.096
ma.L1         -0.2133      2.077     -0.103      0.918      -4.284       3.857
ar.S.L7       -0.6173      0.288     -2.143      0.032      -1.182      -0.053
ma.S.L7        1.0000   2.58e+04   3.88e-05      1.000   -5.06e+04    5.06e+04
sigma2         0.4741   1.22e+04   3.88e-05      1.000    -2.4e+04     2.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.76   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.18   Prob(JB):                         0.90
Heteroskedasticity (H):               2.95   Skew:                            -0.17
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.20899757560929, Current Price: 113.15
BUY EXECUTED at 113.15
BUY ORDER COMPLETED at 112.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.603
Date:                           Wed, 09 Oct 2024   AIC                             45.207
Time:                                   14:40:43   BIC                             48.032
Sample:                                        0   HQIC                            44.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3133      3.710      0.084      0.933      -6.958       7.584
ma.L1         -0.2242      3.849     -0.058      0.954      -7.768       7.319
ar.S.L7       -0.6031      0.272     -2.216      0.027      -1.136      -0.070
ma.S.L7        0.5665      1.352      0.419      0.675      -2.083       3.216
sigma2         0.7574      0.898      0.843      0.399      -1.003       2.518
===================================================================================
Ljung-Box (L1) (Q):                   1.12   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.29   Prob(JB):                         0.78
Heteroskedasticity (H):               1.97   Skew:                             0.03
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.37341839970931, Current Price: 113.5
SELL EXECUTED at 113.5
SELL ORDER COMPLETED at 114.52
OPERATION PROFIT, GROSS 1.6499999999999915, NET 1.4226099999999915
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.631
Date:                           Wed, 09 Oct 2024   AIC                             47.262
Time:                                   14:40:43   BIC                             50.087
Sample:                                        0   HQIC                            46.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4173      1.930      0.216      0.829      -3.365       4.200
ma.L1         -0.3165      1.890     -0.168      0.867      -4.020       3.387
ar.S.L7       -0.5536      0.362     -1.528      0.126      -1.264       0.156
ma.S.L7        3.3748     13.021      0.259      0.795     -22.146      28.895
sigma2         0.0870      0.612      0.142      0.887      -1.113       1.287
===================================================================================
Ljung-Box (L1) (Q):                   2.84   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.09   Prob(JB):                         0.69
Heteroskedasticity (H):               0.82   Skew:                            -0.13
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.18353863673299, Current Price: 113.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.019
Date:                           Wed, 09 Oct 2024   AIC                             46.038
Time:                                   14:40:43   BIC                             48.863
Sample:                                        0   HQIC                            45.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0195      0.397     -2.568      0.010      -1.797      -0.242
ma.L1          1.0000   1.43e+04   6.98e-05      1.000   -2.81e+04    2.81e+04
ar.S.L7       -0.4464      0.203     -2.202      0.028      -0.844      -0.049
ma.S.L7        1.0006   1647.799      0.001      1.000   -3228.626    3230.627
sigma2         0.4532   6772.694   6.69e-05      1.000   -1.33e+04    1.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.52
Prob(Q):                              1.00   Prob(JB):                         0.77
Heteroskedasticity (H):               0.12   Skew:                            -0.17
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.43041881472433, Current Price: 114.21
BUY EXECUTED at 114.21
BUY ORDER COMPLETED at 115.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.497
Date:                           Wed, 09 Oct 2024   AIC                             44.995
Time:                                   14:40:43   BIC                             47.819
Sample:                                        0   HQIC                            44.414
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3814      1.513     -0.252      0.801      -3.346       2.583
ma.L1          0.2765      1.540      0.179      0.858      -2.743       3.296
ar.S.L7       -0.4361      0.317     -1.377      0.169      -1.057       0.185
ma.S.L7        0.3957      1.179      0.336      0.737      -1.914       2.706
sigma2         0.8081      0.725      1.115      0.265      -0.612       2.228
===================================================================================
Ljung-Box (L1) (Q):                   1.50   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.22   Prob(JB):                         0.81
Heteroskedasticity (H):               0.40   Skew:                            -0.01
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.98887964536605, Current Price: 115.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.263
Date:                           Wed, 09 Oct 2024   AIC                             36.525
Time:                                   14:40:43   BIC                             39.350
Sample:                                        0   HQIC                            35.944
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0131      0.218     -4.643      0.000      -1.441      -0.585
ma.L1          1.0000   3349.021      0.000      1.000   -6562.961    6564.961
ar.S.L7        0.0849      0.733      0.116      0.908      -1.352       1.522
ma.S.L7       -0.0594      0.711     -0.083      0.933      -1.453       1.335
sigma2         0.3871   1296.348      0.000      1.000   -2540.407    2541.182
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.71   Prob(JB):                         0.68
Heteroskedasticity (H):               1.17   Skew:                            -0.54
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.52587420218975, Current Price: 114.87
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.795
Date:                           Wed, 09 Oct 2024   AIC                             31.590
Time:                                   14:40:43   BIC                             34.415
Sample:                                        0   HQIC                            31.010
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3329      0.566     -0.588      0.556      -1.442       0.776
ma.L1          0.0583      0.709      0.082      0.934      -1.331       1.447
ar.S.L7        0.2331      0.163      1.428      0.153      -0.087       0.553
ma.S.L7       -1.0001   5887.743     -0.000      1.000   -1.15e+04    1.15e+04
sigma2         0.1868   1099.874      0.000      1.000   -2155.526    2155.899
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.76   Prob(JB):                         0.66
Heteroskedasticity (H):               0.09   Skew:                            -0.33
Prob(H) (two-sided):                  0.04   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.69849619844825, Current Price: 114.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.196
Date:                           Wed, 09 Oct 2024   AIC                             36.391
Time:                                   14:40:43   BIC                             39.216
Sample:                                        0   HQIC                            35.811
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9835      0.111     -8.882      0.000      -1.201      -0.766
ma.L1          1.0000   2839.531      0.000      1.000   -5564.379    5566.379
ar.S.L7       -0.0015      0.005     -0.302      0.763      -0.011       0.008
ma.S.L7        0.0954      0.357      0.267      0.789      -0.604       0.795
sigma2         0.3911   1110.466      0.000      1.000   -2176.082    2176.864
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.99   Prob(JB):                         0.71
Heteroskedasticity (H):               0.52   Skew:                            -0.15
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.64418825338376, Current Price: 115.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.971
Date:                           Wed, 09 Oct 2024   AIC                             35.941
Time:                                   14:40:43   BIC                             38.766
Sample:                                        0   HQIC                            35.361
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9218      0.117     -7.856      0.000      -1.152      -0.692
ma.L1          1.0000   6.57e+04   1.52e-05      1.000   -1.29e+05    1.29e+05
ar.S.L7       -0.0761      0.187     -0.406      0.684      -0.443       0.291
ma.S.L7        0.2699      0.620      0.436      0.663      -0.944       1.484
sigma2         0.3494    2.3e+04   1.52e-05      1.000    -4.5e+04     4.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.71   Prob(JB):                         0.66
Heteroskedasticity (H):               0.26   Skew:                             0.49
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.20413692795118, Current Price: 115.79
SELL EXECUTED at 115.79
SELL ORDER COMPLETED at 115.69
OPERATION PROFIT, GROSS -0.20000000000000284, NET -0.43158000000000285
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.374
Date:                           Wed, 09 Oct 2024   AIC                             36.748
Time:                                   14:40:43   BIC                             39.573
Sample:                                        0   HQIC                            36.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9173      0.154     -5.941      0.000      -1.220      -0.615
ma.L1          1.0000    5.2e+05   1.92e-06      1.000   -1.02e+06    1.02e+06
ar.S.L7       -0.0440      0.172     -0.256      0.798      -0.381       0.293
ma.S.L7        0.3052      0.692      0.441      0.659      -1.051       1.662
sigma2         0.3673   1.91e+05   1.92e-06      1.000   -3.74e+05    3.74e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.62   Prob(JB):                         0.77
Heteroskedasticity (H):               0.33   Skew:                             0.36
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.36991994799362, Current Price: 115.27
BUY EXECUTED at 115.27
BUY ORDER COMPLETED at 114.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.213
Date:                           Wed, 09 Oct 2024   AIC                             36.425
Time:                                   14:40:43   BIC                             39.250
Sample:                                        0   HQIC                            35.845
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8731      0.224     -3.900      0.000      -1.312      -0.434
ma.L1          0.6734      0.466      1.446      0.148      -0.240       1.586
ar.S.L7        0.0369      0.153      0.242      0.809      -0.263       0.336
ma.S.L7        0.0113      0.546      0.021      0.984      -1.059       1.082
sigma2         0.4388      0.268      1.639      0.101      -0.086       0.964
===================================================================================
Ljung-Box (L1) (Q):                   2.84   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.09   Prob(JB):                         0.75
Heteroskedasticity (H):               0.80   Skew:                             0.41
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.71243453570911, Current Price: 114.32
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.911
Date:                           Wed, 09 Oct 2024   AIC                             39.822
Time:                                   14:40:43   BIC                             42.647
Sample:                                        0   HQIC                            39.242
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7295      1.080     -0.675      0.499      -2.846       1.387
ma.L1          0.5448      1.365      0.399      0.690      -2.130       3.220
ar.S.L7       -0.0011      0.003     -0.353      0.724      -0.007       0.005
ma.S.L7       -0.9787     31.637     -0.031      0.975     -62.987      61.029
sigma2         0.3909     12.336      0.032      0.975     -23.787      24.569
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.94   Prob(JB):                         0.75
Heteroskedasticity (H):               4.39   Skew:                             0.29
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.2306362327099, Current Price: 113.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.457
Date:                           Wed, 09 Oct 2024   AIC                             46.914
Time:                                   14:40:43   BIC                             49.738
Sample:                                        0   HQIC                            46.333
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0778      2.665      0.029      0.977      -5.145       5.300
ma.L1          5.8896     88.839      0.066      0.947    -168.232     180.012
ar.S.L7       -0.2425      1.442     -0.168      0.866      -3.070       2.585
ma.S.L7        8.5020    157.943      0.054      0.957    -301.061     318.065
sigma2         0.0004      0.025      0.016      0.987      -0.049       0.049
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.84   Prob(JB):                         0.89
Heteroskedasticity (H):               2.54   Skew:                            -0.33
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.64110058484225, Current Price: 113.49
SELL EXECUTED at 113.49
SELL ORDER COMPLETED at 113.61
OPERATION PROFIT, GROSS -0.5300000000000011, NET -0.7577500000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.693
Date:                           Wed, 09 Oct 2024   AIC                             47.386
Time:                                   14:40:44   BIC                             50.211
Sample:                                        0   HQIC                            46.805
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7332      0.909     -0.807      0.420      -2.515       1.048
ma.L1          0.6723      1.162      0.578      0.563      -1.606       2.951
ar.S.L7       -0.0414      1.398     -0.030      0.976      -2.781       2.698
ma.S.L7      -10.8801    332.013     -0.033      0.974    -661.614     639.854
sigma2         0.0085      0.515      0.017      0.987      -1.000       1.017
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 2.02
Prob(Q):                              0.81   Prob(JB):                         0.36
Heteroskedasticity (H):              21.98   Skew:                            -0.88
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.35524906214582, Current Price: 113.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.374
Date:                           Wed, 09 Oct 2024   AIC                             46.747
Time:                                   14:40:44   BIC                             49.572
Sample:                                        0   HQIC                            46.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6087      0.703     -0.866      0.386      -1.986       0.769
ma.L1          1.0000   3177.200      0.000      1.000   -6226.199    6228.198
ar.S.L7        0.3308      0.848      0.390      0.696      -1.331       1.993
ma.S.L7        0.3844      1.609      0.239      0.811      -2.769       3.538
sigma2         0.7665   2435.008      0.000      1.000   -4771.762    4773.295
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.52   Prob(JB):                         0.94
Heteroskedasticity (H):              12.08   Skew:                            -0.18
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.94726689046549, Current Price: 115.55
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.016
Date:                           Wed, 09 Oct 2024   AIC                             48.032
Time:                                   14:40:44   BIC                             50.857
Sample:                                        0   HQIC                            47.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1051      1.831      0.057      0.954      -3.484       3.694
ma.L1          8.3650    137.820      0.061      0.952    -261.756     278.486
ar.S.L7        0.0944      0.814      0.116      0.908      -1.501       1.690
ma.S.L7        3.0535     14.304      0.213      0.831     -24.983      31.089
sigma2         0.0016      0.060      0.026      0.979      -0.116       0.120
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.98   Prob(JB):                         0.97
Heteroskedasticity (H):              17.60   Skew:                            -0.17
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.58506959474019, Current Price: 115.2
BUY EXECUTED at 115.2
BUY ORDER COMPLETED at 116.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.789
Date:                           Wed, 09 Oct 2024   AIC                             47.577
Time:                                   14:40:44   BIC                             50.402
Sample:                                        0   HQIC                            46.997
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5829      1.082     -0.539      0.590      -2.704       1.538
ma.L1          2.0005      5.264      0.380      0.704      -8.316      12.317
ar.S.L7       -0.5303      0.908     -0.584      0.559      -2.311       1.250
ma.S.L7       -1.0002   9789.015     -0.000      1.000   -1.92e+04    1.92e+04
sigma2         0.1534   1501.554      0.000      1.000   -2942.839    2943.145
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.72   Prob(JB):                         0.70
Heteroskedasticity (H):               0.50   Skew:                            -0.56
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.80775441055656, Current Price: 115.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.205
Date:                           Wed, 09 Oct 2024   AIC                             46.410
Time:                                   14:40:44   BIC                             49.235
Sample:                                        0   HQIC                            45.829
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0172      0.363     -2.801      0.005      -1.729      -0.305
ma.L1          1.0000   7534.835      0.000      1.000   -1.48e+04    1.48e+04
ar.S.L7       -0.6904      0.983     -0.702      0.483      -2.617       1.236
ma.S.L7       -0.6592      2.116     -0.312      0.755      -4.806       3.487
sigma2         0.6895   5195.202      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.50   Prob(JB):                         0.74
Heteroskedasticity (H):               0.32   Skew:                            -0.42
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.93931531643307, Current Price: 116.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.056
Date:                           Wed, 09 Oct 2024   AIC                             44.113
Time:                                   14:40:44   BIC                             46.938
Sample:                                        0   HQIC                            43.532
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9913      0.177     -5.613      0.000      -1.337      -0.645
ma.L1          1.0000   5146.306      0.000      1.000   -1.01e+04    1.01e+04
ar.S.L7       -0.8419      0.920     -0.915      0.360      -2.645       0.961
ma.S.L7       -1.0000   6.39e+04  -1.56e-05      1.000   -1.25e+05    1.25e+05
sigma2         0.4297   2.77e+04   1.55e-05      1.000   -5.42e+04    5.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.35   Prob(JB):                         0.70
Heteroskedasticity (H):               0.26   Skew:                            -0.56
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.27802913185009, Current Price: 117.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.110
Date:                           Wed, 09 Oct 2024   AIC                             46.221
Time:                                   14:40:44   BIC                             49.045
Sample:                                        0   HQIC                            45.640
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9851      0.593     -1.662      0.097      -2.147       0.177
ma.L1          1.0000   1.85e+04   5.42e-05      1.000   -3.62e+04    3.62e+04
ar.S.L7       -0.5826      1.177     -0.495      0.621      -2.889       1.724
ma.S.L7       -0.5094      1.354     -0.376      0.707      -3.164       2.145
sigma2         0.7425   1.37e+04   5.42e-05      1.000   -2.69e+04    2.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 1.80
Prob(Q):                              0.35   Prob(JB):                         0.41
Heteroskedasticity (H):               0.21   Skew:                            -0.91
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.52775553261283, Current Price: 117.46
SELL EXECUTED at 117.46
SELL ORDER COMPLETED at 118.09
OPERATION PROFIT, GROSS 1.8299999999999983, NET 1.5956499999999982
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.132
Date:                           Wed, 09 Oct 2024   AIC                             44.264
Time:                                   14:40:44   BIC                             47.089
Sample:                                        0   HQIC                            43.684
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9662      0.418     -2.312      0.021      -1.785      -0.147
ma.L1          1.0000   4.19e+04   2.39e-05      1.000   -8.21e+04    8.21e+04
ar.S.L7       -0.5022      0.880     -0.571      0.568      -2.226       1.222
ma.S.L7       -1.0002   5392.523     -0.000      1.000   -1.06e+04    1.06e+04
sigma2         0.4346   1.71e+04   2.54e-05      1.000   -3.36e+04    3.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.54
Prob(Q):                              0.58   Prob(JB):                         0.46
Heteroskedasticity (H):               0.34   Skew:                            -0.84
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.10650870116353, Current Price: 118.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.154
Date:                           Wed, 09 Oct 2024   AIC                             44.307
Time:                                   14:40:44   BIC                             47.132
Sample:                                        0   HQIC                            43.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9647      0.507     -1.901      0.057      -1.959       0.030
ma.L1          1.0000   1.68e+04   5.97e-05      1.000   -3.28e+04    3.28e+04
ar.S.L7       -0.4578      1.041     -0.440      0.660      -2.498       1.583
ma.S.L7       -1.0000   4.98e+04  -2.01e-05      1.000   -9.76e+04    9.76e+04
sigma2         0.4362    2.7e+04   1.62e-05      1.000   -5.29e+04    5.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.59
Prob(Q):                              0.51   Prob(JB):                         0.27
Heteroskedasticity (H):               0.10   Skew:                            -1.07
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.30503484888614, Current Price: 117.29
BUY EXECUTED at 117.29
BUY ORDER COMPLETED at 116.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.428
Date:                           Wed, 09 Oct 2024   AIC                             44.857
Time:                                   14:40:44   BIC                             47.682
Sample:                                        0   HQIC                            44.276
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9368      0.196     -4.787      0.000      -1.320      -0.553
ma.L1          1.0000   6.31e+05   1.58e-06      1.000   -1.24e+06    1.24e+06
ar.S.L7       -0.5619      0.636     -0.884      0.377      -1.808       0.684
ma.S.L7       -1.0001   1.74e+04  -5.74e-05      1.000   -3.41e+04    3.41e+04
sigma2         0.4550   2.85e+05    1.6e-06      1.000   -5.58e+05    5.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.52   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.22   Prob(JB):                         0.51
Heteroskedasticity (H):               0.31   Skew:                            -0.75
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.09092594312526, Current Price: 117.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.277
Date:                           Wed, 09 Oct 2024   AIC                             46.555
Time:                                   14:40:44   BIC                             49.379
Sample:                                        0   HQIC                            45.974
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0491      5.683     -0.009      0.993     -11.187      11.089
ma.L1          9.5358    517.359      0.018      0.985   -1004.469    1023.541
ar.S.L7       -0.5643      0.743     -0.759      0.448      -2.021       0.892
ma.S.L7       -0.9963    332.581     -0.003      0.998    -652.844     650.851
sigma2         0.0065      2.100      0.003      0.998      -4.110       4.123
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.70   Prob(JB):                         0.61
Heteroskedasticity (H):               0.30   Skew:                            -0.68
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.55103667889541, Current Price: 116.8
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.921
Date:                           Wed, 09 Oct 2024   AIC                             41.843
Time:                                   14:40:44   BIC                             44.667
Sample:                                        0   HQIC                            41.262
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9169      0.185     -4.948      0.000      -1.280      -0.554
ma.L1          1.0000   1.65e+04   6.05e-05      1.000   -3.24e+04    3.24e+04
ar.S.L7       -0.5932      0.612     -0.969      0.333      -1.793       0.607
ma.S.L7       -1.0003   5800.755     -0.000      1.000   -1.14e+04    1.14e+04
sigma2         0.3607   6909.365   5.22e-05      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.16
Prob(Q):                              1.00   Prob(JB):                         0.34
Heteroskedasticity (H):               0.41   Skew:                            -0.96
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.68444671131088, Current Price: 116.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.740
Date:                           Wed, 09 Oct 2024   AIC                             31.480
Time:                                   14:40:44   BIC                             34.305
Sample:                                        0   HQIC                            30.899
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9445      0.067    -14.137      0.000      -1.075      -0.814
ma.L1          1.0000   1.34e+05   7.48e-06      1.000   -2.62e+05    2.62e+05
ar.S.L7       -0.6424      0.285     -2.250      0.024      -1.202      -0.083
ma.S.L7       -0.3704      0.598     -0.619      0.536      -1.543       0.802
sigma2         0.2524   3.38e+04   7.48e-06      1.000   -6.62e+04    6.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.50   Prob(JB):                         0.72
Heteroskedasticity (H):               2.05   Skew:                            -0.51
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.56516477521099, Current Price: 117.45
SELL EXECUTED at 117.45
SELL ORDER COMPLETED at 117.93
OPERATION PROFIT, GROSS 1.25, NET 1.01539
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.245
Date:                           Wed, 09 Oct 2024   AIC                             36.489
Time:                                   14:40:44   BIC                             39.314
Sample:                                        0   HQIC                            35.909
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7457      0.104     -7.202      0.000      -0.949      -0.543
ma.L1          1.0000   3031.618      0.000      1.000   -5940.861    5942.861
ar.S.L7       -0.8130      0.163     -4.978      0.000      -1.133      -0.493
ma.S.L7        0.1947      0.773      0.252      0.801      -1.320       1.709
sigma2         0.3724   1129.089      0.000      1.000   -2212.601    2213.346
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 2.00
Prob(Q):                              0.63   Prob(JB):                         0.37
Heteroskedasticity (H):               1.98   Skew:                            -0.94
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.71432777659733, Current Price: 118.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.423
Date:                           Wed, 09 Oct 2024   AIC                             34.846
Time:                                   14:40:44   BIC                             37.671
Sample:                                        0   HQIC                            34.265
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8744      0.136     -6.413      0.000      -1.142      -0.607
ma.L1          1.0000   2.14e+04   4.67e-05      1.000    -4.2e+04     4.2e+04
ar.S.L7       -0.7043      0.189     -3.736      0.000      -1.074      -0.335
ma.S.L7        0.2531      1.099      0.230      0.818      -1.900       2.407
sigma2         0.3229   6918.527   4.67e-05      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 3.62
Prob(Q):                              0.44   Prob(JB):                         0.16
Heteroskedasticity (H):               1.19   Skew:                            -1.16
Prob(H) (two-sided):                  0.87   Kurtosis:                         4.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.56539489802314, Current Price: 117.68
BUY EXECUTED at 117.68
BUY ORDER COMPLETED at 117.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.571
Date:                           Wed, 09 Oct 2024   AIC                             37.142
Time:                                   14:40:44   BIC                             39.967
Sample:                                        0   HQIC                            36.561
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0268      2.018      0.013      0.989      -3.928       3.982
ma.L1          3.2446     21.428      0.151      0.880     -38.753      45.242
ar.S.L7       -0.9302      0.600     -1.550      0.121      -2.107       0.246
ma.S.L7       -1.0006   2799.937     -0.000      1.000   -5488.776    5486.775
sigma2         0.0270     75.293      0.000      1.000    -147.545     147.599
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.63   Prob(JB):                         0.74
Heteroskedasticity (H):               2.18   Skew:                            -0.09
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.36323421498004, Current Price: 117.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.215
Date:                           Wed, 09 Oct 2024   AIC                             36.431
Time:                                   14:40:44   BIC                             39.255
Sample:                                        0   HQIC                            35.850
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8383      0.156     -5.378      0.000      -1.144      -0.533
ma.L1          1.0000   5.25e+04    1.9e-05      1.000   -1.03e+05    1.03e+05
ar.S.L7       -0.6543      0.157     -4.161      0.000      -0.963      -0.346
ma.S.L7        0.4770      1.769      0.270      0.787      -2.990       3.944
sigma2         0.3314   1.74e+04    1.9e-05      1.000   -3.41e+04    3.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.52   Prob(JB):                         0.60
Heteroskedasticity (H):               1.06   Skew:                            -0.69
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.42731773255468, Current Price: 117.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.869
Date:                           Wed, 09 Oct 2024   AIC                             35.737
Time:                                   14:40:44   BIC                             38.562
Sample:                                        0   HQIC                            35.156
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8802      0.215     -4.100      0.000      -1.301      -0.459
ma.L1          1.0000   1.64e+04   6.09e-05      1.000   -3.22e+04    3.22e+04
ar.S.L7       -0.6367      0.142     -4.497      0.000      -0.914      -0.359
ma.S.L7        1.0003   3924.163      0.000      1.000   -7690.218    7692.218
sigma2         0.2053   3529.295   5.82e-05      1.000   -6917.085    6917.496
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.51   Prob(JB):                         0.50
Heteroskedasticity (H):               1.04   Skew:                            -0.77
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.80959009024794, Current Price: 118.94
SELL EXECUTED at 118.94
SELL ORDER COMPLETED at 119.74
OPERATION PROFIT, GROSS 2.6999999999999886, NET 2.4632199999999886
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.619
Date:                           Wed, 09 Oct 2024   AIC                             37.238
Time:                                   14:40:44   BIC                             40.063
Sample:                                        0   HQIC                            36.657
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9343      0.170     -5.493      0.000      -1.268      -0.601
ma.L1          1.0000   3.12e+04    3.2e-05      1.000   -6.12e+04    6.12e+04
ar.S.L7       -0.5969      0.170     -3.505      0.000      -0.931      -0.263
ma.S.L7        0.3101      0.771      0.402      0.688      -1.202       1.822
sigma2         0.3807   1.19e+04    3.2e-05      1.000   -2.33e+04    2.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.90   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.34   Prob(JB):                         0.64
Heteroskedasticity (H):               0.68   Skew:                            -0.56
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.9454604153177, Current Price: 119.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.662
Date:                           Wed, 09 Oct 2024   AIC                             37.324
Time:                                   14:40:44   BIC                             40.149
Sample:                                        0   HQIC                            36.744
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9326      0.209     -4.457      0.000      -1.343      -0.523
ma.L1          1.0089     15.547      0.065      0.948     -29.463      31.481
ar.S.L7       -0.4213      0.613     -0.687      0.492      -1.622       0.780
ma.S.L7      -12.8555    184.437     -0.070      0.944    -374.346     348.635
sigma2         0.0024      0.094      0.025      0.980      -0.183       0.187
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.34   Prob(JB):                         0.51
Heteroskedasticity (H):               0.72   Skew:                            -0.78
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.85872681187809, Current Price: 119.12
BUY EXECUTED at 119.12
BUY ORDER COMPLETED at 119.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.988
Date:                           Wed, 09 Oct 2024   AIC                             39.977
Time:                                   14:40:45   BIC                             42.801
Sample:                                        0   HQIC                            39.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8329      0.401     -2.078      0.038      -1.619      -0.047
ma.L1          1.0000   1.31e+04   7.63e-05      1.000   -2.57e+04    2.57e+04
ar.S.L7       -0.3862      0.823     -0.469      0.639      -1.999       1.227
ma.S.L7       -0.1454      1.580     -0.092      0.927      -3.242       2.952
sigma2         0.5044   6611.013   7.63e-05      1.000    -1.3e+04     1.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.79   Prob(JB):                         0.86
Heteroskedasticity (H):               1.83   Skew:                            -0.22
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.15396026269345, Current Price: 119.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.544
Date:                           Wed, 09 Oct 2024   AIC                             41.088
Time:                                   14:40:45   BIC                             43.912
Sample:                                        0   HQIC                            40.507
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8266      0.561     -1.474      0.140      -1.925       0.272
ma.L1          1.0000   1.62e+04   6.16e-05      1.000   -3.18e+04    3.18e+04
ar.S.L7       -0.4401      0.626     -0.703      0.482      -1.666       0.786
ma.S.L7       -0.1383      1.339     -0.103      0.918      -2.762       2.486
sigma2         0.5495   8922.993   6.16e-05      1.000   -1.75e+04    1.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.95   Prob(JB):                         0.72
Heteroskedasticity (H):               1.44   Skew:                            -0.44
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.59790030467936, Current Price: 119.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.019
Date:                           Wed, 09 Oct 2024   AIC                             36.038
Time:                                   14:40:45   BIC                             38.863
Sample:                                        0   HQIC                            35.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7742      0.394     -1.967      0.049      -1.546      -0.003
ma.L1          1.0000   2.87e+04   3.48e-05      1.000   -5.63e+04    5.63e+04
ar.S.L7       -0.3448      0.565     -0.610      0.542      -1.453       0.763
ma.S.L7       -0.0531      0.903     -0.059      0.953      -1.823       1.717
sigma2         0.3728   1.07e+04   3.48e-05      1.000    -2.1e+04     2.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.95   Prob(JB):                         0.94
Heteroskedasticity (H):               5.29   Skew:                             0.05
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.65890683774933, Current Price: 117.58
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.383
Date:                           Wed, 09 Oct 2024   AIC                             36.765
Time:                                   14:40:45   BIC                             39.590
Sample:                                        0   HQIC                            36.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6728      0.310     -2.173      0.030      -1.280      -0.066
ma.L1          1.0000   1.46e+04   6.84e-05      1.000   -2.87e+04    2.87e+04
ar.S.L7       -0.4291      0.190     -2.256      0.024      -0.802      -0.056
ma.S.L7       -0.1918      0.753     -0.255      0.799      -1.667       1.283
sigma2         0.3926   5741.374   6.84e-05      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.93   Prob(JB):                         0.98
Heteroskedasticity (H):               8.94   Skew:                             0.09
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.75395152851719, Current Price: 117.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.530
Date:                           Wed, 09 Oct 2024   AIC                             37.059
Time:                                   14:40:45   BIC                             39.884
Sample:                                        0   HQIC                            36.479
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7185      0.423     -1.698      0.090      -1.548       0.111
ma.L1          1.0000   1.01e+04    9.9e-05      1.000   -1.98e+04    1.98e+04
ar.S.L7       -0.4050      0.244     -1.657      0.098      -0.884       0.074
ma.S.L7       -0.2937      1.015     -0.289      0.772      -2.283       1.696
sigma2         0.3954   3996.038    9.9e-05      1.000   -7831.695    7832.486
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.93   Prob(JB):                         0.98
Heteroskedasticity (H):               1.36   Skew:                             0.05
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.45494924725793, Current Price: 116.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.418
Date:                           Wed, 09 Oct 2024   AIC                             36.836
Time:                                   14:40:45   BIC                             39.660
Sample:                                        0   HQIC                            36.255
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6596      0.422     -1.563      0.118      -1.487       0.168
ma.L1          1.0000   1.69e+04   5.91e-05      1.000   -3.31e+04    3.31e+04
ar.S.L7       -0.4038      0.203     -1.985      0.047      -0.803      -0.005
ma.S.L7       -1.0007    982.591     -0.001      0.999   -1926.844    1924.842
sigma2         0.2453   4180.666   5.87e-05      1.000   -8193.710    8194.201
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.85   Prob(JB):                         0.86
Heteroskedasticity (H):               2.20   Skew:                             0.38
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.88525541455184, Current Price: 115.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.638
Date:                           Wed, 09 Oct 2024   AIC                             43.275
Time:                                   14:40:45   BIC                             46.100
Sample:                                        0   HQIC                            42.695
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9091      0.193     -4.716      0.000      -1.287      -0.531
ma.L1          0.9998    224.270      0.004      0.996    -438.561     440.560
ar.S.L7       -0.0011      0.004     -0.291      0.771      -0.009       0.006
ma.S.L7       -1.0002   4508.385     -0.000      1.000   -8837.272    8835.271
sigma2         0.4832   2236.693      0.000      1.000   -4383.354    4384.321
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.63   Prob(JB):                         0.64
Heteroskedasticity (H):               3.66   Skew:                             0.33
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.96300204189642, Current Price: 115.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.402
Date:                           Wed, 09 Oct 2024   AIC                             38.804
Time:                                   14:40:45   BIC                             41.629
Sample:                                        0   HQIC                            38.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4924      0.304     -1.619      0.106      -1.089       0.104
ma.L1          1.0000   3303.578      0.000      1.000   -6473.893    6475.893
ar.S.L7       -0.3796      0.132     -2.885      0.004      -0.637      -0.122
ma.S.L7       -0.5975      0.811     -0.737      0.461      -2.187       0.992
sigma2         0.3939   1301.387      0.000      1.000   -2550.277    2551.065
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 2.41
Prob(Q):                              0.57   Prob(JB):                         0.30
Heteroskedasticity (H):               0.96   Skew:                             1.03
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.17567621442498, Current Price: 114.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.108
Date:                           Wed, 09 Oct 2024   AIC                             36.216
Time:                                   14:40:45   BIC                             39.040
Sample:                                        0   HQIC                            35.635
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0782      0.424     -0.185      0.853      -0.908       0.752
ma.L1          1.0000   4.58e+04   2.19e-05      1.000   -8.97e+04    8.97e+04
ar.S.L7       -0.4106      0.144     -2.855      0.004      -0.693      -0.129
ma.S.L7       -1.0001   1.84e+04  -5.45e-05      1.000    -3.6e+04     3.6e+04
sigma2         0.2487   1.49e+04   1.66e-05      1.000   -2.93e+04    2.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 3.35
Prob(Q):                              0.35   Prob(JB):                         0.19
Heteroskedasticity (H):               0.48   Skew:                             1.17
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.266869413397, Current Price: 114.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.118
Date:                           Wed, 09 Oct 2024   AIC                             36.237
Time:                                   14:40:45   BIC                             39.061
Sample:                                        0   HQIC                            35.656
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0048      0.706     -0.007      0.995      -1.389       1.379
ma.L1          1.0000   2.47e+04   4.04e-05      1.000   -4.85e+04    4.85e+04
ar.S.L7       -0.3823      0.052     -7.337      0.000      -0.484      -0.280
ma.S.L7       -1.0001   7694.455     -0.000      1.000   -1.51e+04    1.51e+04
sigma2         0.2483   7157.739   3.47e-05      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 2.95
Prob(Q):                              0.64   Prob(JB):                         0.23
Heteroskedasticity (H):               0.67   Skew:                             1.15
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.10922274442576, Current Price: 114.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.076
Date:                           Wed, 09 Oct 2024   AIC                             36.152
Time:                                   14:40:45   BIC                             38.976
Sample:                                        0   HQIC                            35.571
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0677      0.670     -0.101      0.920      -1.380       1.245
ma.L1          1.0000   1.89e+04    5.3e-05      1.000   -3.69e+04     3.7e+04
ar.S.L7       -0.3538      0.055     -6.421      0.000      -0.462      -0.246
ma.S.L7       -1.0000   2.24e+04  -4.47e-05      1.000   -4.39e+04    4.39e+04
sigma2         0.2474   4183.606   5.91e-05      1.000   -8199.470    8199.965
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.44   Prob(JB):                         0.48
Heteroskedasticity (H):               0.53   Skew:                             0.75
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.5947003757719, Current Price: 114.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.199
Date:                           Wed, 09 Oct 2024   AIC                             34.398
Time:                                   14:40:45   BIC                             37.223
Sample:                                        0   HQIC                            33.818
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0687      0.586     -0.117      0.907      -1.218       1.081
ma.L1          1.0000   1.94e+04   5.14e-05      1.000   -3.81e+04    3.81e+04
ar.S.L7       -0.3568      0.070     -5.084      0.000      -0.494      -0.219
ma.S.L7       -1.0001   7589.844     -0.000      1.000   -1.49e+04    1.49e+04
sigma2         0.2162   5522.530   3.91e-05      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.79   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.18   Prob(JB):                         0.49
Heteroskedasticity (H):               0.49   Skew:                             0.78
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.92404431936501, Current Price: 116.25
SELL EXECUTED at 116.25
SELL ORDER COMPLETED at 117.27
OPERATION PROFIT, GROSS -2.4399999999999977, NET -2.6769799999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.829
Date:                           Wed, 09 Oct 2024   AIC                             45.657
Time:                                   14:40:45   BIC                             48.482
Sample:                                        0   HQIC                            45.076
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3338      4.360      0.077      0.939      -8.211       8.878
ma.L1         -0.2359      4.761     -0.050      0.960      -9.567       9.095
ar.S.L7       -0.7547      0.381     -1.979      0.048      -1.502      -0.007
ma.S.L7       -0.0738      0.552     -0.134      0.894      -1.156       1.009
sigma2         0.9083      0.537      1.693      0.090      -0.143       1.960
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.57   Prob(JB):                         0.76
Heteroskedasticity (H):               0.76   Skew:                             0.50
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.81372786100694, Current Price: 116.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.046
Date:                           Wed, 09 Oct 2024   AIC                             38.091
Time:                                   14:40:45   BIC                             40.916
Sample:                                        0   HQIC                            37.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8706      0.230      3.780      0.000       0.419       1.322
ma.L1         -1.0000   7063.152     -0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.9261      0.248     -3.730      0.000      -1.413      -0.439
ma.S.L7       -0.0743      0.287     -0.259      0.796      -0.636       0.488
sigma2         0.4315   3047.929      0.000      1.000   -5973.400    5974.263
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.84   Prob(JB):                         0.69
Heteroskedasticity (H):               2.75   Skew:                             0.49
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.09283407057458, Current Price: 116.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.416
Date:                           Wed, 09 Oct 2024   AIC                             40.832
Time:                                   14:40:45   BIC                             43.657
Sample:                                        0   HQIC                            40.252
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2734      3.420     -0.080      0.936      -6.976       6.429
ma.L1          0.2265      3.418      0.066      0.947      -6.472       6.925
ar.S.L7       -1.0566      0.224     -4.707      0.000      -1.497      -0.617
ma.S.L7        0.3511      0.735      0.477      0.633      -1.090       1.792
sigma2         0.5959      0.439      1.357      0.175      -0.265       1.457
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.89   Prob(JB):                         0.67
Heteroskedasticity (H):               1.97   Skew:                             0.32
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.61193985037012, Current Price: 117.5645
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.540
Date:                           Wed, 09 Oct 2024   AIC                             37.080
Time:                                   14:40:45   BIC                             39.905
Sample:                                        0   HQIC                            36.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8260      0.296      2.789      0.005       0.245       1.406
ma.L1         -0.9999   1691.257     -0.001      1.000   -3315.803    3313.803
ar.S.L7       -0.9984      0.371     -2.691      0.007      -1.725      -0.271
ma.S.L7       -0.7877      3.362     -0.234      0.815      -7.376       5.801
sigma2         0.2784    471.096      0.001      1.000    -923.052     923.609
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.37   Prob(JB):                         0.62
Heteroskedasticity (H):               2.79   Skew:                             0.66
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.9450709720172, Current Price: 118.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.725
Date:                           Wed, 09 Oct 2024   AIC                             39.451
Time:                                   14:40:45   BIC                             42.276
Sample:                                        0   HQIC                            38.870
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8437      0.351      2.400      0.016       0.155       1.533
ma.L1         -0.5620      0.687     -0.818      0.413      -1.909       0.785
ar.S.L7       -0.8903      0.201     -4.429      0.000      -1.284      -0.496
ma.S.L7        0.2836      0.759      0.374      0.709      -1.204       1.771
sigma2         0.5387      0.380      1.418      0.156      -0.206       1.283
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.55   Prob(JB):                         0.74
Heteroskedasticity (H):               1.06   Skew:                             0.24
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.79361507068201, Current Price: 118.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.258
Date:                           Wed, 09 Oct 2024   AIC                             40.516
Time:                                   14:40:45   BIC                             43.341
Sample:                                        0   HQIC                            39.935
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9343      0.264      3.538      0.000       0.417       1.452
ma.L1         -0.5588      0.530     -1.054      0.292      -1.598       0.480
ar.S.L7       -0.8069      0.203     -3.965      0.000      -1.206      -0.408
ma.S.L7        0.3896      1.347      0.289      0.772      -2.251       3.030
sigma2         0.5639      0.508      1.110      0.267      -0.432       1.560
===================================================================================
Ljung-Box (L1) (Q):                   1.19   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.28   Prob(JB):                         0.74
Heteroskedasticity (H):               1.33   Skew:                             0.44
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.27028097989817, Current Price: 118.67
BUY EXECUTED at 118.67
BUY ORDER COMPLETED at 118.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.518
Date:                           Wed, 09 Oct 2024   AIC                             41.035
Time:                                   14:40:45   BIC                             43.860
Sample:                                        0   HQIC                            40.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9187      0.310      2.959      0.003       0.310       1.527
ma.L1         -0.5841      0.664     -0.879      0.379      -1.886       0.718
ar.S.L7       -0.8096      0.228     -3.552      0.000      -1.256      -0.363
ma.S.L7        0.7304      3.966      0.184      0.854      -7.044       8.505
sigma2         0.4749      1.373      0.346      0.729      -2.216       3.165
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.35   Prob(JB):                         0.67
Heteroskedasticity (H):               0.28   Skew:                             0.50
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.93900471741597, Current Price: 118.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.054
Date:                           Wed, 09 Oct 2024   AIC                             38.109
Time:                                   14:40:45   BIC                             40.933
Sample:                                        0   HQIC                            37.528
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7891      0.413      1.912      0.056      -0.020       1.598
ma.L1         -1.9069      3.181     -0.600      0.549      -8.141       4.327
ar.S.L7       -0.8231      0.156     -5.287      0.000      -1.128      -0.518
ma.S.L7        1.0002   3938.781      0.000      1.000   -7718.868    7720.869
sigma2         0.0815    320.766      0.000      1.000    -628.608     628.771
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.35   Prob(JB):                         0.56
Heteroskedasticity (H):               0.73   Skew:                             0.21
Prob(H) (two-sided):                  0.77   Kurtosis:                         1.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.3959074907329, Current Price: 119.53
SELL EXECUTED at 119.53
SELL ORDER COMPLETED at 119.74
OPERATION PROFIT, GROSS 1.2399999999999949, NET 1.0017599999999949
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.653
Date:                           Wed, 09 Oct 2024   AIC                             41.306
Time:                                   14:40:45   BIC                             44.131
Sample:                                        0   HQIC                            40.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7572      0.295      2.570      0.010       0.180       1.335
ma.L1         -1.9472      2.097     -0.929      0.353      -6.057       2.162
ar.S.L7       -0.7664      0.202     -3.799      0.000      -1.162      -0.371
ma.S.L7        0.3555      0.782      0.455      0.649      -1.177       1.888
sigma2         0.1605      0.331      0.485      0.628      -0.488       0.809
===================================================================================
Ljung-Box (L1) (Q):                   3.97   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.05   Prob(JB):                         0.70
Heteroskedasticity (H):               1.08   Skew:                             0.10
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.72100228521658, Current Price: 119.04
BUY EXECUTED at 119.04
BUY ORDER COMPLETED at 119.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.663
Date:                           Wed, 09 Oct 2024   AIC                             41.326
Time:                                   14:40:45   BIC                             44.151
Sample:                                        0   HQIC                            40.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5755      0.514      1.119      0.263      -0.433       1.584
ma.L1         -0.4094      0.830     -0.493      0.622      -2.036       1.217
ar.S.L7       -0.7719      0.185     -4.166      0.000      -1.135      -0.409
ma.S.L7        0.4145      1.082      0.383      0.702      -1.706       2.535
sigma2         0.5963      0.555      1.075      0.282      -0.491       1.683
===================================================================================
Ljung-Box (L1) (Q):                   4.45   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.03   Prob(JB):                         0.69
Heteroskedasticity (H):               0.49   Skew:                            -0.08
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.05141694434435, Current Price: 119.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.486
Date:                           Wed, 09 Oct 2024   AIC                             38.973
Time:                                   14:40:45   BIC                             41.797
Sample:                                        0   HQIC                            38.392
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0345      0.313      3.309      0.001       0.422       1.647
ma.L1         -1.0000   7682.413     -0.000      1.000   -1.51e+04    1.51e+04
ar.S.L7       -0.7321      0.312     -2.345      0.019      -1.344      -0.120
ma.S.L7       -0.0656      0.669     -0.098      0.922      -1.376       1.245
sigma2         0.4623   3551.724      0.000      1.000   -6960.788    6961.713
===================================================================================
Ljung-Box (L1) (Q):                   2.22   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.14   Prob(JB):                         0.81
Heteroskedasticity (H):               0.27   Skew:                             0.36
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.35225932835998, Current Price: 118.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.541
Date:                           Wed, 09 Oct 2024   AIC                             41.081
Time:                                   14:40:45   BIC                             43.906
Sample:                                        0   HQIC                            40.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8903      0.226      3.933      0.000       0.447       1.334
ma.L1         -1.0000   5229.741     -0.000      1.000   -1.03e+04    1.02e+04
ar.S.L7       -0.6398      0.448     -1.428      0.153      -1.518       0.239
ma.S.L7       -0.3769      1.152     -0.327      0.743      -2.634       1.881
sigma2         0.4980   2604.675      0.000      1.000   -5104.571    5105.567
===================================================================================
Ljung-Box (L1) (Q):                   1.61   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.20   Prob(JB):                         0.75
Heteroskedasticity (H):               0.87   Skew:                            -0.45
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.45372683733618, Current Price: 118.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.812
Date:                           Wed, 09 Oct 2024   AIC                             39.625
Time:                                   14:40:45   BIC                             42.449
Sample:                                        0   HQIC                            39.044
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8619      0.178      4.844      0.000       0.513       1.211
ma.L1         -1.0000   1.36e+04  -7.35e-05      1.000   -2.67e+04    2.67e+04
ar.S.L7       -0.5587      0.443     -1.261      0.207      -1.427       0.310
ma.S.L7       -0.3912      0.882     -0.444      0.657      -2.119       1.337
sigma2         0.4424   6016.850   7.35e-05      1.000   -1.18e+04    1.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.64   Prob(JB):                         0.73
Heteroskedasticity (H):               0.75   Skew:                            -0.48
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.67317368376062, Current Price: 119.35
SELL EXECUTED at 119.35
SELL ORDER COMPLETED at 119.59
OPERATION PROFIT, GROSS 0.37000000000000455, NET 0.13119000000000453
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.291
Date:                           Wed, 09 Oct 2024   AIC                             34.582
Time:                                   14:40:45   BIC                             37.407
Sample:                                        0   HQIC                            34.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8381      0.291      2.882      0.004       0.268       1.408
ma.L1         -1.0001   1593.104     -0.001      0.999   -3123.427    3121.426
ar.S.L7       -0.4211      0.548     -0.769      0.442      -1.494       0.652
ma.S.L7       -0.8478      2.816     -0.301      0.763      -6.367       4.671
sigma2         0.2176    347.041      0.001      0.999    -679.970     680.405
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 4.45
Prob(Q):                              0.53   Prob(JB):                         0.11
Heteroskedasticity (H):               3.83   Skew:                            -1.37
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.58251391462318, Current Price: 119.62
BUY EXECUTED at 119.62
BUY ORDER COMPLETED at 118.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.514
Date:                           Wed, 09 Oct 2024   AIC                             39.029
Time:                                   14:40:45   BIC                             41.853
Sample:                                        0   HQIC                            38.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4139      0.452      0.915      0.360      -0.473       1.300
ma.L1         -0.3480      0.755     -0.461      0.645      -1.827       1.131
ar.S.L7       -0.1959      0.468     -0.419      0.675      -1.113       0.721
ma.S.L7       -0.7195      3.508     -0.205      0.838      -7.596       6.157
sigma2         0.4246      1.240      0.342      0.732      -2.006       2.855
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 2.09
Prob(Q):                              0.35   Prob(JB):                         0.35
Heteroskedasticity (H):               2.01   Skew:                            -0.98
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.67729056193211, Current Price: 119.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.450
Date:                           Wed, 09 Oct 2024   AIC                             36.899
Time:                                   14:40:46   BIC                             39.724
Sample:                                        0   HQIC                            36.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6484      0.298      2.174      0.030       0.064       1.233
ma.L1         -1.0000   6791.547     -0.000      1.000   -1.33e+04    1.33e+04
ar.S.L7       -0.4600      0.263     -1.746      0.081      -0.976       0.056
ma.S.L7       -0.3497      0.890     -0.393      0.694      -2.095       1.395
sigma2         0.3651   2479.715      0.000      1.000   -4859.787    4860.517
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.79   Prob(JB):                         0.59
Heteroskedasticity (H):               1.50   Skew:                            -0.56
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.81951190043117, Current Price: 119.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.518
Date:                           Wed, 09 Oct 2024   AIC                             37.035
Time:                                   14:40:46   BIC                             39.860
Sample:                                        0   HQIC                            36.454
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5856      0.439      1.335      0.182      -0.274       1.446
ma.L1         -0.7909      0.529     -1.495      0.135      -1.828       0.246
ar.S.L7       -0.4350      0.284     -1.532      0.126      -0.992       0.122
ma.S.L7       -0.1160      0.867     -0.134      0.894      -1.815       1.583
sigma2         0.4464      0.355      1.257      0.209      -0.250       1.143
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.70   Prob(JB):                         0.74
Heteroskedasticity (H):               1.65   Skew:                            -0.27
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.7914530717277, Current Price: 119.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.088
Date:                           Wed, 09 Oct 2024   AIC                             36.176
Time:                                   14:40:46   BIC                             39.001
Sample:                                        0   HQIC                            35.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4847      0.319      1.521      0.128      -0.140       1.109
ma.L1         -0.7030      0.507     -1.387      0.165      -1.697       0.291
ar.S.L7       -0.4377      0.246     -1.776      0.076      -0.921       0.045
ma.S.L7       -0.1851      0.899     -0.206      0.837      -1.947       1.577
sigma2         0.4208      0.276      1.526      0.127      -0.120       0.961
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.50   Prob(JB):                         0.88
Heteroskedasticity (H):               0.95   Skew:                            -0.09
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.83537978458736, Current Price: 119.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.108
Date:                           Wed, 09 Oct 2024   AIC                             34.216
Time:                                   14:40:46   BIC                             37.041
Sample:                                        0   HQIC                            33.635
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1351      1.087      0.124      0.901      -1.996       2.266
ma.L1         -0.4138      1.063     -0.389      0.697      -2.497       1.670
ar.S.L7       -0.4188      0.220     -1.903      0.057      -0.850       0.013
ma.S.L7       -0.2349      0.641     -0.367      0.714      -1.490       1.021
sigma2         0.3688      0.250      1.475      0.140      -0.121       0.859
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.38   Prob(JB):                         0.92
Heteroskedasticity (H):               0.74   Skew:                             0.22
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.76411459166643, Current Price: 121.19
SELL EXECUTED at 121.19
SELL ORDER COMPLETED at 121.38
OPERATION PROFIT, GROSS 2.759999999999991, NET 2.5199999999999907
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.309
Date:                           Wed, 09 Oct 2024   AIC                             40.618
Time:                                   14:40:46   BIC                             43.443
Sample:                                        0   HQIC                            40.037
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7740      0.705     -1.098      0.272      -2.156       0.608
ma.L1          0.9996    670.606      0.001      0.999   -1313.364    1315.363
ar.S.L7       -0.3317      0.252     -1.318      0.187      -0.825       0.161
ma.S.L7       37.9472   1527.565      0.025      0.980   -2956.026    3031.920
sigma2         0.0004      0.229      0.002      0.999      -0.448       0.449
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.59   Prob(JB):                         0.98
Heteroskedasticity (H):               1.32   Skew:                            -0.02
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.75900923515445, Current Price: 122.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.539
Date:                           Wed, 09 Oct 2024   AIC                             39.079
Time:                                   14:40:46   BIC                             41.904
Sample:                                        0   HQIC                            38.498
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3763      3.635      0.104      0.918      -6.749       7.501
ma.L1         -0.4292      3.621     -0.119      0.906      -7.527       6.668
ar.S.L7       -0.3148      0.383     -0.823      0.411      -1.065       0.435
ma.S.L7        0.0969      0.690      0.140      0.888      -1.256       1.450
sigma2         0.5462      0.272      2.006      0.045       0.012       1.080
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.58   Prob(JB):                         0.95
Heteroskedasticity (H):               0.83   Skew:                            -0.19
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.16755802903741, Current Price: 122.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.679
Date:                           Wed, 09 Oct 2024   AIC                             37.357
Time:                                   14:40:46   BIC                             40.182
Sample:                                        0   HQIC                            36.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6751      0.539      1.253      0.210      -0.381       1.731
ma.L1         -0.5630      0.811     -0.695      0.487      -2.152       1.026
ar.S.L7       -0.0509      0.983     -0.052      0.959      -1.977       1.875
ma.S.L7       -0.4145      1.299     -0.319      0.750      -2.960       2.131
sigma2         0.4353      0.215      2.027      0.043       0.014       0.856
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.80   Prob(JB):                         0.57
Heteroskedasticity (H):               1.06   Skew:                            -0.22
Prob(H) (two-sided):                  0.96   Kurtosis:                         4.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.84890078087817, Current Price: 122.24
BUY EXECUTED at 122.24
BUY ORDER COMPLETED at 122.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.074
Date:                           Wed, 09 Oct 2024   AIC                             38.147
Time:                                   14:40:46   BIC                             40.972
Sample:                                        0   HQIC                            37.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0057      2.159     -0.003      0.998      -4.238       4.226
ma.L1          0.2406      1.751      0.137      0.891      -3.191       3.672
ar.S.L7       -0.1114      0.902     -0.123      0.902      -1.880       1.657
ma.S.L7       -0.2319      1.269     -0.183      0.855      -2.719       2.255
sigma2         0.4994      0.210      2.376      0.018       0.087       0.911
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.99   Prob(JB):                         0.60
Heteroskedasticity (H):               0.68   Skew:                            -0.47
Prob(H) (two-sided):                  0.72   Kurtosis:                         4.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.68698260039773, Current Price: 122.82
SELL EXECUTED at 122.82
SELL ORDER COMPLETED at 122.25
OPERATION PROFIT, GROSS -0.18000000000000682, NET -0.42468000000000683
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.979
Date:                           Wed, 09 Oct 2024   AIC                             39.958
Time:                                   14:40:46   BIC                             42.783
Sample:                                        0   HQIC                            39.378
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6396      0.482      1.327      0.184      -0.305       1.584
ma.L1         -0.6416      0.567     -1.132      0.258      -1.752       0.469
ar.S.L7       -0.1991      0.921     -0.216      0.829      -2.003       1.605
ma.S.L7        0.0194      1.254      0.015      0.988      -2.439       2.478
sigma2         0.5780      0.317      1.825      0.068      -0.043       1.199
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.93   Prob(JB):                         0.93
Heteroskedasticity (H):               0.48   Skew:                            -0.23
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.09755054190596, Current Price: 121.73
BUY EXECUTED at 121.73
BUY ORDER COMPLETED at 121.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -100977.642
Date:                           Wed, 09 Oct 2024   AIC                         201965.283
Time:                                   14:40:46   BIC                         201968.108
Sample:                                        0   HQIC                        201964.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1736   1.32e-05  -8.87e+04      0.000      -1.174      -1.174
ma.L1          1.1749   5.62e-05   2.09e+04      0.000       1.175       1.175
ar.S.L7      137.0265      0.015   8938.124      0.000     136.996     137.057
ma.S.L7       -0.0008   3.99e-05    -19.299      0.000      -0.001      -0.001
sigma2         0.7966      0.000   3517.268      0.000       0.796       0.797
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.54   Prob(JB):                         0.76
Heteroskedasticity (H):               0.19   Skew:                            -0.50
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.47690687238187, Current Price: 121.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.402
Date:                           Wed, 09 Oct 2024   AIC                             38.804
Time:                                   14:40:46   BIC                             41.629
Sample:                                        0   HQIC                            38.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8804      0.315     -2.798      0.005      -1.497      -0.264
ma.L1          1.5376      1.114      1.380      0.167      -0.646       3.721
ar.S.L7        0.1915      0.580      0.330      0.741      -0.946       1.329
ma.S.L7       -1.0003   3419.896     -0.000      1.000   -6703.873    6701.872
sigma2         0.1316    450.142      0.000      1.000    -882.130     882.394
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.72   Prob(JB):                         0.85
Heteroskedasticity (H):               1.00   Skew:                             0.01
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.75936400994824, Current Price: 122.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.696
Date:                           Wed, 09 Oct 2024   AIC                             33.392
Time:                                   14:40:46   BIC                             36.217
Sample:                                        0   HQIC                            32.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0648      0.177     -6.004      0.000      -1.412      -0.717
ma.L1          1.0000   6238.995      0.000      1.000   -1.22e+04    1.22e+04
ar.S.L7       -0.5651      0.205     -2.760      0.006      -0.966      -0.164
ma.S.L7        1.0000   3.45e+04    2.9e-05      1.000   -6.77e+04    6.77e+04
sigma2         0.1714   6261.750   2.74e-05      1.000   -1.23e+04    1.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.38   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.12   Prob(JB):                         0.91
Heteroskedasticity (H):               0.43   Skew:                            -0.01
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.44494140577207, Current Price: 121.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.367
Date:                           Wed, 09 Oct 2024   AIC                             40.734
Time:                                   14:40:46   BIC                             43.559
Sample:                                        0   HQIC                            40.154
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3548      0.685      0.518      0.604      -0.987       1.697
ma.L1         -1.0000   8972.107     -0.000      1.000   -1.76e+04    1.76e+04
ar.S.L7       -0.5004      0.408     -1.227      0.220      -1.300       0.299
ma.S.L7       -1.0001   5555.281     -0.000      1.000   -1.09e+04    1.09e+04
sigma2         0.3211   3391.621   9.47e-05      1.000   -6647.134    6647.777
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.61   Prob(JB):                         0.56
Heteroskedasticity (H):               1.66   Skew:                             0.47
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.37255154308195, Current Price: 120.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.635
Date:                           Wed, 09 Oct 2024   AIC                             45.271
Time:                                   14:40:46   BIC                             48.095
Sample:                                        0   HQIC                            44.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3546      4.517     -0.078      0.937      -9.208       8.499
ma.L1          0.3254      4.482      0.073      0.942      -8.458       9.109
ar.S.L7       -0.4768      1.497     -0.318      0.750      -3.411       2.458
ma.S.L7       -3.1787     18.287     -0.174      0.862     -39.021      32.663
sigma2         0.0838      0.942      0.089      0.929      -1.762       1.930
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.88   Prob(JB):                         0.77
Heteroskedasticity (H):               2.51   Skew:                            -0.09
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.36253013513121, Current Price: 120.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.971
Date:                           Wed, 09 Oct 2024   AIC                             43.941
Time:                                   14:40:46   BIC                             46.766
Sample:                                        0   HQIC                            43.361
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5834      0.795     -0.734      0.463      -2.142       0.975
ma.L1          0.4790      0.868      0.552      0.581      -1.223       2.181
ar.S.L7       -0.5588      0.882     -0.634      0.526      -2.287       1.169
ma.S.L7       -1.0002   9213.866     -0.000      1.000   -1.81e+04    1.81e+04
sigma2         0.4644   4279.202      0.000      1.000   -8386.617    8387.546
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.94   Prob(JB):                         0.67
Heteroskedasticity (H):               2.03   Skew:                            -0.38
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.33735628507166, Current Price: 120.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.666
Date:                           Wed, 09 Oct 2024   AIC                             43.331
Time:                                   14:40:46   BIC                             46.156
Sample:                                        0   HQIC                            42.750
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3055      0.621      0.492      0.623      -0.911       1.522
ma.L1         -1.0000   2737.044     -0.000      1.000   -5365.507    5363.507
ar.S.L7       -1.0971      0.279     -3.930      0.000      -1.644      -0.550
ma.S.L7       -1.0001   8139.651     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.3913   3244.119      0.000      1.000   -6357.965    6358.748
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.67   Prob(JB):                         0.58
Heteroskedasticity (H):               0.65   Skew:                            -0.22
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.01668909559102, Current Price: 120.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.738
Date:                           Wed, 09 Oct 2024   AIC                             43.476
Time:                                   14:40:46   BIC                             46.301
Sample:                                        0   HQIC                            42.895
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9763      0.253     -3.856      0.000      -1.472      -0.480
ma.L1          1.0000    1.1e+04   9.09e-05      1.000   -2.16e+04    2.16e+04
ar.S.L7       -0.5820      0.672     -0.866      0.387      -1.899       0.735
ma.S.L7       -0.4440      1.658     -0.268      0.789      -3.694       2.806
sigma2         0.6190   6808.621   9.09e-05      1.000   -1.33e+04    1.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.73   Prob(JB):                         0.61
Heteroskedasticity (H):               0.78   Skew:                            -0.50
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.32500601415475, Current Price: 119.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.991
Date:                           Wed, 09 Oct 2024   AIC                             39.983
Time:                                   14:40:46   BIC                             42.808
Sample:                                        0   HQIC                            39.402
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9752      0.091    -10.738      0.000      -1.153      -0.797
ma.L1          1.0000   1.44e+05   6.92e-06      1.000   -2.83e+05    2.83e+05
ar.S.L7       -0.4893      0.364     -1.345      0.179      -1.202       0.224
ma.S.L7       -1.0001   7816.259     -0.000      1.000   -1.53e+04    1.53e+04
sigma2         0.3127   4.49e+04   6.96e-06      1.000    -8.8e+04     8.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.91   Prob(JB):                         0.64
Heteroskedasticity (H):               0.28   Skew:                            -0.57
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.96611441276669, Current Price: 119.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.505
Date:                           Wed, 09 Oct 2024   AIC                             41.010
Time:                                   14:40:46   BIC                             43.835
Sample:                                        0   HQIC                            40.429
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9054      0.188     -4.814      0.000      -1.274      -0.537
ma.L1          1.0000   7297.037      0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.6692      0.710     -0.943      0.346      -2.060       0.722
ma.S.L7       -1.0001   1.07e+04  -9.35e-05      1.000    -2.1e+04     2.1e+04
sigma2         0.3384   4643.512   7.29e-05      1.000   -9100.778    9101.455
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.96   Prob(JB):                         0.53
Heteroskedasticity (H):               2.26   Skew:                            -0.34
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.51879227185802, Current Price: 117.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.254
Date:                           Wed, 09 Oct 2024   AIC                             46.509
Time:                                   14:40:46   BIC                             49.334
Sample:                                        0   HQIC                            45.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0075      0.151     -6.650      0.000      -1.304      -0.711
ma.L1          1.0000   4.87e+04   2.05e-05      1.000   -9.54e+04    9.54e+04
ar.S.L7       -0.1697      0.978     -0.174      0.862      -2.086       1.746
ma.S.L7       -0.1043      1.200     -0.087      0.931      -2.455       2.247
sigma2         0.8346   4.06e+04   2.05e-05      1.000   -7.96e+04    7.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.65   Prob(JB):                         0.90
Heteroskedasticity (H):               1.92   Skew:                            -0.19
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.85486250991589, Current Price: 116.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.557
Date:                           Wed, 09 Oct 2024   AIC                             43.113
Time:                                   14:40:46   BIC                             45.938
Sample:                                        0   HQIC                            42.533
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8804      0.181     -4.873      0.000      -1.235      -0.526
ma.L1          1.0000   5996.439      0.000      1.000   -1.18e+04    1.18e+04
ar.S.L7       -0.3382      0.361     -0.938      0.348      -1.045       0.369
ma.S.L7        1.0000   4.35e+04    2.3e-05      1.000   -8.52e+04    8.52e+04
sigma2         0.3622   1.59e+04   2.28e-05      1.000   -3.11e+04    3.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.70   Prob(JB):                         0.96
Heteroskedasticity (H):               2.01   Skew:                             0.04
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.96889135343818, Current Price: 117.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.272
Date:                           Wed, 09 Oct 2024   AIC                             42.543
Time:                                   14:40:46   BIC                             45.368
Sample:                                        0   HQIC                            41.963
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8500      0.153     -5.559      0.000      -1.150      -0.550
ma.L1          1.0000   7.16e+04    1.4e-05      1.000    -1.4e+05     1.4e+05
ar.S.L7       -0.3553      0.348     -1.022      0.307      -1.037       0.326
ma.S.L7        1.0000   6.67e+04    1.5e-05      1.000   -1.31e+05    1.31e+05
sigma2         0.3466   3.22e+04   1.08e-05      1.000   -6.32e+04    6.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.93   Prob(JB):                         1.00
Heteroskedasticity (H):               0.27   Skew:                            -0.06
Prob(H) (two-sided):                  0.24   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.85179968570054, Current Price: 116.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.863
Date:                           Wed, 09 Oct 2024   AIC                             41.726
Time:                                   14:40:46   BIC                             44.551
Sample:                                        0   HQIC                            41.146
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8064      0.179     -4.512      0.000      -1.157      -0.456
ma.L1          1.0000   3.53e+04   2.83e-05      1.000   -6.92e+04    6.92e+04
ar.S.L7       -0.3525      0.339     -1.038      0.299      -1.018       0.313
ma.S.L7        1.0000   2.24e+04   4.46e-05      1.000    -4.4e+04     4.4e+04
sigma2         0.3255   1.42e+04   2.29e-05      1.000   -2.78e+04    2.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.89   Prob(JB):                         0.96
Heteroskedasticity (H):               0.03   Skew:                            -0.18
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.12396323415771, Current Price: 116.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.379
Date:                           Wed, 09 Oct 2024   AIC                             42.758
Time:                                   14:40:46   BIC                             45.583
Sample:                                        0   HQIC                            42.178
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6941      0.379     -1.829      0.067      -1.438       0.050
ma.L1          1.0000   8210.647      0.000      1.000   -1.61e+04    1.61e+04
ar.S.L7       -0.5541      0.249     -2.228      0.026      -1.042      -0.067
ma.S.L7        1.0001    1.1e+04   9.09e-05      1.000   -2.16e+04    2.16e+04
sigma2         0.3523   4822.794   7.31e-05      1.000   -9452.151    9452.856
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.65   Prob(JB):                         0.87
Heteroskedasticity (H):               0.13   Skew:                             0.17
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.96058819893221, Current Price: 116.04
SELL EXECUTED at 116.04
SELL ORDER COMPLETED at 116.21
OPERATION PROFIT, GROSS -5.609999999999999, NET -5.84803
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.065
Date:                           Wed, 09 Oct 2024   AIC                             44.131
Time:                                   14:40:46   BIC                             46.956
Sample:                                        0   HQIC                            43.550
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4682      0.547     -0.855      0.392      -1.541       0.605
ma.L1          1.0000   7823.483      0.000      1.000   -1.53e+04    1.53e+04
ar.S.L7       -0.7932      0.387     -2.048      0.041      -1.552      -0.034
ma.S.L7        1.0001   1.28e+04   7.79e-05      1.000   -2.52e+04    2.52e+04
sigma2         0.3912   7597.214   5.15e-05      1.000   -1.49e+04    1.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.87
Prob(Q):                              1.00   Prob(JB):                         0.65
Heteroskedasticity (H):               0.23   Skew:                             0.10
Prob(H) (two-sided):                  0.18   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.44958701518193, Current Price: 116.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.440
Date:                           Wed, 09 Oct 2024   AIC                             38.881
Time:                                   14:40:47   BIC                             41.705
Sample:                                        0   HQIC                            38.300
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4840      0.419      1.156      0.248      -0.337       1.305
ma.L1          0.0957      0.494      0.194      0.846      -0.872       1.063
ar.S.L7       -0.8073      0.228     -3.541      0.000      -1.254      -0.360
ma.S.L7        1.0000   3.32e+04   3.01e-05      1.000   -6.51e+04    6.51e+04
sigma2         0.3147   1.05e+04   3.01e-05      1.000   -2.05e+04    2.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.49   Prob(JB):                         0.75
Heteroskedasticity (H):               0.44   Skew:                             0.17
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.14016304820898, Current Price: 116.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.485
Date:                           Wed, 09 Oct 2024   AIC                             38.971
Time:                                   14:40:47   BIC                             41.795
Sample:                                        0   HQIC                            38.390
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0040      0.101     -9.939      0.000      -1.202      -0.806
ma.L1          1.0000   6903.243      0.000      1.000   -1.35e+04    1.35e+04
ar.S.L7    -6.897e-06      0.126  -5.46e-05      1.000      -0.248       0.248
ma.S.L7       -0.1744      0.300     -0.582      0.561      -0.762       0.413
sigma2         0.5127   3539.021      0.000      1.000   -6935.841    6936.866
===================================================================================
Ljung-Box (L1) (Q):                   1.53   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.22   Prob(JB):                         0.70
Heteroskedasticity (H):               2.17   Skew:                             0.22
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.11487229482739, Current Price: 117.14
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -120.109
Date:                           Wed, 09 Oct 2024   AIC                            250.217
Time:                                   14:40:47   BIC                            253.042
Sample:                                        0   HQIC                           249.637
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1        -57.9229   1839.336     -0.031      0.975   -3662.956    3547.110
ma.L1        -40.4010    960.913     -0.042      0.966   -1923.756    1842.954
ar.S.L7      -37.3564   1173.410     -0.032      0.975   -2337.197    2262.485
ma.S.L7      -86.8993   8634.431     -0.010      0.992    -1.7e+04    1.68e+04
sigma2         0.5122     82.409      0.006      0.995    -161.007     162.032
===================================================================================
Ljung-Box (L1) (Q):                   1.43   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.23   Prob(JB):                         0.56
Heteroskedasticity (H):               1.59   Skew:                             0.51
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 46.45629222361791, Current Price: 117.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.830
Date:                           Wed, 09 Oct 2024   AIC                             35.660
Time:                                   14:40:47   BIC                             38.485
Sample:                                        0   HQIC                            35.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5316      0.193     -2.761      0.006      -0.909      -0.154
ma.L1          1.0000   2.91e+04   3.44e-05      1.000    -5.7e+04     5.7e+04
ar.S.L7       -0.5430      0.249     -2.184      0.029      -1.030      -0.056
ma.S.L7       -1.0000   1.91e+04  -5.25e-05      1.000   -3.74e+04    3.74e+04
sigma2         0.2236   9687.607   2.31e-05      1.000    -1.9e+04     1.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.48   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.12   Prob(JB):                         0.96
Heteroskedasticity (H):               0.36   Skew:                            -0.12
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.41548110170449, Current Price: 119.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.687
Date:                           Wed, 09 Oct 2024   AIC                             43.374
Time:                                   14:40:47   BIC                             46.199
Sample:                                        0   HQIC                            42.794
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9421      0.571      1.650      0.099      -0.177       2.061
ma.L1         -2.0573      2.717     -0.757      0.449      -7.382       3.267
ar.S.L7       -0.3154      0.543     -0.581      0.561      -1.379       0.748
ma.S.L7       -1.0006   2829.621     -0.000      1.000   -5546.956    5544.955
sigma2         0.1049    296.780      0.000      1.000    -581.574     581.783
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.84   Prob(JB):                         0.98
Heteroskedasticity (H):               2.38   Skew:                             0.11
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.69931097735741, Current Price: 118.81
BUY EXECUTED at 118.81
BUY ORDER COMPLETED at 119.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.736
Date:                           Wed, 09 Oct 2024   AIC                             45.472
Time:                                   14:40:47   BIC                             48.297
Sample:                                        0   HQIC                            44.892
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3834      1.957      0.196      0.845      -3.453       4.220
ma.L1         -0.2257      2.247     -0.100      0.920      -4.629       4.178
ar.S.L7       -0.3177      0.444     -0.716      0.474      -1.188       0.553
ma.S.L7       -1.0002   6236.060     -0.000      1.000   -1.22e+04    1.22e+04
sigma2         0.5406   3371.749      0.000      1.000   -6607.966    6609.047
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 2.47
Prob(Q):                              0.60   Prob(JB):                         0.29
Heteroskedasticity (H):               5.41   Skew:                             1.00
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.39984420227422, Current Price: 119.4
SELL EXECUTED at 119.4
SELL ORDER COMPLETED at 119.63
OPERATION PROFIT, GROSS 0.23999999999999488, NET 0.0009799999999948739
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.583
Date:                           Wed, 09 Oct 2024   AIC                             47.165
Time:                                   14:40:47   BIC                             49.990
Sample:                                        0   HQIC                            46.585
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3511      2.913      0.121      0.904      -5.357       6.060
ma.L1         -0.2743      3.163     -0.087      0.931      -6.474       5.925
ar.S.L7       -0.4027      0.377     -1.068      0.286      -1.142       0.337
ma.S.L7       -1.0002   6087.398     -0.000      1.000   -1.19e+04    1.19e+04
sigma2         0.6158   3748.885      0.000      1.000   -7347.063    7348.294
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.35   Prob(JB):                         0.65
Heteroskedasticity (H):               4.52   Skew:                             0.62
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.82321245035166, Current Price: 119.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.914
Date:                           Wed, 09 Oct 2024   AIC                             45.828
Time:                                   14:40:47   BIC                             48.652
Sample:                                        0   HQIC                            45.247
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3438      3.556      0.097      0.923      -6.626       7.313
ma.L1         -0.2957      3.785     -0.078      0.938      -7.714       7.122
ar.S.L7       -0.5896      0.682     -0.864      0.388      -1.927       0.748
ma.S.L7       -1.0004   3974.062     -0.000      1.000   -7790.019    7788.019
sigma2         0.5546   2204.262      0.000      1.000   -4319.720    4320.829
===================================================================================
Ljung-Box (L1) (Q):                   3.49   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.06   Prob(JB):                         0.59
Heteroskedasticity (H):              10.04   Skew:                             0.69
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.66823716662607, Current Price: 119.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.203
Date:                           Wed, 09 Oct 2024   AIC                             44.407
Time:                                   14:40:47   BIC                             47.232
Sample:                                        0   HQIC                            43.826
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3269      1.115     -0.293      0.769      -2.512       1.859
ma.L1          0.1573      1.297      0.121      0.903      -2.385       2.700
ar.S.L7       -0.7907      0.566     -1.397      0.162      -1.900       0.319
ma.S.L7       -1.0002   5436.181     -0.000      1.000   -1.07e+04    1.07e+04
sigma2         0.4992   2713.859      0.000      1.000   -5318.566    5319.565
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.28   Prob(JB):                         0.51
Heteroskedasticity (H):              13.37   Skew:                             0.73
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.60393708651117, Current Price: 119.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.323
Date:                           Wed, 09 Oct 2024   AIC                             46.645
Time:                                   14:40:47   BIC                             49.470
Sample:                                        0   HQIC                            46.065
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7432      0.641      1.159      0.247      -0.514       2.000
ma.L1         -0.5229      0.876     -0.597      0.551      -2.240       1.195
ar.S.L7       -0.3439      0.442     -0.777      0.437      -1.211       0.523
ma.S.L7        0.1041      0.848      0.123      0.902      -1.558       1.766
sigma2         0.9706      0.478      2.030      0.042       0.033       1.908
===================================================================================
Ljung-Box (L1) (Q):                   2.56   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.11   Prob(JB):                         0.86
Heteroskedasticity (H):               1.41   Skew:                             0.21
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.13855487738815, Current Price: 119.48
BUY EXECUTED at 119.48
BUY ORDER COMPLETED at 120.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.494
Date:                           Wed, 09 Oct 2024   AIC                             46.988
Time:                                   14:40:47   BIC                             49.812
Sample:                                        0   HQIC                            46.407
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7591      0.901      0.842      0.400      -1.007       2.525
ma.L1         -0.5510      1.229     -0.448      0.654      -2.960       1.858
ar.S.L7       -0.3552      0.498     -0.714      0.475      -1.331       0.620
ma.S.L7        0.1564      0.806      0.194      0.846      -1.423       1.736
sigma2         0.9889      0.524      1.886      0.059      -0.039       2.016
===================================================================================
Ljung-Box (L1) (Q):                   2.27   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.13   Prob(JB):                         0.76
Heteroskedasticity (H):               0.41   Skew:                             0.34
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.08701767945763, Current Price: 120.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.508
Date:                           Wed, 09 Oct 2024   AIC                             47.016
Time:                                   14:40:47   BIC                             49.840
Sample:                                        0   HQIC                            46.435
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7806      0.820      0.952      0.341      -0.826       2.387
ma.L1         -0.5736      1.172     -0.490      0.624      -2.870       1.723
ar.S.L7       -0.3213      0.602     -0.534      0.593      -1.500       0.858
ma.S.L7        0.0078      0.810      0.010      0.992      -1.580       1.595
sigma2         1.0006      0.534      1.874      0.061      -0.046       2.047
===================================================================================
Ljung-Box (L1) (Q):                   1.73   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.19   Prob(JB):                         0.79
Heteroskedasticity (H):               0.30   Skew:                             0.22
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.5634826491029, Current Price: 120.14
SELL EXECUTED at 120.14
SELL ORDER COMPLETED at 120.31
OPERATION PROFIT, GROSS -0.1799999999999926, NET -0.4207999999999926
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.330
Date:                           Wed, 09 Oct 2024   AIC                             44.660
Time:                                   14:40:47   BIC                             47.484
Sample:                                        0   HQIC                            44.079
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9142      0.180      5.067      0.000       0.561       1.268
ma.L1         -1.0000   4760.285     -0.000      1.000   -9330.986    9328.986
ar.S.L7       -0.5520      0.339     -1.628      0.104      -1.217       0.113
ma.S.L7        0.4562      0.940      0.485      0.627      -1.386       2.298
sigma2         0.6745   3211.012      0.000      1.000   -6292.793    6294.142
===================================================================================
Ljung-Box (L1) (Q):                   1.70   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.19   Prob(JB):                         0.70
Heteroskedasticity (H):               0.52   Skew:                             0.33
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.05362956721794, Current Price: 120.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.232
Date:                           Wed, 09 Oct 2024   AIC                             40.464
Time:                                   14:40:47   BIC                             43.289
Sample:                                        0   HQIC                            39.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7905      0.203      3.896      0.000       0.393       1.188
ma.L1         -1.0000   1.64e+05  -6.11e-06      1.000   -3.21e+05    3.21e+05
ar.S.L7       -0.0820      0.642     -0.128      0.898      -1.341       1.177
ma.S.L7       -1.0002   7925.733     -0.000      1.000   -1.55e+04    1.55e+04
sigma2         0.2949   4.91e+04      6e-06      1.000   -9.62e+04    9.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.51   Prob(JB):                         0.52
Heteroskedasticity (H):               0.17   Skew:                             0.78
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.51554751181476, Current Price: 120.72
BUY EXECUTED at 120.72
BUY ORDER COMPLETED at 121.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.153
Date:                           Wed, 09 Oct 2024   AIC                             40.306
Time:                                   14:40:47   BIC                             43.131
Sample:                                        0   HQIC                            39.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0187      3.076      0.006      0.995      -6.010       6.048
ma.L1          4.7945     73.155      0.066      0.948    -138.586     148.175
ar.S.L7        0.2137      0.653      0.327      0.743      -1.066       1.493
ma.S.L7       -1.0194     47.482     -0.021      0.983     -94.083      92.044
sigma2         0.0154      1.050      0.015      0.988      -2.042       2.073
===================================================================================
Ljung-Box (L1) (Q):                   1.86   Jarque-Bera (JB):                 2.74
Prob(Q):                              0.17   Prob(JB):                         0.25
Heteroskedasticity (H):               0.12   Skew:                             1.07
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.95978013956369, Current Price: 121.61
SELL EXECUTED at 121.61
SELL ORDER COMPLETED at 121.91
OPERATION PROFIT, GROSS 0.5999999999999943, NET 0.3567799999999943
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.117
Date:                           Wed, 09 Oct 2024   AIC                             38.233
Time:                                   14:40:47   BIC                             41.058
Sample:                                        0   HQIC                            37.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6198      0.145      4.266      0.000       0.335       0.905
ma.L1         -1.0000   1.18e+04   -8.5e-05      1.000    -2.3e+04     2.3e+04
ar.S.L7       -0.1349      0.361     -0.374      0.708      -0.842       0.572
ma.S.L7       -1.0002   6036.137     -0.000      1.000   -1.18e+04    1.18e+04
sigma2         0.2489   2176.920      0.000      1.000   -4266.436    4266.933
===================================================================================
Ljung-Box (L1) (Q):                   3.20   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.07   Prob(JB):                         0.68
Heteroskedasticity (H):               0.30   Skew:                             0.60
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.62589295934958, Current Price: 121.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.742
Date:                           Wed, 09 Oct 2024   AIC                             37.485
Time:                                   14:40:47   BIC                             40.309
Sample:                                        0   HQIC                            36.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5984      0.205      2.924      0.003       0.197       1.000
ma.L1         -1.0000   2.02e+04  -4.96e-05      1.000   -3.95e+04    3.95e+04
ar.S.L7       -0.1649      0.286     -0.577      0.564      -0.725       0.395
ma.S.L7       -1.0005   2626.025     -0.000      1.000   -5147.915    5145.914
sigma2         0.2332   4324.049   5.39e-05      1.000   -8474.748    8475.214
===================================================================================
Ljung-Box (L1) (Q):                   1.43   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.23   Prob(JB):                         0.71
Heteroskedasticity (H):               0.40   Skew:                             0.56
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.21894533206175, Current Price: 123.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.787
Date:                           Wed, 09 Oct 2024   AIC                             31.574
Time:                                   14:40:47   BIC                             34.399
Sample:                                        0   HQIC                            30.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5962      0.426     -1.400      0.161      -1.431       0.238
ma.L1          0.2723      0.712      0.383      0.702      -1.122       1.667
ar.S.L7       -0.3087      0.191     -1.613      0.107      -0.684       0.066
ma.S.L7       -3.4724      9.779     -0.355      0.723     -22.638      15.693
sigma2         0.0245      0.130      0.188      0.851      -0.231       0.280
===================================================================================
Ljung-Box (L1) (Q):                   1.63   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.20   Prob(JB):                         0.91
Heteroskedasticity (H):               2.65   Skew:                            -0.06
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.99507889948023, Current Price: 122.45
BUY EXECUTED at 122.45
BUY ORDER COMPLETED at 122.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.509
Date:                           Wed, 09 Oct 2024   AIC                             37.018
Time:                                   14:40:47   BIC                             39.843
Sample:                                        0   HQIC                            36.438
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3793      0.490     -0.775      0.438      -1.339       0.580
ma.L1         -0.0096      0.565     -0.017      0.986      -1.116       1.097
ar.S.L7       -0.1697      0.269     -0.632      0.528      -0.696       0.357
ma.S.L7       -1.0001   6949.385     -0.000      1.000   -1.36e+04    1.36e+04
sigma2         0.2832   1968.337      0.000      1.000   -3857.586    3858.153
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 1.82
Prob(Q):                              0.38   Prob(JB):                         0.40
Heteroskedasticity (H):               3.81   Skew:                            -0.91
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.34282086891041, Current Price: 121.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.752
Date:                           Wed, 09 Oct 2024   AIC                             37.504
Time:                                   14:40:47   BIC                             40.329
Sample:                                        0   HQIC                            36.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2162      0.631      0.343      0.732      -1.020       1.453
ma.L1         -1.0000   5560.656     -0.000      1.000   -1.09e+04    1.09e+04
ar.S.L7       -0.2421      0.122     -1.984      0.047      -0.481      -0.003
ma.S.L7       -0.0510      1.149     -0.044      0.965      -2.303       2.201
sigma2         0.4291   2386.267      0.000      1.000   -4676.569    4677.427
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.50
Prob(Q):                              0.75   Prob(JB):                         0.29
Heteroskedasticity (H):               7.67   Skew:                             1.06
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.49898314442748, Current Price: 120.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.875
Date:                           Wed, 09 Oct 2024   AIC                             43.750
Time:                                   14:40:47   BIC                             46.574
Sample:                                        0   HQIC                            43.169
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3251      0.712      0.456      0.648      -1.071       1.721
ma.L1         -1.0057      9.685     -0.104      0.917     -19.987      17.976
ar.S.L7       -0.2348      0.238     -0.988      0.323      -0.700       0.231
ma.S.L7        3.4398     15.445      0.223      0.824     -26.831      33.711
sigma2         0.0564      0.342      0.165      0.869      -0.613       0.726
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.90   Prob(JB):                         0.80
Heteroskedasticity (H):              10.31   Skew:                             0.38
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.83011984803387, Current Price: 120.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.283
Date:                           Wed, 09 Oct 2024   AIC                             42.567
Time:                                   14:40:48   BIC                             45.391
Sample:                                        0   HQIC                            41.986
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0145      0.374     -2.714      0.007      -1.747      -0.282
ma.L1          1.0000   9075.539      0.000      1.000   -1.78e+04    1.78e+04
ar.S.L7       -0.4356      0.305     -1.428      0.153      -1.033       0.162
ma.S.L7        0.0818      1.256      0.065      0.948      -2.379       2.543
sigma2         0.6081   5519.150      0.000      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.53   Prob(JB):                         0.72
Heteroskedasticity (H):               5.53   Skew:                            -0.22
Prob(H) (two-sided):                  0.13   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.99981561662437, Current Price: 120.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.125
Date:                           Wed, 09 Oct 2024   AIC                             42.250
Time:                                   14:40:48   BIC                             45.075
Sample:                                        0   HQIC                            41.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9697      0.434     -2.234      0.025      -1.820      -0.119
ma.L1          1.0000   9462.946      0.000      1.000   -1.85e+04    1.85e+04
ar.S.L7       -0.4384      0.265     -1.656      0.098      -0.957       0.081
ma.S.L7        0.2731      1.165      0.234      0.815      -2.011       2.557
sigma2         0.5670   5365.748      0.000      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.74   Prob(JB):                         0.78
Heteroskedasticity (H):               4.10   Skew:                            -0.16
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.1799439287654, Current Price: 119.82
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.122
Date:                           Wed, 09 Oct 2024   AIC                             44.245
Time:                                   14:40:48   BIC                             47.069
Sample:                                        0   HQIC                            43.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7209      0.578     -1.248      0.212      -1.853       0.411
ma.L1          0.4796      0.904      0.530      0.596      -1.293       2.252
ar.S.L7       -0.4387      0.392     -1.119      0.263      -1.207       0.330
ma.S.L7        0.0846      1.465      0.058      0.954      -2.787       2.957
sigma2         0.8096      0.633      1.279      0.201      -0.431       2.050
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.65   Prob(JB):                         0.74
Heteroskedasticity (H):               5.19   Skew:                             0.06
Prob(H) (two-sided):                  0.14   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.80071294604909, Current Price: 119.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.505
Date:                           Wed, 09 Oct 2024   AIC                             45.010
Time:                                   14:40:48   BIC                             47.835
Sample:                                        0   HQIC                            44.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3325      1.063     -0.313      0.754      -2.416       1.751
ma.L1          0.0684      1.135      0.060      0.952      -2.156       2.293
ar.S.L7       -0.9324      1.067     -0.874      0.382      -3.024       1.159
ma.S.L7       -1.0003   4610.616     -0.000      1.000   -9037.642    9035.642
sigma2         0.5212   2402.946      0.000      1.000   -4709.166    4710.208
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.60   Prob(JB):                         0.61
Heteroskedasticity (H):               4.43   Skew:                            -0.50
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.66684373065148, Current Price: 119.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.928
Date:                           Wed, 09 Oct 2024   AIC                             45.857
Time:                                   14:40:48   BIC                             48.681
Sample:                                        0   HQIC                            45.276
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7464      0.690     -1.081      0.280      -2.100       0.607
ma.L1          0.5469      0.908      0.602      0.547      -1.233       2.327
ar.S.L7       -0.5266      0.480     -1.097      0.273      -1.467       0.414
ma.S.L7       -0.0859      0.943     -0.091      0.927      -1.934       1.762
sigma2         0.9138      0.879      1.039      0.299      -0.809       2.637
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.98   Prob(JB):                         0.77
Heteroskedasticity (H):               2.37   Skew:                             0.16
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.78277503898732, Current Price: 118.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.309
Date:                           Wed, 09 Oct 2024   AIC                             44.619
Time:                                   14:40:48   BIC                             47.443
Sample:                                        0   HQIC                            44.038
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9520      0.198     -4.808      0.000      -1.340      -0.564
ma.L1          1.0000   4.27e+04   2.34e-05      1.000   -8.36e+04    8.36e+04
ar.S.L7       -0.1177      0.328     -0.359      0.720      -0.761       0.526
ma.S.L7       -1.0004   2465.242     -0.000      1.000   -4832.787    4830.786
sigma2         0.4464   1.97e+04   2.26e-05      1.000   -3.87e+04    3.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.70   Prob(JB):                         0.71
Heteroskedasticity (H):               0.86   Skew:                             0.47
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.83434419269882, Current Price: 118.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.601
Date:                           Wed, 09 Oct 2024   AIC                             43.201
Time:                                   14:40:48   BIC                             46.026
Sample:                                        0   HQIC                            42.621
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9066      0.123     -7.354      0.000      -1.148      -0.665
ma.L1          1.0000   2.41e+04   4.15e-05      1.000   -4.72e+04    4.72e+04
ar.S.L7       -0.2777      0.285     -0.975      0.330      -0.836       0.281
ma.S.L7       -0.1918      0.629     -0.305      0.760      -1.424       1.041
sigma2         0.6442   1.55e+04   4.15e-05      1.000   -3.04e+04    3.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.60   Prob(JB):                         0.72
Heteroskedasticity (H):               0.30   Skew:                             0.27
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.01076547014901, Current Price: 118.52
SELL EXECUTED at 118.52
SELL ORDER COMPLETED at 119.13
OPERATION PROFIT, GROSS -2.9399999999999977, NET -3.181199999999998
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.696
Date:                           Wed, 09 Oct 2024   AIC                             37.393
Time:                                   14:40:48   BIC                             40.217
Sample:                                        0   HQIC                            36.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8708      0.071    -12.318      0.000      -1.009      -0.732
ma.L1          1.0000   2.92e+04   3.42e-05      1.000   -5.73e+04    5.73e+04
ar.S.L7       -0.0981      0.233     -0.421      0.674      -0.555       0.359
ma.S.L7       -1.0001    1.4e+04  -7.12e-05      1.000   -2.75e+04    2.75e+04
sigma2         0.2562   5851.787   4.38e-05      1.000   -1.15e+04    1.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.35   Prob(JB):                         0.63
Heteroskedasticity (H):               0.21   Skew:                             0.25
Prob(H) (two-sided):                  0.16   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.85615340267924, Current Price: 118.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.223
Date:                           Wed, 09 Oct 2024   AIC                             36.445
Time:                                   14:40:48   BIC                             39.270
Sample:                                        0   HQIC                            35.864
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8340      0.073    -11.381      0.000      -0.978      -0.690
ma.L1          1.0000   1.16e+04   8.61e-05      1.000   -2.28e+04    2.28e+04
ar.S.L7       -0.1473      0.215     -0.684      0.494      -0.569       0.275
ma.S.L7       -1.0001   9461.067     -0.000      1.000   -1.85e+04    1.85e+04
sigma2         0.2382   4232.928   5.63e-05      1.000   -8296.149    8296.625
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.53   Prob(JB):                         0.64
Heteroskedasticity (H):               0.11   Skew:                             0.31
Prob(H) (two-sided):                  0.06   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.80447235101705, Current Price: 119.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.115
Date:                           Wed, 09 Oct 2024   AIC                             38.229
Time:                                   14:40:48   BIC                             41.054
Sample:                                        0   HQIC                            37.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8677      0.085    -10.192      0.000      -1.035      -0.701
ma.L1          1.0000   6696.449      0.000      1.000   -1.31e+04    1.31e+04
ar.S.L7        0.0094      0.033      0.283      0.777      -0.056       0.074
ma.S.L7       -1.0001   1.13e+04  -8.88e-05      1.000   -2.21e+04    2.21e+04
sigma2         0.2745   2073.292      0.000      1.000   -4063.304    4063.853
===================================================================================
Ljung-Box (L1) (Q):                   2.59   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.11   Prob(JB):                         0.69
Heteroskedasticity (H):               0.27   Skew:                             0.42
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.88732668014119, Current Price: 118.36
BUY EXECUTED at 118.36
BUY ORDER COMPLETED at 118.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.693
Date:                           Wed, 09 Oct 2024   AIC                             39.385
Time:                                   14:40:48   BIC                             42.210
Sample:                                        0   HQIC                            38.805
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5540      0.170     -3.267      0.001      -0.886      -0.222
ma.L1          1.0000   1.93e+04   5.19e-05      1.000   -3.78e+04    3.78e+04
ar.S.L7       -0.3471      0.151     -2.297      0.022      -0.643      -0.051
ma.S.L7        0.1103      0.404      0.273      0.785      -0.682       0.902
sigma2         0.4735   9124.383   5.19e-05      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.95   Prob(JB):                         0.72
Heteroskedasticity (H):               1.38   Skew:                             0.04
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.55351322226643, Current Price: 118.81
SELL EXECUTED at 118.81
SELL ORDER COMPLETED at 119.06
OPERATION PROFIT, GROSS 0.18999999999999773, NET -0.047930000000002276
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.903
Date:                           Wed, 09 Oct 2024   AIC                             39.806
Time:                                   14:40:48   BIC                             42.631
Sample:                                        0   HQIC                            39.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5966      0.307     -1.943      0.052      -1.198       0.005
ma.L1          0.5679      0.584      0.972      0.331      -0.578       1.713
ar.S.L7       -0.3650      0.490     -0.744      0.457      -1.326       0.596
ma.S.L7        0.0677      0.600      0.113      0.910      -1.108       1.243
sigma2         0.5732      0.384      1.494      0.135      -0.179       1.325
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.88   Prob(JB):                         0.61
Heteroskedasticity (H):               0.92   Skew:                            -0.06
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.88265395329108, Current Price: 118.9
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.117
Date:                           Wed, 09 Oct 2024   AIC                             34.234
Time:                                   14:40:48   BIC                             37.059
Sample:                                        0   HQIC                            33.654
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3830      0.873     -0.439      0.661      -2.094       1.328
ma.L1          1.6593      1.980      0.838      0.402      -2.221       5.540
ar.S.L7    -2.862e-06      0.050  -5.68e-05      1.000      -0.099       0.099
ma.S.L7       -0.9995    637.863     -0.002      0.999   -1251.189    1249.190
sigma2         0.0979     62.254      0.002      0.999    -121.918     122.114
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.70   Prob(JB):                         0.55
Heteroskedasticity (H):               1.95   Skew:                            -0.73
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.81071608520107, Current Price: 118.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.074
Date:                           Wed, 09 Oct 2024   AIC                             38.148
Time:                                   14:40:48   BIC                             40.973
Sample:                                        0   HQIC                            37.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1669     88.594     -0.002      0.998    -173.808     173.475
ma.L1          0.1572     89.683      0.002      0.999    -175.619     175.933
ar.S.L7       -0.3976      0.856     -0.464      0.643      -2.076       1.281
ma.S.L7        0.0108      0.767      0.014      0.989      -1.493       1.515
sigma2         0.5103      0.328      1.555      0.120      -0.133       1.154
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.98   Prob(JB):                         0.69
Heteroskedasticity (H):               1.23   Skew:                            -0.42
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.4588737057026, Current Price: 118.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.150
Date:                           Wed, 09 Oct 2024   AIC                             38.299
Time:                                   14:40:48   BIC                             41.124
Sample:                                        0   HQIC                            37.719
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4986      1.244     -0.401      0.689      -2.936       1.939
ma.L1          0.5139      1.258      0.409      0.683      -1.951       2.979
ar.S.L7       -0.4155      0.407     -1.022      0.307      -1.212       0.381
ma.S.L7        0.1922      0.679      0.283      0.777      -1.138       1.522
sigma2         0.5041      0.314      1.604      0.109      -0.112       1.120
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.94   Prob(JB):                         0.75
Heteroskedasticity (H):               0.75   Skew:                            -0.15
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.30049573689784, Current Price: 116.09
BUY EXECUTED at 116.09
BUY ORDER COMPLETED at 115.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.098
Date:                           Wed, 09 Oct 2024   AIC                             44.196
Time:                                   14:40:48   BIC                             47.021
Sample:                                        0   HQIC                            43.615
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4334      0.393     -1.104      0.270      -1.203       0.336
ma.L1          1.0000   2.25e+04   4.45e-05      1.000    -4.4e+04     4.4e+04
ar.S.L7       -0.2838      0.203     -1.401      0.161      -0.681       0.113
ma.S.L7        0.1106      0.743      0.149      0.882      -1.347       1.568
sigma2         0.7151   1.61e+04   4.45e-05      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.40   Prob(JB):                         0.72
Heteroskedasticity (H):               1.66   Skew:                            -0.30
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.74122091915812, Current Price: 116.52
SELL EXECUTED at 116.52
SELL ORDER COMPLETED at 116.58
OPERATION PROFIT, GROSS 0.6700000000000017, NET 0.43751000000000173
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.163
Date:                           Wed, 09 Oct 2024   AIC                             40.326
Time:                                   14:40:48   BIC                             43.150
Sample:                                        0   HQIC                            39.745
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4504      0.292      1.543      0.123      -0.122       1.023
ma.L1         -1.0000   3.07e+05  -3.26e-06      1.000   -6.01e+05    6.01e+05
ar.S.L7       -0.5016      0.305     -1.646      0.100      -1.099       0.096
ma.S.L7        0.1431      1.592      0.090      0.928      -2.978       3.264
sigma2         0.5217    1.6e+05   3.26e-06      1.000   -3.14e+05    3.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 2.06
Prob(Q):                              0.80   Prob(JB):                         0.36
Heteroskedasticity (H):              19.48   Skew:                            -0.92
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.1009809992498, Current Price: 116.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.007
Date:                           Wed, 09 Oct 2024   AIC                             40.015
Time:                                   14:40:48   BIC                             42.840
Sample:                                        0   HQIC                            39.434
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3691      0.333      1.110      0.267      -0.283       1.021
ma.L1         -1.0000   8555.726     -0.000      1.000   -1.68e+04    1.68e+04
ar.S.L7       -0.4766      0.231     -2.066      0.039      -0.929      -0.024
ma.S.L7        0.1419      1.008      0.141      0.888      -1.834       2.118
sigma2         0.5266   4505.342      0.000      1.000   -8829.782    8830.835
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 1.64
Prob(Q):                              0.67   Prob(JB):                         0.44
Heteroskedasticity (H):              11.94   Skew:                            -0.85
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.948806123864, Current Price: 115.28
BUY EXECUTED at 115.28
BUY ORDER COMPLETED at 115.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.345
Date:                           Wed, 09 Oct 2024   AIC                             42.691
Time:                                   14:40:48   BIC                             45.515
Sample:                                        0   HQIC                            42.110
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1956      1.079      0.181      0.856      -1.919       2.310
ma.L1         -0.7433      0.563     -1.320      0.187      -1.847       0.360
ar.S.L7       -0.5701      0.310     -1.841      0.066      -1.177       0.037
ma.S.L7       -0.3430      1.586     -0.216      0.829      -3.452       2.766
sigma2         0.6776      0.417      1.625      0.104      -0.140       1.495
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.71
Prob(Q):                              0.94   Prob(JB):                         0.43
Heteroskedasticity (H):              11.17   Skew:                            -0.89
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.25922526335034, Current Price: 115.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.393
Date:                           Wed, 09 Oct 2024   AIC                             42.787
Time:                                   14:40:48   BIC                             45.611
Sample:                                        0   HQIC                            42.206
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1958      1.142      0.171      0.864      -2.043       2.434
ma.L1         -1.2528      0.797     -1.572      0.116      -2.815       0.309
ar.S.L7       -0.6051      0.282     -2.146      0.032      -1.158      -0.052
ma.S.L7       -0.2138      1.949     -0.110      0.913      -4.034       3.607
sigma2         0.4452      0.537      0.829      0.407      -0.607       1.498
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.74
Prob(Q):                              0.84   Prob(JB):                         0.42
Heteroskedasticity (H):               0.95   Skew:                            -0.88
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.19021239567124, Current Price: 115.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.391
Date:                           Wed, 09 Oct 2024   AIC                             42.783
Time:                                   14:40:48   BIC                             45.608
Sample:                                        0   HQIC                            42.202
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1620      0.901      0.180      0.857      -1.604       1.928
ma.L1         -0.8844      0.476     -1.857      0.063      -1.818       0.049
ar.S.L7       -0.7140      0.171     -4.184      0.000      -1.049      -0.380
ma.S.L7        0.0805      1.837      0.044      0.965      -3.521       3.682
sigma2         0.7002      0.400      1.751      0.080      -0.083       1.484
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.79   Prob(JB):                         0.49
Heteroskedasticity (H):               0.75   Skew:                            -0.72
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.69654505102382, Current Price: 116.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.379
Date:                           Wed, 09 Oct 2024   AIC                             42.758
Time:                                   14:40:48   BIC                             45.582
Sample:                                        0   HQIC                            42.177
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5482      0.313     -1.754      0.080      -1.161       0.065
ma.L1          1.0000   6211.103      0.000      1.000   -1.22e+04    1.22e+04
ar.S.L7       -0.2349      0.594     -0.395      0.693      -1.399       0.930
ma.S.L7       -1.0003   4009.428     -0.000      1.000   -7859.335    7857.335
sigma2         0.3884   3485.527      0.000      1.000   -6831.118    6831.895
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.31   Prob(JB):                         0.67
Heteroskedasticity (H):               0.75   Skew:                            -0.55
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.12090697226287, Current Price: 115.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.802
Date:                           Wed, 09 Oct 2024   AIC                             41.604
Time:                                   14:40:48   BIC                             44.429
Sample:                                        0   HQIC                            41.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5066      0.192     -2.645      0.008      -0.882      -0.131
ma.L1          1.0000   1.36e+04   7.34e-05      1.000   -2.67e+04    2.67e+04
ar.S.L7       -0.2232      0.629     -0.355      0.723      -1.455       1.009
ma.S.L7       -0.8233      5.889     -0.140      0.889     -12.366      10.719
sigma2         0.4231   5762.151   7.34e-05      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.25   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.26   Prob(JB):                         0.82
Heteroskedasticity (H):               0.70   Skew:                            -0.41
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.7331026803223, Current Price: 116.77
SELL EXECUTED at 116.77
SELL ORDER COMPLETED at 117.42
OPERATION PROFIT, GROSS 2.4000000000000057, NET 2.1675600000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.520
Date:                           Wed, 09 Oct 2024   AIC                             41.040
Time:                                   14:40:48   BIC                             43.865
Sample:                                        0   HQIC                            40.460
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3870      0.210     -1.847      0.065      -0.798       0.024
ma.L1          1.0000   5814.644      0.000      1.000   -1.14e+04    1.14e+04
ar.S.L7       -0.2172      0.740     -0.294      0.769      -1.667       1.233
ma.S.L7       -0.4773      0.866     -0.551      0.581      -2.174       1.219
sigma2         0.5411   3146.189      0.000      1.000   -6165.876    6166.958
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.47   Prob(JB):                         0.75
Heteroskedasticity (H):               0.74   Skew:                            -0.43
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.79137657386721, Current Price: 117.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.263
Date:                           Wed, 09 Oct 2024   AIC                             40.526
Time:                                   14:40:49   BIC                             43.351
Sample:                                        0   HQIC                            39.945
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3395      0.663     -0.512      0.609      -1.639       0.960
ma.L1          1.0000   2263.293      0.000      1.000   -4434.974    4436.974
ar.S.L7       -0.4264      1.383     -0.308      0.758      -3.137       2.284
ma.S.L7       -2.5228      9.770     -0.258      0.796     -21.672      16.627
sigma2         0.0842    190.212      0.000      1.000    -372.725     372.893
===================================================================================
Ljung-Box (L1) (Q):                   1.33   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.25   Prob(JB):                         0.70
Heteroskedasticity (H):               0.44   Skew:                            -0.57
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.32230727880832, Current Price: 118.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.064
Date:                           Wed, 09 Oct 2024   AIC                             44.128
Time:                                   14:40:49   BIC                             46.952
Sample:                                        0   HQIC                            43.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3978      0.197      2.015      0.044       0.011       0.785
ma.L1         -0.7845      0.529     -1.484      0.138      -1.820       0.251
ar.S.L7       -1.1952      0.458     -2.607      0.009      -2.094      -0.297
ma.S.L7        0.3943      1.280      0.308      0.758      -2.115       2.904
sigma2         0.7328      0.603      1.215      0.224      -0.449       1.914
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.73   Prob(JB):                         0.56
Heteroskedasticity (H):               1.03   Skew:                            -0.73
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.94518985268942, Current Price: 118.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.367
Date:                           Wed, 09 Oct 2024   AIC                             40.734
Time:                                   14:40:49   BIC                             43.559
Sample:                                        0   HQIC                            40.154
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1365      0.791      0.173      0.863      -1.413       1.686
ma.L1         -0.7282      0.666     -1.093      0.274      -2.034       0.577
ar.S.L7       -1.3172      0.251     -5.238      0.000      -1.810      -0.824
ma.S.L7        1.0001   7346.961      0.000      1.000   -1.44e+04    1.44e+04
sigma2         0.3759   2761.958      0.000      1.000   -5412.962    5413.714
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.59   Prob(JB):                         0.89
Heteroskedasticity (H):               1.47   Skew:                            -0.31
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.10189643693894, Current Price: 118.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.135
Date:                           Wed, 09 Oct 2024   AIC                             44.271
Time:                                   14:40:49   BIC                             47.095
Sample:                                        0   HQIC                            43.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3454      2.692      0.128      0.898      -4.931       5.622
ma.L1         -0.2169      2.692     -0.081      0.936      -5.492       5.058
ar.S.L7       -0.2401      0.822     -0.292      0.770      -1.852       1.372
ma.S.L7       -1.0002   7296.265     -0.000      1.000   -1.43e+04    1.43e+04
sigma2         0.4921   3591.044      0.000      1.000   -7037.824    7038.808
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 4.46
Prob(Q):                              0.63   Prob(JB):                         0.11
Heteroskedasticity (H):               0.34   Skew:                            -1.38
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.36076897291922, Current Price: 119.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.555
Date:                           Wed, 09 Oct 2024   AIC                             37.110
Time:                                   14:40:49   BIC                             39.935
Sample:                                        0   HQIC                            36.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3987      0.333     -1.196      0.232      -1.052       0.255
ma.L1          0.8408      0.272      3.090      0.002       0.308       1.374
ar.S.L7       -0.2065      0.671     -0.308      0.758      -1.521       1.108
ma.S.L7       -1.0004   3336.108     -0.000      1.000   -6539.652    6537.651
sigma2         0.2857    953.264      0.000      1.000   -1868.077    1868.649
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 6.35
Prob(Q):                              0.36   Prob(JB):                         0.04
Heteroskedasticity (H):               0.57   Skew:                            -1.51
Prob(H) (two-sided):                  0.60   Kurtosis:                         4.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.70372162419747, Current Price: 119.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.174
Date:                           Wed, 09 Oct 2024   AIC                             36.347
Time:                                   14:40:49   BIC                             39.172
Sample:                                        0   HQIC                            35.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2589      0.364     -0.711      0.477      -0.973       0.455
ma.L1          0.7647      0.307      2.487      0.013       0.162       1.367
ar.S.L7       -0.3092      0.357     -0.866      0.386      -1.009       0.390
ma.S.L7       -1.0002   3775.002     -0.000      1.000   -7399.867    7397.867
sigma2         0.2691   1015.823      0.000      1.000   -1990.707    1991.245
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 4.00
Prob(Q):                              0.36   Prob(JB):                         0.14
Heteroskedasticity (H):               0.49   Skew:                            -1.24
Prob(H) (two-sided):                  0.51   Kurtosis:                         4.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.9108971282429, Current Price: 118.92
BUY EXECUTED at 118.92
BUY ORDER COMPLETED at 118.57
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.803
Date:                           Wed, 09 Oct 2024   AIC                             41.606
Time:                                   14:40:49   BIC                             44.431
Sample:                                        0   HQIC                            41.025
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9425      0.600      1.572      0.116      -0.233       2.118
ma.L1         -1.0000   1.41e+04  -7.11e-05      1.000   -2.76e+04    2.76e+04
ar.S.L7       -0.5241      0.634     -0.827      0.409      -1.767       0.719
ma.S.L7       -0.3717      1.330     -0.279      0.780      -2.979       2.235
sigma2         0.5197   7307.124   7.11e-05      1.000   -1.43e+04    1.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 3.15
Prob(Q):                              0.59   Prob(JB):                         0.21
Heteroskedasticity (H):               1.04   Skew:                            -1.19
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.05194249903852, Current Price: 119.88
SELL EXECUTED at 119.88
SELL ORDER COMPLETED at 120.1
OPERATION PROFIT, GROSS 1.5300000000000011, NET 1.2913300000000012
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.101
Date:                           Wed, 09 Oct 2024   AIC                             40.203
Time:                                   14:40:49   BIC                             43.028
Sample:                                        0   HQIC                            39.622
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4520      0.330     -1.368      0.171      -1.100       0.196
ma.L1          0.5692      0.523      1.088      0.277      -0.456       1.594
ar.S.L7       -0.4567      0.282     -1.619      0.105      -1.010       0.096
ma.S.L7        0.0221      0.642      0.034      0.973      -1.236       1.281
sigma2         0.5927      0.489      1.211      0.226      -0.366       1.552
===================================================================================
Ljung-Box (L1) (Q):                   1.55   Jarque-Bera (JB):                 7.52
Prob(Q):                              0.21   Prob(JB):                         0.02
Heteroskedasticity (H):               3.54   Skew:                            -1.56
Prob(H) (two-sided):                  0.25   Kurtosis:                         5.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.99129876657365, Current Price: 119.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.977
Date:                           Wed, 09 Oct 2024   AIC                             37.953
Time:                                   14:40:49   BIC                             40.778
Sample:                                        0   HQIC                            37.373
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0174      0.289      3.524      0.000       0.452       1.583
ma.L1         -1.0000   2.98e+04  -3.36e-05      1.000   -5.84e+04    5.84e+04
ar.S.L7       -0.5777      0.370     -1.561      0.118      -1.303       0.148
ma.S.L7       -0.2325      0.953     -0.244      0.807      -2.101       1.636
sigma2         0.4126   1.23e+04   3.36e-05      1.000   -2.41e+04    2.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 8.17
Prob(Q):                              0.32   Prob(JB):                         0.02
Heteroskedasticity (H):               3.94   Skew:                            -1.61
Prob(H) (two-sided):                  0.21   Kurtosis:                         5.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.45239528942147, Current Price: 120.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.429
Date:                           Wed, 09 Oct 2024   AIC                             34.858
Time:                                   14:40:49   BIC                             37.683
Sample:                                        0   HQIC                            34.278
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9396      0.110      8.579      0.000       0.725       1.154
ma.L1         -1.0000   7035.830     -0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.4972      0.215     -2.310      0.021      -0.919      -0.075
ma.S.L7       -0.0166      0.858     -0.019      0.985      -1.698       1.664
sigma2         0.3388   2384.069      0.000      1.000   -4672.351    4673.029
===================================================================================
Ljung-Box (L1) (Q):                   1.70   Jarque-Bera (JB):                 3.59
Prob(Q):                              0.19   Prob(JB):                         0.17
Heteroskedasticity (H):               6.54   Skew:                            -1.20
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.13264959847764, Current Price: 120.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.494
Date:                           Wed, 09 Oct 2024   AIC                             34.987
Time:                                   14:40:49   BIC                             37.812
Sample:                                        0   HQIC                            34.407
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9013      0.128      7.040      0.000       0.650       1.152
ma.L1         -1.0123      8.662     -0.117      0.907     -17.989      15.964
ar.S.L7       -0.4486      0.213     -2.110      0.035      -0.865      -0.032
ma.S.L7       -6.4779     37.315     -0.174      0.862     -79.615      66.659
sigma2         0.0078      0.122      0.064      0.949      -0.231       0.247
===================================================================================
Ljung-Box (L1) (Q):                   2.37   Jarque-Bera (JB):                 2.95
Prob(Q):                              0.12   Prob(JB):                         0.23
Heteroskedasticity (H):               0.63   Skew:                            -1.11
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.58701647221515, Current Price: 120.65
BUY EXECUTED at 120.65
BUY ORDER COMPLETED at 120.51
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.271
Date:                           Wed, 09 Oct 2024   AIC                             40.542
Time:                                   14:40:49   BIC                             43.367
Sample:                                        0   HQIC                            39.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1602      0.287      0.559      0.576      -0.401       0.722
ma.L1        -37.6765      0.130   -290.829      0.000     -37.930     -37.423
ar.S.L7       -0.4611      0.237     -1.947      0.052      -0.925       0.003
ma.S.L7        7.2712     29.015      0.251      0.802     -49.597      64.139
sigma2      8.131e-06   6.58e-05      0.124      0.902      -0.000       0.000
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 1.36
Prob(Q):                              0.47   Prob(JB):                         0.51
Heteroskedasticity (H):               0.73   Skew:                            -0.69
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 6.97e+19. Standard errors may be unstable.
Predicted Price: 120.58417390462915, Current Price: 120.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.187
Date:                           Wed, 09 Oct 2024   AIC                             40.375
Time:                                   14:40:49   BIC                             43.200
Sample:                                        0   HQIC                            39.794
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0588      0.340      0.173      0.863      -0.607       0.725
ma.L1        -41.4270      0.000  -1.94e+05      0.000     -41.427     -41.427
ar.S.L7    -7.876e-05      0.011     -0.007      0.994      -0.022       0.021
ma.S.L7       -2.1800      2.328     -0.937      0.349      -6.742       2.382
sigma2      7.282e-05      0.000      0.470      0.639      -0.000       0.000
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.31   Prob(JB):                         0.65
Heteroskedasticity (H):               0.47   Skew:                            -0.45
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.21e+20. Standard errors may be unstable.
Predicted Price: 120.51772507854376, Current Price: 120.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.976
Date:                           Wed, 09 Oct 2024   AIC                             37.952
Time:                                   14:40:49   BIC                             40.776
Sample:                                        0   HQIC                            37.371
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3108      6.147      0.051      0.960     -11.738      12.359
ma.L1         -3.8668     97.501     -0.040      0.968    -194.966     187.232
ar.S.L7       -0.3256      0.283     -1.150      0.250      -0.881       0.229
ma.S.L7       -0.4013      1.396     -0.288      0.774      -3.137       2.334
sigma2         0.0314      1.568      0.020      0.984      -3.042       3.104
===================================================================================
Ljung-Box (L1) (Q):                   1.37   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.24   Prob(JB):                         0.83
Heteroskedasticity (H):               0.19   Skew:                            -0.18
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.0249144791312, Current Price: 119.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.572
Date:                           Wed, 09 Oct 2024   AIC                             37.144
Time:                                   14:40:49   BIC                             39.969
Sample:                                        0   HQIC                            36.564
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3985      0.423      0.941      0.347      -0.431       1.228
ma.L1         -2.7490      4.344     -0.633      0.527     -11.263       5.765
ar.S.L7       -0.1954      0.506     -0.386      0.699      -1.187       0.797
ma.S.L7       -1.0001   1.31e+04  -7.63e-05      1.000   -2.57e+04    2.57e+04
sigma2         0.0376    492.068   7.63e-05      1.000    -964.397     964.472
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.79   Prob(JB):                         0.68
Heteroskedasticity (H):               2.98   Skew:                            -0.48
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.487463190352, Current Price: 119.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.381
Date:                           Wed, 09 Oct 2024   AIC                             36.763
Time:                                   14:40:49   BIC                             39.587
Sample:                                        0   HQIC                            36.182
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4647      0.266      1.748      0.080      -0.056       0.986
ma.L1         -2.4819      2.481     -1.000      0.317      -7.344       2.380
ar.S.L7       -0.2738      0.440     -0.622      0.534      -1.136       0.589
ma.S.L7       -1.0002   6657.327     -0.000      1.000    -1.3e+04     1.3e+04
sigma2         0.0440    293.274      0.000      1.000    -574.763     574.851
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.84   Prob(JB):                         0.56
Heteroskedasticity (H):               1.20   Skew:                            -0.70
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.70775353855075, Current Price: 119.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.915
Date:                           Wed, 09 Oct 2024   AIC                             37.830
Time:                                   14:40:49   BIC                             40.654
Sample:                                        0   HQIC                            37.249
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4647      0.878      0.529      0.597      -1.256       2.185
ma.L1         -2.1952      4.396     -0.499      0.618     -10.812       6.422
ar.S.L7       -0.3405      0.329     -1.034      0.301      -0.986       0.305
ma.S.L7       -1.0003   4052.663     -0.000      1.000   -7944.074    7942.074
sigma2         0.0607    246.140      0.000      1.000    -482.364     482.486
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.91   Prob(JB):                         0.69
Heteroskedasticity (H):               1.05   Skew:                            -0.46
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.97627610105481, Current Price: 121.31
SELL EXECUTED at 121.31
SELL ORDER COMPLETED at 122.08
OPERATION PROFIT, GROSS 1.5699999999999932, NET 1.327409999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.670
Date:                           Wed, 09 Oct 2024   AIC                             39.340
Time:                                   14:40:49   BIC                             42.165
Sample:                                        0   HQIC                            38.760
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8828      0.388     -2.276      0.023      -1.643      -0.123
ma.L1          1.0000   1.18e+04   8.45e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.4052      0.436     -0.928      0.353      -1.261       0.450
ma.S.L7       -1.3056      8.030     -0.163      0.871     -17.044      14.433
sigma2         0.2166   2561.621   8.46e-05      1.000   -5020.468    5020.902
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.86   Prob(JB):                         0.97
Heteroskedasticity (H):               2.46   Skew:                            -0.10
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.91220623675531, Current Price: 122.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.164
Date:                           Wed, 09 Oct 2024   AIC                             38.328
Time:                                   14:40:49   BIC                             41.153
Sample:                                        0   HQIC                            37.748
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3204      0.982      0.326      0.744      -1.604       2.245
ma.L1         -1.9557      3.480     -0.562      0.574      -8.777       4.866
ar.S.L7       -0.5314      0.723     -0.735      0.462      -1.948       0.885
ma.S.L7       -1.0013   1474.516     -0.001      0.999   -2891.000    2888.997
sigma2         0.0815    120.208      0.001      0.999    -235.521     235.684
===================================================================================
Ljung-Box (L1) (Q):                   1.71   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.19   Prob(JB):                         0.84
Heteroskedasticity (H):               1.53   Skew:                            -0.27
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.70902361083975, Current Price: 122.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.805
Date:                           Wed, 09 Oct 2024   AIC                             37.610
Time:                                   14:40:49   BIC                             40.434
Sample:                                        0   HQIC                            37.029
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5067      0.754      0.672      0.502      -0.971       1.985
ma.L1         -0.2642      0.553     -0.478      0.633      -1.348       0.819
ar.S.L7       -0.6721      0.608     -1.105      0.269      -1.864       0.520
ma.S.L7       -0.1991      0.790     -0.252      0.801      -1.748       1.349
sigma2         0.4803      0.349      1.376      0.169      -0.204       1.164
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.34   Prob(JB):                         0.91
Heteroskedasticity (H):               1.68   Skew:                            -0.17
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.89002722144653, Current Price: 121.92
BUY EXECUTED at 121.92
BUY ORDER COMPLETED at 120.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.895
Date:                           Wed, 09 Oct 2024   AIC                             35.791
Time:                                   14:40:50   BIC                             38.615
Sample:                                        0   HQIC                            35.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4455      0.590      0.755      0.450      -0.711       1.602
ma.L1          0.0396      0.545      0.073      0.942      -1.028       1.107
ar.S.L7       -0.8492      0.303     -2.805      0.005      -1.442      -0.256
ma.S.L7       -0.2494      0.590     -0.423      0.672      -1.406       0.907
sigma2         0.4112      0.312      1.318      0.188      -0.200       1.023
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.66   Prob(JB):                         0.65
Heteroskedasticity (H):               4.24   Skew:                             0.13
Prob(H) (two-sided):                  0.19   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.54230885016419, Current Price: 120.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.339
Date:                           Wed, 09 Oct 2024   AIC                             36.677
Time:                                   14:40:50   BIC                             39.502
Sample:                                        0   HQIC                            36.097
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4722      0.259      1.823      0.068      -0.036       0.980
ma.L1          0.1870      0.438      0.427      0.669      -0.671       1.045
ar.S.L7       -0.8385      0.215     -3.899      0.000      -1.260      -0.417
ma.S.L7        1.0004   1794.956      0.001      1.000   -3517.048    3519.049
sigma2         0.2644    474.695      0.001      1.000    -930.120     930.649
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.92   Prob(JB):                         0.59
Heteroskedasticity (H):               2.60   Skew:                             0.69
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.8706527693945, Current Price: 121.87
SELL EXECUTED at 121.87
SELL ORDER COMPLETED at 122.29
OPERATION PROFIT, GROSS 1.690000000000012, NET 1.4471100000000119
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.777
Date:                           Wed, 09 Oct 2024   AIC                             41.554
Time:                                   14:40:50   BIC                             44.378
Sample:                                        0   HQIC                            40.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4193      1.227     -0.342      0.733      -2.825       1.987
ma.L1          0.6510      1.050      0.620      0.535      -1.408       2.710
ar.S.L7       -0.6145      0.863     -0.712      0.476      -2.306       1.077
ma.S.L7       -8.2181     71.024     -0.116      0.908    -147.423     130.987
sigma2         0.0098      0.175      0.056      0.955      -0.333       0.353
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.83   Prob(JB):                         0.85
Heteroskedasticity (H):               6.93   Skew:                             0.24
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.8248931485311, Current Price: 122.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.376
Date:                           Wed, 09 Oct 2024   AIC                             40.751
Time:                                   14:40:50   BIC                             43.576
Sample:                                        0   HQIC                            40.171
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7638      0.417      1.830      0.067      -0.054       1.582
ma.L1         -1.0000   1738.654     -0.001      1.000   -3408.699    3406.699
ar.S.L7       -0.8049      0.277     -2.903      0.004      -1.348      -0.261
ma.S.L7        1.0006    923.966      0.001      0.999   -1809.940    1811.941
sigma2         0.3316    660.551      0.001      1.000   -1294.325    1294.988
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.45   Prob(JB):                         0.73
Heteroskedasticity (H):               0.93   Skew:                             0.38
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.48084697029377, Current Price: 122.3
BUY EXECUTED at 122.3
BUY ORDER COMPLETED at 122.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.372
Date:                           Wed, 09 Oct 2024   AIC                             38.744
Time:                                   14:40:50   BIC                             41.569
Sample:                                        0   HQIC                            38.163
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5612      0.265      2.119      0.034       0.042       1.080
ma.L1         -1.0000   3931.405     -0.000      1.000   -7706.411    7704.411
ar.S.L7       -0.7167      0.310     -2.310      0.021      -1.325      -0.109
ma.S.L7        1.0004   1412.122      0.001      0.999   -2766.708    2768.709
sigma2         0.2837   1155.495      0.000      1.000   -2264.444    2265.012
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.52   Prob(JB):                         0.88
Heteroskedasticity (H):               0.99   Skew:                             0.12
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.87118418128166, Current Price: 122.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.406
Date:                           Wed, 09 Oct 2024   AIC                             38.812
Time:                                   14:40:50   BIC                             41.636
Sample:                                        0   HQIC                            38.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5416      0.245      2.207      0.027       0.061       1.022
ma.L1         -1.0000   9912.528     -0.000      1.000   -1.94e+04    1.94e+04
ar.S.L7       -0.7020      0.289     -2.426      0.015      -1.269      -0.135
ma.S.L7        0.4316      0.621      0.695      0.487      -0.786       1.649
sigma2         0.4343   4304.720      0.000      1.000   -8436.662    8437.531
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.63   Prob(JB):                         0.76
Heteroskedasticity (H):               0.82   Skew:                             0.10
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.17072720973164, Current Price: 122.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.287
Date:                           Wed, 09 Oct 2024   AIC                             40.574
Time:                                   14:40:50   BIC                             43.398
Sample:                                        0   HQIC                            39.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5504      0.618     -0.891      0.373      -1.761       0.660
ma.L1          1.0000   6176.350      0.000      1.000   -1.21e+04    1.21e+04
ar.S.L7       -0.7180      0.330     -2.177      0.030      -1.365      -0.071
ma.S.L7        0.0530      0.488      0.109      0.913      -0.904       1.010
sigma2         0.5239   3235.765      0.000      1.000   -6341.459    6342.507
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.64   Prob(JB):                         0.70
Heteroskedasticity (H):               0.22   Skew:                             0.38
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.809752110869, Current Price: 122.67
SELL EXECUTED at 122.67
SELL ORDER COMPLETED at 122.39
OPERATION PROFIT, GROSS -0.15000000000000568, NET -0.39493000000000567
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.988
Date:                           Wed, 09 Oct 2024   AIC                             35.976
Time:                                   14:40:50   BIC                             38.801
Sample:                                        0   HQIC                            35.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4355      0.134      3.260      0.001       0.174       0.697
ma.L1         -1.0000   6299.942     -0.000      1.000   -1.23e+04    1.23e+04
ar.S.L7       -0.6366      0.691     -0.921      0.357      -1.991       0.718
ma.S.L7       -0.2011      0.699     -0.288      0.774      -1.571       1.169
sigma2         0.3592   2263.138      0.000      1.000   -4435.309    4436.028
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.78   Prob(JB):                         0.86
Heteroskedasticity (H):               0.29   Skew:                            -0.03
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.02057213357526, Current Price: 122.29
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -452.379
Date:                           Wed, 09 Oct 2024   AIC                            914.758
Time:                                   14:40:50   BIC                            917.583
Sample:                                        0   HQIC                           914.177
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          2.2363   1.28e+04      0.000      1.000   -2.51e+04    2.51e+04
ma.L1         -2.2725     41.659     -0.055      0.956     -83.923      79.378
ar.S.L7    -3.702e-05      1.480   -2.5e-05      1.000      -2.902       2.902
ma.S.L7     5.604e+14   1.36e-09   4.12e+23      0.000     5.6e+14     5.6e+14
sigma2         0.8814      0.556      1.585      0.113      -0.209       1.971
===================================================================================
Ljung-Box (L1) (Q):                   1.92   Jarque-Bera (JB):                30.94
Prob(Q):                              0.17   Prob(JB):                         0.00
Heteroskedasticity (H):         4089106.68   Skew:                             2.59
Prob(H) (two-sided):                  0.00   Kurtosis:                         8.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.42e+41. Standard errors may be unstable.
Predicted Price: -14077223682.278217, Current Price: 122.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.275
Date:                           Wed, 09 Oct 2024   AIC                             32.550
Time:                                   14:40:50   BIC                             35.375
Sample:                                        0   HQIC                            31.969
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4741      0.364      1.301      0.193      -0.240       1.188
ma.L1         -1.0000   2.35e+04  -4.25e-05      1.000   -4.61e+04    4.61e+04
ar.S.L7       -0.5521      0.344     -1.603      0.109      -1.227       0.123
ma.S.L7       -1.0001   1.13e+04  -8.82e-05      1.000   -2.22e+04    2.22e+04
sigma2         0.1615   3686.153   4.38e-05      1.000   -7224.566    7224.889
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.41   Prob(JB):                         0.88
Heteroskedasticity (H):               0.20   Skew:                             0.14
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.11132414004864, Current Price: 124.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.101
Date:                           Wed, 09 Oct 2024   AIC                             36.202
Time:                                   14:40:50   BIC                             39.026
Sample:                                        0   HQIC                            35.621
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5428      0.752      0.722      0.471      -0.932       2.017
ma.L1         -0.5493      0.916     -0.600      0.549      -2.344       1.246
ar.S.L7       -0.4744      0.288     -1.649      0.099      -1.038       0.089
ma.S.L7       -1.0001   1.42e+04  -7.03e-05      1.000   -2.79e+04    2.79e+04
sigma2         0.2550   3627.835   7.03e-05      1.000   -7110.171    7110.681
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.39
Prob(Q):                              1.00   Prob(JB):                         0.82
Heteroskedasticity (H):               1.49   Skew:                             0.18
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.59945297374932, Current Price: 124.42
BUY EXECUTED at 124.42
BUY ORDER COMPLETED at 124.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.077
Date:                           Wed, 09 Oct 2024   AIC                             36.155
Time:                                   14:40:50   BIC                             38.980
Sample:                                        0   HQIC                            35.574
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3416      0.288      1.186      0.236      -0.223       0.906
ma.L1         -1.0000   9940.042     -0.000      1.000   -1.95e+04    1.95e+04
ar.S.L7       -0.4129      0.569     -0.726      0.468      -1.528       0.702
ma.S.L7       -1.0001   1.69e+04  -5.92e-05      1.000   -3.31e+04    3.31e+04
sigma2         0.2261   4241.235   5.33e-05      1.000   -8312.442    8312.894
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.22
Prob(Q):                              0.97   Prob(JB):                         0.33
Heteroskedasticity (H):               1.85   Skew:                             1.00
Prob(H) (two-sided):                  0.57   Kurtosis:                         3.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.69181833943674, Current Price: 124.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.633
Date:                           Wed, 09 Oct 2024   AIC                             37.266
Time:                                   14:40:50   BIC                             40.091
Sample:                                        0   HQIC                            36.686
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3335      0.668      0.499      0.617      -0.975       1.642
ma.L1         -1.0000   9876.818     -0.000      1.000   -1.94e+04    1.94e+04
ar.S.L7       -0.3914      0.268     -1.458      0.145      -0.918       0.135
ma.S.L7       -0.2350      0.751     -0.313      0.754      -1.707       1.237
sigma2         0.4100   4049.631      0.000      1.000   -7936.721    7937.541
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 1.77
Prob(Q):                              0.53   Prob(JB):                         0.41
Heteroskedasticity (H):               2.68   Skew:                             0.83
Prob(H) (two-sided):                  0.36   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.49008164209297, Current Price: 125.82
SELL EXECUTED at 125.82
SELL ORDER COMPLETED at 126.01
OPERATION PROFIT, GROSS 1.6800000000000068, NET 1.4296600000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.970
Date:                           Wed, 09 Oct 2024   AIC                             39.939
Time:                                   14:40:50   BIC                             42.764
Sample:                                        0   HQIC                            39.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3239      0.649      0.499      0.618      -0.949       1.596
ma.L1         -1.0000   5251.589     -0.000      1.000   -1.03e+04    1.03e+04
ar.S.L7       -0.5217      0.349     -1.494      0.135      -1.206       0.163
ma.S.L7       -0.4587      1.397     -0.328      0.743      -3.197       2.279
sigma2         0.4610   2420.968      0.000      1.000   -4744.548    4745.470
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.94   Prob(JB):                         0.48
Heteroskedasticity (H):               2.43   Skew:                             0.81
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.84676705548377, Current Price: 126.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.817
Date:                           Wed, 09 Oct 2024   AIC                             39.634
Time:                                   14:40:50   BIC                             42.459
Sample:                                        0   HQIC                            39.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2652      0.955      0.278      0.781      -1.607       2.137
ma.L1         -0.6798      0.835     -0.814      0.416      -2.316       0.957
ar.S.L7       -0.6560      0.708     -0.926      0.354      -2.044       0.732
ma.S.L7       -0.2550      1.430     -0.178      0.858      -3.058       2.548
sigma2         0.5536      0.384      1.443      0.149      -0.198       1.305
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.65   Prob(JB):                         0.71
Heteroskedasticity (H):               3.77   Skew:                             0.51
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.74813558992132, Current Price: 127.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.948
Date:                           Wed, 09 Oct 2024   AIC                             43.897
Time:                                   14:40:50   BIC                             46.721
Sample:                                        0   HQIC                            43.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3116      0.512     -0.608      0.543      -1.315       0.692
ma.L1          1.0000   4921.324      0.000      1.000   -9644.618    9646.618
ar.S.L7       -0.6680      0.210     -3.180      0.001      -1.080      -0.256
ma.S.L7       -0.5018      1.429     -0.351      0.726      -3.304       2.300
sigma2         0.6626   3260.901      0.000      1.000   -6390.587    6391.912
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.84   Prob(JB):                         0.81
Heteroskedasticity (H):               6.26   Skew:                            -0.42
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.85703103179227, Current Price: 126.81
BUY EXECUTED at 126.81
BUY ORDER COMPLETED at 127.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.803
Date:                           Wed, 09 Oct 2024   AIC                             45.605
Time:                                   14:40:50   BIC                             48.430
Sample:                                        0   HQIC                            45.024
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3624      1.103     -0.329      0.743      -2.525       1.800
ma.L1         -0.0029      0.970     -0.003      0.998      -1.905       1.899
ar.S.L7       -0.4549      0.442     -1.030      0.303      -1.321       0.411
ma.S.L7        1.0001   1.73e+04   5.79e-05      1.000   -3.39e+04    3.39e+04
sigma2         0.5459   9430.617   5.79e-05      1.000   -1.85e+04    1.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.66   Prob(JB):                         0.58
Heteroskedasticity (H):               4.14   Skew:                             0.27
Prob(H) (two-sided):                  0.20   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.47493224472487, Current Price: 128.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.086
Date:                           Wed, 09 Oct 2024   AIC                             46.172
Time:                                   14:40:50   BIC                             48.997
Sample:                                        0   HQIC                            45.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4379      0.718      0.610      0.542      -0.970       1.846
ma.L1         -0.6141      0.765     -0.802      0.422      -2.114       0.886
ar.S.L7       -0.4316      0.833     -0.518      0.604      -2.064       1.201
ma.S.L7        0.1993      1.823      0.109      0.913      -3.373       3.771
sigma2         0.9221      0.554      1.665      0.096      -0.164       2.008
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.35   Prob(JB):                         0.60
Heteroskedasticity (H):               3.59   Skew:                             0.52
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.80052870318329, Current Price: 127.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.884
Date:                           Wed, 09 Oct 2024   AIC                             45.767
Time:                                   14:40:50   BIC                             48.592
Sample:                                        0   HQIC                            45.187
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3567      1.606     -0.222      0.824      -3.504       2.791
ma.L1          0.0787      1.714      0.046      0.963      -3.281       3.439
ar.S.L7       -0.3507      0.755     -0.465      0.642      -1.830       1.129
ma.S.L7        0.2153      1.689      0.128      0.899      -3.094       3.525
sigma2         0.9005      0.548      1.644      0.100      -0.173       1.974
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.59   Prob(JB):                         0.64
Heteroskedasticity (H):               2.47   Skew:                             0.22
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.8964671916564, Current Price: 126.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.037
Date:                           Wed, 09 Oct 2024   AIC                             48.074
Time:                                   14:40:50   BIC                             50.899
Sample:                                        0   HQIC                            47.494
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3675      1.557     -0.236      0.813      -3.418       2.683
ma.L1          0.0339      1.815      0.019      0.985      -3.523       3.590
ar.S.L7       -0.1643      0.879     -0.187      0.852      -1.887       1.558
ma.S.L7        0.1244      1.110      0.112      0.911      -2.052       2.300
sigma2         1.0886      0.773      1.408      0.159      -0.427       2.604
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.97   Prob(JB):                         0.79
Heteroskedasticity (H):               1.27   Skew:                            -0.13
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.1427044020076, Current Price: 126.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.184
Date:                           Wed, 09 Oct 2024   AIC                             48.369
Time:                                   14:40:50   BIC                             51.194
Sample:                                        0   HQIC                            47.788
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2197      3.789     -0.058      0.954      -7.646       7.207
ma.L1          0.1077      3.720      0.029      0.977      -7.184       7.399
ar.S.L7       -0.0878      1.356     -0.065      0.948      -2.745       2.569
ma.S.L7       -0.1894      1.599     -0.118      0.906      -3.324       2.945
sigma2         1.1044      0.715      1.545      0.122      -0.297       2.506
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.86   Prob(JB):                         0.84
Heteroskedasticity (H):               1.90   Skew:                             0.20
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.83941305200914, Current Price: 125.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.780
Date:                           Wed, 09 Oct 2024   AIC                             49.560
Time:                                   14:40:50   BIC                             52.385
Sample:                                        0   HQIC                            48.979
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3703      6.742      0.055      0.956     -12.843      13.583
ma.L1         -0.3317      6.740     -0.049      0.961     -13.541      12.878
ar.S.L7       -0.2747      0.536     -0.512      0.608      -1.326       0.776
ma.S.L7        0.2643      1.386      0.191      0.849      -2.452       2.980
sigma2         1.1939      1.378      0.867      0.386      -1.506       3.894
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.61   Prob(JB):                         0.55
Heteroskedasticity (H):               1.98   Skew:                             0.63
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.92725580486419, Current Price: 126.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.776
Date:                           Wed, 09 Oct 2024   AIC                             49.553
Time:                                   14:40:50   BIC                             52.377
Sample:                                        0   HQIC                            48.972
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7080      1.404      0.504      0.614      -2.043       3.459
ma.L1         -0.5998      1.569     -0.382      0.702      -3.674       2.475
ar.S.L7       -0.1755      0.638     -0.275      0.783      -1.426       1.075
ma.S.L7        0.0426      1.303      0.033      0.974      -2.511       2.596
sigma2         1.2133      1.338      0.907      0.365      -1.410       3.836
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.45   Prob(JB):                         0.57
Heteroskedasticity (H):               0.84   Skew:                             0.64
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.43326802897936, Current Price: 125.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.058
Date:                           Wed, 09 Oct 2024   AIC                             48.117
Time:                                   14:40:50   BIC                             50.942
Sample:                                        0   HQIC                            47.536
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4461      9.521      0.047      0.963     -18.214      19.106
ma.L1         -0.4022     10.186     -0.039      0.969     -20.367      19.562
ar.S.L7       -0.1398      0.661     -0.211      0.833      -1.436       1.156
ma.S.L7       -0.1417      1.049     -0.135      0.893      -2.198       1.915
sigma2         1.0906      0.752      1.449      0.147      -0.384       2.565
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.51   Prob(JB):                         0.51
Heteroskedasticity (H):               0.44   Skew:                             0.78
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.94219556362432, Current Price: 124.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.950
Date:                           Wed, 09 Oct 2024   AIC                             51.899
Time:                                   14:40:50   BIC                             54.724
Sample:                                        0   HQIC                            51.319
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9086      0.377      2.409      0.016       0.169       1.648
ma.L1         -0.6777      0.727     -0.932      0.352      -2.104       0.748
ar.S.L7       -0.2187      0.748     -0.292      0.770      -1.684       1.247
ma.S.L7        0.3515      1.645      0.214      0.831      -2.873       3.576
sigma2         1.3630      2.217      0.615      0.539      -2.981       5.707
===================================================================================
Ljung-Box (L1) (Q):                   2.15   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.14   Prob(JB):                         0.68
Heteroskedasticity (H):               0.95   Skew:                             0.40
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.45981931660344, Current Price: 124.62
SELL EXECUTED at 124.62
SELL ORDER COMPLETED at 124.68
OPERATION PROFIT, GROSS -2.8799999999999955, NET -3.1322399999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.499
Date:                           Wed, 09 Oct 2024   AIC                             52.997
Time:                                   14:40:50   BIC                             55.822
Sample:                                        0   HQIC                            52.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4781      4.950      0.097      0.923      -9.223      10.179
ma.L1         -0.3951      5.463     -0.072      0.942     -11.103      10.313
ar.S.L7       -0.1447      1.559     -0.093      0.926      -3.201       2.911
ma.S.L7        0.0287      1.631      0.018      0.986      -3.167       3.225
sigma2         1.6011      1.016      1.576      0.115      -0.390       3.593
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.41   Prob(JB):                         0.89
Heteroskedasticity (H):               0.80   Skew:                             0.24
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.98110570305084, Current Price: 123.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.158
Date:                           Wed, 09 Oct 2024   AIC                             50.317
Time:                                   14:40:51   BIC                             53.142
Sample:                                        0   HQIC                            49.736
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7401      1.420      0.521      0.602      -2.043       3.523
ma.L1         -1.6297      4.477     -0.364      0.716     -10.405       7.146
ar.S.L7       -0.0015      0.015     -0.101      0.920      -0.031       0.028
ma.S.L7       -0.1977      0.916     -0.216      0.829      -1.994       1.598
sigma2         0.4865      2.522      0.193      0.847      -4.457       5.430
===================================================================================
Ljung-Box (L1) (Q):                   1.51   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.22   Prob(JB):                         0.95
Heteroskedasticity (H):               1.30   Skew:                            -0.07
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.05607206621058, Current Price: 122.68
BUY EXECUTED at 122.68
BUY ORDER COMPLETED at 123.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.693
Date:                           Wed, 09 Oct 2024   AIC                             51.387
Time:                                   14:40:51   BIC                             54.212
Sample:                                        0   HQIC                            50.806
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7456      0.697      1.069      0.285      -0.621       2.112
ma.L1         -0.5952      0.944     -0.630      0.528      -2.445       1.255
ar.S.L7        0.0042      0.039      0.110      0.912      -0.071       0.080
ma.S.L7       -0.2278      1.246     -0.183      0.855      -2.671       2.215
sigma2         1.3881      0.933      1.487      0.137      -0.441       3.217
===================================================================================
Ljung-Box (L1) (Q):                   2.42   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.12   Prob(JB):                         0.84
Heteroskedasticity (H):               1.81   Skew:                             0.04
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.74126571651679, Current Price: 123.24
SELL EXECUTED at 123.24
SELL ORDER COMPLETED at 122.78
OPERATION PROFIT, GROSS -0.25, NET -0.49581
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.102
Date:                           Wed, 09 Oct 2024   AIC                             50.204
Time:                                   14:40:51   BIC                             53.029
Sample:                                        0   HQIC                            49.623
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0427      2.151     -0.020      0.984      -4.258       4.173
ma.L1        -10.8903    235.297     -0.046      0.963    -472.063     450.283
ar.S.L7     3.193e-05      0.078      0.000      1.000      -0.152       0.152
ma.S.L7       -0.5498      1.363     -0.403      0.687      -3.222       2.122
sigma2         0.0103      0.444      0.023      0.982      -0.860       0.881
===================================================================================
Ljung-Box (L1) (Q):                   2.65   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.10   Prob(JB):                         0.62
Heteroskedasticity (H):               0.57   Skew:                            -0.62
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.59055957996752, Current Price: 124.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.116
Date:                           Wed, 09 Oct 2024   AIC                             50.233
Time:                                   14:40:51   BIC                             53.057
Sample:                                        0   HQIC                            49.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4536      3.283      0.138      0.890      -5.980       6.887
ma.L1         -2.9431     28.721     -0.102      0.918     -59.235      53.349
ar.S.L7       -0.1605      0.757     -0.212      0.832      -1.643       1.322
ma.S.L7       -0.1231      0.989     -0.124      0.901      -2.062       1.816
sigma2         0.1487      2.859      0.052      0.959      -5.454       5.752
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.26   Prob(JB):                         0.75
Heteroskedasticity (H):               1.30   Skew:                            -0.43
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.0233790913151, Current Price: 123.14
BUY EXECUTED at 123.14
BUY ORDER COMPLETED at 122.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -107.393
Date:                           Wed, 09 Oct 2024   AIC                            224.787
Time:                                   14:40:51   BIC                            227.611
Sample:                                        0   HQIC                           224.206
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1        -15.4951     91.083     -0.170      0.865    -194.015     163.025
ma.L1        -33.8242    491.678     -0.069      0.945    -997.494     929.846
ar.S.L7      -52.8553    307.781     -0.172      0.864    -656.095     550.385
ma.S.L7       -7.3494     31.339     -0.235      0.815     -68.774      54.075
sigma2        10.8267    381.188      0.028      0.977    -736.288     757.941
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.80   Prob(JB):                         0.59
Heteroskedasticity (H):               1.13   Skew:                             0.61
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 397.5813174322134, Current Price: 121.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.984
Date:                           Wed, 09 Oct 2024   AIC                             47.968
Time:                                   14:40:51   BIC                             50.793
Sample:                                        0   HQIC                            47.388
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8092      0.265      3.050      0.002       0.289       1.329
ma.L1         -1.0000   1.39e+04  -7.17e-05      1.000   -2.73e+04    2.73e+04
ar.S.L7        0.0400      0.413      0.097      0.923      -0.769       0.849
ma.S.L7       -0.2594      0.817     -0.317      0.751      -1.861       1.342
sigma2         0.8802   1.23e+04   7.17e-05      1.000    -2.4e+04     2.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.48   Prob(JB):                         0.81
Heteroskedasticity (H):               1.04   Skew:                             0.04
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.95014196034056, Current Price: 122.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.587
Date:                           Wed, 09 Oct 2024   AIC                             45.174
Time:                                   14:40:51   BIC                             47.999
Sample:                                        0   HQIC                            44.594
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8131      0.340      2.390      0.017       0.146       1.480
ma.L1         -1.0000   1.15e+04  -8.67e-05      1.000   -2.26e+04    2.26e+04
ar.S.L7       -0.2015      0.715     -0.282      0.778      -1.602       1.199
ma.S.L7        0.1185      0.822      0.144      0.885      -1.492       1.729
sigma2         0.7530   8687.191   8.67e-05      1.000    -1.7e+04     1.7e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.61   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.20   Prob(JB):                         0.56
Heteroskedasticity (H):               1.66   Skew:                            -0.71
Prob(H) (two-sided):                  0.64   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.09916445286296, Current Price: 121.58
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.839
Date:                           Wed, 09 Oct 2024   AIC                             43.679
Time:                                   14:40:51   BIC                             46.503
Sample:                                        0   HQIC                            43.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6924      0.397      1.742      0.081      -0.087       1.471
ma.L1         -1.0000   1.19e+04   -8.4e-05      1.000   -2.33e+04    2.33e+04
ar.S.L7       -0.1215      0.665     -0.183      0.855      -1.425       1.182
ma.S.L7        0.0459      0.952      0.048      0.962      -1.820       1.912
sigma2         0.6693   7967.540    8.4e-05      1.000   -1.56e+04    1.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 2.31
Prob(Q):                              0.20   Prob(JB):                         0.32
Heteroskedasticity (H):               0.10   Skew:                            -0.99
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.65385923928926, Current Price: 120.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.643
Date:                           Wed, 09 Oct 2024   AIC                             43.287
Time:                                   14:40:51   BIC                             46.112
Sample:                                        0   HQIC                            42.706
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6505      0.390      1.670      0.095      -0.113       1.414
ma.L1         -1.0000   1.26e+04  -7.94e-05      1.000   -2.47e+04    2.47e+04
ar.S.L7       -0.0990      0.549     -0.181      0.857      -1.174       0.976
ma.S.L7       -0.0307      0.694     -0.044      0.965      -1.392       1.330
sigma2         0.6438   8106.803   7.94e-05      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 3.00
Prob(Q):                              0.28   Prob(JB):                         0.22
Heteroskedasticity (H):               0.05   Skew:                            -1.10
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.07144721639278, Current Price: 120.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.147
Date:                           Wed, 09 Oct 2024   AIC                             42.294
Time:                                   14:40:51   BIC                             45.118
Sample:                                        0   HQIC                            41.713
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1178      1.158     -0.102      0.919      -2.388       2.152
ma.L1         -6.5572     46.540     -0.141      0.888     -97.775      84.660
ar.S.L7        0.2820      0.243      1.160      0.246      -0.195       0.759
ma.S.L7       -1.0002   3717.847     -0.000      1.000   -7287.846    7285.846
sigma2         0.0098     36.619      0.000      1.000     -71.762      71.781
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.91   Prob(JB):                         0.51
Heteroskedasticity (H):               0.13   Skew:                            -0.71
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.14004900865824, Current Price: 121.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.046
Date:                           Wed, 09 Oct 2024   AIC                             46.092
Time:                                   14:40:51   BIC                             48.917
Sample:                                        0   HQIC                            45.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1455      5.302      0.027      0.978     -10.246      10.537
ma.L1         -3.8207     75.324     -0.051      0.960    -151.452     143.811
ar.S.L7       -0.4728      0.508     -0.932      0.352      -1.468       0.522
ma.S.L7        0.9998   7660.854      0.000      1.000    -1.5e+04     1.5e+04
sigma2         0.0388    297.671      0.000      1.000    -583.386     583.463
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 3.59
Prob(Q):                              0.75   Prob(JB):                         0.17
Heteroskedasticity (H):               0.19   Skew:                            -1.24
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.90386191554602, Current Price: 120.52
SELL EXECUTED at 120.52
SELL ORDER COMPLETED at 120.26
OPERATION PROFIT, GROSS -1.7800000000000011, NET -2.0223000000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.539
Date:                           Wed, 09 Oct 2024   AIC                             35.078
Time:                                   14:40:51   BIC                             37.902
Sample:                                        0   HQIC                            34.497
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1218      1.157     -0.105      0.916      -2.390       2.146
ma.L1         -6.1668     46.739     -0.132      0.895     -97.774      85.440
ar.S.L7       -0.3834      0.291     -1.317      0.188      -0.954       0.187
ma.S.L7        2.7496      5.459      0.504      0.614      -7.950      13.449
sigma2         0.0013      0.019      0.071      0.943      -0.035       0.038
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 2.12
Prob(Q):                              0.34   Prob(JB):                         0.35
Heteroskedasticity (H):               0.36   Skew:                            -0.97
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.17848534985559, Current Price: 121.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -234153.053
Date:                           Wed, 09 Oct 2024   AIC                         468316.106
Time:                                   14:40:51   BIC                         468318.931
Sample:                                        0   HQIC                        468315.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3857   2.99e-05   1.29e+04      0.000       0.386       0.386
ma.L1         -0.2880   3.22e-05  -8938.110      0.000      -0.288      -0.288
ar.S.L7      173.0013      0.002   7.06e+04      0.000     172.996     173.006
ma.S.L7        0.0004   1.52e-05     27.662      0.000       0.000       0.000
sigma2         1.0696   3.64e-05   2.94e+04      0.000       1.069       1.070
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.59   Prob(JB):                         0.82
Heteroskedasticity (H):               0.66   Skew:                            -0.01
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.26813142075042, Current Price: 122.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.403
Date:                           Wed, 09 Oct 2024   AIC                             40.806
Time:                                   14:40:51   BIC                             43.631
Sample:                                        0   HQIC                            40.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5935      0.284     -2.087      0.037      -1.151      -0.036
ma.L1          1.0000   1361.771      0.001      0.999   -2668.022    2670.022
ar.S.L7       -0.1287      0.307     -0.419      0.675      -0.731       0.474
ma.S.L7       -0.2476      0.997     -0.248      0.804      -2.202       1.707
sigma2         0.5330    725.951      0.001      0.999   -1422.305    1423.371
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.63   Prob(JB):                         0.80
Heteroskedasticity (H):               0.86   Skew:                            -0.17
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.45484435923163, Current Price: 122.4
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.604
Date:                           Wed, 09 Oct 2024   AIC                             41.208
Time:                                   14:40:51   BIC                             44.033
Sample:                                        0   HQIC                            40.627
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2204      3.148      0.070      0.944      -5.949       6.390
ma.L1         -9.4896    289.820     -0.033      0.974    -577.527     558.548
ar.S.L7       -0.2526      0.486     -0.520      0.603      -1.205       0.700
ma.S.L7       -0.0961      0.822     -0.117      0.907      -1.708       1.515
sigma2         0.0072      0.437      0.016      0.987      -0.849       0.864
===================================================================================
Ljung-Box (L1) (Q):                   1.08   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.30   Prob(JB):                         0.76
Heteroskedasticity (H):               1.40   Skew:                             0.13
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.72909243363404, Current Price: 122.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.583
Date:                           Wed, 09 Oct 2024   AIC                             33.166
Time:                                   14:40:52   BIC                             35.991
Sample:                                        0   HQIC                            32.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2146      0.326     -0.658      0.511      -0.854       0.425
ma.L1          1.0000   1765.055      0.001      1.000   -3458.444    3460.444
ar.S.L7       -0.0589      0.916     -0.064      0.949      -1.854       1.736
ma.S.L7       -0.1661      1.024     -0.162      0.871      -2.173       1.841
sigma2         0.3103    547.720      0.001      1.000   -1073.202    1073.822
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.50   Prob(JB):                         0.89
Heteroskedasticity (H):               7.94   Skew:                             0.06
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.32685419992663, Current Price: 122.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.590
Date:                           Wed, 09 Oct 2024   AIC                             35.180
Time:                                   14:40:52   BIC                             38.005
Sample:                                        0   HQIC                            34.600
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0308      0.787     -0.039      0.969      -1.574       1.512
ma.L1          1.4351      1.057      1.358      0.174      -0.636       3.506
ar.S.L7       -0.1553      0.568     -0.273      0.785      -1.268       0.958
ma.S.L7       -3.8098     12.377     -0.308      0.758     -28.068      20.449
sigma2         0.0131      0.094      0.139      0.889      -0.172       0.198
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.72   Prob(JB):                         0.74
Heteroskedasticity (H):               2.05   Skew:                            -0.11
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.30771952704309, Current Price: 123.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.821
Date:                           Wed, 09 Oct 2024   AIC                             33.641
Time:                                   14:40:52   BIC                             36.466
Sample:                                        0   HQIC                            33.061
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3005      0.572      0.525      0.599      -0.821       1.422
ma.L1          0.3384      0.501      0.676      0.499      -0.643       1.320
ar.S.L7       -0.2441      0.531     -0.460      0.646      -1.284       0.796
ma.S.L7       -1.0004   2842.162     -0.000      1.000   -5571.536    5569.535
sigma2         0.2173    617.737      0.000      1.000   -1210.525    1210.960
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.51   Prob(JB):                         0.84
Heteroskedasticity (H):               4.65   Skew:                             0.28
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.9491389175612, Current Price: 122.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.183
Date:                           Wed, 09 Oct 2024   AIC                             34.367
Time:                                   14:40:52   BIC                             37.191
Sample:                                        0   HQIC                            33.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0184      0.732     -0.025      0.980      -1.453       1.416
ma.L1          1.4361      0.910      1.578      0.114      -0.347       3.219
ar.S.L7       -0.2542      0.784     -0.324      0.746      -1.790       1.282
ma.S.L7       -1.4536      8.399     -0.173      0.863     -17.915      15.008
sigma2         0.0695      0.703      0.099      0.921      -1.308       1.447
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.79   Prob(JB):                         0.91
Heteroskedasticity (H):               0.69   Skew:                            -0.29
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.25946952689658, Current Price: 122.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.179
Date:                           Wed, 09 Oct 2024   AIC                             32.358
Time:                                   14:40:52   BIC                             35.183
Sample:                                        0   HQIC                            31.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1113      0.312     -0.357      0.721      -0.722       0.500
ma.L1          1.0631      0.343      3.096      0.002       0.390       1.736
ar.S.L7    -2.437e-06      0.009     -0.000      1.000      -0.017       0.017
ma.S.L7       -0.5414      0.291     -1.862      0.063      -1.111       0.029
sigma2         0.2362      0.130      1.814      0.070      -0.019       0.491
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.61   Prob(JB):                         0.91
Heteroskedasticity (H):               0.47   Skew:                            -0.00
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.43162786653076, Current Price: 121.67
BUY EXECUTED at 121.67
BUY ORDER COMPLETED at 122.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.673
Date:                           Wed, 09 Oct 2024   AIC                             33.346
Time:                                   14:40:52   BIC                             36.171
Sample:                                        0   HQIC                            32.766
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1278      0.610      0.209      0.834      -1.068       1.324
ma.L1          0.8094      0.347      2.335      0.020       0.130       1.489
ar.S.L7       -0.1657      0.234     -0.709      0.478      -0.624       0.292
ma.S.L7       -1.0000   1.66e+04  -6.02e-05      1.000   -3.26e+04    3.26e+04
sigma2         0.2117   3517.823   6.02e-05      1.000   -6894.595    6895.018
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.78   Prob(JB):                         0.73
Heteroskedasticity (H):               0.37   Skew:                             0.32
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.40161168114196, Current Price: 122.39
SELL EXECUTED at 122.39
SELL ORDER COMPLETED at 121.68
OPERATION PROFIT, GROSS -0.519999999999996, NET -0.763879999999996
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.280
Date:                           Wed, 09 Oct 2024   AIC                             38.559
Time:                                   14:40:52   BIC                             41.384
Sample:                                        0   HQIC                            37.979
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0024      1.028      0.002      0.998      -2.013       2.018
ma.L1          1.5248      1.743      0.875      0.382      -1.892       4.941
ar.S.L7        0.0006      0.002      0.365      0.715      -0.002       0.004
ma.S.L7       -0.7042      1.160     -0.607      0.544      -2.978       1.570
sigma2         0.1973      0.432      0.457      0.648      -0.649       1.044
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.52   Prob(JB):                         0.78
Heteroskedasticity (H):               1.19   Skew:                             0.11
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.07234407131347, Current Price: 121.61
BUY EXECUTED at 121.61
BUY ORDER COMPLETED at 120.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.382
Date:                           Wed, 09 Oct 2024   AIC                             40.765
Time:                                   14:40:52   BIC                             43.589
Sample:                                        0   HQIC                            40.184
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3249      2.689     -0.121      0.904      -5.596       4.946
ma.L1          0.5348      2.521      0.212      0.832      -4.406       5.476
ar.S.L7       -0.3279      0.674     -0.487      0.627      -1.648       0.993
ma.S.L7       -1.0009    797.812     -0.001      0.999   -1564.684    1562.682
sigma2         0.3759    300.092      0.001      0.999    -587.794     588.546
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.42   Prob(JB):                         0.71
Heteroskedasticity (H):               1.07   Skew:                             0.12
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.60161522000568, Current Price: 121.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.820
Date:                           Wed, 09 Oct 2024   AIC                             39.640
Time:                                   14:40:52   BIC                             42.464
Sample:                                        0   HQIC                            39.059
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3949      1.396      0.283      0.777      -2.341       3.131
ma.L1         -0.1966      1.541     -0.128      0.898      -3.216       2.823
ar.S.L7       -0.1975      0.595     -0.332      0.740      -1.363       0.968
ma.S.L7       -1.0001   8968.759     -0.000      1.000   -1.76e+04    1.76e+04
sigma2         0.3446   3090.820      0.000      1.000   -6057.552    6058.241
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.70   Prob(JB):                         0.80
Heteroskedasticity (H):               0.89   Skew:                             0.12
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.6046630560914, Current Price: 121.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.218
Date:                           Wed, 09 Oct 2024   AIC                             40.436
Time:                                   14:40:52   BIC                             43.261
Sample:                                        0   HQIC                            39.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8742      0.152      5.755      0.000       0.576       1.172
ma.L1         -1.0000   7079.728     -0.000      1.000   -1.39e+04    1.39e+04
ar.S.L7       -1.1278      0.323     -3.495      0.000      -1.760      -0.495
ma.S.L7        1.0003   3547.584      0.000      1.000   -6952.137    6954.138
sigma2         0.3238   2342.970      0.000      1.000   -4591.814    4592.461
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.52   Prob(JB):                         0.59
Heteroskedasticity (H):               0.45   Skew:                            -0.01
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.3410424600411, Current Price: 121.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.270
Date:                           Wed, 09 Oct 2024   AIC                             34.539
Time:                                   14:40:52   BIC                             37.364
Sample:                                        0   HQIC                            33.959
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7627      0.124      6.130      0.000       0.519       1.007
ma.L1         -1.0000   8407.234     -0.000      1.000   -1.65e+04    1.65e+04
ar.S.L7       -0.8953      0.219     -4.091      0.000      -1.324      -0.466
ma.S.L7        0.4285      0.518      0.827      0.408      -0.587       1.444
sigma2         0.3131   2632.596      0.000      1.000   -5159.479    5160.106
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.24   Prob(JB):                         0.55
Heteroskedasticity (H):               0.51   Skew:                            -0.03
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.69923083243722, Current Price: 120.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.866
Date:                           Wed, 09 Oct 2024   AIC                             35.732
Time:                                   14:40:52   BIC                             38.557
Sample:                                        0   HQIC                            35.152
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5742      0.164      3.503      0.000       0.253       0.895
ma.L1         -1.0000   4215.002     -0.000      1.000   -8262.252    8260.252
ar.S.L7       -0.7721      0.170     -4.548      0.000      -1.105      -0.439
ma.S.L7        0.3382      1.074      0.315      0.753      -1.767       2.444
sigma2         0.3530   1488.406      0.000      1.000   -2916.870    2917.576
===================================================================================
Ljung-Box (L1) (Q):                   1.68   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.20   Prob(JB):                         0.75
Heteroskedasticity (H):               2.09   Skew:                            -0.38
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.22194423191716, Current Price: 120.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.164
Date:                           Wed, 09 Oct 2024   AIC                             32.327
Time:                                   14:40:52   BIC                             35.152
Sample:                                        0   HQIC                            31.746
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0256      0.247     -4.153      0.000      -1.510      -0.542
ma.L1          0.9999   2682.810      0.000      1.000   -5257.212    5259.212
ar.S.L7       -0.7183      0.222     -3.230      0.001      -1.154      -0.282
ma.S.L7        1.0063    130.053      0.008      0.994    -253.893     255.906
sigma2         0.1570    426.629      0.000      1.000    -836.021     836.335
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.48
Prob(Q):                              0.95   Prob(JB):                         0.18
Heteroskedasticity (H):               0.21   Skew:                             0.99
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.72900614003102, Current Price: 121.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.232
Date:                           Wed, 09 Oct 2024   AIC                             28.465
Time:                                   14:40:52   BIC                             31.289
Sample:                                        0   HQIC                            27.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3180      0.639     -0.498      0.619      -1.570       0.934
ma.L1         -0.1272      0.448     -0.284      0.776      -1.005       0.751
ar.S.L7       -0.6963      0.130     -5.341      0.000      -0.952      -0.441
ma.S.L7        0.3503      0.608      0.576      0.565      -0.842       1.543
sigma2         0.2323      0.180      1.290      0.197      -0.121       0.585
===================================================================================
Ljung-Box (L1) (Q):                   3.52   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.06   Prob(JB):                         0.64
Heteroskedasticity (H):               4.76   Skew:                            -0.26
Prob(H) (two-sided):                  0.16   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.10297974672015, Current Price: 120.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.459
Date:                           Wed, 09 Oct 2024   AIC                             28.918
Time:                                   14:40:52   BIC                             31.742
Sample:                                        0   HQIC                            28.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9581      0.135     -7.124      0.000      -1.222      -0.695
ma.L1          1.0001    885.527      0.001      0.999   -1734.601    1736.602
ar.S.L7       -0.5913      0.141     -4.198      0.000      -0.867      -0.315
ma.S.L7        1.0000   1.24e+04   8.03e-05      1.000   -2.44e+04    2.44e+04
sigma2         0.1215   1506.350   8.07e-05      1.000   -2952.270    2952.513
===================================================================================
Ljung-Box (L1) (Q):                   2.97   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.08   Prob(JB):                         0.38
Heteroskedasticity (H):               0.23   Skew:                             0.93
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.22611184394157, Current Price: 121.11
SELL EXECUTED at 121.11
SELL ORDER COMPLETED at 121.29
OPERATION PROFIT, GROSS 0.3100000000000023, NET 0.06773000000000226
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.462
Date:                           Wed, 09 Oct 2024   AIC                             28.924
Time:                                   14:40:52   BIC                             31.748
Sample:                                        0   HQIC                            28.343
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6991      0.360     -1.942      0.052      -1.405       0.007
ma.L1          0.1013      0.634      0.160      0.873      -1.142       1.345
ar.S.L7       -0.6160      0.120     -5.119      0.000      -0.852      -0.380
ma.S.L7        0.5995      2.298      0.261      0.794      -3.905       5.104
sigma2         0.2075      0.379      0.548      0.584      -0.535       0.950
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.25   Prob(JB):                         0.60
Heteroskedasticity (H):               0.39   Skew:                            -0.60
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.82653520734743, Current Price: 121.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.448
Date:                           Wed, 09 Oct 2024   AIC                             28.896
Time:                                   14:40:52   BIC                             31.721
Sample:                                        0   HQIC                            28.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5727      0.590     -0.970      0.332      -1.730       0.584
ma.L1         -0.0532      0.871     -0.061      0.951      -1.761       1.655
ar.S.L7       -0.6128      0.119     -5.163      0.000      -0.845      -0.380
ma.S.L7        0.5280      1.826      0.289      0.772      -3.050       4.106
sigma2         0.2166      0.330      0.656      0.512      -0.430       0.863
===================================================================================
Ljung-Box (L1) (Q):                   1.04   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.31   Prob(JB):                         0.56
Heteroskedasticity (H):               0.42   Skew:                            -0.64
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.86235353036686, Current Price: 120.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.566
Date:                           Wed, 09 Oct 2024   AIC                             29.132
Time:                                   14:40:52   BIC                             31.956
Sample:                                        0   HQIC                            28.551
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5778      0.616     -0.939      0.348      -1.784       0.629
ma.L1         -0.0602      0.922     -0.065      0.948      -1.867       1.747
ar.S.L7       -0.5998      0.130     -4.616      0.000      -0.854      -0.345
ma.S.L7        0.4668      1.729      0.270      0.787      -2.923       3.856
sigma2         0.2282      0.335      0.681      0.496      -0.429       0.885
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.28   Prob(JB):                         0.53
Heteroskedasticity (H):               0.36   Skew:                            -0.71
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.53717882649738, Current Price: 121.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.088
Date:                           Wed, 09 Oct 2024   AIC                             34.175
Time:                                   14:40:52   BIC                             37.000
Sample:                                        0   HQIC                            33.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7701      0.952     -0.809      0.418      -2.635       1.095
ma.L1          0.0693      1.287      0.054      0.957      -2.453       2.591
ar.S.L7       -0.3770      0.807     -0.467      0.640      -1.958       1.204
ma.S.L7       -0.0698      1.655     -0.042      0.966      -3.313       3.173
sigma2         0.3751      0.149      2.513      0.012       0.083       0.668
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                13.60
Prob(Q):                              0.95   Prob(JB):                         0.00
Heteroskedasticity (H):               2.49   Skew:                             1.65
Prob(H) (two-sided):                  0.40   Kurtosis:                         6.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.44236489705175, Current Price: 121.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.503
Date:                           Wed, 09 Oct 2024   AIC                             33.005
Time:                                   14:40:52   BIC                             35.830
Sample:                                        0   HQIC                            32.425
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8180      0.139     -5.869      0.000      -1.091      -0.545
ma.L1          1.0000   2.11e+04   4.73e-05      1.000   -4.14e+04    4.14e+04
ar.S.L7       -0.6140      0.233     -2.634      0.008      -1.071      -0.157
ma.S.L7       -1.0001   1.31e+04  -7.65e-05      1.000   -2.56e+04    2.56e+04
sigma2         0.1828   2931.968   6.24e-05      1.000   -5746.370    5746.735
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 3.60
Prob(Q):                              0.35   Prob(JB):                         0.17
Heteroskedasticity (H):               5.40   Skew:                             1.14
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.6904914445803, Current Price: 121.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.427
Date:                           Wed, 09 Oct 2024   AIC                             32.855
Time:                                   14:40:52   BIC                             35.679
Sample:                                        0   HQIC                            32.274
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8033      0.144     -5.593      0.000      -1.085      -0.522
ma.L1          1.0000   9638.047      0.000      1.000   -1.89e+04    1.89e+04
ar.S.L7       -0.6508      0.231     -2.812      0.005      -1.104      -0.197
ma.S.L7       -1.0000    294.388     -0.003      0.997    -577.991     575.991
sigma2         0.1807   1688.807      0.000      1.000   -3309.820    3310.181
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 4.01
Prob(Q):                              0.40   Prob(JB):                         0.13
Heteroskedasticity (H):               2.33   Skew:                             1.20
Prob(H) (two-sided):                  0.43   Kurtosis:                         4.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.39e+18. Standard errors may be unstable.
Predicted Price: 121.2782397737288, Current Price: 122.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.043
Date:                           Wed, 09 Oct 2024   AIC                             36.085
Time:                                   14:40:52   BIC                             38.910
Sample:                                        0   HQIC                            35.504
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2887      0.985     -0.293      0.770      -2.220       1.642
ma.L1         -0.1645      0.932     -0.176      0.860      -1.992       1.663
ar.S.L7       -0.4800      0.500     -0.960      0.337      -1.460       0.500
ma.S.L7       -1.0002   4752.013     -0.000      1.000   -9314.775    9312.775
sigma2         0.2622   1246.203      0.000      1.000   -2442.252    2442.776
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.38
Prob(Q):                              0.94   Prob(JB):                         0.30
Heteroskedasticity (H):               2.63   Skew:                             0.95
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.88587102909398, Current Price: 121.13
BUY EXECUTED at 121.13
BUY ORDER COMPLETED at 121.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.455
Date:                           Wed, 09 Oct 2024   AIC                             34.911
Time:                                   14:40:52   BIC                             37.736
Sample:                                        0   HQIC                            34.330
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3581      0.735     -0.487      0.626      -1.799       1.083
ma.L1         -0.2623      0.728     -0.360      0.719      -1.689       1.165
ar.S.L7       -0.4036      0.602     -0.671      0.502      -1.583       0.776
ma.S.L7       -0.5006      2.460     -0.204      0.839      -5.322       4.321
sigma2         0.3550      0.535      0.664      0.507      -0.693       1.403
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 4.15
Prob(Q):                              0.74   Prob(JB):                         0.13
Heteroskedasticity (H):               8.31   Skew:                             1.31
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.78994726596842, Current Price: 121.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.509
Date:                           Wed, 09 Oct 2024   AIC                             35.018
Time:                                   14:40:52   BIC                             37.843
Sample:                                        0   HQIC                            34.437
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2495      0.743     -0.336      0.737      -1.706       1.207
ma.L1         -0.3074      0.736     -0.418      0.676      -1.751       1.136
ar.S.L7       -0.4463      0.490     -0.911      0.362      -1.406       0.514
ma.S.L7       -0.6649      2.239     -0.297      0.767      -5.054       3.724
sigma2         0.3241      0.586      0.553      0.580      -0.824       1.473
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 4.00
Prob(Q):                              1.00   Prob(JB):                         0.14
Heteroskedasticity (H):               3.33   Skew:                             1.30
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.03514981360236, Current Price: 121.56
SELL EXECUTED at 121.56
SELL ORDER COMPLETED at 122.13
OPERATION PROFIT, GROSS 0.6999999999999886, NET 0.45643999999998863
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.391
Date:                           Wed, 09 Oct 2024   AIC                             34.782
Time:                                   14:40:53   BIC                             37.606
Sample:                                        0   HQIC                            34.201
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0287      0.963      0.030      0.976      -1.859       1.916
ma.L1         -0.4152      0.998     -0.416      0.678      -2.372       1.541
ar.S.L7       -0.6636      0.491     -1.352      0.176      -1.626       0.299
ma.S.L7       -0.8529      5.300     -0.161      0.872     -11.240       9.535
sigma2         0.2730      1.401      0.195      0.846      -2.473       3.019
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.91   Prob(JB):                         0.48
Heteroskedasticity (H):               4.65   Skew:                             0.82
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.09434455608795, Current Price: 121.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.720
Date:                           Wed, 09 Oct 2024   AIC                             35.440
Time:                                   14:40:53   BIC                             38.265
Sample:                                        0   HQIC                            34.859
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1943      1.353     -0.144      0.886      -2.847       2.458
ma.L1         -0.3259      1.234     -0.264      0.792      -2.744       2.092
ar.S.L7       -0.3573      1.049     -0.341      0.733      -2.413       1.699
ma.S.L7       -0.3733      1.513     -0.247      0.805      -3.339       2.593
sigma2         0.3904      0.339      1.151      0.250      -0.275       1.055
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.99
Prob(Q):                              0.53   Prob(JB):                         0.37
Heteroskedasticity (H):               8.20   Skew:                             0.90
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.31483070072154, Current Price: 121.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.324
Date:                           Wed, 09 Oct 2024   AIC                             34.649
Time:                                   14:40:53   BIC                             37.474
Sample:                                        0   HQIC                            34.068
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3678      0.942     -0.391      0.696      -2.214       1.478
ma.L1         -0.2749      0.965     -0.285      0.776      -2.166       1.616
ar.S.L7       -0.0884      0.315     -0.280      0.779      -0.706       0.530
ma.S.L7       -1.0001   8691.211     -0.000      1.000    -1.7e+04     1.7e+04
sigma2         0.2349   2041.666      0.000      1.000   -4001.356    4001.826
===================================================================================
Ljung-Box (L1) (Q):                   1.48   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.22   Prob(JB):                         0.71
Heteroskedasticity (H):               1.41   Skew:                             0.56
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.82449923220695, Current Price: 122.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.904
Date:                           Wed, 09 Oct 2024   AIC                             37.808
Time:                                   14:40:53   BIC                             40.632
Sample:                                        0   HQIC                            37.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3882      1.218     -0.319      0.750      -2.776       2.000
ma.L1         -0.2666      1.296     -0.206      0.837      -2.808       2.274
ar.S.L7       -0.1139      0.437     -0.261      0.794      -0.970       0.742
ma.S.L7       -1.0002   7276.780     -0.000      1.000   -1.43e+04    1.43e+04
sigma2         0.2994   2179.002      0.000      1.000   -4270.466    4271.065
===================================================================================
Ljung-Box (L1) (Q):                   1.68   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.19   Prob(JB):                         0.80
Heteroskedasticity (H):               0.57   Skew:                             0.36
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.88221721244484, Current Price: 121.31
BUY EXECUTED at 121.31
BUY ORDER COMPLETED at 121.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.173
Date:                           Wed, 09 Oct 2024   AIC                             38.346
Time:                                   14:40:53   BIC                             41.170
Sample:                                        0   HQIC                            37.765
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4856      0.902     -0.538      0.590      -2.254       1.283
ma.L1         -0.3135      0.960     -0.326      0.744      -2.196       1.569
ar.S.L7       -0.0515      0.379     -0.136      0.892      -0.794       0.691
ma.S.L7       -1.0001   8950.297     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         0.3120   2792.844      0.000      1.000   -5473.561    5474.185
===================================================================================
Ljung-Box (L1) (Q):                   1.87   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.17   Prob(JB):                         0.73
Heteroskedasticity (H):               0.49   Skew:                             0.26
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.02680168576028, Current Price: 121.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.063
Date:                           Wed, 09 Oct 2024   AIC                             38.127
Time:                                   14:40:53   BIC                             40.951
Sample:                                        0   HQIC                            37.546
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3518      1.141     -0.308      0.758      -2.588       1.884
ma.L1         -0.4146      1.343     -0.309      0.758      -3.047       2.218
ar.S.L7        0.0019      0.009      0.208      0.835      -0.016       0.019
ma.S.L7       -1.0000   2.05e+04  -4.89e-05      1.000   -4.01e+04    4.01e+04
sigma2         0.3199   6547.602   4.89e-05      1.000   -1.28e+04    1.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.60   Prob(JB):                         0.69
Heteroskedasticity (H):               0.65   Skew:                             0.49
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.55335981131451, Current Price: 122.63
SELL EXECUTED at 122.63
SELL ORDER COMPLETED at 122.36
OPERATION PROFIT, GROSS 0.6899999999999977, NET 0.44596999999999776
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.084
Date:                           Wed, 09 Oct 2024   AIC                             40.168
Time:                                   14:40:53   BIC                             42.993
Sample:                                        0   HQIC                            39.587
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2861      0.517     -0.553      0.580      -1.300       0.728
ma.L1         -1.0000   3958.564     -0.000      1.000   -7759.643    7757.643
ar.S.L7        0.1386      0.287      0.482      0.629      -0.424       0.702
ma.S.L7       -0.9998   2593.071     -0.000      1.000   -5083.325    5081.326
sigma2         0.3014   1409.025      0.000      1.000   -2761.337    2761.940
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.89   Prob(JB):                         0.59
Heteroskedasticity (H):               0.53   Skew:                             0.26
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.68262218457511, Current Price: 122.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.078
Date:                           Wed, 09 Oct 2024   AIC                             32.155
Time:                                   14:40:53   BIC                             34.980
Sample:                                        0   HQIC                            31.575
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1391      0.513     -0.271      0.786      -1.145       0.867
ma.L1         -1.0000   5804.932     -0.000      1.000   -1.14e+04    1.14e+04
ar.S.L7        0.0393      0.209      0.188      0.851      -0.371       0.450
ma.S.L7       -1.0001   7419.829     -0.000      1.000   -1.45e+04    1.45e+04
sigma2         0.1632   1459.637      0.000      1.000   -2860.672    2860.999
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.61   Prob(JB):                         0.69
Heteroskedasticity (H):               0.92   Skew:                             0.32
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.95420903290956, Current Price: 122.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.638
Date:                           Wed, 09 Oct 2024   AIC                             33.275
Time:                                   14:40:53   BIC                             36.100
Sample:                                        0   HQIC                            32.694
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2102      0.623     -0.338      0.736      -1.431       1.010
ma.L1         -1.0015     60.752     -0.016      0.987    -120.073     118.070
ar.S.L7       -0.0014      0.006     -0.235      0.814      -0.013       0.010
ma.S.L7       -1.0008    797.755     -0.001      0.999   -1564.572    1562.570
sigma2         0.1879    151.516      0.001      0.999    -296.778     297.154
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.90   Prob(JB):                         0.45
Heteroskedasticity (H):               1.49   Skew:                             0.37
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.0105422946884, Current Price: 122.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.605
Date:                           Wed, 09 Oct 2024   AIC                             33.209
Time:                                   14:40:53   BIC                             36.034
Sample:                                        0   HQIC                            32.629
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1637      0.881     -0.186      0.853      -1.891       1.564
ma.L1         -0.6122      0.713     -0.859      0.390      -2.009       0.785
ar.S.L7       -0.3486      0.675     -0.516      0.606      -1.671       0.974
ma.S.L7       -1.0003   3091.509     -0.000      1.000   -6060.247    6058.247
sigma2         0.2087    645.119      0.000      1.000   -1264.201    1264.619
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.70   Prob(JB):                         0.52
Heteroskedasticity (H):               1.50   Skew:                            -0.07
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.99332237390968, Current Price: 122.04
BUY EXECUTED at 122.04
BUY ORDER COMPLETED at 121.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.757
Date:                           Wed, 09 Oct 2024   AIC                             33.513
Time:                                   14:40:53   BIC                             36.338
Sample:                                        0   HQIC                            32.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0565      0.513     -0.110      0.912      -1.062       0.949
ma.L1         -0.6103      0.533     -1.145      0.252      -1.655       0.434
ar.S.L7       -0.5791      0.658     -0.880      0.379      -1.868       0.710
ma.S.L7       -1.0001   7432.629     -0.000      1.000   -1.46e+04    1.46e+04
sigma2         0.2138   1589.121      0.000      1.000   -3114.407    3114.835
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.90   Prob(JB):                         0.71
Heteroskedasticity (H):               2.67   Skew:                            -0.06
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.76277530702961, Current Price: 121.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.671
Date:                           Wed, 09 Oct 2024   AIC                             37.343
Time:                                   14:40:53   BIC                             40.167
Sample:                                        0   HQIC                            36.762
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3375      0.663      0.509      0.611      -0.961       1.636
ma.L1         -1.0000   4599.675     -0.000      1.000   -9016.197    9014.197
ar.S.L7       -0.4476      0.736     -0.608      0.543      -1.890       0.995
ma.S.L7       -0.3773      1.074     -0.351      0.725      -2.482       1.727
sigma2         0.3919   1802.216      0.000      1.000   -3531.886    3532.669
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.66   Prob(JB):                         0.66
Heteroskedasticity (H):              14.25   Skew:                            -0.48
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.51381584925548, Current Price: 121.59
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.819
Date:                           Wed, 09 Oct 2024   AIC                             37.637
Time:                                   14:40:53   BIC                             40.462
Sample:                                        0   HQIC                            37.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2871      0.683      0.420      0.674      -1.051       1.625
ma.L1         -1.0000   3852.062     -0.000      1.000   -7550.904    7548.904
ar.S.L7       -0.4916      0.842     -0.584      0.559      -2.142       1.158
ma.S.L7       -0.2011      0.951     -0.211      0.833      -2.065       1.663
sigma2         0.4237   1632.024      0.000      1.000   -3198.284    3199.131
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.75   Prob(JB):                         0.68
Heteroskedasticity (H):               2.18   Skew:                            -0.44
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.26308349069072, Current Price: 121.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.948
Date:                           Wed, 09 Oct 2024   AIC                             39.895
Time:                                   14:40:53   BIC                             42.720
Sample:                                        0   HQIC                            39.315
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4003      0.146      2.743      0.006       0.114       0.686
ma.L1         -1.0000   1681.334     -0.001      1.000   -3296.355    3294.355
ar.S.L7       -0.6480      0.617     -1.050      0.294      -1.857       0.561
ma.S.L7       -0.2866      0.916     -0.313      0.754      -2.082       1.509
sigma2         0.4805    808.045      0.001      1.000   -1583.259    1584.220
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.92   Prob(JB):                         0.69
Heteroskedasticity (H):               1.86   Skew:                            -0.38
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.73570195295152, Current Price: 120.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.674
Date:                           Wed, 09 Oct 2024   AIC                             41.349
Time:                                   14:40:53   BIC                             44.173
Sample:                                        0   HQIC                            40.768
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1155      1.466      0.079      0.937      -2.758       2.989
ma.L1         -0.5130      1.250     -0.410      0.681      -2.963       1.937
ar.S.L7       -0.6464      0.778     -0.831      0.406      -2.171       0.878
ma.S.L7       -1.0032    394.171     -0.003      0.998    -773.564     771.558
sigma2         0.3913    154.494      0.003      0.998    -302.411     303.193
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.97   Prob(JB):                         0.70
Heteroskedasticity (H):               2.57   Skew:                            -0.50
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.7937662152572, Current Price: 120.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.588
Date:                           Wed, 09 Oct 2024   AIC                             41.175
Time:                                   14:40:53   BIC                             44.000
Sample:                                        0   HQIC                            40.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6488      0.409     -1.587      0.112      -1.450       0.152
ma.L1          1.0000   6.51e+04   1.54e-05      1.000   -1.28e+05    1.28e+05
ar.S.L7       -0.7242      0.448     -1.616      0.106      -1.603       0.154
ma.S.L7       -0.2559      1.021     -0.251      0.802      -2.258       1.746
sigma2         0.5466   3.56e+04   1.54e-05      1.000   -6.97e+04    6.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.17   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.28   Prob(JB):                         0.70
Heteroskedasticity (H):               0.85   Skew:                             0.12
Prob(H) (two-sided):                  0.88   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.785416455957, Current Price: 118.49
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood             -161445.328
Date:                           Wed, 09 Oct 2024   AIC                         322900.657
Time:                                   14:40:53   BIC                         322903.481
Sample:                                        0   HQIC                        322900.076
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1180   3.62e-05  -3.09e+04      0.000      -1.118      -1.118
ma.L1          1.1210   7.91e-05   1.42e+04      0.000       1.121       1.121
ar.S.L7      156.0038      0.005   3.39e+04      0.000     155.995     156.013
ma.S.L7        0.0002   3.44e-05      4.965      0.000       0.000       0.000
sigma2         0.9581   9.18e-05   1.04e+04      0.000       0.958       0.958
===================================================================================
Ljung-Box (L1) (Q):                   3.84   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.05   Prob(JB):                         0.59
Heteroskedasticity (H):               0.70   Skew:                             0.31
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -240.2085038129608, Current Price: 118.48
SELL EXECUTED at 118.48
SELL ORDER COMPLETED at 118.37
OPERATION PROFIT, GROSS -3.069999999999993, NET -3.309809999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.579
Date:                           Wed, 09 Oct 2024   AIC                             39.158
Time:                                   14:40:53   BIC                             41.983
Sample:                                        0   HQIC                            38.578
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4184      0.147     -2.854      0.004      -0.706      -0.131
ma.L1          1.0000   1.58e+04   6.31e-05      1.000    -3.1e+04     3.1e+04
ar.S.L7       -0.5663      0.611     -0.926      0.354      -1.765       0.632
ma.S.L7       -0.1390      0.682     -0.204      0.838      -1.475       1.197
sigma2         0.4798   7600.050   6.31e-05      1.000   -1.49e+04    1.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.88   Prob(JB):                         0.59
Heteroskedasticity (H):               2.58   Skew:                            -0.63
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.42717245621861, Current Price: 118.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.141
Date:                           Wed, 09 Oct 2024   AIC                             38.282
Time:                                   14:40:53   BIC                             41.106
Sample:                                        0   HQIC                            37.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2345      0.549     -0.427      0.669      -1.310       0.841
ma.L1          1.0000   1.38e+04   7.26e-05      1.000    -2.7e+04     2.7e+04
ar.S.L7       -0.5404      0.559     -0.967      0.334      -1.636       0.555
ma.S.L7        0.1096      0.429      0.256      0.798      -0.730       0.950
sigma2         0.4521   6228.383   7.26e-05      1.000   -1.22e+04    1.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.29   Prob(JB):                         0.45
Heteroskedasticity (H):              12.77   Skew:                            -0.79
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.55286042245612, Current Price: 118.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.522
Date:                           Wed, 09 Oct 2024   AIC                             37.043
Time:                                   14:40:53   BIC                             39.868
Sample:                                        0   HQIC                            36.463
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2373      0.584     -0.406      0.685      -1.383       0.908
ma.L1          1.0000   1.32e+04   7.59e-05      1.000   -2.58e+04    2.58e+04
ar.S.L7       -0.4712      0.313     -1.505      0.132      -1.085       0.143
ma.S.L7       -0.3809      0.825     -0.462      0.644      -1.998       1.236
sigma2         0.4054   5342.413   7.59e-05      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.48   Prob(JB):                         0.70
Heteroskedasticity (H):               0.76   Skew:                            -0.40
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.53317056103651, Current Price: 119.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.188
Date:                           Wed, 09 Oct 2024   AIC                             36.376
Time:                                   14:40:53   BIC                             39.201
Sample:                                        0   HQIC                            35.795
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2359      0.558     -0.423      0.672      -1.329       0.857
ma.L1          1.0000   9713.038      0.000      1.000    -1.9e+04     1.9e+04
ar.S.L7       -0.4277      0.262     -1.633      0.103      -0.941       0.086
ma.S.L7       -1.0001   4321.879     -0.000      1.000   -8471.727    8469.727
sigma2         0.2538   2606.925   9.74e-05      1.000   -5109.225    5109.733
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.81   Prob(JB):                         0.58
Heteroskedasticity (H):               0.28   Skew:                            -0.59
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.50584948661188, Current Price: 118.93
BUY EXECUTED at 118.93
BUY ORDER COMPLETED at 119.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.973
Date:                           Wed, 09 Oct 2024   AIC                             37.947
Time:                                   14:40:53   BIC                             40.771
Sample:                                        0   HQIC                            37.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2787      0.554     -0.503      0.615      -1.365       0.808
ma.L1          1.0000   2210.253      0.000      1.000   -4331.016    4333.016
ar.S.L7       -0.4182      0.378     -1.106      0.269      -1.159       0.323
ma.S.L7       -1.0011    597.280     -0.002      0.999   -1171.648    1169.646
sigma2         0.2869    708.753      0.000      1.000   -1388.844    1389.418
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.32   Prob(JB):                         0.73
Heteroskedasticity (H):               0.32   Skew:                            -0.42
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.83297784244718, Current Price: 119.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.047
Date:                           Wed, 09 Oct 2024   AIC                             38.095
Time:                                   14:40:54   BIC                             40.919
Sample:                                        0   HQIC                            37.514
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3462      0.501     -0.691      0.490      -1.329       0.636
ma.L1          1.0000   4824.687      0.000      1.000   -9455.212    9457.212
ar.S.L7       -0.4363      0.418     -1.044      0.296      -1.255       0.383
ma.S.L7       -1.0003   2364.247     -0.000      1.000   -4634.839    4632.838
sigma2         0.2899   1718.825      0.000      1.000   -3368.546    3369.126
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.55   Prob(JB):                         0.64
Heteroskedasticity (H):               0.18   Skew:                            -0.50
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.56886333850588, Current Price: 119.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.129
Date:                           Wed, 09 Oct 2024   AIC                             32.258
Time:                                   14:40:54   BIC                             35.082
Sample:                                        0   HQIC                            31.677
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3101      0.417     -0.744      0.457      -1.127       0.507
ma.L1          1.0000   3.61e+04   2.77e-05      1.000   -7.08e+04    7.09e+04
ar.S.L7       -0.3958      0.225     -1.758      0.079      -0.837       0.046
ma.S.L7       -0.9998   2657.687     -0.000      1.000   -5209.970    5207.971
sigma2         0.1858   6879.159    2.7e-05      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.88   Prob(JB):                         0.48
Heteroskedasticity (H):               0.50   Skew:                            -0.82
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.108143330852, Current Price: 119.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.162
Date:                           Wed, 09 Oct 2024   AIC                             40.323
Time:                                   14:40:54   BIC                             43.148
Sample:                                        0   HQIC                            39.743
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0927      0.396      0.234      0.815      -0.683       0.868
ma.L1         12.1957      9.980      1.222      0.222      -7.364      31.755
ar.S.L7       -0.5340      0.286     -1.868      0.062      -1.095       0.026
ma.S.L7      -12.2422     59.589     -0.205      0.837    -129.035     104.551
sigma2      2.695e-05      0.000      0.088      0.930      -0.001       0.001
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.82   Prob(JB):                         0.79
Heteroskedasticity (H):               0.50   Skew:                            -0.31
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.81e+17. Standard errors may be unstable.
Predicted Price: 119.10081302083901, Current Price: 120.14
SELL EXECUTED at 120.14
SELL ORDER COMPLETED at 120.07
OPERATION PROFIT, GROSS 0.6599999999999966, NET 0.42051999999999656
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.584
Date:                           Wed, 09 Oct 2024   AIC                             37.167
Time:                                   14:40:54   BIC                             39.992
Sample:                                        0   HQIC                            36.587
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4097      0.113     -3.641      0.000      -0.630      -0.189
ma.L1          1.0000   3853.843      0.000      1.000   -7552.394    7554.394
ar.S.L7       -0.5971      0.452     -1.322      0.186      -1.482       0.288
ma.S.L7       -0.3733      0.450     -0.830      0.407      -1.255       0.509
sigma2         0.3998   1540.753      0.000      1.000   -3019.421    3020.220
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.49   Prob(JB):                         0.97
Heteroskedasticity (H):               0.75   Skew:                             0.05
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.13039559114091, Current Price: 120.31
BUY EXECUTED at 120.31
BUY ORDER COMPLETED at 120.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.481
Date:                           Wed, 09 Oct 2024   AIC                             34.963
Time:                                   14:40:54   BIC                             37.787
Sample:                                        0   HQIC                            34.382
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4018      0.699      0.575      0.565      -0.968       1.772
ma.L1         -7.0565     52.635     -0.134      0.893    -110.218      96.105
ar.S.L7       -0.3332      0.342     -0.975      0.329      -1.003       0.337
ma.S.L7       -0.9993   1082.768     -0.001      0.999   -2123.186    2121.188
sigma2         0.0048      5.172      0.001      0.999     -10.133      10.142
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.81   Prob(JB):                         0.98
Heteroskedasticity (H):               1.27   Skew:                            -0.13
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.6892144682622, Current Price: 120.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.711
Date:                           Wed, 09 Oct 2024   AIC                             35.421
Time:                                   14:40:54   BIC                             38.246
Sample:                                        0   HQIC                            34.841
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3354      1.497      0.224      0.823      -2.598       3.269
ma.L1         -5.4363     49.099     -0.111      0.912    -101.670      90.797
ar.S.L7       -0.3638      0.422     -0.862      0.389      -1.191       0.463
ma.S.L7       -0.9992   1097.578     -0.001      0.999   -2152.212    2150.213
sigma2         0.0085      9.206      0.001      0.999     -18.034      18.051
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.68   Prob(JB):                         0.88
Heteroskedasticity (H):               0.89   Skew:                            -0.33
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.49222917843795, Current Price: 121.77
SELL EXECUTED at 121.77
SELL ORDER COMPLETED at 122.0
OPERATION PROFIT, GROSS 1.3299999999999983, NET 1.0873299999999984
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.602
Date:                           Wed, 09 Oct 2024   AIC                             39.203
Time:                                   14:40:54   BIC                             42.028
Sample:                                        0   HQIC                            38.623
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7870      0.298      2.638      0.008       0.202       1.372
ma.L1         -1.9399      2.533     -0.766      0.444      -6.905       3.025
ar.S.L7       -0.5408      0.403     -1.343      0.179      -1.330       0.248
ma.S.L7        0.0158      0.582      0.027      0.978      -1.124       1.156
sigma2         0.1462      0.404      0.362      0.717      -0.645       0.938
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.31   Prob(JB):                         0.85
Heteroskedasticity (H):               0.79   Skew:                            -0.25
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.2354995575524, Current Price: 122.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.249
Date:                           Wed, 09 Oct 2024   AIC                             36.498
Time:                                   14:40:54   BIC                             39.323
Sample:                                        0   HQIC                            35.917
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5944      0.670      0.888      0.375      -0.718       1.907
ma.L1         -3.0595     10.842     -0.282      0.778     -24.309      18.190
ar.S.L7       -0.5372      0.353     -1.523      0.128      -1.229       0.154
ma.S.L7       -0.0163      0.461     -0.035      0.972      -0.920       0.887
sigma2         0.0480      0.347      0.138      0.890      -0.633       0.729
===================================================================================
Ljung-Box (L1) (Q):                   4.63   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.03   Prob(JB):                         0.69
Heteroskedasticity (H):               1.20   Skew:                             0.25
Prob(H) (two-sided):                  0.87   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.88039212106548, Current Price: 122.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.240
Date:                           Wed, 09 Oct 2024   AIC                             34.480
Time:                                   14:40:54   BIC                             37.305
Sample:                                        0   HQIC                            33.899
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5082      0.491      1.034      0.301      -0.455       1.471
ma.L1         -5.7667     28.932     -0.199      0.842     -62.472      50.938
ar.S.L7       -0.5512      0.264     -2.084      0.037      -1.070      -0.033
ma.S.L7        1.0004   2536.083      0.000      1.000   -4969.631    4971.632
sigma2         0.0067     16.989      0.000      1.000     -33.291      33.305
===================================================================================
Ljung-Box (L1) (Q):                   3.19   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.07   Prob(JB):                         0.55
Heteroskedasticity (H):               1.19   Skew:                             0.61
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.27182807533933, Current Price: 123.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.258
Date:                           Wed, 09 Oct 2024   AIC                             30.517
Time:                                   14:40:54   BIC                             33.341
Sample:                                        0   HQIC                            29.936
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0994      0.129      8.529      0.000       0.847       1.352
ma.L1         -0.9875      8.488     -0.116      0.907     -17.624      15.649
ar.S.L7       -0.5622      0.283     -1.984      0.047      -1.117      -0.007
ma.S.L7      -19.7561    207.246     -0.095      0.924    -425.951     386.439
sigma2         0.0006      0.013      0.048      0.961      -0.025       0.026
===================================================================================
Ljung-Box (L1) (Q):                   3.21   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.07   Prob(JB):                         0.87
Heteroskedasticity (H):               2.68   Skew:                             0.04
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.58940284173461, Current Price: 125.15
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.482
Date:                           Wed, 09 Oct 2024   AIC                             24.964
Time:                                   14:40:54   BIC                             27.789
Sample:                                        0   HQIC                            24.384
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0940      0.052     21.069      0.000       0.992       1.196
ma.L1         -1.0000   3933.176     -0.000      1.000   -7709.882    7707.882
ar.S.L7       -0.6123      0.168     -3.641      0.000      -0.942      -0.283
ma.S.L7        1.0000   2.85e+04    3.5e-05      1.000   -5.59e+04    5.59e+04
sigma2         0.0985   2932.970   3.36e-05      1.000   -5748.418    5748.615
===================================================================================
Ljung-Box (L1) (Q):                   1.76   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.18   Prob(JB):                         0.75
Heteroskedasticity (H):               0.54   Skew:                             0.44
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.20823005930606, Current Price: 124.82
BUY EXECUTED at 124.82
BUY ORDER COMPLETED at 124.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.974
Date:                           Wed, 09 Oct 2024   AIC                             39.947
Time:                                   14:40:54   BIC                             42.772
Sample:                                        0   HQIC                            39.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5294      1.106      0.479      0.632      -1.638       2.696
ma.L1         -4.9540     34.939     -0.142      0.887     -73.433      63.525
ar.S.L7    -2.131e-05      0.079     -0.000      1.000      -0.154       0.154
ma.S.L7       -4.2213      9.251     -0.456      0.648     -22.352      13.910
sigma2         0.0013      0.017      0.077      0.939      -0.033       0.035
===================================================================================
Ljung-Box (L1) (Q):                   3.20   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.07   Prob(JB):                         0.87
Heteroskedasticity (H):               0.97   Skew:                             0.18
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.4186866239062, Current Price: 125.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.269
Date:                           Wed, 09 Oct 2024   AIC                             32.539
Time:                                   14:40:54   BIC                             35.363
Sample:                                        0   HQIC                            31.958
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9800      0.102      9.604      0.000       0.780       1.180
ma.L1         -1.0000   6304.642     -0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7       -0.3979      0.225     -1.770      0.077      -0.839       0.043
ma.S.L7        1.0001   1.17e+04   8.52e-05      1.000    -2.3e+04     2.3e+04
sigma2         0.1764   2537.614   6.95e-05      1.000   -4973.456    4973.809
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.36   Prob(JB):                         0.59
Heteroskedasticity (H):               1.50   Skew:                             0.35
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.93926158384082, Current Price: 125.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.562
Date:                           Wed, 09 Oct 2024   AIC                             37.124
Time:                                   14:40:54   BIC                             39.949
Sample:                                        0   HQIC                            36.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9057      0.173      5.235      0.000       0.567       1.245
ma.L1         -1.0000   4962.626     -0.000      1.000   -9727.568    9725.568
ar.S.L7       -0.3021      0.328     -0.921      0.357      -0.945       0.340
ma.S.L7        0.1036      0.487      0.213      0.832      -0.851       1.058
sigma2         0.4055   2012.270      0.000      1.000   -3943.572    3944.383
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.77   Prob(JB):                         0.67
Heteroskedasticity (H):               1.45   Skew:                             0.20
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.92970607622522, Current Price: 125.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.723
Date:                           Wed, 09 Oct 2024   AIC                             33.445
Time:                                   14:40:54   BIC                             36.270
Sample:                                        0   HQIC                            32.865
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7887      0.493      1.600      0.109      -0.177       1.755
ma.L1         -1.0001   1487.381     -0.001      0.999   -2916.213    2914.213
ar.S.L7        0.0064      0.043      0.147      0.883      -0.078       0.091
ma.S.L7       -0.1096      0.628     -0.175      0.861      -1.340       1.120
sigma2         0.3061    455.486      0.001      0.999    -892.430     893.042
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.83   Prob(JB):                         0.67
Heteroskedasticity (H):               1.61   Skew:                             0.52
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.04240406503601, Current Price: 124.73
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.846
Date:                           Wed, 09 Oct 2024   AIC                             37.692
Time:                                   14:40:54   BIC                             40.517
Sample:                                        0   HQIC                            37.111
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4671      0.289     -1.615      0.106      -1.034       0.100
ma.L1          1.8318      2.332      0.786      0.432      -2.738       6.402
ar.S.L7        0.1396      0.502      0.278      0.781      -0.844       1.123
ma.S.L7       -2.7570      9.046     -0.305      0.761     -20.487      14.972
sigma2         0.0173      0.129      0.134      0.893      -0.235       0.270
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.58   Prob(JB):                         0.75
Heteroskedasticity (H):               1.31   Skew:                             0.06
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.25446936765928, Current Price: 125.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.883
Date:                           Wed, 09 Oct 2024   AIC                             35.765
Time:                                   14:40:55   BIC                             38.590
Sample:                                        0   HQIC                            35.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6689      0.862      0.776      0.438      -1.021       2.359
ma.L1         -2.5300      7.473     -0.339      0.735     -17.177      12.117
ar.S.L7       -0.1248      0.680     -0.184      0.854      -1.458       1.208
ma.S.L7       -0.0783      0.694     -0.113      0.910      -1.438       1.282
sigma2         0.0661      0.373      0.177      0.859      -0.665       0.797
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.88   Prob(JB):                         0.74
Heteroskedasticity (H):               1.00   Skew:                             0.44
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.02491464794585, Current Price: 125.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.825
Date:                           Wed, 09 Oct 2024   AIC                             35.650
Time:                                   14:40:55   BIC                             38.474
Sample:                                        0   HQIC                            35.069
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5715      0.843      0.678      0.498      -1.082       2.225
ma.L1         -0.3377      1.243     -0.272      0.786      -2.774       2.099
ar.S.L7       -0.1821      0.587     -0.310      0.757      -1.334       0.969
ma.S.L7       -0.4330      1.291     -0.335      0.737      -2.963       2.097
sigma2         0.3810      0.238      1.603      0.109      -0.085       0.847
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.80   Prob(JB):                         0.89
Heteroskedasticity (H):               0.74   Skew:                             0.23
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.38166268286528, Current Price: 126.96
SELL EXECUTED at 126.96
SELL ORDER COMPLETED at 126.6
OPERATION PROFIT, GROSS 1.7099999999999937, NET 1.4585099999999938
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.375
Date:                           Wed, 09 Oct 2024   AIC                             38.749
Time:                                   14:40:55   BIC                             41.574
Sample:                                        0   HQIC                            38.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6025      1.120      0.538      0.591      -1.593       2.798
ma.L1         -0.2715      2.150     -0.126      0.900      -4.486       3.943
ar.S.L7       -0.3836      0.360     -1.066      0.286      -1.089       0.322
ma.S.L7       -1.0000   3.33e+04  -3.01e-05      1.000   -6.52e+04    6.52e+04
sigma2         0.3123   1.04e+04   3.01e-05      1.000   -2.04e+04    2.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.60   Prob(JB):                         0.92
Heteroskedasticity (H):               1.50   Skew:                            -0.10
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.09285840501556, Current Price: 127.17
BUY EXECUTED at 127.17
BUY ORDER COMPLETED at 126.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood               -9532.021
Date:                           Wed, 09 Oct 2024   AIC                          19074.042
Time:                                   14:40:55   BIC                          19076.867
Sample:                                        0   HQIC                         19073.461
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6119      0.001    768.353      0.000       0.610       0.613
ma.L1         -0.6489      0.001   -838.671      0.000      -0.650      -0.647
ar.S.L7      -43.0000      0.842    -51.094      0.000     -44.649     -41.351
ma.S.L7    -3.082e-06      0.001     -0.005      0.996      -0.001       0.001
sigma2         0.6821      0.028     24.757      0.000       0.628       0.736
===================================================================================
Ljung-Box (L1) (Q):                   1.99   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.16   Prob(JB):                         0.51
Heteroskedasticity (H):               0.56   Skew:                             0.76
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.61006127885744, Current Price: 126.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.083
Date:                           Wed, 09 Oct 2024   AIC                             42.167
Time:                                   14:40:55   BIC                             44.991
Sample:                                        0   HQIC                            41.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6299      0.537      1.173      0.241      -0.422       1.682
ma.L1         -0.6296      0.592     -1.064      0.287      -1.790       0.530
ar.S.L7       -0.3408      0.774     -0.440      0.660      -1.859       1.177
ma.S.L7       -0.4287      1.605     -0.267      0.789      -3.574       2.716
sigma2         0.6247      0.468      1.336      0.182      -0.292       1.541
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.71   Prob(JB):                         0.71
Heteroskedasticity (H):               2.32   Skew:                             0.54
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.48518258417417, Current Price: 125.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.292
Date:                           Wed, 09 Oct 2024   AIC                             40.584
Time:                                   14:40:55   BIC                             43.409
Sample:                                        0   HQIC                            40.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2485      1.155      0.215      0.830      -2.016       2.513
ma.L1          0.1105      1.168      0.095      0.925      -2.179       2.400
ar.S.L7       -0.5812      0.459     -1.265      0.206      -1.482       0.319
ma.S.L7       -1.0002   6894.693     -0.000      1.000   -1.35e+04    1.35e+04
sigma2         0.3706   2555.530      0.000      1.000   -5008.376    5009.118
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.91   Prob(JB):                         0.89
Heteroskedasticity (H):               1.78   Skew:                             0.06
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.14972651510291, Current Price: 126.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.265
Date:                           Wed, 09 Oct 2024   AIC                             40.530
Time:                                   14:40:55   BIC                             43.355
Sample:                                        0   HQIC                            39.949
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1665      1.143      0.146      0.884      -2.074       2.407
ma.L1          0.1561      1.136      0.137      0.891      -2.070       2.382
ar.S.L7       -0.5578      0.418     -1.334      0.182      -1.377       0.261
ma.S.L7       -1.0000   3.06e+04  -3.27e-05      1.000   -5.99e+04    5.99e+04
sigma2         0.3692   1.13e+04   3.27e-05      1.000   -2.21e+04    2.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.73   Prob(JB):                         0.89
Heteroskedasticity (H):               1.23   Skew:                             0.16
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.86862022320915, Current Price: 126.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.361
Date:                           Wed, 09 Oct 2024   AIC                             38.721
Time:                                   14:40:55   BIC                             41.546
Sample:                                        0   HQIC                            38.141
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0081      1.477      0.005      0.996      -2.886       2.902
ma.L1          0.2402      1.497      0.160      0.873      -2.695       3.175
ar.S.L7       -0.5802      0.733     -0.792      0.429      -2.017       0.856
ma.S.L7       -0.6372      2.313     -0.275      0.783      -5.171       3.897
sigma2         0.4393      0.753      0.583      0.560      -1.037       1.916
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.84   Prob(JB):                         0.79
Heteroskedasticity (H):               3.00   Skew:                             0.45
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.44604014503469, Current Price: 127.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.497
Date:                           Wed, 09 Oct 2024   AIC                             38.993
Time:                                   14:40:55   BIC                             41.818
Sample:                                        0   HQIC                            38.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7572      0.441     -1.717      0.086      -1.621       0.107
ma.L1          1.0000   1.17e+05   8.55e-06      1.000   -2.29e+05    2.29e+05
ar.S.L7       -0.5265      0.819     -0.643      0.521      -2.132       1.079
ma.S.L7        0.1764      1.123      0.157      0.875      -2.024       2.377
sigma2         0.4536   5.31e+04   8.55e-06      1.000   -1.04e+05    1.04e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 3.34
Prob(Q):                              0.70   Prob(JB):                         0.19
Heteroskedasticity (H):               0.40   Skew:                             1.11
Prob(H) (two-sided):                  0.39   Kurtosis:                         4.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.14310154683974, Current Price: 128.83
SELL EXECUTED at 128.83
SELL ORDER COMPLETED at 128.69
OPERATION PROFIT, GROSS 1.9200000000000017, NET 1.6645400000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.520
Date:                           Wed, 09 Oct 2024   AIC                             39.041
Time:                                   14:40:55   BIC                             41.866
Sample:                                        0   HQIC                            38.460
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7885      0.664     -1.188      0.235      -2.089       0.512
ma.L1          1.0000   1.01e+06   9.93e-07      1.000   -1.97e+06    1.97e+06
ar.S.L7       -0.4478      0.982     -0.456      0.648      -2.372       1.477
ma.S.L7        0.3627      1.512      0.240      0.810      -2.600       3.325
sigma2         0.4283   4.31e+05   9.93e-07      1.000   -8.45e+05    8.45e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.77
Prob(Q):                              0.88   Prob(JB):                         0.41
Heteroskedasticity (H):               0.72   Skew:                             0.84
Prob(H) (two-sided):                  0.75   Kurtosis:                         3.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.19136538911962, Current Price: 127.97
BUY EXECUTED at 127.97
BUY ORDER COMPLETED at 128.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.457
Date:                           Wed, 09 Oct 2024   AIC                             40.915
Time:                                   14:40:55   BIC                             43.739
Sample:                                        0   HQIC                            40.334
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2165     25.928     -0.008      0.993     -51.034      50.600
ma.L1          5.1529    682.291      0.008      0.994   -1332.113    1342.418
ar.S.L7       -0.4586      0.702     -0.654      0.513      -1.834       0.917
ma.S.L7        0.9850    103.521      0.010      0.992    -201.913     203.883
sigma2         0.0145      5.059      0.003      0.998      -9.901       9.930
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.70   Prob(JB):                         0.47
Heteroskedasticity (H):               0.89   Skew:                             0.84
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.63935305602048, Current Price: 128.07
SELL EXECUTED at 128.07
SELL ORDER COMPLETED at 127.58
OPERATION PROFIT, GROSS -0.6600000000000108, NET -0.9158200000000108
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.808
Date:                           Wed, 09 Oct 2024   AIC                             41.615
Time:                                   14:40:55   BIC                             44.440
Sample:                                        0   HQIC                            41.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2226      1.369      0.163      0.871      -2.460       2.905
ma.L1         -0.5557      0.936     -0.594      0.553      -2.390       1.279
ar.S.L7       -0.4767      0.366     -1.301      0.193      -1.195       0.242
ma.S.L7        0.3422      0.870      0.393      0.694      -1.363       2.048
sigma2         0.6342      0.465      1.363      0.173      -0.278       1.546
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.50   Prob(JB):                         0.64
Heteroskedasticity (H):               0.45   Skew:                             0.37
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.59063898318858, Current Price: 127.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.582
Date:                           Wed, 09 Oct 2024   AIC                             39.165
Time:                                   14:40:55   BIC                             41.989
Sample:                                        0   HQIC                            38.584
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1101      0.954      0.115      0.908      -1.760       1.980
ma.L1         -0.5531      0.752     -0.736      0.462      -2.027       0.920
ar.S.L7       -0.2721      0.261     -1.044      0.296      -0.783       0.239
ma.S.L7       -0.0715      0.533     -0.134      0.893      -1.117       0.974
sigma2         0.5498      0.357      1.540      0.124      -0.150       1.249
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.35   Prob(JB):                         0.70
Heteroskedasticity (H):               0.46   Skew:                             0.34
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.71421245257565, Current Price: 126.8
BUY EXECUTED at 126.8
BUY ORDER COMPLETED at 127.45
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.495
Date:                           Wed, 09 Oct 2024   AIC                             38.990
Time:                                   14:40:55   BIC                             41.815
Sample:                                        0   HQIC                            38.410
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4725      0.181      2.615      0.009       0.118       0.827
ma.L1         -1.0000   7536.550     -0.000      1.000   -1.48e+04    1.48e+04
ar.S.L7       -0.1383      0.305     -0.454      0.650      -0.736       0.459
ma.S.L7       -0.2909      0.658     -0.442      0.658      -1.580       0.998
sigma2         0.4445   3349.962      0.000      1.000   -6565.361    6566.250
===================================================================================
Ljung-Box (L1) (Q):                   2.08   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.15   Prob(JB):                         0.61
Heteroskedasticity (H):               0.72   Skew:                             0.60
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.60473865047535, Current Price: 127.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.928
Date:                           Wed, 09 Oct 2024   AIC                             31.856
Time:                                   14:40:55   BIC                             34.681
Sample:                                        0   HQIC                            31.276
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1233      0.361     -0.342      0.732      -0.830       0.583
ma.L1         -1.0000   8743.162     -0.000      1.000   -1.71e+04    1.71e+04
ar.S.L7        0.0705      0.124      0.569      0.569      -0.172       0.313
ma.S.L7       -1.0002   3168.067     -0.000      1.000   -6210.298    6208.298
sigma2         0.1596   1412.523      0.000      1.000   -2768.335    2768.654
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.98   Prob(JB):                         0.60
Heteroskedasticity (H):               0.49   Skew:                             0.05
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.58454455710503, Current Price: 128.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.221
Date:                           Wed, 09 Oct 2024   AIC                             30.442
Time:                                   14:40:55   BIC                             33.267
Sample:                                        0   HQIC                            29.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1101      0.438      0.251      0.802      -0.749       0.969
ma.L1         -1.0000   2537.764     -0.000      1.000   -4974.925    4972.925
ar.S.L7        0.0016      0.005      0.354      0.723      -0.007       0.011
ma.S.L7       -0.3500      0.436     -0.802      0.423      -1.205       0.505
sigma2         0.2337    593.086      0.000      1.000   -1162.193    1162.661
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.72   Prob(JB):                         0.63
Heteroskedasticity (H):               0.98   Skew:                            -0.00
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 129.77381143532907, Current Price: 126.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -41410.565
Date:                           Wed, 09 Oct 2024   AIC                          82831.130
Time:                                   14:40:55   BIC                          82833.954
Sample:                                        0   HQIC                         82830.549
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7287      0.000  -5358.917      0.000      -0.729      -0.728
ma.L1          0.6255      0.000   3179.478      0.000       0.625       0.626
ar.S.L7     -107.6681      0.251   -428.933      0.000    -108.160    -107.176
ma.S.L7        0.0001   8.91e-05      1.129      0.259   -7.41e-05       0.000
sigma2         1.2696      0.006    221.541      0.000       1.258       1.281
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.95
Prob(Q):                              0.76   Prob(JB):                         0.38
Heteroskedasticity (H):               0.42   Skew:                             0.95
Prob(H) (two-sided):                  0.42   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 246.41592935705555, Current Price: 126.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.561
Date:                           Wed, 09 Oct 2024   AIC                             47.121
Time:                                   14:40:55   BIC                             49.946
Sample:                                        0   HQIC                            46.541
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4486      2.717     -0.165      0.869      -5.773       4.876
ma.L1          0.4442      3.656      0.121      0.903      -6.722       7.610
ar.S.L7       -0.4935      0.602     -0.819      0.413      -1.674       0.687
ma.S.L7       -0.7075      5.930     -0.119      0.905     -12.331      10.916
sigma2         0.7816      3.723      0.210      0.834      -6.516       8.079
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 5.62
Prob(Q):                              0.36   Prob(JB):                         0.06
Heteroskedasticity (H):              13.29   Skew:                            -1.34
Prob(H) (two-sided):                  0.03   Kurtosis:                         4.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.27665470239101, Current Price: 125.38
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.243
Date:                           Wed, 09 Oct 2024   AIC                             46.486
Time:                                   14:40:55   BIC                             49.311
Sample:                                        0   HQIC                            45.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2537      3.632     -0.070      0.944      -7.373       6.865
ma.L1          0.1030      3.709      0.028      0.978      -7.167       7.373
ar.S.L7       -0.5542      0.558     -0.993      0.321      -1.648       0.540
ma.S.L7       -0.5794      3.493     -0.166      0.868      -7.425       6.267
sigma2         0.8284      2.013      0.412      0.681      -3.116       4.773
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 6.87
Prob(Q):                              0.58   Prob(JB):                         0.03
Heteroskedasticity (H):               7.58   Skew:                            -1.33
Prob(H) (two-sided):                  0.08   Kurtosis:                         5.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.46324417603489, Current Price: 124.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.287
Date:                           Wed, 09 Oct 2024   AIC                             46.573
Time:                                   14:40:55   BIC                             49.398
Sample:                                        0   HQIC                            45.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2243      4.166     -0.054      0.957      -8.389       7.940
ma.L1          0.0906      4.353      0.021      0.983      -8.442       8.623
ar.S.L7       -0.5324      0.622     -0.855      0.392      -1.753       0.688
ma.S.L7       -0.6572      2.862     -0.230      0.818      -6.267       4.953
sigma2         0.7927      1.760      0.450      0.653      -2.658       4.243
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 6.33
Prob(Q):                              0.39   Prob(JB):                         0.04
Heteroskedasticity (H):               4.25   Skew:                            -1.28
Prob(H) (two-sided):                  0.19   Kurtosis:                         5.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.06125490408024, Current Price: 124.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.760
Date:                           Wed, 09 Oct 2024   AIC                             45.520
Time:                                   14:40:55   BIC                             48.344
Sample:                                        0   HQIC                            44.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2452      8.504     -0.029      0.977     -16.912      16.422
ma.L1          0.1710      8.683      0.020      0.984     -16.848      17.190
ar.S.L7       -0.6370      0.494     -1.290      0.197      -1.605       0.331
ma.S.L7       -1.0001   1.27e+04  -7.87e-05      1.000   -2.49e+04    2.49e+04
sigma2         0.5418   6885.032   7.87e-05      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 5.57
Prob(Q):                              0.41   Prob(JB):                         0.06
Heteroskedasticity (H):               0.22   Skew:                            -1.17
Prob(H) (two-sided):                  0.17   Kurtosis:                         5.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.18394235628459, Current Price: 124.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.754
Date:                           Wed, 09 Oct 2024   AIC                             45.509
Time:                                   14:40:55   BIC                             48.333
Sample:                                        0   HQIC                            44.928
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2800      6.526     -0.043      0.966     -13.072      12.512
ma.L1          0.1974      6.642      0.030      0.976     -12.822      13.216
ar.S.L7       -0.7404      0.391     -1.896      0.058      -1.506       0.025
ma.S.L7       -1.0001   1.34e+04  -7.48e-05      1.000   -2.62e+04    2.62e+04
sigma2         0.5414   7242.749   7.48e-05      1.000   -1.42e+04    1.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 3.56
Prob(Q):                              0.50   Prob(JB):                         0.17
Heteroskedasticity (H):               0.22   Skew:                            -0.85
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.60131120471891, Current Price: 125.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.455
Date:                           Wed, 09 Oct 2024   AIC                             40.910
Time:                                   14:40:55   BIC                             43.735
Sample:                                        0   HQIC                            40.330
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8685      1.448      0.600      0.549      -1.970       3.706
ma.L1         -1.0000    7.7e+04   -1.3e-05      1.000   -1.51e+05    1.51e+05
ar.S.L7       -1.0774      0.516     -2.089      0.037      -2.088      -0.067
ma.S.L7       -0.9999    2.1e+04  -4.75e-05      1.000   -4.12e+04    4.12e+04
sigma2         0.3057   1.93e+04   1.58e-05      1.000   -3.78e+04    3.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 3.45
Prob(Q):                              0.90   Prob(JB):                         0.18
Heteroskedasticity (H):               0.10   Skew:                            -1.22
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.24214847367088, Current Price: 126.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.021
Date:                           Wed, 09 Oct 2024   AIC                             44.042
Time:                                   14:40:55   BIC                             46.867
Sample:                                        0   HQIC                            43.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2189     11.298     -0.019      0.985     -22.363      21.925
ma.L1          0.1724     12.178      0.014      0.989     -23.697      24.041
ar.S.L7       -0.6960      1.218     -0.572      0.568      -3.083       1.691
ma.S.L7       -0.3458      1.631     -0.212      0.832      -3.543       2.851
sigma2         0.7637      0.696      1.097      0.272      -0.600       2.128
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                18.12
Prob(Q):                              0.45   Prob(JB):                         0.00
Heteroskedasticity (H):               1.01   Skew:                            -2.01
Prob(H) (two-sided):                  0.99   Kurtosis:                         7.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.61307066069212, Current Price: 128.23
SELL EXECUTED at 128.23
SELL ORDER COMPLETED at 128.43
OPERATION PROFIT, GROSS 0.980000000000004, NET 0.724120000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.081
Date:                           Wed, 09 Oct 2024   AIC                             50.161
Time:                                   14:40:55   BIC                             52.986
Sample:                                        0   HQIC                            49.580
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2979      2.760     -0.108      0.914      -5.708       5.112
ma.L1          0.0181      2.861      0.006      0.995      -5.590       5.626
ar.S.L7       -0.4072      0.658     -0.619      0.536      -1.696       0.882
ma.S.L7       -1.0004   2078.759     -0.000      1.000   -4075.294    4073.293
sigma2         0.7742   1609.431      0.000      1.000   -3153.652    3155.200
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.27
Prob(Q):                              0.85   Prob(JB):                         0.12
Heteroskedasticity (H):               8.90   Skew:                             0.37
Prob(H) (two-sided):                  0.06   Kurtosis:                         5.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.20285675428792, Current Price: 128.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.843
Date:                           Wed, 09 Oct 2024   AIC                             51.686
Time:                                   14:40:56   BIC                             54.511
Sample:                                        0   HQIC                            51.106
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0196      7.803      0.003      0.998     -15.274      15.313
ma.L1         -7.5558    459.284     -0.016      0.987    -907.736     892.624
ar.S.L7       -0.3819      0.854     -0.447      0.655      -2.056       1.293
ma.S.L7       -0.9855     64.971     -0.015      0.988    -128.325     126.354
sigma2         0.0153      1.870      0.008      0.993      -3.649       3.680
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.01
Prob(Q):                              0.99   Prob(JB):                         0.37
Heteroskedasticity (H):               0.92   Skew:                             0.05
Prob(H) (two-sided):                  0.94   Kurtosis:                         4.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.85125703925023, Current Price: 127.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.778
Date:                           Wed, 09 Oct 2024   AIC                             51.555
Time:                                   14:40:56   BIC                             54.380
Sample:                                        0   HQIC                            50.974
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0173      5.799     -0.003      0.998     -11.383      11.349
ma.L1         -9.6355    550.131     -0.018      0.986   -1087.873    1068.602
ar.S.L7       -0.3616      0.944     -0.383      0.702      -2.212       1.488
ma.S.L7       -0.9973    327.108     -0.003      0.998    -642.117     640.122
sigma2         0.0092      3.565      0.003      0.998      -6.978       6.997
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.12
Prob(Q):                              0.94   Prob(JB):                         0.35
Heteroskedasticity (H):               0.93   Skew:                            -0.07
Prob(H) (two-sided):                  0.95   Kurtosis:                         4.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.87853595111733, Current Price: 126.24
BUY EXECUTED at 126.24
BUY ORDER COMPLETED at 126.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.457
Date:                           Wed, 09 Oct 2024   AIC                             52.915
Time:                                   14:40:56   BIC                             55.739
Sample:                                        0   HQIC                            52.334
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2697     14.864     -0.018      0.986     -29.403      28.863
ma.L1          4.6129    319.307      0.014      0.988    -621.218     630.444
ar.S.L7       -0.6952      1.154     -0.602      0.547      -2.958       1.568
ma.S.L7      -10.2395    323.383     -0.032      0.975    -644.059     623.580
sigma2         0.0007      0.128      0.006      0.996      -0.250       0.252
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.99   Prob(JB):                         0.35
Heteroskedasticity (H):               0.89   Skew:                            -0.20
Prob(H) (two-sided):                  0.91   Kurtosis:                         4.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.9003957408156, Current Price: 125.66
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.388
Date:                           Wed, 09 Oct 2024   AIC                             52.775
Time:                                   14:40:56   BIC                             55.600
Sample:                                        0   HQIC                            52.195
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1776      2.761      0.064      0.949      -5.233       5.589
ma.L1          9.4464    240.957      0.039      0.969    -462.821     481.713
ar.S.L7       -0.8298      0.374     -2.219      0.026      -1.563      -0.097
ma.S.L7        1.0031    253.220      0.004      0.997    -495.300     497.306
sigma2         0.0106      2.721      0.004      0.997      -5.322       5.344
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.93   Prob(JB):                         0.91
Heteroskedasticity (H):               0.21   Skew:                            -0.18
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.95741564745626, Current Price: 126.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.564
Date:                           Wed, 09 Oct 2024   AIC                             45.128
Time:                                   14:40:56   BIC                             47.953
Sample:                                        0   HQIC                            44.548
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0679      3.828     -0.018      0.986      -7.571       7.435
ma.L1          5.9583    135.486      0.044      0.965    -259.589     271.505
ar.S.L7       -0.7137      0.528     -1.352      0.176      -1.748       0.321
ma.S.L7        6.3128     34.199      0.185      0.854     -60.717      73.343
sigma2         0.0006      0.031      0.020      0.984      -0.060       0.061
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 3.65
Prob(Q):                              0.36   Prob(JB):                         0.16
Heteroskedasticity (H):               2.76   Skew:                             1.03
Prob(H) (two-sided):                  0.35   Kurtosis:                         4.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.42554942742632, Current Price: 126.14
SELL EXECUTED at 126.14
SELL ORDER COMPLETED at 126.45
OPERATION PROFIT, GROSS 0.09000000000000341, NET -0.16280999999999657
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.625
Date:                           Wed, 09 Oct 2024   AIC                             39.250
Time:                                   14:40:56   BIC                             42.075
Sample:                                        0   HQIC                            38.669
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5117      0.354      1.444      0.149      -0.183       1.206
ma.L1         16.2617    104.534      0.156      0.876    -188.620     221.144
ar.S.L7       -0.5979      0.306     -1.954      0.051      -1.198       0.002
ma.S.L7        0.9992   1625.080      0.001      1.000   -3184.100    3186.098
sigma2         0.0012      1.980      0.001      1.000      -3.879       3.882
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.97   Prob(JB):                         0.53
Heteroskedasticity (H):               2.03   Skew:                            -0.74
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.2991290013772, Current Price: 126.45
BUY EXECUTED at 126.45
BUY ORDER COMPLETED at 126.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.498
Date:                           Wed, 09 Oct 2024   AIC                             42.997
Time:                                   14:40:56   BIC                             45.822
Sample:                                        0   HQIC                            42.416
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1942      1.861      0.104      0.917      -3.453       3.841
ma.L1          0.3341      1.515      0.220      0.825      -2.635       3.303
ar.S.L7       -0.4044      0.257     -1.572      0.116      -0.909       0.100
ma.S.L7       -0.0642      0.389     -0.165      0.869      -0.827       0.698
sigma2         0.7397      0.482      1.533      0.125      -0.206       1.685
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.72   Prob(JB):                         0.99
Heteroskedasticity (H):               0.74   Skew:                            -0.08
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.42961848738652, Current Price: 125.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.642
Date:                           Wed, 09 Oct 2024   AIC                             39.283
Time:                                   14:40:56   BIC                             42.108
Sample:                                        0   HQIC                            38.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2669      0.862      0.310      0.757      -1.423       1.957
ma.L1          0.4897      0.753      0.650      0.516      -0.986       1.966
ar.S.L7       -0.2665      0.190     -1.405      0.160      -0.638       0.105
ma.S.L7       -1.0001    1.4e+04  -7.14e-05      1.000   -2.74e+04    2.74e+04
sigma2         0.3353   4694.981   7.14e-05      1.000   -9201.658    9202.328
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.98   Prob(JB):                         0.57
Heteroskedasticity (H):               0.37   Skew:                            -0.72
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.19377299062391, Current Price: 125.0
SELL EXECUTED at 125.0
SELL ORDER COMPLETED at 124.15
OPERATION PROFIT, GROSS -1.9099999999999966, NET -2.1602099999999966
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.263
Date:                           Wed, 09 Oct 2024   AIC                             40.526
Time:                                   14:40:56   BIC                             43.350
Sample:                                        0   HQIC                            39.945
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2347      1.072      0.219      0.827      -1.866       2.335
ma.L1          0.4965      0.885      0.561      0.575      -1.239       2.232
ar.S.L7       -0.2645      0.277     -0.954      0.340      -0.808       0.279
ma.S.L7       -1.0001   1.48e+04  -6.75e-05      1.000    -2.9e+04     2.9e+04
sigma2         0.3689   5463.890   6.75e-05      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.80   Prob(JB):                         0.60
Heteroskedasticity (H):               0.25   Skew:                            -0.67
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.21183908049224, Current Price: 124.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.558
Date:                           Wed, 09 Oct 2024   AIC                             39.117
Time:                                   14:40:56   BIC                             41.941
Sample:                                        0   HQIC                            38.536
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2025      0.793      0.255      0.798      -1.351       1.756
ma.L1          0.5479      0.728      0.752      0.452      -0.879       1.975
ar.S.L7       -0.1918      0.202     -0.949      0.343      -0.588       0.204
ma.S.L7       -1.0003   3038.931     -0.000      1.000   -5957.196    5955.195
sigma2         0.3309   1005.593      0.000      1.000   -1970.595    1971.256
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 2.18
Prob(Q):                              0.43   Prob(JB):                         0.34
Heteroskedasticity (H):               0.40   Skew:                            -0.96
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.73633410454038, Current Price: 125.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.289
Date:                           Wed, 09 Oct 2024   AIC                             40.579
Time:                                   14:40:56   BIC                             43.403
Sample:                                        0   HQIC                            39.998
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2452      1.031      0.238      0.812      -1.775       2.265
ma.L1          0.4896      1.009      0.485      0.628      -1.488       2.468
ar.S.L7       -0.2157      0.192     -1.125      0.261      -0.591       0.160
ma.S.L7       -1.0011    591.638     -0.002      0.999   -1160.591    1158.589
sigma2         0.3700    219.015      0.002      0.999    -428.891     429.631
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.11
Prob(Q):                              0.75   Prob(JB):                         0.35
Heteroskedasticity (H):               0.52   Skew:                            -0.92
Prob(H) (two-sided):                  0.55   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.37322922690134, Current Price: 125.18
BUY EXECUTED at 125.18
BUY ORDER COMPLETED at 126.2
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.088
Date:                           Wed, 09 Oct 2024   AIC                             38.176
Time:                                   14:40:56   BIC                             41.001
Sample:                                        0   HQIC                            37.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1241      0.403     -0.308      0.758      -0.914       0.666
ma.L1          0.9975      8.792      0.113      0.910     -16.235      18.230
ar.S.L7        0.0013      0.002      0.818      0.413      -0.002       0.004
ma.S.L7       -1.1773      4.778     -0.246      0.805     -10.542       8.187
sigma2         0.2622      1.757      0.149      0.881      -3.181       3.706
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.58   Prob(JB):                         0.51
Heteroskedasticity (H):               0.78   Skew:                            -0.55
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.97255870269812, Current Price: 126.53
SELL EXECUTED at 126.53
SELL ORDER COMPLETED at 126.22
OPERATION PROFIT, GROSS 0.01999999999999602, NET -0.23242000000000396
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.278
Date:                           Wed, 09 Oct 2024   AIC                             38.556
Time:                                   14:40:56   BIC                             41.380
Sample:                                        0   HQIC                            37.975
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0174      8.342      0.002      0.998     -16.332      16.367
ma.L1          0.0308      8.309      0.004      0.997     -16.255      16.316
ar.S.L7       -0.7069      0.284     -2.489      0.013      -1.264      -0.150
ma.S.L7       -0.1898      0.446     -0.426      0.670      -1.064       0.684
sigma2         0.5191      0.275      1.889      0.059      -0.020       1.058
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.61   Prob(JB):                         0.70
Heteroskedasticity (H):               0.81   Skew:                            -0.40
Prob(H) (two-sided):                  0.85   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.20365133174636, Current Price: 125.72
BUY EXECUTED at 125.72
BUY ORDER COMPLETED at 125.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.421
Date:                           Wed, 09 Oct 2024   AIC                             40.841
Time:                                   14:40:56   BIC                             43.666
Sample:                                        0   HQIC                            40.261
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3148      0.860     -0.366      0.714      -2.001       1.371
ma.L1         -0.1046      0.878     -0.119      0.905      -1.825       1.616
ar.S.L7       -0.4949      0.420     -1.178      0.239      -1.318       0.329
ma.S.L7       -1.0001   1.49e+04  -6.71e-05      1.000   -2.92e+04    2.92e+04
sigma2         0.3793   5651.964   6.71e-05      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.48   Prob(JB):                         0.54
Heteroskedasticity (H):               0.96   Skew:                            -0.64
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.09925532353991, Current Price: 125.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.442
Date:                           Wed, 09 Oct 2024   AIC                             44.884
Time:                                   14:40:56   BIC                             47.708
Sample:                                        0   HQIC                            44.303
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3223      2.382      0.135      0.892      -4.346       4.991
ma.L1         -0.6520      2.426     -0.269      0.788      -5.407       4.103
ar.S.L7       -0.5760      0.674     -0.855      0.392      -1.896       0.744
ma.S.L7       -0.0075      1.442     -0.005      0.996      -2.834       2.819
sigma2         0.8557      0.539      1.587      0.112      -0.201       1.912
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.80   Prob(JB):                         0.85
Heteroskedasticity (H):               1.32   Skew:                             0.11
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.40307096698552, Current Price: 125.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.941
Date:                           Wed, 09 Oct 2024   AIC                             39.883
Time:                                   14:40:56   BIC                             42.707
Sample:                                        0   HQIC                            39.302
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5341      0.336      1.592      0.111      -0.124       1.192
ma.L1         -1.0000   9731.277     -0.000      1.000   -1.91e+04    1.91e+04
ar.S.L7       -0.5423      0.174     -3.113      0.002      -0.884      -0.201
ma.S.L7        0.2855      0.620      0.460      0.645      -0.930       1.501
sigma2         0.4911   4779.395      0.000      1.000   -9366.951    9367.934
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.30   Prob(JB):                         0.92
Heteroskedasticity (H):               2.58   Skew:                             0.04
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.71183674471789, Current Price: 125.54
SELL EXECUTED at 125.54
SELL ORDER COMPLETED at 125.67
OPERATION PROFIT, GROSS -0.01999999999999602, NET -0.27135999999999605
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.165
Date:                           Wed, 09 Oct 2024   AIC                             38.329
Time:                                   14:40:57   BIC                             41.154
Sample:                                        0   HQIC                            37.749
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4359      0.157      2.773      0.006       0.128       0.744
ma.L1         -1.0000   4472.937     -0.000      1.000   -8767.796    8765.796
ar.S.L7       -0.5441      0.277     -1.961      0.050      -1.088      -0.000
ma.S.L7        0.7189      2.132      0.337      0.736      -3.460       4.897
sigma2         0.3543   1585.113      0.000      1.000   -3106.409    3107.118
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.38   Prob(JB):                         0.90
Heteroskedasticity (H):               2.19   Skew:                            -0.12
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.86887309940222, Current Price: 125.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.784
Date:                           Wed, 09 Oct 2024   AIC                             37.568
Time:                                   14:40:57   BIC                             40.393
Sample:                                        0   HQIC                            36.987
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0706      0.539      0.131      0.896      -0.986       1.127
ma.L1         -1.0000   4813.235     -0.000      1.000   -9434.767    9432.767
ar.S.L7       -0.5819      0.098     -5.936      0.000      -0.774      -0.390
ma.S.L7        0.5658      0.839      0.675      0.500      -1.078       2.209
sigma2         0.3892   1872.943      0.000      1.000   -3670.512    3671.291
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.95   Prob(JB):                         0.69
Heteroskedasticity (H):               1.07   Skew:                             0.28
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.27348110630047, Current Price: 125.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.464
Date:                           Wed, 09 Oct 2024   AIC                             34.928
Time:                                   14:40:57   BIC                             37.752
Sample:                                        0   HQIC                            34.347
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1536      0.685      0.224      0.822      -1.188       1.496
ma.L1         -1.0000   3969.703     -0.000      1.000   -7781.475    7779.475
ar.S.L7       -0.5646      0.107     -5.299      0.000      -0.773      -0.356
ma.S.L7        1.0000   1.64e+04    6.1e-05      1.000   -3.21e+04    3.21e+04
sigma2         0.2261   3735.636   6.05e-05      1.000   -7321.485    7321.937
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.95   Prob(JB):                         0.84
Heteroskedasticity (H):               1.32   Skew:                            -0.04
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.27835307668605, Current Price: 124.9
BUY EXECUTED at 124.9
BUY ORDER COMPLETED at 124.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.738
Date:                           Wed, 09 Oct 2024   AIC                             41.477
Time:                                   14:40:57   BIC                             44.302
Sample:                                        0   HQIC                            40.896
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0062      0.143     -7.039      0.000      -1.286      -0.726
ma.L1          1.0000   7723.293      0.000      1.000   -1.51e+04    1.51e+04
ar.S.L7       -0.5406      0.221     -2.444      0.015      -0.974      -0.107
ma.S.L7        1.0001   9745.758      0.000      1.000   -1.91e+04    1.91e+04
sigma2         0.3192   4391.301   7.27e-05      1.000   -8606.472    8607.110
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.72   Prob(JB):                         0.60
Heteroskedasticity (H):               0.86   Skew:                            -0.24
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.47783626877448, Current Price: 124.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.034
Date:                           Wed, 09 Oct 2024   AIC                             42.067
Time:                                   14:40:57   BIC                             44.892
Sample:                                        0   HQIC                            41.487
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3879      1.405     -0.276      0.783      -3.142       2.366
ma.L1         10.9891    119.583      0.092      0.927    -223.389     245.368
ar.S.L7       -0.4608      0.309     -1.493      0.135      -1.066       0.144
ma.S.L7        2.8195      9.484      0.297      0.766     -15.768      21.407
sigma2         0.0007      0.016      0.042      0.966      -0.031       0.032
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.83
Prob(Q):                              0.76   Prob(JB):                         0.40
Heteroskedasticity (H):               1.58   Skew:                            -0.92
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.81916657565013, Current Price: 124.87
SELL EXECUTED at 124.87
SELL ORDER COMPLETED at 124.41
OPERATION PROFIT, GROSS -0.4300000000000068, NET -0.6792500000000068
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.936
Date:                           Wed, 09 Oct 2024   AIC                             41.872
Time:                                   14:40:57   BIC                             44.697
Sample:                                        0   HQIC                            41.292
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2789      0.641      0.435      0.664      -0.978       1.536
ma.L1         -0.9908      6.142     -0.161      0.872     -13.029      11.047
ar.S.L7       -0.4950      0.274     -1.806      0.071      -1.032       0.042
ma.S.L7       -5.7781     21.098     -0.274      0.784     -47.130      35.574
sigma2         0.0175      0.175      0.100      0.920      -0.325       0.360
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.88   Prob(JB):                         0.65
Heteroskedasticity (H):               0.50   Skew:                            -0.32
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.61048576086026, Current Price: 124.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.252
Date:                           Wed, 09 Oct 2024   AIC                             42.504
Time:                                   14:40:57   BIC                             45.328
Sample:                                        0   HQIC                            41.923
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7899      0.731     -1.080      0.280      -2.223       0.644
ma.L1          1.7082      2.913      0.586      0.558      -4.001       7.417
ar.S.L7       -0.0010      0.003     -0.355      0.723      -0.007       0.005
ma.S.L7       -0.5529      1.272     -0.435      0.664      -3.047       1.941
sigma2         0.2262      0.601      0.376      0.707      -0.952       1.404
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.59   Prob(JB):                         0.67
Heteroskedasticity (H):               1.01   Skew:                            -0.27
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.05992709946045, Current Price: 126.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.184
Date:                           Wed, 09 Oct 2024   AIC                             42.369
Time:                                   14:40:57   BIC                             45.193
Sample:                                        0   HQIC                            41.788
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0993      0.472     -0.210      0.834      -1.025       0.826
ma.L1         -1.0000   4169.206     -0.000      1.000   -8172.494    8170.494
ar.S.L7       -0.4671      0.130     -3.584      0.000      -0.723      -0.212
ma.S.L7        1.0002   3502.475      0.000      1.000   -6863.725    6865.726
sigma2         0.3963   2776.840      0.000      1.000   -5442.109    5442.902
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.79   Prob(JB):                         0.73
Heteroskedasticity (H):               1.57   Skew:                            -0.22
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.21361200069589, Current Price: 125.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.122
Date:                           Wed, 09 Oct 2024   AIC                             44.244
Time:                                   14:40:57   BIC                             47.069
Sample:                                        0   HQIC                            43.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7492      0.492     -1.523      0.128      -1.714       0.215
ma.L1          3.0485      7.887      0.387      0.699     -12.410      18.507
ar.S.L7       -0.0780      0.603     -0.129      0.897      -1.260       1.104
ma.S.L7       -0.2551      1.119     -0.228      0.820      -2.448       1.938
sigma2         0.0850      0.466      0.182      0.855      -0.829       0.999
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.93   Prob(JB):                         0.98
Heteroskedasticity (H):               3.34   Skew:                            -0.04
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.5842800851098, Current Price: 127.61
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.192
Date:                           Wed, 09 Oct 2024   AIC                             44.384
Time:                                   14:40:57   BIC                             47.209
Sample:                                        0   HQIC                            43.803
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7392      0.646     -1.144      0.253      -2.006       0.527
ma.L1          3.3359     13.744      0.243      0.808     -23.602      30.274
ar.S.L7        0.0056      0.053      0.106      0.916      -0.098       0.109
ma.S.L7       -0.5703      1.833     -0.311      0.756      -4.163       3.023
sigma2         0.0638      0.595      0.107      0.915      -1.102       1.230
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.00
Prob(Q):                              0.73   Prob(JB):                         1.00
Heteroskedasticity (H):               4.98   Skew:                             0.03
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.70362510215793, Current Price: 128.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.295
Date:                           Wed, 09 Oct 2024   AIC                             46.590
Time:                                   14:40:57   BIC                             49.415
Sample:                                        0   HQIC                            46.009
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3991      0.751     -0.531      0.595      -1.871       1.073
ma.L1          0.1410      1.033      0.136      0.891      -1.883       2.165
ar.S.L7       -0.2543      0.815     -0.312      0.755      -1.852       1.344
ma.S.L7       -0.3100      1.141     -0.272      0.786      -2.546       1.926
sigma2         0.9424      0.455      2.069      0.039       0.050       1.835
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.88   Prob(JB):                         0.97
Heteroskedasticity (H):              10.52   Skew:                             0.17
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.85862002518256, Current Price: 127.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.312
Date:                           Wed, 09 Oct 2024   AIC                             46.624
Time:                                   14:40:57   BIC                             49.449
Sample:                                        0   HQIC                            46.043
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6489      0.501     -1.294      0.196      -1.632       0.334
ma.L1          0.3702      0.794      0.466      0.641      -1.187       1.927
ar.S.L7       -0.3761      0.658     -0.572      0.567      -1.666       0.913
ma.S.L7       -0.3366      1.297     -0.260      0.795      -2.879       2.205
sigma2         0.9252      0.437      2.117      0.034       0.069       1.782
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.99   Prob(JB):                         0.99
Heteroskedasticity (H):               1.72   Skew:                             0.09
Prob(H) (two-sided):                  0.61   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.29451072379578, Current Price: 125.73
BUY EXECUTED at 125.73
BUY ORDER COMPLETED at 125.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.114
Date:                           Wed, 09 Oct 2024   AIC                             48.227
Time:                                   14:40:57   BIC                             51.052
Sample:                                        0   HQIC                            47.647
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8418      0.476     -1.769      0.077      -1.775       0.091
ma.L1          0.6111      0.953      0.641      0.522      -1.258       2.480
ar.S.L7       -0.3366      0.732     -0.460      0.646      -1.771       1.098
ma.S.L7       -1.0004   4167.531     -0.000      1.000   -8169.210    8167.209
sigma2         0.6432   2681.126      0.000      1.000   -5254.266    5255.553
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.86   Prob(JB):                         0.80
Heteroskedasticity (H):               1.44   Skew:                             0.45
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.93678090740958, Current Price: 125.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.214
Date:                           Wed, 09 Oct 2024   AIC                             46.428
Time:                                   14:40:57   BIC                             49.252
Sample:                                        0   HQIC                            45.847
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9170      0.384     -2.387      0.017      -1.670      -0.164
ma.L1          0.6200      0.774      0.801      0.423      -0.897       2.137
ar.S.L7       -0.9889      0.332     -2.982      0.003      -1.639      -0.339
ma.S.L7        0.2279      0.491      0.464      0.643      -0.735       1.190
sigma2         0.9287      1.044      0.890      0.374      -1.117       2.975
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.53
Prob(Q):                              0.89   Prob(JB):                         0.47
Heteroskedasticity (H):               0.98   Skew:                             0.38
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.69206660263916, Current Price: 127.26
SELL EXECUTED at 127.26
SELL ORDER COMPLETED at 126.54
OPERATION PROFIT, GROSS 1.1200000000000045, NET 0.8680400000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.916
Date:                           Wed, 09 Oct 2024   AIC                             47.832
Time:                                   14:40:57   BIC                             50.657
Sample:                                        0   HQIC                            47.251
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6032      0.724     -0.834      0.404      -2.021       0.815
ma.L1          0.3698      1.171      0.316      0.752      -1.925       2.665
ar.S.L7       -0.3445      0.735     -0.469      0.639      -1.785       1.096
ma.S.L7       -0.5939      1.793     -0.331      0.740      -4.108       2.921
sigma2         0.8871      1.175      0.755      0.450      -1.416       3.190
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.88   Prob(JB):                         0.82
Heteroskedasticity (H):               1.20   Skew:                             0.14
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.05222319645128, Current Price: 126.3
BUY EXECUTED at 126.3
BUY ORDER COMPLETED at 127.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.107
Date:                           Wed, 09 Oct 2024   AIC                             48.215
Time:                                   14:40:57   BIC                             51.040
Sample:                                        0   HQIC                            47.634
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4098      0.854     -0.480      0.631      -2.083       1.263
ma.L1          0.0290      1.099      0.026      0.979      -2.126       2.184
ar.S.L7       -0.5236      0.603     -0.868      0.385      -1.706       0.659
ma.S.L7       -0.4033      1.036     -0.389      0.697      -2.433       1.627
sigma2         1.0307      0.796      1.295      0.195      -0.530       2.591
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.86   Prob(JB):                         0.71
Heteroskedasticity (H):               1.36   Skew:                             0.25
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.84647588874955, Current Price: 126.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.859
Date:                           Wed, 09 Oct 2024   AIC                             45.718
Time:                                   14:40:57   BIC                             48.543
Sample:                                        0   HQIC                            45.138
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5287      0.353     -1.496      0.135      -1.221       0.164
ma.L1          0.2314      0.712      0.325      0.745      -1.164       1.627
ar.S.L7       -0.2780      0.664     -0.418      0.676      -1.580       1.024
ma.S.L7       -1.0001   8495.871     -0.000      1.000   -1.67e+04    1.67e+04
sigma2         0.5339   4536.115      0.000      1.000   -8890.089    8891.157
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.66   Prob(JB):                         0.77
Heteroskedasticity (H):               0.60   Skew:                             0.22
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.53010330998781, Current Price: 125.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.441
Date:                           Wed, 09 Oct 2024   AIC                             46.881
Time:                                   14:40:57   BIC                             49.706
Sample:                                        0   HQIC                            46.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4430      0.224     -1.982      0.047      -0.881      -0.005
ma.L1          0.0864      0.794      0.109      0.913      -1.470       1.642
ar.S.L7       -0.3893      0.763     -0.510      0.610      -1.885       1.107
ma.S.L7       -1.0007   1839.443     -0.001      1.000   -3606.243    3604.242
sigma2         0.5934   1091.696      0.001      1.000   -2139.091    2140.277
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.82   Prob(JB):                         0.66
Heteroskedasticity (H):               0.71   Skew:                             0.31
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.69826829311873, Current Price: 126.39
SELL EXECUTED at 126.39
SELL ORDER COMPLETED at 126.45
OPERATION PROFIT, GROSS -1.0499999999999972, NET -1.3039499999999973
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.483
Date:                           Wed, 09 Oct 2024   AIC                             44.965
Time:                                   14:40:58   BIC                             47.790
Sample:                                        0   HQIC                            44.385
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8349      0.249     -3.352      0.001      -1.323      -0.347
ma.L1          0.6051      0.483      1.253      0.210      -0.342       1.552
ar.S.L7       -0.8205      0.580     -1.416      0.157      -1.956       0.316
ma.S.L7        0.0576      0.723      0.080      0.937      -1.359       1.474
sigma2         0.8512      0.617      1.379      0.168      -0.358       2.061
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.94   Prob(JB):                         0.70
Heteroskedasticity (H):               0.45   Skew:                             0.26
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.93149296039698, Current Price: 126.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.217
Date:                           Wed, 09 Oct 2024   AIC                             44.434
Time:                                   14:40:58   BIC                             47.259
Sample:                                        0   HQIC                            43.854
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4662      0.162      2.886      0.004       0.150       0.783
ma.L1         -1.0000   7353.979     -0.000      1.000   -1.44e+04    1.44e+04
ar.S.L7       -0.9760      0.902     -1.083      0.279      -2.743       0.791
ma.S.L7        0.3919      0.946      0.414      0.679      -1.463       2.247
sigma2         0.6695   4923.677      0.000      1.000   -9649.559    9650.898
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.44   Prob(JB):                         0.74
Heteroskedasticity (H):               0.32   Skew:                             0.33
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.88480752755943, Current Price: 127.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.772
Date:                           Wed, 09 Oct 2024   AIC                             41.543
Time:                                   14:40:58   BIC                             44.368
Sample:                                        0   HQIC                            40.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3561      0.137      2.597      0.009       0.087       0.625
ma.L1         -1.0000   6439.193     -0.000      1.000   -1.26e+04    1.26e+04
ar.S.L7       -0.9590      0.352     -2.724      0.006      -1.649      -0.269
ma.S.L7        1.0001   6413.791      0.000      1.000   -1.26e+04    1.26e+04
sigma2         0.3763   2562.583      0.000      1.000   -5022.194    5022.947
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.33   Prob(JB):                         0.77
Heteroskedasticity (H):               1.04   Skew:                             0.27
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.43541390698022, Current Price: 128.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.519
Date:                           Wed, 09 Oct 2024   AIC                             41.038
Time:                                   14:40:58   BIC                             43.863
Sample:                                        0   HQIC                            40.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4141      0.065      6.390      0.000       0.287       0.541
ma.L1         -1.0000   3.09e+04  -3.23e-05      1.000   -6.07e+04    6.07e+04
ar.S.L7       -0.8205      0.373     -2.200      0.028      -1.551      -0.089
ma.S.L7       -0.0007      0.430     -0.002      0.999      -0.844       0.842
sigma2         0.5504    1.7e+04   3.23e-05      1.000   -3.34e+04    3.34e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.65   Prob(JB):                         0.80
Heteroskedasticity (H):               0.51   Skew:                             0.02
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.4330462775846, Current Price: 126.62
BUY EXECUTED at 126.62
BUY ORDER COMPLETED at 127.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.264
Date:                           Wed, 09 Oct 2024   AIC                             38.528
Time:                                   14:40:58   BIC                             41.352
Sample:                                        0   HQIC                            37.947
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3644      0.459      0.794      0.427      -0.536       1.264
ma.L1         -1.0000   7602.765     -0.000      1.000   -1.49e+04    1.49e+04
ar.S.L7       -0.8043      0.288     -2.790      0.005      -1.369      -0.239
ma.S.L7       -0.0664      0.327     -0.203      0.839      -0.707       0.575
sigma2         0.4618   3511.363      0.000      1.000   -6881.683    6882.607
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.62   Prob(JB):                         0.77
Heteroskedasticity (H):               1.08   Skew:                             0.04
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.3805602143129, Current Price: 127.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.484
Date:                           Wed, 09 Oct 2024   AIC                             38.967
Time:                                   14:40:58   BIC                             41.792
Sample:                                        0   HQIC                            38.387
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0584      2.224     -0.026      0.979      -4.418       4.301
ma.L1          0.2575      2.000      0.129      0.898      -3.663       4.178
ar.S.L7       -0.4061      0.750     -0.542      0.588      -1.875       1.063
ma.S.L7       -1.0006   2638.263     -0.000      1.000   -5171.902    5169.901
sigma2         0.3272    863.252      0.000      1.000   -1691.616    1692.270
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.52   Prob(JB):                         0.88
Heteroskedasticity (H):               0.69   Skew:                            -0.20
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.68345009943765, Current Price: 127.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.948
Date:                           Wed, 09 Oct 2024   AIC                             37.896
Time:                                   14:40:58   BIC                             40.720
Sample:                                        0   HQIC                            37.315
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3666      0.328     -1.117      0.264      -1.010       0.277
ma.L1          1.0000   2709.848      0.000      1.000   -5310.205    5312.205
ar.S.L7       -0.3606      0.210     -1.714      0.087      -0.773       0.052
ma.S.L7       -2.2246      5.536     -0.402      0.688     -13.075       8.626
sigma2         0.0860    232.924      0.000      1.000    -456.436     456.608
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.47   Prob(JB):                         0.69
Heteroskedasticity (H):               0.44   Skew:                            -0.25
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.51550597233702, Current Price: 127.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.356
Date:                           Wed, 09 Oct 2024   AIC                             34.712
Time:                                   14:40:58   BIC                             37.537
Sample:                                        0   HQIC                            34.131
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4574      0.239      1.916      0.055      -0.011       0.925
ma.L1         -1.0000   4597.652     -0.000      1.000   -9012.233    9010.233
ar.S.L7       -0.6151      0.221     -2.778      0.005      -1.049      -0.181
ma.S.L7        0.1199      0.532      0.226      0.822      -0.922       1.162
sigma2         0.3388   1557.637      0.000      1.000   -3052.573    3053.250
===================================================================================
Ljung-Box (L1) (Q):                   2.68   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.10   Prob(JB):                         0.56
Heteroskedasticity (H):               0.33   Skew:                             0.57
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.98911464959988, Current Price: 127.85
SELL EXECUTED at 127.85
SELL ORDER COMPLETED at 127.81
OPERATION PROFIT, GROSS 0.7400000000000091, NET 0.4851200000000091
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.937
Date:                           Wed, 09 Oct 2024   AIC                             35.874
Time:                                   14:40:58   BIC                             38.699
Sample:                                        0   HQIC                            35.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3859      0.114      3.379      0.001       0.162       0.610
ma.L1         -1.0000   1.38e+04  -7.25e-05      1.000    -2.7e+04     2.7e+04
ar.S.L7       -0.6264      0.232     -2.702      0.007      -1.081      -0.172
ma.S.L7        0.5305      1.045      0.508      0.612      -1.517       2.578
sigma2         0.3431   4734.864   7.25e-05      1.000   -9279.819    9280.506
===================================================================================
Ljung-Box (L1) (Q):                   2.48   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.12   Prob(JB):                         0.61
Heteroskedasticity (H):               0.11   Skew:                             0.63
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.01687246879246, Current Price: 127.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.130
Date:                           Wed, 09 Oct 2024   AIC                             34.261
Time:                                   14:40:58   BIC                             37.085
Sample:                                        0   HQIC                            33.680
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1053      1.134      0.093      0.926      -2.118       2.328
ma.L1          1.0000   5.33e+04   1.88e-05      1.000   -1.04e+05    1.04e+05
ar.S.L7       -0.1815      0.195     -0.932      0.351      -0.563       0.200
ma.S.L7       -0.1900      1.649     -0.115      0.908      -3.421       3.041
sigma2         0.3322   1.77e+04   1.88e-05      1.000   -3.47e+04    3.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.77   Prob(JB):                         0.52
Heteroskedasticity (H):               0.34   Skew:                             0.70
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.91971779862058, Current Price: 126.63
BUY EXECUTED at 126.63
BUY ORDER COMPLETED at 125.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.825
Date:                           Wed, 09 Oct 2024   AIC                             37.651
Time:                                   14:40:58   BIC                             40.476
Sample:                                        0   HQIC                            37.070
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2922      1.399      0.209      0.835      -2.450       3.035
ma.L1          0.9988     55.026      0.018      0.986    -106.850     108.848
ar.S.L7       -0.1782      0.200     -0.892      0.372      -0.570       0.213
ma.S.L7       -8.0913     82.295     -0.098      0.922    -169.387     153.204
sigma2         0.0066      0.436      0.015      0.988      -0.848       0.862
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.70   Prob(JB):                         0.35
Heteroskedasticity (H):               0.77   Skew:                             0.86
Prob(H) (two-sided):                  0.81   Kurtosis:                         3.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.68836657368782, Current Price: 125.62
SELL EXECUTED at 125.62
SELL ORDER COMPLETED at 125.78
OPERATION PROFIT, GROSS 0.1599999999999966, NET -0.09140000000000342
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.702
Date:                           Wed, 09 Oct 2024   AIC                             39.404
Time:                                   14:40:58   BIC                             42.229
Sample:                                        0   HQIC                            38.823
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3151      2.614     -0.121      0.904      -5.439       4.809
ma.L1          0.6059      2.615      0.232      0.817      -4.520       5.732
ar.S.L7       -0.5951      0.325     -1.829      0.067      -1.233       0.042
ma.S.L7        1.0001   1.26e+04   7.96e-05      1.000   -2.46e+04    2.46e+04
sigma2         0.3370   4233.515   7.96e-05      1.000   -8297.200    8297.874
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.80   Prob(JB):                         0.70
Heteroskedasticity (H):               2.39   Skew:                            -0.50
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.36789974144159, Current Price: 126.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.792
Date:                           Wed, 09 Oct 2024   AIC                             39.585
Time:                                   14:40:58   BIC                             42.409
Sample:                                        0   HQIC                            39.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4576      0.735     -0.622      0.534      -1.899       0.984
ma.L1          1.0000   1.33e+04   7.51e-05      1.000   -2.61e+04    2.61e+04
ar.S.L7       -0.6431      0.289     -2.224      0.026      -1.210      -0.076
ma.S.L7        1.0004   3487.888      0.000      1.000   -6835.135    6837.135
sigma2         0.2779   3748.178   7.42e-05      1.000   -7346.016    7346.572
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.74   Prob(JB):                         0.64
Heteroskedasticity (H):               1.60   Skew:                            -0.33
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.58138098580191, Current Price: 125.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.600
Date:                           Wed, 09 Oct 2024   AIC                             37.200
Time:                                   14:40:58   BIC                             40.025
Sample:                                        0   HQIC                            36.619
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4014      0.218     -1.842      0.065      -0.828       0.026
ma.L1          1.0000   1.14e+04   8.76e-05      1.000   -2.24e+04    2.24e+04
ar.S.L7       -0.6074      0.316     -1.920      0.055      -1.227       0.013
ma.S.L7        1.0004   3405.549      0.000      1.000   -6673.752    6675.753
sigma2         0.2350   3186.212   7.38e-05      1.000   -6244.627    6245.097
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.40   Prob(JB):                         0.84
Heteroskedasticity (H):               2.09   Skew:                            -0.14
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.88639129079628, Current Price: 124.97
BUY EXECUTED at 124.97
BUY ORDER COMPLETED at 125.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.411
Date:                           Wed, 09 Oct 2024   AIC                             36.821
Time:                                   14:40:58   BIC                             39.646
Sample:                                        0   HQIC                            36.240
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3142      1.152     -0.273      0.785      -2.573       1.944
ma.L1          0.6941      1.150      0.604      0.546      -1.560       2.948
ar.S.L7       -0.4610      0.243     -1.900      0.057      -0.937       0.014
ma.S.L7        0.9996   2569.591      0.000      1.000   -5035.306    5037.306
sigma2         0.2745    705.349      0.000      1.000   -1382.183    1382.732
===================================================================================
Ljung-Box (L1) (Q):                   2.12   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.15   Prob(JB):                         0.90
Heteroskedasticity (H):               2.27   Skew:                             0.25
Prob(H) (two-sided):                  0.45   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.0780622904443, Current Price: 125.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.712
Date:                           Wed, 09 Oct 2024   AIC                             37.425
Time:                                   14:40:58   BIC                             40.249
Sample:                                        0   HQIC                            36.844
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2908      1.119     -0.260      0.795      -2.484       1.902
ma.L1          0.6150      0.985      0.625      0.532      -1.315       2.545
ar.S.L7       -0.4543      0.317     -1.433      0.152      -1.076       0.167
ma.S.L7        0.5037      1.891      0.266      0.790      -3.202       4.209
sigma2         0.4286      0.588      0.729      0.466      -0.723       1.581
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.35   Prob(JB):                         0.97
Heteroskedasticity (H):               1.40   Skew:                            -0.17
Prob(H) (two-sided):                  0.75   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.3742928428612, Current Price: 124.59
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.617
Date:                           Wed, 09 Oct 2024   AIC                             37.234
Time:                                   14:40:58   BIC                             40.058
Sample:                                        0   HQIC                            36.653
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2858      1.171     -0.244      0.807      -2.581       2.009
ma.L1          0.6004      1.171      0.513      0.608      -1.694       2.895
ar.S.L7       -0.4084      0.438     -0.933      0.351      -1.267       0.450
ma.S.L7        1.0000   1.48e+05   6.76e-06      1.000    -2.9e+05     2.9e+05
sigma2         0.2855   4.22e+04   6.76e-06      1.000   -8.28e+04    8.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.95   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.33   Prob(JB):                         0.99
Heteroskedasticity (H):               6.33   Skew:                            -0.05
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.04095990094505, Current Price: 123.71
SELL EXECUTED at 123.71
SELL ORDER COMPLETED at 123.9
OPERATION PROFIT, GROSS -1.2999999999999972, NET -1.5490999999999973
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.616
Date:                           Wed, 09 Oct 2024   AIC                             37.233
Time:                                   14:40:58   BIC                             40.058
Sample:                                        0   HQIC                            36.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5528      2.148     -0.257      0.797      -4.763       3.658
ma.L1          0.6836      2.700      0.253      0.800      -4.608       5.975
ar.S.L7       -0.3950      0.311     -1.268      0.205      -1.005       0.215
ma.S.L7        1.0005   1991.971      0.001      1.000   -3903.191    3905.192
sigma2         0.2718    541.422      0.001      1.000   -1060.895    1061.438
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.51   Prob(JB):                         0.47
Heteroskedasticity (H):               4.36   Skew:                            -0.84
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.92387428502936, Current Price: 123.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.271
Date:                           Wed, 09 Oct 2024   AIC                             38.541
Time:                                   14:40:58   BIC                             41.366
Sample:                                        0   HQIC                            37.961
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3143      0.916     -0.343      0.731      -2.109       1.481
ma.L1          0.6016      0.941      0.639      0.523      -1.243       2.446
ar.S.L7       -0.3619      0.341     -1.061      0.289      -1.030       0.307
ma.S.L7        1.0001   8148.434      0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.3156   2571.949      0.000      1.000   -5040.612    5041.243
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.36   Prob(JB):                         0.81
Heteroskedasticity (H):               2.39   Skew:                            -0.38
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.37299980924254, Current Price: 124.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.297
Date:                           Wed, 09 Oct 2024   AIC                             38.594
Time:                                   14:40:58   BIC                             41.418
Sample:                                        0   HQIC                            38.013
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3394      1.126     -0.301      0.763      -2.547       1.868
ma.L1          0.6105      0.991      0.616      0.538      -1.332       2.553
ar.S.L7       -0.3234      0.383     -0.844      0.398      -1.074       0.427
ma.S.L7        1.0001   5908.579      0.000      1.000   -1.16e+04    1.16e+04
sigma2         0.3168   1871.658      0.000      1.000   -3668.066    3668.699
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.62   Prob(JB):                         0.77
Heteroskedasticity (H):               0.47   Skew:                            -0.46
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.11838283801232, Current Price: 124.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.317
Date:                           Wed, 09 Oct 2024   AIC                             40.635
Time:                                   14:40:58   BIC                             43.460
Sample:                                        0   HQIC                            40.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6307      0.781     -0.808      0.419      -2.161       0.900
ma.L1          0.8338      0.553      1.508      0.132      -0.250       1.918
ar.S.L7        0.0037      0.100      0.037      0.971      -0.192       0.200
ma.S.L7       -0.1781      0.616     -0.289      0.773      -1.386       1.030
sigma2         0.6095      0.563      1.082      0.279      -0.495       1.714
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.47   Prob(JB):                         0.83
Heteroskedasticity (H):               0.38   Skew:                            -0.29
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.40901448223879, Current Price: 124.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.079
Date:                           Wed, 09 Oct 2024   AIC                             40.157
Time:                                   14:40:58   BIC                             42.982
Sample:                                        0   HQIC                            39.577
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5403      1.233     -0.438      0.661      -2.957       1.877
ma.L1          1.0001   7383.928      0.000      1.000   -1.45e+04    1.45e+04
ar.S.L7       -0.3838      0.594     -0.647      0.518      -1.547       0.780
ma.S.L7        0.8417      5.511      0.153      0.879      -9.960      11.643
sigma2         0.3364   2484.229      0.000      1.000   -4868.663    4869.336
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.75   Prob(JB):                         0.80
Heteroskedasticity (H):               0.53   Skew:                            -0.45
Prob(H) (two-sided):                  0.55   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.69733860328353, Current Price: 124.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.709
Date:                           Wed, 09 Oct 2024   AIC                             37.418
Time:                                   14:40:58   BIC                             40.243
Sample:                                        0   HQIC                            36.837
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6927      0.330     -2.100      0.036      -1.339      -0.046
ma.L1          1.0000   5.23e+04   1.91e-05      1.000   -1.03e+05    1.03e+05
ar.S.L7        0.3055      0.394      0.775      0.438      -0.467       1.078
ma.S.L7       -1.0003   2101.903     -0.000      1.000   -4120.655    4118.654
sigma2         0.2567   1.35e+04   1.91e-05      1.000   -2.64e+04    2.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.68   Prob(JB):                         0.57
Heteroskedasticity (H):               0.26   Skew:                            -0.51
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.1360050838893, Current Price: 124.33
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.871
Date:                           Wed, 09 Oct 2024   AIC                             31.742
Time:                                   14:40:58   BIC                             34.567
Sample:                                        0   HQIC                            31.161
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5876      0.296     -1.988      0.047      -1.167      -0.008
ma.L1          1.0505      1.638      0.641      0.521      -2.161       4.262
ar.S.L7       -0.3058      0.332     -0.922      0.356      -0.956       0.344
ma.S.L7        0.1070      0.348      0.307      0.759      -0.576       0.790
sigma2         0.2552      0.582      0.438      0.661      -0.885       1.396
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.45   Prob(JB):                         0.79
Heteroskedasticity (H):               1.57   Skew:                             0.34
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.44815661024734, Current Price: 125.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.493
Date:                           Wed, 09 Oct 2024   AIC                             36.986
Time:                                   14:40:58   BIC                             39.810
Sample:                                        0   HQIC                            36.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2983      1.691     -0.176      0.860      -3.612       3.016
ma.L1         11.0006    207.368      0.053      0.958    -395.433     417.434
ar.S.L7       -0.1496      0.387     -0.387      0.699      -0.907       0.608
ma.S.L7       -1.0011    469.380     -0.002      0.998    -920.970     918.967
sigma2         0.0023      1.071      0.002      0.998      -2.097       2.102
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.94   Prob(JB):                         0.89
Heteroskedasticity (H):               1.16   Skew:                            -0.19
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.97591606121205, Current Price: 125.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.486
Date:                           Wed, 09 Oct 2024   AIC                             36.973
Time:                                   14:40:59   BIC                             39.798
Sample:                                        0   HQIC                            36.392
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5203      0.975     -0.534      0.593      -2.431       1.390
ma.L1          1.3065      2.174      0.601      0.548      -2.954       5.567
ar.S.L7       -0.2079      0.698     -0.298      0.766      -1.576       1.160
ma.S.L7       -0.7673      3.951     -0.194      0.846      -8.512       6.977
sigma2         0.1947      0.845      0.230      0.818      -1.461       1.851
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.96   Prob(JB):                         0.51
Heteroskedasticity (H):               1.95   Skew:                             0.78
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.44920229132356, Current Price: 124.49
BUY EXECUTED at 124.49
BUY ORDER COMPLETED at 122.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -54.580
Date:                           Wed, 09 Oct 2024   AIC                            119.160
Time:                                   14:40:59   BIC                            121.985
Sample:                                        0   HQIC                           118.580
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3399     17.877      0.019      0.985     -34.698      35.378
ma.L1         -1.0237    112.791     -0.009      0.993    -222.090     220.042
ar.S.L7        2.9581     34.292      0.086      0.931     -64.253      70.169
ma.S.L7       -0.6049     11.304     -0.054      0.957     -22.761      21.551
sigma2       485.2487   6.32e+04      0.008      0.994   -1.23e+05    1.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.22   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.27   Prob(JB):                         0.81
Heteroskedasticity (H):               3.18   Skew:                             0.26
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.59333345761385, Current Price: 122.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.596
Date:                           Wed, 09 Oct 2024   AIC                             41.193
Time:                                   14:40:59   BIC                             44.017
Sample:                                        0   HQIC                            40.612
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1577      1.189     -0.133      0.894      -2.488       2.173
ma.L1          0.6614      0.786      0.842      0.400      -0.879       2.201
ar.S.L7       -0.2132      0.685     -0.311      0.756      -1.556       1.130
ma.S.L7       -0.6406      2.212     -0.290      0.772      -4.976       3.695
sigma2         0.5304      0.793      0.669      0.503      -1.023       2.084
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.98   Prob(JB):                         0.91
Heteroskedasticity (H):               3.22   Skew:                             0.18
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.77524679982339, Current Price: 122.29
SELL EXECUTED at 122.29
SELL ORDER COMPLETED at 122.23
OPERATION PROFIT, GROSS -0.5899999999999892, NET -0.8350499999999892
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.463
Date:                           Wed, 09 Oct 2024   AIC                             40.926
Time:                                   14:40:59   BIC                             43.751
Sample:                                        0   HQIC                            40.345
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2648      1.366     -0.194      0.846      -2.941       2.412
ma.L1          0.6610      0.890      0.743      0.458      -1.083       2.405
ar.S.L7       -0.2692      0.842     -0.320      0.749      -1.919       1.381
ma.S.L7       -1.0002   5803.477     -0.000      1.000   -1.14e+04    1.14e+04
sigma2         0.3816   2214.829      0.000      1.000   -4340.604    4341.367
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.88   Prob(JB):                         0.92
Heteroskedasticity (H):               1.83   Skew:                             0.20
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.8097379737346, Current Price: 122.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.132
Date:                           Wed, 09 Oct 2024   AIC                             40.265
Time:                                   14:40:59   BIC                             43.090
Sample:                                        0   HQIC                            39.684
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2283      1.226     -0.186      0.852      -2.630       2.174
ma.L1          0.6136      1.092      0.562      0.574      -1.527       2.754
ar.S.L7       -0.3068      0.631     -0.486      0.627      -1.543       0.930
ma.S.L7       -1.0004   2956.478     -0.000      1.000   -5795.590    5793.589
sigma2         0.3622   1071.056      0.000      1.000   -2098.869    2099.593
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.83   Prob(JB):                         0.88
Heteroskedasticity (H):               1.66   Skew:                             0.19
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.64007643620546, Current Price: 122.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.721
Date:                           Wed, 09 Oct 2024   AIC                             41.442
Time:                                   14:40:59   BIC                             44.266
Sample:                                        0   HQIC                            40.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3243      1.616     -0.201      0.841      -3.493       2.844
ma.L1          0.5688      1.611      0.353      0.724      -2.589       3.727
ar.S.L7       -0.4437      0.483     -0.918      0.358      -1.391       0.503
ma.S.L7       -1.0005   2524.202     -0.000      1.000   -4948.345    4946.344
sigma2         0.3965   1000.926      0.000      1.000   -1961.382    1962.175
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.98   Prob(JB):                         0.81
Heteroskedasticity (H):               1.25   Skew:                            -0.14
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.78546248327824, Current Price: 122.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.590
Date:                           Wed, 09 Oct 2024   AIC                             39.180
Time:                                   14:40:59   BIC                             42.005
Sample:                                        0   HQIC                            38.599
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4710      0.818     -0.576      0.565      -2.074       1.132
ma.L1          0.7011      0.822      0.853      0.394      -0.911       2.313
ar.S.L7       -0.8322      0.370     -2.248      0.025      -1.558      -0.107
ma.S.L7        0.2324      2.521      0.092      0.927      -4.708       5.173
sigma2         0.5223      0.397      1.316      0.188      -0.256       1.300
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.76   Prob(JB):                         0.87
Heteroskedasticity (H):              22.54   Skew:                             0.33
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.37036909956363, Current Price: 122.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.949
Date:                           Wed, 09 Oct 2024   AIC                             37.897
Time:                                   14:40:59   BIC                             40.722
Sample:                                        0   HQIC                            37.317
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0388      1.516     -0.026      0.980      -3.009       2.932
ma.L1          0.2830      1.385      0.204      0.838      -2.432       2.998
ar.S.L7       -0.9757      0.561     -1.740      0.082      -2.075       0.124
ma.S.L7        1.0003   4192.282      0.000      1.000   -8215.722    8217.722
sigma2         0.3014   1263.668      0.000      1.000   -2476.442    2477.045
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.64   Prob(JB):                         0.77
Heteroskedasticity (H):              24.01   Skew:                             0.49
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.32689694092625, Current Price: 122.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.194
Date:                           Wed, 09 Oct 2024   AIC                             38.388
Time:                                   14:40:59   BIC                             41.213
Sample:                                        0   HQIC                            37.808
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0589      0.745      0.079      0.937      -1.401       1.519
ma.L1          0.3925      0.596      0.658      0.511      -0.777       1.561
ar.S.L7       -0.4950      0.623     -0.795      0.427      -1.715       0.725
ma.S.L7       -0.1904      1.602     -0.119      0.905      -3.331       2.950
sigma2         0.5123      0.469      1.093      0.275      -0.407       1.431
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.95   Prob(JB):                         0.83
Heteroskedasticity (H):               0.32   Skew:                             0.41
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.88366387941008, Current Price: 123.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.795
Date:                           Wed, 09 Oct 2024   AIC                             41.590
Time:                                   14:40:59   BIC                             44.415
Sample:                                        0   HQIC                            41.009
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1607      1.244     -0.129      0.897      -2.598       2.277
ma.L1          0.5013      0.861      0.582      0.560      -1.186       2.188
ar.S.L7       -0.9606      0.630     -1.524      0.127      -2.196       0.275
ma.S.L7        0.0399      1.474      0.027      0.978      -2.849       2.928
sigma2         0.6642      0.319      2.082      0.037       0.039       1.289
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.82   Prob(JB):                         0.77
Heteroskedasticity (H):               0.42   Skew:                             0.41
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.99710019116092, Current Price: 123.21
BUY EXECUTED at 123.21
BUY ORDER COMPLETED at 122.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.221
Date:                           Wed, 09 Oct 2024   AIC                             42.442
Time:                                   14:40:59   BIC                             45.267
Sample:                                        0   HQIC                            41.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1329      1.556     -0.085      0.932      -3.183       2.917
ma.L1          0.4103      1.432      0.287      0.774      -2.396       3.217
ar.S.L7       -0.5911      0.428     -1.382      0.167      -1.429       0.247
ma.S.L7       -1.0001   8440.549     -0.000      1.000   -1.65e+04    1.65e+04
sigma2         0.4277   3609.638      0.000      1.000   -7074.332    7075.187
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.90   Prob(JB):                         0.68
Heteroskedasticity (H):               0.62   Skew:                             0.09
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.31981411121455, Current Price: 123.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.563
Date:                           Wed, 09 Oct 2024   AIC                             41.125
Time:                                   14:40:59   BIC                             43.950
Sample:                                        0   HQIC                            40.545
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5709      0.581     -0.982      0.326      -1.710       0.569
ma.L1          1.1915      1.754      0.679      0.497      -2.247       4.630
ar.S.L7       -1.2347      0.248     -4.987      0.000      -1.720      -0.749
ma.S.L7        1.0001   1.52e+04   6.56e-05      1.000   -2.99e+04    2.99e+04
sigma2         0.2463   3754.624   6.56e-05      1.000   -7358.682    7359.175
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.70   Prob(JB):                         0.69
Heteroskedasticity (H):               0.35   Skew:                             0.15
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.75099985775597, Current Price: 123.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.155
Date:                           Wed, 09 Oct 2024   AIC                             36.309
Time:                                   14:40:59   BIC                             39.134
Sample:                                        0   HQIC                            35.729
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3120      0.815     -0.383      0.702      -1.910       1.286
ma.L1          0.5471      1.147      0.477      0.633      -1.702       2.796
ar.S.L7       -1.1482      0.250     -4.600      0.000      -1.637      -0.659
ma.S.L7        0.3373      1.028      0.328      0.743      -1.677       2.351
sigma2         0.4214      0.299      1.409      0.159      -0.165       1.008
===================================================================================
Ljung-Box (L1) (Q):                   1.57   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.21   Prob(JB):                         0.77
Heteroskedasticity (H):               0.63   Skew:                             0.15
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.50143038179452, Current Price: 123.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.904
Date:                           Wed, 09 Oct 2024   AIC                             35.808
Time:                                   14:40:59   BIC                             38.633
Sample:                                        0   HQIC                            35.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2889      0.616      0.469      0.639      -0.918       1.496
ma.L1         -1.2113      0.755     -1.604      0.109      -2.692       0.269
ar.S.L7       -1.0127      0.230     -4.401      0.000      -1.464      -0.562
ma.S.L7        0.1107      0.308      0.359      0.719      -0.493       0.714
sigma2         0.2865      0.295      0.972      0.331      -0.291       0.864
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.40   Prob(JB):                         0.70
Heteroskedasticity (H):               0.61   Skew:                            -0.23
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.2755265040258, Current Price: 122.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.414
Date:                           Wed, 09 Oct 2024   AIC                             34.828
Time:                                   14:40:59   BIC                             37.652
Sample:                                        0   HQIC                            34.247
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3259      1.130     -0.288      0.773      -2.542       1.890
ma.L1          0.4300      1.518      0.283      0.777      -2.545       3.405
ar.S.L7       -0.7187      0.458     -1.569      0.117      -1.616       0.179
ma.S.L7       -1.0000      6e+04  -1.67e-05      1.000   -1.18e+05    1.18e+05
sigma2         0.2378   1.43e+04   1.67e-05      1.000    -2.8e+04     2.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.06   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.15   Prob(JB):                         0.73
Heteroskedasticity (H):               0.53   Skew:                            -0.20
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.65582199610171, Current Price: 122.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.773
Date:                           Wed, 09 Oct 2024   AIC                             25.545
Time:                                   14:40:59   BIC                             28.370
Sample:                                        0   HQIC                            24.964
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4540      0.752     -0.603      0.546      -1.929       1.021
ma.L1          0.2063      0.873      0.236      0.813      -1.504       1.917
ar.S.L7       -0.6044      0.230     -2.632      0.008      -1.054      -0.154
ma.S.L7       -1.0001   4239.906     -0.000      1.000   -8311.062    8309.062
sigma2         0.1125    476.864      0.000      1.000    -934.524     934.749
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.77   Prob(JB):                         0.67
Heteroskedasticity (H):               2.15   Skew:                             0.26
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.0962940217286, Current Price: 122.85
SELL EXECUTED at 122.85
SELL ORDER COMPLETED at 123.08
OPERATION PROFIT, GROSS 0.23999999999999488, NET -0.005920000000005116
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.782
Date:                           Wed, 09 Oct 2024   AIC                             35.564
Time:                                   14:40:59   BIC                             38.389
Sample:                                        0   HQIC                            34.983
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2752      5.440      0.051      0.960     -10.387      10.938
ma.L1         -0.3662      5.283     -0.069      0.945     -10.721       9.988
ar.S.L7       -0.3785      0.882     -0.429      0.668      -2.107       1.350
ma.S.L7       -0.3971      1.637     -0.243      0.808      -3.606       2.811
sigma2         0.3912      0.372      1.052      0.293      -0.337       1.120
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.88   Prob(JB):                         0.35
Heteroskedasticity (H):               7.25   Skew:                             0.97
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.55031341319567, Current Price: 122.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.469
Date:                           Wed, 09 Oct 2024   AIC                             32.938
Time:                                   14:40:59   BIC                             35.762
Sample:                                        0   HQIC                            32.357
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6793      1.061     -0.640      0.522      -2.760       1.401
ma.L1          1.0000      3e+05   3.33e-06      1.000   -5.88e+05    5.88e+05
ar.S.L7       -0.5740      0.219     -2.618      0.009      -1.004      -0.144
ma.S.L7        1.0001   7101.543      0.000      1.000   -1.39e+04    1.39e+04
sigma2         0.1655   5.01e+04    3.3e-06      1.000   -9.82e+04    9.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.13
Prob(Q):                              0.99   Prob(JB):                         0.21
Heteroskedasticity (H):               1.44   Skew:                             0.84
Prob(H) (two-sided):                  0.73   Kurtosis:                         4.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.90977758348971, Current Price: 122.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.115
Date:                           Wed, 09 Oct 2024   AIC                             32.230
Time:                                   14:40:59   BIC                             35.054
Sample:                                        0   HQIC                            31.649
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3011      5.645     -0.053      0.957     -11.364      10.762
ma.L1          0.4362      5.707      0.076      0.939     -10.749      11.621
ar.S.L7       -0.5871      0.169     -3.475      0.001      -0.918      -0.256
ma.S.L7        1.0001   1.26e+04   7.97e-05      1.000   -2.46e+04    2.46e+04
sigma2         0.1949   2445.824   7.97e-05      1.000   -4793.532    4793.921
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 3.84
Prob(Q):                              0.68   Prob(JB):                         0.15
Heteroskedasticity (H):               0.17   Skew:                             0.98
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.9057490040215, Current Price: 123.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.488
Date:                           Wed, 09 Oct 2024   AIC                             28.975
Time:                                   14:40:59   BIC                             31.800
Sample:                                        0   HQIC                            28.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6731      0.365      1.845      0.065      -0.042       1.388
ma.L1         -1.0000    1.1e+05  -9.09e-06      1.000   -2.16e+05    2.16e+05
ar.S.L7       -0.5525      0.161     -3.430      0.001      -0.868      -0.237
ma.S.L7        1.0000   3.05e+04   3.28e-05      1.000   -5.98e+04    5.98e+04
sigma2         0.1341   1.14e+04   1.17e-05      1.000   -2.24e+04    2.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 5.83
Prob(Q):                              0.62   Prob(JB):                         0.05
Heteroskedasticity (H):               0.21   Skew:                             1.36
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.41033001364444, Current Price: 123.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.729
Date:                           Wed, 09 Oct 2024   AIC                             31.457
Time:                                   14:40:59   BIC                             34.282
Sample:                                        0   HQIC                            30.877
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6107      0.575      1.062      0.288      -0.516       1.738
ma.L1         -1.0001   2086.402     -0.000      1.000   -4090.273    4088.273
ar.S.L7       -0.5024      0.246     -2.039      0.041      -0.985      -0.019
ma.S.L7        1.0001   3.12e+04    3.2e-05      1.000   -6.12e+04    6.12e+04
sigma2         0.1623   4772.328    3.4e-05      1.000   -9353.429    9353.754
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 6.08
Prob(Q):                              0.61   Prob(JB):                         0.05
Heteroskedasticity (H):               0.41   Skew:                             1.45
Prob(H) (two-sided):                  0.41   Kurtosis:                         4.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.38631385822752, Current Price: 122.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.056
Date:                           Wed, 09 Oct 2024   AIC                             32.111
Time:                                   14:40:59   BIC                             34.936
Sample:                                        0   HQIC                            31.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5509      0.773      0.713      0.476      -0.964       2.066
ma.L1         -0.8257      1.022     -0.808      0.419      -2.830       1.178
ar.S.L7       -0.5269      0.297     -1.776      0.076      -1.108       0.055
ma.S.L7        1.0002   6945.540      0.000      1.000   -1.36e+04    1.36e+04
sigma2         0.1838   1276.404      0.000      1.000   -2501.521    2501.889
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.20
Prob(Q):                              0.96   Prob(JB):                         0.33
Heteroskedasticity (H):               0.35   Skew:                             0.91
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.73870020497375, Current Price: 123.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -2.071
Date:                           Wed, 09 Oct 2024   AIC                             14.142
Time:                                   14:40:59   BIC                             16.967
Sample:                                        0   HQIC                            13.562
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1050     11.608     -0.009      0.993     -22.857      22.647
ma.L1          0.0848     11.562      0.007      0.994     -22.576      22.745
ar.S.L7        0.0303      0.300      0.101      0.920      -0.557       0.618
ma.S.L7       -0.2577      0.424     -0.608      0.543      -1.088       0.572
sigma2         0.0784      0.057      1.387      0.166      -0.032       0.189
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.27   Prob(JB):                         0.94
Heteroskedasticity (H):               3.18   Skew:                            -0.07
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.61934269820607, Current Price: 123.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -0.742
Date:                           Wed, 09 Oct 2024   AIC                             11.485
Time:                                   14:40:59   BIC                             14.310
Sample:                                        0   HQIC                            10.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4298      0.091      4.712      0.000       0.251       0.609
ma.L1         -0.2370      0.174     -1.361      0.174      -0.578       0.104
ar.S.L7        0.1212      0.189      0.641      0.522      -0.250       0.492
ma.S.L7       -1.0003   1627.069     -0.001      1.000   -3189.996    3187.996
sigma2         0.0383     62.399      0.001      1.000    -122.261     122.337
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.61   Prob(JB):                         0.68
Heteroskedasticity (H):               1.68   Skew:                             0.49
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.40713673881157, Current Price: 121.34
BUY EXECUTED at 121.34
BUY ORDER COMPLETED at 121.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.574
Date:                           Wed, 09 Oct 2024   AIC                             27.147
Time:                                   14:40:59   BIC                             29.972
Sample:                                        0   HQIC                            26.566
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2257      1.033      0.218      0.827      -1.799       2.251
ma.L1          1.0000   2.36e+04   4.24e-05      1.000   -4.62e+04    4.62e+04
ar.S.L7       -0.2127      0.092     -2.301      0.021      -0.394      -0.032
ma.S.L7       -1.9840      9.941     -0.200      0.842     -21.468      17.500
sigma2         0.0452   1064.217   4.24e-05      1.000   -2085.781    2085.872
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.36
Prob(Q):                              0.99   Prob(JB):                         0.51
Heteroskedasticity (H):               5.55   Skew:                            -0.76
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.02813149519056, Current Price: 121.11
SELL EXECUTED at 121.11
SELL ORDER COMPLETED at 120.81
OPERATION PROFIT, GROSS -0.539999999999992, NET -0.782159999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.811
Date:                           Wed, 09 Oct 2024   AIC                             29.622
Time:                                   14:41:00   BIC                             32.447
Sample:                                        0   HQIC                            29.042
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2931      0.656     -0.447      0.655      -1.578       0.992
ma.L1          1.0000   9.07e+05    1.1e-06      1.000   -1.78e+06    1.78e+06
ar.S.L7       -0.2355      0.214     -1.099      0.272      -0.656       0.185
ma.S.L7       -0.5450      2.886     -0.189      0.850      -6.201       5.111
sigma2         0.2159   1.96e+05    1.1e-06      1.000   -3.84e+05    3.84e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 3.07
Prob(Q):                              0.74   Prob(JB):                         0.22
Heteroskedasticity (H):               7.61   Skew:                            -1.11
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.73785237693212, Current Price: 120.8
BUY EXECUTED at 120.8
BUY ORDER COMPLETED at 120.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.773
Date:                           Wed, 09 Oct 2024   AIC                             31.547
Time:                                   14:41:00   BIC                             34.372
Sample:                                        0   HQIC                            30.966
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3370      0.460     -0.732      0.464      -1.240       0.566
ma.L1          1.0215      1.944      0.525      0.599      -2.789       4.832
ar.S.L7       -0.3370      0.177     -1.906      0.057      -0.684       0.010
ma.S.L7       -2.9200     12.565     -0.232      0.816     -27.548      21.708
sigma2         0.0284      0.256      0.111      0.912      -0.473       0.530
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.54   Prob(JB):                         0.50
Heteroskedasticity (H):              12.67   Skew:                            -0.78
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.1192437705876, Current Price: 120.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.608
Date:                           Wed, 09 Oct 2024   AIC                             31.216
Time:                                   14:41:00   BIC                             34.041
Sample:                                        0   HQIC                            30.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3810      0.432     -0.883      0.377      -1.227       0.465
ma.L1          1.0000   5693.364      0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.3398      0.230     -1.479      0.139      -0.790       0.110
ma.S.L7       -1.8933      6.179     -0.306      0.759     -14.004      10.217
sigma2         0.0684    389.250      0.000      1.000    -762.847     762.983
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 2.06
Prob(Q):                              0.46   Prob(JB):                         0.36
Heteroskedasticity (H):              14.85   Skew:                            -0.98
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.18748808349171, Current Price: 120.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.553
Date:                           Wed, 09 Oct 2024   AIC                             31.106
Time:                                   14:41:00   BIC                             33.931
Sample:                                        0   HQIC                            30.525
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3536      0.560     -0.631      0.528      -1.452       0.744
ma.L1          1.0001    397.006      0.003      0.998    -777.117     779.117
ar.S.L7       -0.3604      0.255     -1.414      0.157      -0.860       0.139
ma.S.L7       -1.5425      8.523     -0.181      0.856     -18.247      15.162
sigma2         0.0965     38.508      0.003      0.998     -75.377      75.570
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 1.49
Prob(Q):                              0.34   Prob(JB):                         0.47
Heteroskedasticity (H):               4.82   Skew:                            -0.81
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.78960361369771, Current Price: 120.34
SELL EXECUTED at 120.34
SELL ORDER COMPLETED at 120.0
OPERATION PROFIT, GROSS -0.7900000000000063, NET -1.0307900000000063
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.630
Date:                           Wed, 09 Oct 2024   AIC                             29.260
Time:                                   14:41:00   BIC                             32.085
Sample:                                        0   HQIC                            28.680
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2461      2.716     -0.091      0.928      -5.570       5.078
ma.L1          0.3597      2.625      0.137      0.891      -4.786       5.505
ar.S.L7       -1.3140      0.761     -1.726      0.084      -2.807       0.178
ma.S.L7       -0.2596      0.357     -0.728      0.467      -0.959       0.440
sigma2         0.2507      0.121      2.075      0.038       0.014       0.487
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 4.18
Prob(Q):                              0.77   Prob(JB):                         0.12
Heteroskedasticity (H):              16.80   Skew:                            -1.15
Prob(H) (two-sided):                  0.02   Kurtosis:                         4.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.02340719406679, Current Price: 119.89
BUY EXECUTED at 119.89
BUY ORDER COMPLETED at 119.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.335
Date:                           Wed, 09 Oct 2024   AIC                             34.670
Time:                                   14:41:00   BIC                             37.494
Sample:                                        0   HQIC                            34.089
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5656      0.902      0.627      0.531      -1.202       2.333
ma.L1         -0.2948      1.200     -0.246      0.806      -2.647       2.058
ar.S.L7        0.4152      0.860      0.483      0.629      -1.270       2.100
ma.S.L7       -1.0000   1.05e+05  -9.54e-06      1.000   -2.05e+05    2.05e+05
sigma2         0.2271   2.38e+04   9.54e-06      1.000   -4.66e+04    4.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 3.00
Prob(Q):                              0.68   Prob(JB):                         0.22
Heteroskedasticity (H):               2.27   Skew:                            -1.09
Prob(H) (two-sided):                  0.45   Kurtosis:                         3.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.83024769465163, Current Price: 119.26
SELL EXECUTED at 119.26
SELL ORDER COMPLETED at 118.96
OPERATION PROFIT, GROSS -0.3200000000000074, NET -0.5582400000000074
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.227
Date:                           Wed, 09 Oct 2024   AIC                             32.454
Time:                                   14:41:00   BIC                             35.279
Sample:                                        0   HQIC                            31.873
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4632      0.749      0.618      0.536      -1.005       1.932
ma.L1         -5.1135     30.063     -0.170      0.865     -64.037      53.810
ar.S.L7       -1.0993      0.569     -1.932      0.053      -2.215       0.016
ma.S.L7        1.0018    431.113      0.002      0.998    -843.964     845.968
sigma2         0.0073      3.147      0.002      0.998      -6.160       6.175
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.70   Prob(JB):                         0.74
Heteroskedasticity (H):               4.15   Skew:                            -0.48
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.22693606413162, Current Price: 118.58
BUY EXECUTED at 118.58
BUY ORDER COMPLETED at 118.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.259
Date:                           Wed, 09 Oct 2024   AIC                             32.518
Time:                                   14:41:00   BIC                             35.342
Sample:                                        0   HQIC                            31.937
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4524      0.893      0.506      0.613      -1.299       2.203
ma.L1         -7.6077     70.633     -0.108      0.914    -146.046     130.831
ar.S.L7       -1.1224      0.625     -1.795      0.073      -2.348       0.103
ma.S.L7        0.9896     66.125      0.015      0.988    -128.613     130.593
sigma2         0.0033      0.218      0.015      0.988      -0.424       0.431
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.71   Prob(JB):                         0.86
Heteroskedasticity (H):               0.71   Skew:                            -0.11
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.22882847814972, Current Price: 118.22
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.982
Date:                           Wed, 09 Oct 2024   AIC                             31.963
Time:                                   14:41:00   BIC                             34.788
Sample:                                        0   HQIC                            31.383
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3530      0.616      0.573      0.567      -0.855       1.561
ma.L1        -22.4618    427.945     -0.052      0.958    -861.219     816.295
ar.S.L7       -1.1398      0.624     -1.827      0.068      -2.363       0.083
ma.S.L7        0.9979    330.236      0.003      0.998    -646.252     648.248
sigma2         0.0004      0.120      0.003      0.998      -0.235       0.236
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.84   Prob(JB):                         0.92
Heteroskedasticity (H):               0.26   Skew:                            -0.08
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.30950488928565, Current Price: 118.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.895
Date:                           Wed, 09 Oct 2024   AIC                             31.789
Time:                                   14:41:00   BIC                             34.614
Sample:                                        0   HQIC                            31.209
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4093      0.704      0.581      0.561      -0.971       1.789
ma.L1        -17.7179    254.578     -0.070      0.945    -516.681     481.246
ar.S.L7       -1.1944      0.417     -2.861      0.004      -2.013      -0.376
ma.S.L7        0.9189      7.100      0.129      0.897     -12.996      14.834
sigma2         0.0006      0.018      0.036      0.972      -0.034       0.036
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.93   Prob(JB):                         0.81
Heteroskedasticity (H):               0.15   Skew:                            -0.22
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.70765209655146, Current Price: 117.46
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.060
Date:                           Wed, 09 Oct 2024   AIC                             36.119
Time:                                   14:41:00   BIC                             38.944
Sample:                                        0   HQIC                            35.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2897      0.626     -0.463      0.643      -1.516       0.937
ma.L1          0.7996      0.436      1.834      0.067      -0.055       1.654
ar.S.L7       -0.9413      0.689     -1.365      0.172      -2.293       0.410
ma.S.L7      -11.1682     80.140     -0.139      0.889    -168.240     145.904
sigma2         0.0033      0.048      0.068      0.946      -0.091       0.098
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.49
Prob(Q):                              0.42   Prob(JB):                         0.47
Heteroskedasticity (H):               0.46   Skew:                            -0.19
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.35862878537591, Current Price: 118.65
SELL EXECUTED at 118.65
SELL ORDER COMPLETED at 118.92
OPERATION PROFIT, GROSS 0.3299999999999983, NET 0.0924899999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -38.557
Date:                           Wed, 09 Oct 2024   AIC                             87.115
Time:                                   14:41:00   BIC                             89.940
Sample:                                        0   HQIC                            86.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -2.0091      9.987     -0.201      0.841     -21.584      17.566
ma.L1          1.3486      3.201      0.421      0.673      -4.924       7.622
ar.S.L7       -2.6106     10.540     -0.248      0.804     -23.269      18.048
ma.S.L7       -1.3627     11.180     -0.122      0.903     -23.275      20.550
sigma2        10.7245    100.407      0.107      0.915    -186.070     207.519
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 4.35
Prob(Q):                              0.27   Prob(JB):                         0.11
Heteroskedasticity (H):               1.46   Skew:                            -1.31
Prob(H) (two-sided):                  0.72   Kurtosis:                         4.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.92926055636018, Current Price: 119.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.061
Date:                           Wed, 09 Oct 2024   AIC                             28.122
Time:                                   14:41:00   BIC                             30.947
Sample:                                        0   HQIC                            27.542
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5779      1.023     -0.565      0.572      -2.583       1.427
ma.L1          0.6148      0.875      0.703      0.482      -1.100       2.330
ar.S.L7       -1.0903      0.416     -2.621      0.009      -1.906      -0.275
ma.S.L7        1.0002   6115.619      0.000      1.000    -1.2e+04     1.2e+04
sigma2         0.1362    832.904      0.000      1.000   -1632.325    1632.597
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.41   Prob(JB):                         0.83
Heteroskedasticity (H):               4.26   Skew:                            -0.18
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.76139158480261, Current Price: 118.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.781
Date:                           Wed, 09 Oct 2024   AIC                             31.562
Time:                                   14:41:00   BIC                             34.387
Sample:                                        0   HQIC                            30.981
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3237      1.675     -0.193      0.847      -3.606       2.959
ma.L1          0.1796      1.775      0.101      0.919      -3.299       3.659
ar.S.L7       -0.2242      0.412     -0.544      0.586      -1.031       0.583
ma.S.L7       -1.0001   4493.753     -0.000      1.000   -8808.593    8806.593
sigma2         0.1856    833.872      0.000      1.000   -1634.173    1634.544
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.74   Prob(JB):                         0.53
Heteroskedasticity (H):               3.62   Skew:                             0.33
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.5696071700145, Current Price: 119.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.431
Date:                           Wed, 09 Oct 2024   AIC                             34.862
Time:                                   14:41:01   BIC                             37.686
Sample:                                        0   HQIC                            34.281
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5774      1.360      0.424      0.671      -2.089       3.244
ma.L1         -0.4678      1.483     -0.315      0.752      -3.374       2.438
ar.S.L7       -0.5570      0.541     -1.029      0.304      -1.618       0.504
ma.S.L7       -0.2774      1.048     -0.265      0.791      -2.331       1.776
sigma2         0.3804      0.315      1.208      0.227      -0.237       0.997
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.40   Prob(JB):                         0.80
Heteroskedasticity (H):               2.88   Skew:                             0.07
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.06082188227734, Current Price: 118.93
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.265
Date:                           Wed, 09 Oct 2024   AIC                             34.529
Time:                                   14:41:01   BIC                             37.354
Sample:                                        0   HQIC                            33.949
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3783      0.754      0.502      0.616      -1.099       1.856
ma.L1         -2.9823      7.817     -0.382      0.703     -18.302      12.338
ar.S.L7       -0.5244      0.531     -0.987      0.324      -1.566       0.517
ma.S.L7       -3.3269     11.212     -0.297      0.767     -25.303      18.649
sigma2         0.0038      0.034      0.110      0.912      -0.063       0.071
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.59   Prob(JB):                         0.84
Heteroskedasticity (H):               2.25   Skew:                            -0.00
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.73217154917135, Current Price: 117.64
BUY EXECUTED at 117.64
BUY ORDER COMPLETED at 118.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.513
Date:                           Wed, 09 Oct 2024   AIC                             37.025
Time:                                   14:41:01   BIC                             39.850
Sample:                                        0   HQIC                            36.445
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8673      0.835     -1.038      0.299      -2.505       0.770
ma.L1          0.7214      1.161      0.621      0.534      -1.554       2.997
ar.S.L7       -0.7207      0.692     -1.041      0.298      -2.077       0.636
ma.S.L7       -0.7609      4.519     -0.168      0.866      -9.618       8.096
sigma2         0.3378      1.415      0.239      0.811      -2.435       3.110
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.67   Prob(JB):                         0.64
Heteroskedasticity (H):               2.47   Skew:                             0.35
Prob(H) (two-sided):                  0.40   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.77502040555228, Current Price: 118.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.249
Date:                           Wed, 09 Oct 2024   AIC                             36.498
Time:                                   14:41:01   BIC                             39.323
Sample:                                        0   HQIC                            35.917
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3262      2.439     -0.134      0.894      -5.107       4.455
ma.L1          0.1645      2.333      0.071      0.944      -4.408       4.737
ar.S.L7       -0.7297      0.651     -1.122      0.262      -2.005       0.545
ma.S.L7       -1.0001   1.28e+04  -7.82e-05      1.000   -2.51e+04    2.51e+04
sigma2         0.2708   3463.874   7.82e-05      1.000   -6788.797    6789.339
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.76   Prob(JB):                         0.65
Heteroskedasticity (H):               1.24   Skew:                             0.53
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.90629807819951, Current Price: 117.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.228
Date:                           Wed, 09 Oct 2024   AIC                             34.456
Time:                                   14:41:01   BIC                             37.281
Sample:                                        0   HQIC                            33.876
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6897      0.515     -1.339      0.181      -1.699       0.320
ma.L1          0.5257      0.708      0.742      0.458      -0.862       1.914
ar.S.L7       -0.8192      0.298     -2.747      0.006      -1.404      -0.235
ma.S.L7       -1.0001   1.54e+04  -6.48e-05      1.000   -3.02e+04    3.02e+04
sigma2         0.2237   3449.556   6.48e-05      1.000   -6760.782    6761.229
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.51   Prob(JB):                         0.59
Heteroskedasticity (H):               1.01   Skew:                             0.53
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.40057291595315, Current Price: 117.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.305
Date:                           Wed, 09 Oct 2024   AIC                             32.610
Time:                                   14:41:01   BIC                             35.435
Sample:                                        0   HQIC                            32.030
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8483      0.653     -1.299      0.194      -2.128       0.431
ma.L1          0.6434      0.783      0.822      0.411      -0.891       2.177
ar.S.L7       -1.0596      0.488     -2.173      0.030      -2.015      -0.104
ma.S.L7       -1.0001   7467.086     -0.000      1.000   -1.46e+04    1.46e+04
sigma2         0.1933   1443.170      0.000      1.000   -2828.368    2828.755
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.55   Prob(JB):                         0.57
Heteroskedasticity (H):               0.26   Skew:                             0.69
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.78350226192406, Current Price: 116.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.307
Date:                           Wed, 09 Oct 2024   AIC                             34.615
Time:                                   14:41:01   BIC                             37.439
Sample:                                        0   HQIC                            34.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3008      4.955     -0.061      0.952     -10.013       9.411
ma.L1          0.2387      5.174      0.046      0.963      -9.901      10.379
ar.S.L7       -1.0140      0.641     -1.583      0.113      -2.270       0.242
ma.S.L7       -1.0002   5153.365     -0.000      1.000   -1.01e+04    1.01e+04
sigma2         0.2342   1207.141      0.000      1.000   -2365.720    2366.188
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.97   Prob(JB):                         0.67
Heteroskedasticity (H):               0.54   Skew:                             0.60
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.43503657699058, Current Price: 116.31
SELL EXECUTED at 116.31
SELL ORDER COMPLETED at 115.13
OPERATION PROFIT, GROSS -2.8700000000000045, NET -3.1031300000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.721
Date:                           Wed, 09 Oct 2024   AIC                             35.441
Time:                                   14:41:01   BIC                             38.266
Sample:                                        0   HQIC                            34.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3267      1.458     -0.224      0.823      -3.184       2.530
ma.L1          0.1723      1.842      0.094      0.925      -3.438       3.783
ar.S.L7       -0.6575      0.426     -1.543      0.123      -1.493       0.178
ma.S.L7       -1.0003   2733.479     -0.000      1.000   -5358.520    5356.519
sigma2         0.2499    683.128      0.000      1.000   -1338.656    1339.156
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.89   Prob(JB):                         0.81
Heteroskedasticity (H):               0.66   Skew:                            -0.30
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.9404172926705, Current Price: 115.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.903
Date:                           Wed, 09 Oct 2024   AIC                             35.806
Time:                                   14:41:01   BIC                             38.631
Sample:                                        0   HQIC                            35.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3547      1.045     -0.340      0.734      -2.402       1.693
ma.L1          0.1891      1.161      0.163      0.871      -2.087       2.466
ar.S.L7       -0.5939      0.312     -1.903      0.057      -1.206       0.018
ma.S.L7       -1.0001   1.11e+04  -8.99e-05      1.000   -2.18e+04    2.18e+04
sigma2         0.2564   2853.817   8.98e-05      1.000   -5593.122    5593.635
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.69
Prob(Q):                              1.00   Prob(JB):                         0.71
Heteroskedasticity (H):               0.19   Skew:                            -0.26
Prob(H) (two-sided):                  0.13   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.19334541376324, Current Price: 116.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.131
Date:                           Wed, 09 Oct 2024   AIC                             32.261
Time:                                   14:41:01   BIC                             35.086
Sample:                                        0   HQIC                            31.681
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0172      0.097    -10.535      0.000      -1.206      -0.828
ma.L1          1.0000   1.41e+04    7.1e-05      1.000   -2.76e+04    2.76e+04
ar.S.L7       -0.7043      0.212     -3.315      0.001      -1.121      -0.288
ma.S.L7       -1.0003   3258.695     -0.000      1.000   -6387.926    6385.925
sigma2         0.1726   2316.461   7.45e-05      1.000   -4540.007    4540.353
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.29   Prob(JB):                         0.81
Heteroskedasticity (H):               0.13   Skew:                             0.16
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.09031053199868, Current Price: 116.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.332
Date:                           Wed, 09 Oct 2024   AIC                             34.664
Time:                                   14:41:01   BIC                             37.489
Sample:                                        0   HQIC                            34.083
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2842      2.494     -0.114      0.909      -5.172       4.604
ma.L1          0.2108      2.530      0.083      0.934      -4.747       5.169
ar.S.L7       -0.6564      0.260     -2.525      0.012      -1.166      -0.147
ma.S.L7       -1.0001   9962.083     -0.000      1.000   -1.95e+04    1.95e+04
sigma2         0.2354   2344.872      0.000      1.000   -4595.630    4596.101
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.79   Prob(JB):                         0.73
Heteroskedasticity (H):               0.43   Skew:                            -0.53
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.03840685259279, Current Price: 116.04
BUY EXECUTED at 116.04
BUY ORDER COMPLETED at 116.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.374
Date:                           Wed, 09 Oct 2024   AIC                             36.747
Time:                                   14:41:01   BIC                             39.572
Sample:                                        0   HQIC                            36.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8261      0.492     -1.680      0.093      -1.790       0.138
ma.L1          0.5466      0.703      0.778      0.437      -0.831       1.924
ar.S.L7       -0.4707      0.309     -1.525      0.127      -1.076       0.134
ma.S.L7       -1.0006   1839.288     -0.001      1.000   -3605.940    3603.939
sigma2         0.2665    490.283      0.001      1.000    -960.671     961.204
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.63   Prob(JB):                         0.66
Heteroskedasticity (H):               0.48   Skew:                            -0.47
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.28087068157168, Current Price: 116.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.996
Date:                           Wed, 09 Oct 2024   AIC                             31.991
Time:                                   14:41:01   BIC                             34.816
Sample:                                        0   HQIC                            31.411
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6929      1.038     -0.667      0.505      -2.728       1.342
ma.L1          0.4425      1.339      0.331      0.741      -2.181       3.066
ar.S.L7       -0.9384      0.324     -2.898      0.004      -1.573      -0.304
ma.S.L7        0.0832      0.378      0.220      0.826      -0.659       0.825
sigma2         0.3158      0.204      1.545      0.122      -0.085       0.716
===================================================================================
Ljung-Box (L1) (Q):                   1.18   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.28   Prob(JB):                         0.81
Heteroskedasticity (H):               0.75   Skew:                            -0.05
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.18301708544985, Current Price: 115.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.912
Date:                           Wed, 09 Oct 2024   AIC                             25.824
Time:                                   14:41:01   BIC                             28.649
Sample:                                        0   HQIC                            25.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7508      0.448     -1.677      0.094      -1.628       0.127
ma.L1          0.2800      0.466      0.601      0.548      -0.634       1.194
ar.S.L7       -0.9647      0.273     -3.538      0.000      -1.499      -0.430
ma.S.L7        0.2512      0.817      0.308      0.758      -1.350       1.852
sigma2         0.1918      0.165      1.165      0.244      -0.131       0.515
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.64   Prob(JB):                         0.80
Heteroskedasticity (H):               1.78   Skew:                             0.27
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.4150540396795, Current Price: 115.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.863
Date:                           Wed, 09 Oct 2024   AIC                             27.726
Time:                                   14:41:01   BIC                             30.550
Sample:                                        0   HQIC                            27.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6074      0.538     -1.129      0.259      -1.662       0.447
ma.L1          0.0017      0.514      0.003      0.997      -1.005       1.009
ar.S.L7       -0.8908      0.170     -5.239      0.000      -1.224      -0.558
ma.S.L7        0.3060      0.645      0.474      0.635      -0.959       1.571
sigma2         0.2187      0.172      1.271      0.204      -0.118       0.556
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.74   Prob(JB):                         0.61
Heteroskedasticity (H):               0.95   Skew:                             0.49
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.72760161865095, Current Price: 115.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.141
Date:                           Wed, 09 Oct 2024   AIC                             24.281
Time:                                   14:41:01   BIC                             27.106
Sample:                                        0   HQIC                            23.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7279      0.329     -2.214      0.027      -1.372      -0.084
ma.L1          0.2395      0.468      0.511      0.609      -0.678       1.157
ar.S.L7       -0.8314      0.187     -4.440      0.000      -1.198      -0.464
ma.S.L7        0.1867      0.530      0.352      0.725      -0.853       1.226
sigma2         0.1727      0.113      1.533      0.125      -0.048       0.394
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.64   Prob(JB):                         0.66
Heteroskedasticity (H):               0.52   Skew:                             0.19
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.7675129275054, Current Price: 115.99
SELL EXECUTED at 115.99
SELL ORDER COMPLETED at 115.63
OPERATION PROFIT, GROSS -1.1600000000000108, NET -1.3924200000000109
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -6.322
Date:                           Wed, 09 Oct 2024   AIC                             22.644
Time:                                   14:41:01   BIC                             25.468
Sample:                                        0   HQIC                            22.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6765      0.103     -6.574      0.000      -0.878      -0.475
ma.L1          1.0000   4422.157      0.000      1.000   -8666.269    8668.269
ar.S.L7       -0.5967      0.111     -5.385      0.000      -0.814      -0.380
ma.S.L7        1.0001   5915.616      0.000      1.000   -1.16e+04    1.16e+04
sigma2         0.0750    689.793      0.000      1.000   -1351.895    1352.045
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.70   Prob(JB):                         0.56
Heteroskedasticity (H):               0.40   Skew:                             0.65
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.14309938205555, Current Price: 115.14
BUY EXECUTED at 115.14
BUY ORDER COMPLETED at 115.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.223
Date:                           Wed, 09 Oct 2024   AIC                             20.447
Time:                                   14:41:01   BIC                             23.271
Sample:                                        0   HQIC                            19.866
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0908      0.823      0.110      0.912      -1.522       1.703
ma.L1         -1.0000   2618.694     -0.000      1.000   -5133.546    5131.546
ar.S.L7       -0.7283      0.163     -4.475      0.000      -1.047      -0.409
ma.S.L7        1.0000   1.83e+04   5.47e-05      1.000   -3.59e+04    3.59e+04
sigma2         0.0740   1322.334    5.6e-05      1.000   -2591.653    2591.801
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.73   Prob(JB):                         0.97
Heteroskedasticity (H):               0.88   Skew:                             0.16
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.91674638394389, Current Price: 114.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.142
Date:                           Wed, 09 Oct 2024   AIC                             26.284
Time:                                   14:41:01   BIC                             29.108
Sample:                                        0   HQIC                            25.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6644      0.700     -0.949      0.343      -2.036       0.708
ma.L1          1.0001   4267.874      0.000      1.000   -8363.880    8365.880
ar.S.L7       -0.4940      0.402     -1.230      0.219      -1.281       0.293
ma.S.L7        1.4164      7.501      0.189      0.850     -13.285      16.118
sigma2         0.0648    276.113      0.000      1.000    -541.107     541.236
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.57   Prob(JB):                         0.61
Heteroskedasticity (H):               0.66   Skew:                             0.62
Prob(H) (two-sided):                  0.70   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.39261842516629, Current Price: 114.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.517
Date:                           Wed, 09 Oct 2024   AIC                             21.034
Time:                                   14:41:01   BIC                             23.859
Sample:                                        0   HQIC                            20.454
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2630      0.452      0.582      0.561      -0.623       1.149
ma.L1         -1.0000   2546.124     -0.000      1.000   -4991.312    4989.312
ar.S.L7       -0.6468      0.093     -6.927      0.000      -0.830      -0.464
ma.S.L7        1.0010    781.310      0.001      0.999   -1530.338    1532.341
sigma2         0.0781    231.582      0.000      1.000    -453.815     453.971
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.90   Prob(JB):                         0.70
Heteroskedasticity (H):               1.41   Skew:                             0.12
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.0421443912838, Current Price: 114.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.941
Date:                           Wed, 09 Oct 2024   AIC                             21.881
Time:                                   14:41:01   BIC                             24.706
Sample:                                        0   HQIC                            21.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2702      0.419      0.645      0.519      -0.551       1.091
ma.L1         -1.0000   1.16e+04  -8.61e-05      1.000   -2.28e+04    2.28e+04
ar.S.L7       -0.6308      0.093     -6.773      0.000      -0.813      -0.448
ma.S.L7        0.9999   7168.741      0.000      1.000    -1.4e+04    1.41e+04
sigma2         0.0835   1384.566   6.03e-05      1.000   -2713.616    2713.783
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.84   Prob(JB):                         0.68
Heteroskedasticity (H):               0.75   Skew:                            -0.05
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.04850456942938, Current Price: 114.59
SELL EXECUTED at 114.59
SELL ORDER COMPLETED at 114.75
OPERATION PROFIT, GROSS -0.4200000000000017, NET -0.6499200000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.712
Date:                           Wed, 09 Oct 2024   AIC                             25.425
Time:                                   14:41:01   BIC                             28.249
Sample:                                        0   HQIC                            24.844
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5551      1.243     -0.446      0.655      -2.992       1.882
ma.L1          0.6739      2.046      0.329      0.742      -3.337       4.684
ar.S.L7       -0.4552      0.305     -1.490      0.136      -1.054       0.143
ma.S.L7        1.0003   8310.685      0.000      1.000   -1.63e+04    1.63e+04
sigma2         0.1097    912.072      0.000      1.000   -1787.519    1787.738
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.68   Prob(JB):                         0.65
Heteroskedasticity (H):               0.36   Skew:                             0.62
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.33191377764399, Current Price: 114.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -4.577
Date:                           Wed, 09 Oct 2024   AIC                             19.154
Time:                                   14:41:02   BIC                             21.979
Sample:                                        0   HQIC                            18.573
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5225      0.164     -3.184      0.001      -0.844      -0.201
ma.L1          1.0001    850.478      0.001      0.999   -1665.906    1667.907
ar.S.L7       -0.2191      0.163     -1.346      0.178      -0.538       0.100
ma.S.L7        0.1374      0.729      0.189      0.850      -1.291       1.566
sigma2         0.0990     84.303      0.001      0.999    -165.133     165.331
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.43   Prob(JB):                         0.82
Heteroskedasticity (H):               0.96   Skew:                             0.02
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.58926953247192, Current Price: 114.74
BUY EXECUTED at 114.74
BUY ORDER COMPLETED at 114.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.115
Date:                           Wed, 09 Oct 2024   AIC                             20.230
Time:                                   14:41:02   BIC                             23.055
Sample:                                        0   HQIC                            19.650
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3240      0.704     -0.460      0.645      -1.704       1.056
ma.L1          0.4533      0.897      0.505      0.613      -1.305       2.212
ar.S.L7       -0.3230      0.172     -1.877      0.060      -0.660       0.014
ma.S.L7        0.7609      2.451      0.310      0.756      -4.044       5.566
sigma2         0.0963      0.226      0.426      0.670      -0.347       0.539
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.60   Prob(JB):                         0.64
Heteroskedasticity (H):               3.62   Skew:                             0.13
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.65753986081258, Current Price: 114.69
SELL EXECUTED at 114.69
SELL ORDER COMPLETED at 113.81
OPERATION PROFIT, GROSS -1.0, NET -1.22862
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.552
Date:                           Wed, 09 Oct 2024   AIC                             25.103
Time:                                   14:41:02   BIC                             27.928
Sample:                                        0   HQIC                            24.523
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2602      6.600     -0.039      0.969     -13.197      12.676
ma.L1          4.9325    157.514      0.031      0.975    -303.789     313.654
ar.S.L7       -0.2163      0.713     -0.304      0.761      -1.613       1.180
ma.S.L7        0.0231      1.237      0.019      0.985      -2.401       2.448
sigma2         0.0077      0.490      0.016      0.988      -0.953       0.969
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.84   Prob(JB):                         0.67
Heteroskedasticity (H):               2.53   Skew:                            -0.28
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.1489045202717, Current Price: 112.96
BUY EXECUTED at 112.96
BUY ORDER COMPLETED at 113.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -6.829
Date:                           Wed, 09 Oct 2024   AIC                             23.659
Time:                                   14:41:02   BIC                             26.483
Sample:                                        0   HQIC                            23.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.4059      0.448     -3.138      0.002      -2.284      -0.528
ma.L1          1.0000   1.35e+04   7.43e-05      1.000   -2.64e+04    2.64e+04
ar.S.L7       -0.2379      0.152     -1.568      0.117      -0.535       0.059
ma.S.L7        0.0914      0.671      0.136      0.892      -1.223       1.406
sigma2         0.1418   1907.411   7.43e-05      1.000   -3738.316    3738.599
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.34   Prob(JB):                         0.63
Heteroskedasticity (H):               0.86   Skew:                            -0.52
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.88649203227459, Current Price: 113.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.935
Date:                           Wed, 09 Oct 2024   AIC                             25.869
Time:                                   14:41:02   BIC                             28.694
Sample:                                        0   HQIC                            25.289
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6341      1.174     -0.540      0.589      -2.935       1.667
ma.L1          0.3756      1.454      0.258      0.796      -2.474       3.225
ar.S.L7        0.0372      0.266      0.140      0.889      -0.484       0.559
ma.S.L7        1.0003   2206.316      0.000      1.000   -4323.299    4325.299
sigma2         0.1159    255.716      0.000      1.000    -501.078     501.310
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.78   Prob(JB):                         0.53
Heteroskedasticity (H):               3.18   Skew:                             0.75
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.36689241643886, Current Price: 111.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.965
Date:                           Wed, 09 Oct 2024   AIC                             31.930
Time:                                   14:41:02   BIC                             34.755
Sample:                                        0   HQIC                            31.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0490      0.318     -3.297      0.001      -1.673      -0.425
ma.L1          0.7058      0.533      1.323      0.186      -0.339       1.751
ar.S.L7       -0.0334      0.348     -0.096      0.924      -0.716       0.649
ma.S.L7        0.3434      0.996      0.345      0.730      -1.608       2.295
sigma2         0.2908      0.247      1.180      0.238      -0.192       0.774
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.34   Prob(JB):                         0.68
Heteroskedasticity (H):               3.79   Skew:                             0.17
Prob(H) (two-sided):                  0.23   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.24275458222048, Current Price: 111.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.988
Date:                           Wed, 09 Oct 2024   AIC                             33.976
Time:                                   14:41:02   BIC                             36.801
Sample:                                        0   HQIC                            33.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7807      1.031     -0.757      0.449      -2.802       1.241
ma.L1          0.6114      1.243      0.492      0.623      -1.825       3.048
ar.S.L7       -0.0530      0.666     -0.080      0.936      -1.358       1.252
ma.S.L7        0.0708      0.849      0.083      0.934      -1.594       1.736
sigma2         0.3651      0.362      1.009      0.313      -0.344       1.074
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.44   Prob(JB):                         0.68
Heteroskedasticity (H):               3.98   Skew:                             0.33
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.29979000744434, Current Price: 112.13
SELL EXECUTED at 112.13
SELL ORDER COMPLETED at 112.38
OPERATION PROFIT, GROSS -0.8700000000000045, NET -1.0956300000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.025
Date:                           Wed, 09 Oct 2024   AIC                             34.050
Time:                                   14:41:02   BIC                             36.875
Sample:                                        0   HQIC                            33.469
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2755      5.316      0.052      0.959     -10.143      10.694
ma.L1         -0.1888      5.571     -0.034      0.973     -11.108      10.730
ar.S.L7        0.2870      0.750      0.383      0.702      -1.183       1.757
ma.S.L7        0.4687      1.647      0.284      0.776      -2.760       3.698
sigma2         0.3376      0.173      1.947      0.052      -0.002       0.677
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.75   Prob(JB):                         0.68
Heteroskedasticity (H):               3.40   Skew:                            -0.59
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.8363238662443, Current Price: 112.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.941
Date:                           Wed, 09 Oct 2024   AIC                             35.882
Time:                                   14:41:02   BIC                             38.707
Sample:                                        0   HQIC                            35.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2176      2.285      0.095      0.924      -4.262       4.697
ma.L1         -0.0408      2.196     -0.019      0.985      -4.345       4.263
ar.S.L7        0.4055      0.604      0.671      0.502      -0.778       1.589
ma.S.L7        1.0000   4.78e+04   2.09e-05      1.000   -9.38e+04    9.38e+04
sigma2         0.2582   1.24e+04   2.09e-05      1.000   -2.42e+04    2.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.60
Prob(Q):                              0.76   Prob(JB):                         0.45
Heteroskedasticity (H):               3.89   Skew:                            -0.85
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.66568539642505, Current Price: 113.02
BUY EXECUTED at 113.02
BUY ORDER COMPLETED at 113.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.684
Date:                           Wed, 09 Oct 2024   AIC                             35.368
Time:                                   14:41:02   BIC                             38.193
Sample:                                        0   HQIC                            34.787
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1455      4.784      0.030      0.976      -9.231       9.522
ma.L1         -0.0725      4.810     -0.015      0.988      -9.500       9.355
ar.S.L7        0.2747      1.258      0.218      0.827      -2.191       2.741
ma.S.L7        0.1266      1.242      0.102      0.919      -2.307       2.560
sigma2         0.4095      0.266      1.537      0.124      -0.113       0.932
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.80   Prob(JB):                         0.79
Heteroskedasticity (H):               3.09   Skew:                            -0.42
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.88897166362489, Current Price: 113.27
SELL EXECUTED at 113.27
SELL ORDER COMPLETED at 112.68
OPERATION PROFIT, GROSS -0.7099999999999937, NET -0.9360699999999937
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.668
Date:                           Wed, 09 Oct 2024   AIC                             39.337
Time:                                   14:41:02   BIC                             42.161
Sample:                                        0   HQIC                            38.756
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5636      0.733      0.769      0.442      -0.872       2.000
ma.L1         -0.2717      1.030     -0.264      0.792      -2.291       1.748
ar.S.L7       -0.0894      1.000     -0.089      0.929      -2.050       1.871
ma.S.L7       -1.0002   7768.751     -0.000      1.000   -1.52e+04    1.52e+04
sigma2         0.3296   2560.678      0.000      1.000   -5018.508    5019.167
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.48   Prob(JB):                         0.59
Heteroskedasticity (H):               3.52   Skew:                            -0.69
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.95997510242313, Current Price: 112.2
BUY EXECUTED at 112.2
BUY ORDER COMPLETED at 113.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.108
Date:                           Wed, 09 Oct 2024   AIC                             42.215
Time:                                   14:41:02   BIC                             45.040
Sample:                                        0   HQIC                            41.635
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1137      0.168     -6.619      0.000      -1.443      -0.784
ma.L1          1.0028     33.474      0.030      0.976     -64.605      66.611
ar.S.L7    -2.692e-05      0.106     -0.000      1.000      -0.208       0.208
ma.S.L7        3.8862     14.482      0.268      0.788     -24.499      32.271
sigma2         0.0407      1.547      0.026      0.979      -2.991       3.072
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.55   Prob(JB):                         0.74
Heteroskedasticity (H):               4.65   Skew:                             0.36
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 110.91701144264346, Current Price: 114.16
SELL EXECUTED at 114.16
SELL ORDER COMPLETED at 114.12
OPERATION PROFIT, GROSS 0.8700000000000045, NET 0.6426300000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.942
Date:                           Wed, 09 Oct 2024   AIC                             49.885
Time:                                   14:41:02   BIC                             52.709
Sample:                                        0   HQIC                            49.304
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8063      0.230     -3.513      0.000      -1.256      -0.356
ma.L1          1.0000   9006.446      0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7       -1.1305      0.611     -1.850      0.064      -2.328       0.067
ma.S.L7       -0.4279      1.972     -0.217      0.828      -4.292       3.437
sigma2         1.0197   9184.484      0.000      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.45   Prob(JB):                         0.74
Heteroskedasticity (H):               3.22   Skew:                             0.36
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.70718470055967, Current Price: 114.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.860
Date:                           Wed, 09 Oct 2024   AIC                             49.720
Time:                                   14:41:02   BIC                             52.544
Sample:                                        0   HQIC                            49.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2014      1.165     -0.173      0.863      -2.484       2.082
ma.L1         -0.0745      1.087     -0.068      0.945      -2.206       2.057
ar.S.L7       -0.7951      0.831     -0.957      0.339      -2.424       0.834
ma.S.L7       -1.0009   1632.869     -0.001      1.000   -3201.366    3199.364
sigma2         0.7479   1221.696      0.001      1.000   -2393.731    2395.227
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.91   Prob(JB):                         0.66
Heteroskedasticity (H):               2.51   Skew:                             0.06
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.97424793304995, Current Price: 113.68
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.699
Date:                           Wed, 09 Oct 2024   AIC                             49.399
Time:                                   14:41:02   BIC                             52.224
Sample:                                        0   HQIC                            48.818
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1475      1.302     -0.113      0.910      -2.699       2.404
ma.L1         -0.1394      1.018     -0.137      0.891      -2.135       1.856
ar.S.L7       -0.8794      0.605     -1.454      0.146      -2.065       0.306
ma.S.L7       -1.0002   4105.785     -0.000      1.000   -8048.190    8046.190
sigma2         0.7302   2998.469      0.000      1.000   -5876.161    5877.621
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.97   Prob(JB):                         0.69
Heteroskedasticity (H):               1.61   Skew:                             0.05
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.77301743051032, Current Price: 114.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.324
Date:                           Wed, 09 Oct 2024   AIC                             48.647
Time:                                   14:41:02   BIC                             51.472
Sample:                                        0   HQIC                            48.067
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1035      1.501     -0.069      0.945      -3.046       2.839
ma.L1         -0.1716      1.224     -0.140      0.889      -2.571       2.228
ar.S.L7       -0.9356      0.554     -1.690      0.091      -2.021       0.150
ma.S.L7       -1.0001    1.4e+04  -7.16e-05      1.000   -2.74e+04    2.74e+04
sigma2         0.6892   9624.694   7.16e-05      1.000   -1.89e+04    1.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.98   Prob(JB):                         0.70
Heteroskedasticity (H):               0.92   Skew:                             0.04
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.1286759579506, Current Price: 113.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.495
Date:                           Wed, 09 Oct 2024   AIC                             46.990
Time:                                   14:41:02   BIC                             49.815
Sample:                                        0   HQIC                            46.410
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1057      1.978      0.053      0.957      -3.771       3.982
ma.L1         -0.2587      1.722     -0.150      0.881      -3.635       3.117
ar.S.L7       -1.2468      0.758     -1.644      0.100      -2.733       0.240
ma.S.L7       -0.3344      1.080     -0.310      0.757      -2.451       1.782
sigma2         0.9614      0.679      1.416      0.157      -0.369       2.292
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.57   Prob(JB):                         0.82
Heteroskedasticity (H):               0.35   Skew:                            -0.06
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.37420927602692, Current Price: 113.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.267
Date:                           Wed, 09 Oct 2024   AIC                             48.534
Time:                                   14:41:02   BIC                             51.359
Sample:                                        0   HQIC                            47.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2070      1.402     -0.148      0.883      -2.956       2.542
ma.L1         -0.0240      1.277     -0.019      0.985      -2.526       2.478
ar.S.L7       -0.7727      0.650     -1.188      0.235      -2.047       0.502
ma.S.L7       -1.0002   6430.824     -0.000      1.000   -1.26e+04    1.26e+04
sigma2         0.6832   4394.015      0.000      1.000   -8611.427    8612.794
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.36   Prob(JB):                         0.79
Heteroskedasticity (H):               1.33   Skew:                            -0.32
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.13271495799762, Current Price: 112.93
BUY EXECUTED at 112.93
BUY ORDER COMPLETED at 113.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.178
Date:                           Wed, 09 Oct 2024   AIC                             48.356
Time:                                   14:41:02   BIC                             51.181
Sample:                                        0   HQIC                            47.775
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5131      0.581     -0.883      0.377      -1.652       0.626
ma.L1          0.1020      0.815      0.125      0.900      -1.496       1.700
ar.S.L7       -0.7620      1.113     -0.685      0.494      -2.943       1.419
ma.S.L7       -0.6840      5.061     -0.135      0.892     -10.603       9.235
sigma2         0.8669      3.239      0.268      0.789      -5.481       7.215
===================================================================================
Ljung-Box (L1) (Q):                   2.34   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.13   Prob(JB):                         0.57
Heteroskedasticity (H):               1.08   Skew:                            -0.32
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 111.22122880122386, Current Price: 113.32
SELL EXECUTED at 113.32
SELL ORDER COMPLETED at 113.89
OPERATION PROFIT, GROSS 0.5300000000000011, NET 0.30275000000000113
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.147
Date:                           Wed, 09 Oct 2024   AIC                             50.293
Time:                                   14:41:02   BIC                             53.118
Sample:                                        0   HQIC                            49.712
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3081      1.061     -0.290      0.771      -2.388       1.771
ma.L1         -0.0215      1.147     -0.019      0.985      -2.269       2.226
ar.S.L7       -0.5506      1.325     -0.416      0.678      -3.147       2.046
ma.S.L7       -0.2419      1.942     -0.125      0.901      -4.048       3.565
sigma2         1.2691      0.954      1.330      0.183      -0.601       3.139
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.37   Prob(JB):                         0.93
Heteroskedasticity (H):               0.44   Skew:                            -0.06
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.99317308631701, Current Price: 113.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.246
Date:                           Wed, 09 Oct 2024   AIC                             48.493
Time:                                   14:41:02   BIC                             51.317
Sample:                                        0   HQIC                            47.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2985      0.843     -0.354      0.723      -1.952       1.355
ma.L1         -0.0067      0.956     -0.007      0.994      -1.880       1.866
ar.S.L7       -0.8810      0.425     -2.071      0.038      -1.715      -0.047
ma.S.L7        1.0000   2.97e+04   3.37e-05      1.000   -5.81e+04    5.81e+04
sigma2         0.6811   2.02e+04   3.37e-05      1.000   -3.96e+04    3.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.61   Prob(JB):                         0.74
Heteroskedasticity (H):               0.22   Skew:                            -0.51
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.0634077674092, Current Price: 113.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.387
Date:                           Wed, 09 Oct 2024   AIC                             46.774
Time:                                   14:41:02   BIC                             49.599
Sample:                                        0   HQIC                            46.194
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4880      0.798     -0.611      0.541      -2.052       1.076
ma.L1          0.1444      0.804      0.180      0.857      -1.431       1.720
ar.S.L7       -0.8697      0.588     -1.479      0.139      -2.022       0.283
ma.S.L7        1.0000   5.53e+04   1.81e-05      1.000   -1.08e+05    1.08e+05
sigma2         0.5765   3.19e+04   1.81e-05      1.000   -6.25e+04    6.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.68   Prob(JB):                         0.81
Heteroskedasticity (H):               0.09   Skew:                            -0.05
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.95767818176266, Current Price: 113.15
BUY EXECUTED at 113.15
BUY ORDER COMPLETED at 112.65
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.162
Date:                           Wed, 09 Oct 2024   AIC                             46.324
Time:                                   14:41:02   BIC                             49.149
Sample:                                        0   HQIC                            45.744
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2131      0.720     -0.296      0.767      -1.625       1.198
ma.L1         -8.4400     49.608     -0.170      0.865    -105.670      88.790
ar.S.L7       -0.7821      0.450     -1.739      0.082      -1.664       0.099
ma.S.L7        1.5289      3.571      0.428      0.669      -5.471       8.529
sigma2         0.0043      0.054      0.079      0.937      -0.102       0.111
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.47   Prob(JB):                         0.68
Heteroskedasticity (H):               0.14   Skew:                             0.56
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.96748816882383, Current Price: 113.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.684
Date:                           Wed, 09 Oct 2024   AIC                             43.368
Time:                                   14:41:02   BIC                             46.193
Sample:                                        0   HQIC                            42.788
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4543      0.423     -1.073      0.283      -1.284       0.375
ma.L1         -0.0983      0.515     -0.191      0.849      -1.108       0.912
ar.S.L7       -0.7887      0.321     -2.454      0.014      -1.418      -0.159
ma.S.L7        1.0000   5.99e+04   1.67e-05      1.000   -1.17e+05    1.17e+05
sigma2         0.4440   2.66e+04   1.67e-05      1.000   -5.22e+04    5.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.73   Prob(JB):                         0.50
Heteroskedasticity (H):               0.18   Skew:                             0.80
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.53213091474511, Current Price: 114.17
SELL EXECUTED at 114.17
SELL ORDER COMPLETED at 114.72
OPERATION PROFIT, GROSS 2.069999999999993, NET 1.842629999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.785
Date:                           Wed, 09 Oct 2024   AIC                             41.570
Time:                                   14:41:03   BIC                             44.394
Sample:                                        0   HQIC                            40.989
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0896      0.794      0.113      0.910      -1.466       1.645
ma.L1         -0.5343      0.834     -0.640      0.522      -2.169       1.101
ar.S.L7       -0.7912      0.280     -2.829      0.005      -1.339      -0.243
ma.S.L7        1.0000   4.11e+04   2.43e-05      1.000   -8.06e+04    8.06e+04
sigma2         0.4001   1.65e+04   2.43e-05      1.000   -3.23e+04    3.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 2.03
Prob(Q):                              0.30   Prob(JB):                         0.36
Heteroskedasticity (H):               0.17   Skew:                             0.86
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.29848948988668, Current Price: 113.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.002
Date:                           Wed, 09 Oct 2024   AIC                             26.004
Time:                                   14:41:03   BIC                             28.829
Sample:                                        0   HQIC                            25.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4377      0.064     -6.786      0.000      -0.564      -0.311
ma.L1          1.0000    4.6e+04   2.17e-05      1.000   -9.02e+04    9.02e+04
ar.S.L7       -0.0801      0.109     -0.737      0.461      -0.293       0.133
ma.S.L7       -0.5831      0.539     -1.082      0.279      -1.639       0.473
sigma2         0.1608   7399.509   2.17e-05      1.000   -1.45e+04    1.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.71   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.10   Prob(JB):                         0.66
Heteroskedasticity (H):               0.43   Skew:                            -0.04
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.12899790232338, Current Price: 113.02
BUY EXECUTED at 113.02
BUY ORDER COMPLETED at 113.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.642
Date:                           Wed, 09 Oct 2024   AIC                             33.284
Time:                                   14:41:03   BIC                             36.109
Sample:                                        0   HQIC                            32.704
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3972      0.387     -1.025      0.305      -1.157       0.362
ma.L1          1.0000   8025.238      0.000      1.000   -1.57e+04    1.57e+04
ar.S.L7       -0.0552      0.135     -0.410      0.682      -0.319       0.209
ma.S.L7       -1.0002   2649.452     -0.000      1.000   -5193.830    5191.830
sigma2         0.2033   1467.324      0.000      1.000   -2875.700    2876.106
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.95   Prob(JB):                         0.53
Heteroskedasticity (H):               1.09   Skew:                            -0.50
Prob(H) (two-sided):                  0.93   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.59988865052694, Current Price: 113.61
SELL EXECUTED at 113.61
SELL ORDER COMPLETED at 113.79
OPERATION PROFIT, GROSS 0.19000000000001194, NET -0.037389999999988044
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.963
Date:                           Wed, 09 Oct 2024   AIC                             31.927
Time:                                   14:41:03   BIC                             34.751
Sample:                                        0   HQIC                            31.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5511      0.490      1.126      0.260      -0.409       1.511
ma.L1         -1.0000   4710.664     -0.000      1.000   -9233.731    9231.731
ar.S.L7       -0.3225      0.218     -1.481      0.138      -0.749       0.104
ma.S.L7        0.1108      1.096      0.101      0.919      -2.037       2.259
sigma2         0.2716   1279.665      0.000      1.000   -2507.827    2508.370
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.52   Prob(JB):                         0.76
Heteroskedasticity (H):               5.09   Skew:                            -0.50
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.3039404631448, Current Price: 113.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.730
Date:                           Wed, 09 Oct 2024   AIC                             29.459
Time:                                   14:41:03   BIC                             32.284
Sample:                                        0   HQIC                            28.879
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4837      0.155      3.120      0.002       0.180       0.788
ma.L1         -1.0000    1.1e+04   -9.1e-05      1.000   -2.15e+04    2.15e+04
ar.S.L7       -0.2746      0.114     -2.404      0.016      -0.499      -0.051
ma.S.L7        0.2935      0.727      0.404      0.687      -1.132       1.719
sigma2         0.2185   2402.319    9.1e-05      1.000   -4708.240    4708.677
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.64   Prob(JB):                         0.79
Heteroskedasticity (H):               3.79   Skew:                            -0.44
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.27783907379259, Current Price: 113.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.348
Date:                           Wed, 09 Oct 2024   AIC                             28.696
Time:                                   14:41:03   BIC                             31.521
Sample:                                        0   HQIC                            28.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1998      0.301      0.664      0.507      -0.390       0.790
ma.L1         -1.0000   2488.029     -0.000      1.000   -4877.447    4875.447
ar.S.L7       -0.3731      0.240     -1.555      0.120      -0.843       0.097
ma.S.L7       -0.0131      0.956     -0.014      0.989      -1.886       1.860
sigma2         0.2187    544.037      0.000      1.000   -1066.074    1066.511
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.87   Prob(JB):                         0.97
Heteroskedasticity (H):              47.19   Skew:                            -0.17
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.61681591814788, Current Price: 114.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.503
Date:                           Wed, 09 Oct 2024   AIC                             33.005
Time:                                   14:41:03   BIC                             35.830
Sample:                                        0   HQIC                            32.425
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3346      1.309     -0.256      0.798      -2.899       2.230
ma.L1          0.5022      1.392      0.361      0.718      -2.226       3.230
ar.S.L7       -0.2510      0.124     -2.024      0.043      -0.494      -0.008
ma.S.L7        0.4126      0.955      0.432      0.666      -1.459       2.284
sigma2         0.3188      0.207      1.538      0.124      -0.088       0.725
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 1.62
Prob(Q):                              0.57   Prob(JB):                         0.44
Heteroskedasticity (H):               2.10   Skew:                            -0.85
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.30703945976934, Current Price: 113.49
BUY EXECUTED at 113.49
BUY ORDER COMPLETED at 113.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.769
Date:                           Wed, 09 Oct 2024   AIC                             31.537
Time:                                   14:41:03   BIC                             34.362
Sample:                                        0   HQIC                            30.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0442      0.432      0.102      0.918      -0.802       0.890
ma.L1         -1.0000   1.11e+04  -8.99e-05      1.000   -2.18e+04    2.18e+04
ar.S.L7       -0.3945      0.248     -1.589      0.112      -0.881       0.092
ma.S.L7       -0.3533      0.692     -0.510      0.610      -1.710       1.004
sigma2         0.2498   2779.829   8.99e-05      1.000   -5448.115    5448.615
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.96   Prob(JB):                         0.79
Heteroskedasticity (H):               1.25   Skew:                             0.33
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.22964619446945, Current Price: 113.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.863
Date:                           Wed, 09 Oct 2024   AIC                             31.726
Time:                                   14:41:03   BIC                             34.551
Sample:                                        0   HQIC                            31.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0454      0.399      0.114      0.909      -0.736       0.827
ma.L1         -0.9999   1686.035     -0.001      1.000   -3305.567    3303.567
ar.S.L7       -0.3766      0.198     -1.899      0.058      -0.765       0.012
ma.S.L7       -4.4201     13.509     -0.327      0.744     -30.898      22.058
sigma2         0.0135     22.760      0.001      1.000     -44.595      44.622
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.95   Prob(JB):                         0.78
Heteroskedasticity (H):               1.16   Skew:                             0.27
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.49159953816509, Current Price: 113.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.732
Date:                           Wed, 09 Oct 2024   AIC                             31.464
Time:                                   14:41:03   BIC                             34.289
Sample:                                        0   HQIC                            30.883
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0046      0.422     -0.011      0.991      -0.831       0.822
ma.L1         -1.0000   8351.813     -0.000      1.000   -1.64e+04    1.64e+04
ar.S.L7       -0.3911      0.171     -2.292      0.022      -0.726      -0.057
ma.S.L7       -0.3227      0.822     -0.393      0.694      -1.933       1.288
sigma2         0.2507   2093.849      0.000      1.000   -4103.617    4104.119
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.98   Prob(JB):                         0.78
Heteroskedasticity (H):               0.70   Skew:                             0.26
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.9183245048135, Current Price: 113.05
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.253
Date:                           Wed, 09 Oct 2024   AIC                             32.506
Time:                                   14:41:03   BIC                             35.331
Sample:                                        0   HQIC                            31.926
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0142      0.522     -0.027      0.978      -1.037       1.008
ma.L1         -1.0000   6470.902     -0.000      1.000   -1.27e+04    1.27e+04
ar.S.L7       -0.3476      0.164     -2.125      0.034      -0.668      -0.027
ma.S.L7       -2.2300      4.215     -0.529      0.597     -10.491       6.031
sigma2         0.0518    335.508      0.000      1.000    -657.532     657.636
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.90   Prob(JB):                         0.72
Heteroskedasticity (H):               0.52   Skew:                             0.17
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.44177221275177, Current Price: 112.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.105
Date:                           Wed, 09 Oct 2024   AIC                             36.211
Time:                                   14:41:03   BIC                             39.036
Sample:                                        0   HQIC                            35.630
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3426      1.184      0.289      0.772      -1.978       2.663
ma.L1         -1.0001   1858.963     -0.001      1.000   -3644.501    3642.500
ar.S.L7       -0.2773      0.292     -0.950      0.342      -0.850       0.295
ma.S.L7       -1.2624      4.978     -0.254      0.800     -11.019       8.494
sigma2         0.1727    321.677      0.001      1.000    -630.303     630.649
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.64   Prob(JB):                         0.61
Heteroskedasticity (H):               1.16   Skew:                            -0.36
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.00356286485089, Current Price: 112.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.346
Date:                           Wed, 09 Oct 2024   AIC                             36.693
Time:                                   14:41:03   BIC                             39.518
Sample:                                        0   HQIC                            36.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6686      0.764     -0.875      0.382      -2.166       0.829
ma.L1          1.0000   1.06e+04   9.42e-05      1.000   -2.08e+04    2.08e+04
ar.S.L7       -0.0100      0.082     -0.121      0.903      -0.171       0.151
ma.S.L7       -1.0003   2625.368     -0.000      1.000   -5146.628    5144.627
sigma2         0.2569   2456.290      0.000      1.000   -4813.984    4814.498
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 1.32
Prob(Q):                              0.25   Prob(JB):                         0.52
Heteroskedasticity (H):               0.87   Skew:                            -0.34
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.05474754347634, Current Price: 112.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.017
Date:                           Wed, 09 Oct 2024   AIC                             34.033
Time:                                   14:41:03   BIC                             36.858
Sample:                                        0   HQIC                            33.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2263      1.558      0.145      0.884      -2.827       3.280
ma.L1         -0.6264      1.453     -0.431      0.666      -3.474       2.221
ar.S.L7       -0.0900      0.322     -0.279      0.780      -0.722       0.542
ma.S.L7       -1.0001   6567.492     -0.000      1.000   -1.29e+04    1.29e+04
sigma2         0.2227   1462.538      0.000      1.000   -2866.300    2866.745
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.67   Prob(JB):                         0.63
Heteroskedasticity (H):               2.07   Skew:                            -0.30
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.80839854450565, Current Price: 113.87
SELL EXECUTED at 113.87
SELL ORDER COMPLETED at 113.87
OPERATION PROFIT, GROSS 0.18999999999999773, NET -0.037550000000002304
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.817
Date:                           Wed, 09 Oct 2024   AIC                             35.635
Time:                                   14:41:03   BIC                             38.460
Sample:                                        0   HQIC                            35.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3021      0.941      0.321      0.748      -1.542       2.146
ma.L1         -0.8111      0.792     -1.024      0.306      -2.363       0.741
ar.S.L7       -0.2582      0.327     -0.791      0.429      -0.898       0.382
ma.S.L7       -1.0002   6294.269     -0.000      1.000   -1.23e+04    1.23e+04
sigma2         0.2445   1538.756      0.000      1.000   -3015.662    3016.151
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.97   Prob(JB):                         0.66
Heteroskedasticity (H):               1.88   Skew:                            -0.17
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.11299251045365, Current Price: 113.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.226
Date:                           Wed, 09 Oct 2024   AIC                             28.452
Time:                                   14:41:03   BIC                             31.277
Sample:                                        0   HQIC                            27.872
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3737      0.084      4.452      0.000       0.209       0.538
ma.L1         -1.0001    808.189     -0.001      0.999   -1585.022    1583.021
ar.S.L7       -1.0332      0.389     -2.658      0.008      -1.795      -0.271
ma.S.L7        0.0564      0.329      0.172      0.864      -0.588       0.700
sigma2         0.2118    171.273      0.001      0.999    -335.477     335.901
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.70   Prob(JB):                         0.96
Heteroskedasticity (H):               0.23   Skew:                             0.04
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.74938983199411, Current Price: 113.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.278
Date:                           Wed, 09 Oct 2024   AIC                             28.557
Time:                                   14:41:03   BIC                             31.381
Sample:                                        0   HQIC                            27.976
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2074      1.207      0.172      0.864      -2.159       2.574
ma.L1         -1.0000   2.74e+04  -3.65e-05      1.000   -5.36e+04    5.36e+04
ar.S.L7       -1.1199      0.682     -1.642      0.101      -2.457       0.217
ma.S.L7        0.2795      0.369      0.757      0.449      -0.444       1.003
sigma2         0.2152   5889.608   3.65e-05      1.000   -1.15e+04    1.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.76   Prob(JB):                         0.92
Heteroskedasticity (H):               1.17   Skew:                            -0.20
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.60984261685483, Current Price: 113.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.687
Date:                           Wed, 09 Oct 2024   AIC                             29.373
Time:                                   14:41:03   BIC                             32.198
Sample:                                        0   HQIC                            28.792
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3245      0.265      1.225      0.221      -0.195       0.844
ma.L1         -1.0000   4107.686     -0.000      1.000   -8051.916    8049.916
ar.S.L7       -0.7366      0.494     -1.492      0.136      -1.704       0.231
ma.S.L7       -0.7379      2.917     -0.253      0.800      -6.455       4.979
sigma2         0.1705    700.565      0.000      1.000   -1372.911    1373.252
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.63   Prob(JB):                         0.82
Heteroskedasticity (H):               0.68   Skew:                            -0.36
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.55596029954752, Current Price: 112.54
BUY EXECUTED at 112.54
BUY ORDER COMPLETED at 112.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.804
Date:                           Wed, 09 Oct 2024   AIC                             31.608
Time:                                   14:41:03   BIC                             34.433
Sample:                                        0   HQIC                            31.028
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3166      0.256      1.235      0.217      -0.186       0.819
ma.L1         -1.0000   6584.994     -0.000      1.000   -1.29e+04    1.29e+04
ar.S.L7       -0.8667      0.493     -1.757      0.079      -1.834       0.100
ma.S.L7        0.1581      0.785      0.202      0.840      -1.380       1.696
sigma2         0.2757   1815.325      0.000      1.000   -3557.696    3558.247
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.87   Prob(JB):                         0.78
Heteroskedasticity (H):               0.62   Skew:                            -0.13
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.3631618589063, Current Price: 112.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.738
Date:                           Wed, 09 Oct 2024   AIC                             31.476
Time:                                   14:41:03   BIC                             34.301
Sample:                                        0   HQIC                            30.896
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3042      0.500      0.609      0.543      -0.675       1.284
ma.L1         -0.8920      0.510     -1.750      0.080      -1.891       0.107
ar.S.L7       -0.8582      0.350     -2.455      0.014      -1.543      -0.173
ma.S.L7        0.1031      0.719      0.144      0.886      -1.305       1.511
sigma2         0.2951      0.226      1.304      0.192      -0.149       0.739
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.61   Prob(JB):                         0.62
Heteroskedasticity (H):               1.63   Skew:                            -0.05
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.38982941254403, Current Price: 112.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.355
Date:                           Wed, 09 Oct 2024   AIC                             30.711
Time:                                   14:41:03   BIC                             33.536
Sample:                                        0   HQIC                            30.130
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5501      0.790      0.696      0.486      -0.998       2.099
ma.L1         -1.0000   6145.672     -0.000      1.000    -1.2e+04     1.2e+04
ar.S.L7       -0.6023      0.639     -0.943      0.346      -1.855       0.650
ma.S.L7       -0.2218      1.113     -0.199      0.842      -2.403       1.960
sigma2         0.2372   1457.689      0.000      1.000   -2856.781    2857.255
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.54   Prob(JB):                         0.63
Heteroskedasticity (H):               0.52   Skew:                            -0.23
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.96602153014392, Current Price: 115.78
SELL EXECUTED at 115.78
SELL ORDER COMPLETED at 115.58
OPERATION PROFIT, GROSS 3.2099999999999937, NET 2.982049999999994
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.761
Date:                           Wed, 09 Oct 2024   AIC                             41.522
Time:                                   14:41:03   BIC                             44.347
Sample:                                        0   HQIC                            40.941
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4761      0.316      1.507      0.132      -0.143       1.095
ma.L1         -0.8234      0.591     -1.394      0.163      -1.981       0.334
ar.S.L7       -0.4094      0.491     -0.833      0.405      -1.372       0.554
ma.S.L7        1.0001   3.27e+04   3.05e-05      1.000   -6.42e+04    6.42e+04
sigma2         0.3801   1.24e+04   3.05e-05      1.000   -2.44e+04    2.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.64   Prob(JB):                         0.59
Heteroskedasticity (H):               2.37   Skew:                             0.56
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.48474503093401, Current Price: 115.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.404
Date:                           Wed, 09 Oct 2024   AIC                             40.807
Time:                                   14:41:03   BIC                             43.632
Sample:                                        0   HQIC                            40.227
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3183      1.405      0.227      0.821      -2.436       3.073
ma.L1         -0.6201      1.279     -0.485      0.628      -3.127       1.886
ar.S.L7       -0.2724      0.398     -0.684      0.494      -1.053       0.508
ma.S.L7        1.0002   7268.375      0.000      1.000   -1.42e+04    1.42e+04
sigma2         0.3780   2747.540      0.000      1.000   -5384.701    5385.457
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.83   Prob(JB):                         0.61
Heteroskedasticity (H):               1.96   Skew:                             0.36
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.91125105138322, Current Price: 116.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.490
Date:                           Wed, 09 Oct 2024   AIC                             40.979
Time:                                   14:41:04   BIC                             43.804
Sample:                                        0   HQIC                            40.399
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2019      3.882      0.052      0.959      -7.407       7.811
ma.L1         -0.3075      3.620     -0.085      0.932      -7.403       6.788
ar.S.L7       -0.3345      0.206     -1.622      0.105      -0.739       0.070
ma.S.L7        1.0349     27.409      0.038      0.970     -52.687      54.757
sigma2         0.3689     10.186      0.036      0.971     -19.594      20.332
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.38   Prob(JB):                         0.71
Heteroskedasticity (H):               1.38   Skew:                             0.31
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.62663201526891, Current Price: 115.8
BUY EXECUTED at 115.8
BUY ORDER COMPLETED at 115.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.143
Date:                           Wed, 09 Oct 2024   AIC                             40.286
Time:                                   14:41:04   BIC                             43.111
Sample:                                        0   HQIC                            39.705
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1719      2.631      0.065      0.948      -4.984       5.328
ma.L1         -0.4049      1.875     -0.216      0.829      -4.079       3.269
ar.S.L7       -0.2960      0.225     -1.316      0.188      -0.737       0.145
ma.S.L7        0.4261      0.894      0.476      0.634      -1.327       2.179
sigma2         0.5557      0.463      1.201      0.230      -0.352       1.463
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.36   Prob(JB):                         0.66
Heteroskedasticity (H):               1.86   Skew:                             0.52
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.59093402436578, Current Price: 115.79
SELL EXECUTED at 115.79
SELL ORDER COMPLETED at 115.83
OPERATION PROFIT, GROSS -0.060000000000002274, NET -0.2917200000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.691
Date:                           Wed, 09 Oct 2024   AIC                             39.381
Time:                                   14:41:04   BIC                             42.206
Sample:                                        0   HQIC                            38.801
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3571      0.938     -0.381      0.703      -2.195       1.481
ma.L1         -8.2507     60.311     -0.137      0.891    -126.458     109.957
ar.S.L7       -0.0892      0.221     -0.403      0.687      -0.523       0.344
ma.S.L7        1.0085    146.436      0.007      0.995    -286.000     288.017
sigma2         0.0049      0.709      0.007      0.994      -1.386       1.395
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.24   Prob(JB):                         0.84
Heteroskedasticity (H):               0.77   Skew:                            -0.12
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.85980641697795, Current Price: 115.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.297
Date:                           Wed, 09 Oct 2024   AIC                             40.595
Time:                                   14:41:04   BIC                             43.419
Sample:                                        0   HQIC                            40.014
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5890      0.833     -0.708      0.479      -2.221       1.043
ma.L1          0.4244      0.937      0.453      0.651      -1.413       2.262
ar.S.L7       -0.2129      0.242     -0.880      0.379      -0.687       0.261
ma.S.L7        1.0002   4856.211      0.000      1.000   -9516.998    9518.998
sigma2         0.3591   1743.831      0.000      1.000   -3417.488    3418.206
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.38   Prob(JB):                         0.65
Heteroskedasticity (H):               1.14   Skew:                             0.26
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.42450568891164, Current Price: 116.01
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.068
Date:                           Wed, 09 Oct 2024   AIC                             36.135
Time:                                   14:41:04   BIC                             38.960
Sample:                                        0   HQIC                            35.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0145      1.170     -0.012      0.990      -2.308       2.279
ma.L1         -0.2307      1.135     -0.203      0.839      -2.456       1.995
ar.S.L7        0.0288      0.412      0.070      0.944      -0.779       0.836
ma.S.L7        0.3318      0.812      0.409      0.683      -1.259       1.922
sigma2         0.4174      0.391      1.067      0.286      -0.349       1.184
===================================================================================
Ljung-Box (L1) (Q):                   1.34   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.25   Prob(JB):                         0.66
Heteroskedasticity (H):               2.77   Skew:                            -0.11
Prob(H) (two-sided):                  0.35   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.32393961277175, Current Price: 115.71
BUY EXECUTED at 115.71
BUY ORDER COMPLETED at 117.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.048
Date:                           Wed, 09 Oct 2024   AIC                             44.096
Time:                                   14:41:04   BIC                             46.921
Sample:                                        0   HQIC                            43.516
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5929      0.906      0.655      0.513      -1.182       2.368
ma.L1         -1.0001   4753.856     -0.000      1.000   -9318.386    9316.386
ar.S.L7       -0.2991      0.588     -0.508      0.611      -1.452       0.854
ma.S.L7       -1.0000   4.47e+04  -2.24e-05      1.000   -8.75e+04    8.75e+04
sigma2         0.3900   1.65e+04   2.36e-05      1.000   -3.24e+04    3.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 3.40
Prob(Q):                              0.48   Prob(JB):                         0.18
Heteroskedasticity (H):               3.02   Skew:                             1.08
Prob(H) (two-sided):                  0.31   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.93004240191435, Current Price: 116.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.674
Date:                           Wed, 09 Oct 2024   AIC                             43.348
Time:                                   14:41:04   BIC                             46.173
Sample:                                        0   HQIC                            42.768
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3763      1.405     -0.268      0.789      -3.130       2.378
ma.L1          0.1438      1.446      0.099      0.921      -2.690       2.978
ar.S.L7       -0.3709      0.289     -1.283      0.199      -0.937       0.196
ma.S.L7       -1.0000   2.24e+04  -4.46e-05      1.000    -4.4e+04     4.4e+04
sigma2         0.4586   1.03e+04   4.46e-05      1.000   -2.02e+04    2.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.75   Prob(JB):                         0.60
Heteroskedasticity (H):               3.08   Skew:                             0.51
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.12197976084458, Current Price: 116.66
SELL EXECUTED at 116.66
SELL ORDER COMPLETED at 116.58
OPERATION PROFIT, GROSS -0.5799999999999983, NET -0.8137399999999984
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.721
Date:                           Wed, 09 Oct 2024   AIC                             43.441
Time:                                   14:41:04   BIC                             46.266
Sample:                                        0   HQIC                            42.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4534      1.967     -0.230      0.818      -4.309       3.402
ma.L1          0.2488      1.992      0.125      0.901      -3.656       4.153
ar.S.L7       -0.3407      0.304     -1.122      0.262      -0.936       0.255
ma.S.L7       -1.0001   1.95e+04  -5.13e-05      1.000   -3.82e+04    3.82e+04
sigma2         0.4554   8871.342   5.13e-05      1.000   -1.74e+04    1.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.96   Prob(JB):                         0.79
Heteroskedasticity (H):               0.59   Skew:                             0.26
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.59720705157702, Current Price: 116.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.398
Date:                           Wed, 09 Oct 2024   AIC                             42.797
Time:                                   14:41:04   BIC                             45.621
Sample:                                        0   HQIC                            42.216
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3356      2.963     -0.113      0.910      -6.144       5.473
ma.L1          0.1365      3.179      0.043      0.966      -6.094       6.367
ar.S.L7       -0.3931      0.300     -1.311      0.190      -0.981       0.195
ma.S.L7       -1.0000   2.06e+05  -4.85e-06      1.000   -4.04e+05    4.04e+05
sigma2         0.4396   9.07e+04   4.85e-06      1.000   -1.78e+05    1.78e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.64   Prob(JB):                         0.51
Heteroskedasticity (H):               0.51   Skew:                             0.56
Prob(H) (two-sided):                  0.53   Kurtosis:                         4.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.370288476197, Current Price: 116.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.377
Date:                           Wed, 09 Oct 2024   AIC                             44.754
Time:                                   14:41:04   BIC                             47.578
Sample:                                        0   HQIC                            44.173
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6295      1.099     -0.573      0.567      -2.784       1.525
ma.L1          0.3443      1.339      0.257      0.797      -2.280       2.969
ar.S.L7       -0.2539      0.256     -0.991      0.322      -0.756       0.248
ma.S.L7       -1.0001   1.25e+04  -8.01e-05      1.000   -2.45e+04    2.45e+04
sigma2         0.4955   6183.024   8.01e-05      1.000   -1.21e+04    1.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.68   Prob(JB):                         0.77
Heteroskedasticity (H):               0.57   Skew:                            -0.25
Prob(H) (two-sided):                  0.60   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.67580674211506, Current Price: 116.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.628
Date:                           Wed, 09 Oct 2024   AIC                             45.256
Time:                                   14:41:04   BIC                             48.081
Sample:                                        0   HQIC                            44.675
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5040      0.713     -0.707      0.480      -1.902       0.894
ma.L1          0.1705      1.027      0.166      0.868      -1.842       2.183
ar.S.L7       -0.2467      0.280     -0.882      0.378      -0.795       0.302
ma.S.L7       -1.0001   1.06e+04  -9.47e-05      1.000   -2.07e+04    2.07e+04
sigma2         0.5197   5488.671   9.47e-05      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.68   Prob(JB):                         0.80
Heteroskedasticity (H):               0.46   Skew:                            -0.28
Prob(H) (two-sided):                  0.47   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.7650791606437, Current Price: 115.8
BUY EXECUTED at 115.8
BUY ORDER COMPLETED at 114.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.151
Date:                           Wed, 09 Oct 2024   AIC                             38.302
Time:                                   14:41:04   BIC                             41.127
Sample:                                        0   HQIC                            37.721
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3486      1.188     -0.293      0.769      -2.678       1.981
ma.L1          0.1053      1.275      0.083      0.934      -2.393       2.603
ar.S.L7       -0.6104      1.357     -0.450      0.653      -3.269       2.048
ma.S.L7       -0.6298      3.811     -0.165      0.869      -8.099       6.840
sigma2         0.4273      1.120      0.381      0.703      -1.768       2.623
===================================================================================
Ljung-Box (L1) (Q):                   1.04   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.31   Prob(JB):                         0.92
Heteroskedasticity (H):               2.69   Skew:                             0.18
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.11303257368381, Current Price: 115.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.039
Date:                           Wed, 09 Oct 2024   AIC                             42.078
Time:                                   14:41:04   BIC                             44.903
Sample:                                        0   HQIC                            41.497
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5457      0.667     -0.818      0.413      -1.853       0.762
ma.L1          2.9668      8.204      0.362      0.718     -13.113      19.047
ar.S.L7       -0.4617      0.692     -0.667      0.505      -1.818       0.894
ma.S.L7        1.0001   1.34e+04   7.46e-05      1.000   -2.63e+04    2.63e+04
sigma2         0.0448    601.381   7.45e-05      1.000   -1178.641    1178.731
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 6.56
Prob(Q):                              0.97   Prob(JB):                         0.04
Heteroskedasticity (H):               1.62   Skew:                            -1.38
Prob(H) (two-sided):                  0.65   Kurtosis:                         5.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.62068782246409, Current Price: 116.63
SELL EXECUTED at 116.63
SELL ORDER COMPLETED at 116.61
OPERATION PROFIT, GROSS 1.7199999999999989, NET 1.4884999999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.742
Date:                           Wed, 09 Oct 2024   AIC                             41.484
Time:                                   14:41:04   BIC                             44.309
Sample:                                        0   HQIC                            40.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2130      1.530      0.139      0.889      -2.786       3.212
ma.L1         -0.6103      1.342     -0.455      0.649      -3.241       2.020
ar.S.L7       -0.4294      0.336     -1.278      0.201      -1.088       0.229
ma.S.L7        1.0000   3.56e+04   2.81e-05      1.000   -6.97e+04    6.97e+04
sigma2         0.3979   1.42e+04   2.81e-05      1.000   -2.77e+04    2.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 1.82
Prob(Q):                              0.52   Prob(JB):                         0.40
Heteroskedasticity (H):               1.32   Skew:                            -0.82
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.811276550599, Current Price: 116.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.666
Date:                           Wed, 09 Oct 2024   AIC                             41.331
Time:                                   14:41:04   BIC                             44.156
Sample:                                        0   HQIC                            40.751
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1730      1.818      0.095      0.924      -3.390       3.736
ma.L1         -0.5450      1.445     -0.377      0.706      -3.377       2.287
ar.S.L7       -0.4236      0.325     -1.303      0.193      -1.061       0.214
ma.S.L7        1.0000   2.09e+04   4.78e-05      1.000    -4.1e+04     4.1e+04
sigma2         0.3929   8228.052   4.77e-05      1.000   -1.61e+04    1.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.00
Prob(Q):                              0.51   Prob(JB):                         0.37
Heteroskedasticity (H):               0.26   Skew:                            -0.84
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.29632670186491, Current Price: 116.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.499
Date:                           Wed, 09 Oct 2024   AIC                             38.998
Time:                                   14:41:04   BIC                             41.822
Sample:                                        0   HQIC                            38.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1633      2.067      0.079      0.937      -3.888       4.214
ma.L1         -0.5622      1.602     -0.351      0.726      -3.702       2.578
ar.S.L7       -0.4070      0.319     -1.275      0.202      -1.032       0.218
ma.S.L7        1.0000   2.25e+05   4.44e-06      1.000   -4.41e+05    4.41e+05
sigma2         0.3284    7.4e+04   4.44e-06      1.000   -1.45e+05    1.45e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 9.89
Prob(Q):                              0.25   Prob(JB):                         0.01
Heteroskedasticity (H):               0.16   Skew:                            -1.71
Prob(H) (two-sided):                  0.11   Kurtosis:                         5.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.81768490847811, Current Price: 116.04
BUY EXECUTED at 116.04
BUY ORDER COMPLETED at 116.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.117
Date:                           Wed, 09 Oct 2024   AIC                             40.235
Time:                                   14:41:04   BIC                             43.060
Sample:                                        0   HQIC                            39.654
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1130      2.655      0.043      0.966      -5.092       5.318
ma.L1         -0.5147      1.978     -0.260      0.795      -4.391       3.361
ar.S.L7       -0.3859      0.391     -0.987      0.323      -1.152       0.380
ma.S.L7        1.0000   4.62e+04   2.16e-05      1.000   -9.06e+04    9.06e+04
sigma2         0.3610   1.67e+04   2.16e-05      1.000   -3.27e+04    3.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.56   Jarque-Bera (JB):                 8.30
Prob(Q):                              0.21   Prob(JB):                         0.02
Heteroskedasticity (H):               0.18   Skew:                            -1.58
Prob(H) (two-sided):                  0.13   Kurtosis:                         5.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.8040088663861, Current Price: 116.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.727
Date:                           Wed, 09 Oct 2024   AIC                             41.454
Time:                                   14:41:04   BIC                             44.279
Sample:                                        0   HQIC                            40.874
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0148      3.797      0.004      0.997      -7.427       7.457
ma.L1         -0.4703      1.929     -0.244      0.807      -4.251       3.310
ar.S.L7       -0.3968      0.407     -0.976      0.329      -1.194       0.400
ma.S.L7        1.0000   7.22e+04   1.39e-05      1.000   -1.41e+05    1.41e+05
sigma2         0.3964   2.86e+04   1.39e-05      1.000   -5.61e+04    5.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 6.07
Prob(Q):                              0.51   Prob(JB):                         0.05
Heteroskedasticity (H):               0.20   Skew:                            -1.40
Prob(H) (two-sided):                  0.14   Kurtosis:                         4.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.25885493835241, Current Price: 115.78
SELL EXECUTED at 115.78
SELL ORDER COMPLETED at 114.6
OPERATION PROFIT, GROSS -1.6600000000000108, NET -1.8908600000000109
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.308
Date:                           Wed, 09 Oct 2024   AIC                             24.616
Time:                                   14:41:04   BIC                             27.441
Sample:                                        0   HQIC                            24.035
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2095      0.648     -0.323      0.746      -1.479       1.060
ma.L1         -0.1340      0.668     -0.201      0.841      -1.443       1.175
ar.S.L7        0.0748      0.596      0.126      0.900      -1.094       1.243
ma.S.L7        0.0430      0.660      0.065      0.948      -1.250       1.336
sigma2         0.1801      0.116      1.551      0.121      -0.047       0.408
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.82   Prob(JB):                         0.81
Heteroskedasticity (H):               4.64   Skew:                            -0.14
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.97259291037588, Current Price: 114.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.658
Date:                           Wed, 09 Oct 2024   AIC                             25.316
Time:                                   14:41:04   BIC                             28.140
Sample:                                        0   HQIC                            24.735
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2733      0.444     -0.615      0.539      -1.144       0.598
ma.L1         -0.1048      0.530     -0.198      0.843      -1.143       0.933
ar.S.L7        0.2406      0.212      1.133      0.257      -0.176       0.657
ma.S.L7       -0.1382      0.216     -0.639      0.523      -0.562       0.286
sigma2         0.1887      0.118      1.599      0.110      -0.043       0.420
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.99   Prob(JB):                         0.77
Heteroskedasticity (H):               2.12   Skew:                             0.26
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.26096149076342, Current Price: 113.66
BUY EXECUTED at 113.66
BUY ORDER COMPLETED at 113.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.771
Date:                           Wed, 09 Oct 2024   AIC                             37.542
Time:                                   14:41:04   BIC                             40.367
Sample:                                        0   HQIC                            36.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0352      4.567      0.008      0.994      -8.916       8.986
ma.L1          0.1687      4.695      0.036      0.971      -9.034       9.371
ar.S.L7        0.0641      0.509      0.126      0.900      -0.934       1.062
ma.S.L7       -1.0001   9100.660     -0.000      1.000   -1.78e+04    1.78e+04
sigma2         0.2934   2669.973      0.000      1.000   -5232.758    5233.345
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.71   Prob(JB):                         0.83
Heteroskedasticity (H):               4.57   Skew:                             0.32
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 113.7125857079064, Current Price: 113.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.496
Date:                           Wed, 09 Oct 2024   AIC                             36.992
Time:                                   14:41:04   BIC                             39.817
Sample:                                        0   HQIC                            36.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0154      0.345      2.945      0.003       0.340       1.691
ma.L1         -1.0000   3121.290     -0.000      1.000   -6118.616    6116.616
ar.S.L7        0.0102      0.101      0.100      0.920      -0.188       0.209
ma.S.L7       -1.0001   1.86e+04  -5.39e-05      1.000   -3.64e+04    3.64e+04
sigma2         0.2267   4019.353   5.64e-05      1.000   -7877.559    7878.013
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.81   Prob(JB):                         0.39
Heteroskedasticity (H):               5.93   Skew:                            -0.82
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 112.87959598328453, Current Price: 114.64
SELL EXECUTED at 114.64
SELL ORDER COMPLETED at 114.83
OPERATION PROFIT, GROSS 1.1099999999999994, NET 0.8814499999999994
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -16521.921
Date:                           Wed, 09 Oct 2024   AIC                          33053.843
Time:                                   14:41:04   BIC                          33056.667
Sample:                                        0   HQIC                         33053.262
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.3840      0.001   1880.542      0.000       1.383       1.385
ma.L1         -1.8662      0.002  -1203.276      0.000      -1.869      -1.863
ar.S.L7      -61.1011      1.973    -30.974      0.000     -64.967     -57.235
ma.S.L7        0.0056      0.000     13.758      0.000       0.005       0.006
sigma2         1.0153      0.066     15.431      0.000       0.886       1.144
===================================================================================
Ljung-Box (L1) (Q):                   1.98   Jarque-Bera (JB):                 1.95
Prob(Q):                              0.16   Prob(JB):                         0.38
Heteroskedasticity (H):               0.09   Skew:                             0.42
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.14401270402675, Current Price: 114.77
BUY EXECUTED at 114.77
BUY ORDER COMPLETED at 115.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.222
Date:                           Wed, 09 Oct 2024   AIC                             38.444
Time:                                   14:41:05   BIC                             41.269
Sample:                                        0   HQIC                            37.864
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0721      1.088     -0.066      0.947      -2.204       2.060
ma.L1          0.4255      0.964      0.441      0.659      -1.464       2.315
ar.S.L7        0.0245      0.239      0.103      0.918      -0.443       0.492
ma.S.L7       -0.9999    2.4e+04  -4.16e-05      1.000   -4.71e+04    4.71e+04
sigma2         0.3144   7554.109   4.16e-05      1.000   -1.48e+04    1.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.84   Prob(JB):                         0.77
Heteroskedasticity (H):               4.97   Skew:                            -0.48
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.57106808782461, Current Price: 115.62
SELL EXECUTED at 115.62
SELL ORDER COMPLETED at 115.45
OPERATION PROFIT, GROSS -0.37999999999999545, NET -0.6112799999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.463
Date:                           Wed, 09 Oct 2024   AIC                             40.926
Time:                                   14:41:05   BIC                             43.751
Sample:                                        0   HQIC                            40.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0749      2.162     -0.035      0.972      -4.312       4.162
ma.L1          0.3316      1.543      0.215      0.830      -2.693       3.356
ar.S.L7       -0.0112      0.808     -0.014      0.989      -1.594       1.572
ma.S.L7       -0.6611      3.750     -0.176      0.860      -8.011       6.689
sigma2         0.5119      1.392      0.368      0.713      -2.216       3.240
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.96   Prob(JB):                         0.85
Heteroskedasticity (H):               2.78   Skew:                            -0.36
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.64874521306511, Current Price: 115.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.787
Date:                           Wed, 09 Oct 2024   AIC                             41.573
Time:                                   14:41:05   BIC                             44.398
Sample:                                        0   HQIC                            40.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7185      0.601      1.196      0.232      -0.459       1.896
ma.L1         -1.0000   3129.731     -0.000      1.000   -6135.160    6133.160
ar.S.L7        0.0025      0.014      0.172      0.863      -0.026       0.031
ma.S.L7       -0.3357      1.168     -0.287      0.774      -2.625       1.954
sigma2         0.5727   1792.223      0.000      1.000   -3512.121    3513.266
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 2.94
Prob(Q):                              0.23   Prob(JB):                         0.23
Heteroskedasticity (H):               1.51   Skew:                            -1.07
Prob(H) (two-sided):                  0.70   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 114.44158142161871, Current Price: 115.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.679
Date:                           Wed, 09 Oct 2024   AIC                             37.357
Time:                                   14:41:05   BIC                             40.182
Sample:                                        0   HQIC                            36.777
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4735      0.208     -2.276      0.023      -0.881      -0.066
ma.L1          1.5371      1.302      1.180      0.238      -1.015       4.089
ar.S.L7       -0.9420      0.608     -1.549      0.121      -2.134       0.250
ma.S.L7       -1.0017    708.456     -0.001      0.999   -1389.549    1387.546
sigma2         0.1168     82.782      0.001      0.999    -162.133     162.367
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.66   Prob(JB):                         0.80
Heteroskedasticity (H):              13.14   Skew:                             0.44
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.03233735414537, Current Price: 115.86
BUY EXECUTED at 115.86
BUY ORDER COMPLETED at 115.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.237
Date:                           Wed, 09 Oct 2024   AIC                             38.473
Time:                                   14:41:05   BIC                             41.298
Sample:                                        0   HQIC                            37.893
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2204      1.289      0.171      0.864      -2.305       2.746
ma.L1         -0.0360      1.325     -0.027      0.978      -2.632       2.560
ar.S.L7       -0.5412      0.893     -0.606      0.544      -2.291       1.208
ma.S.L7       -0.3927      2.018     -0.195      0.846      -4.348       3.562
sigma2         0.4897      0.504      0.971      0.331      -0.498       1.478
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.95   Prob(JB):                         0.86
Heteroskedasticity (H):               9.98   Skew:                             0.22
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.86591198472222, Current Price: 115.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.148
Date:                           Wed, 09 Oct 2024   AIC                             40.296
Time:                                   14:41:05   BIC                             43.121
Sample:                                        0   HQIC                            39.716
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5030      1.614      0.312      0.755      -2.660       3.666
ma.L1         -3.0532     22.071     -0.138      0.890     -46.311      40.205
ar.S.L7       -0.5562      0.607     -0.917      0.359      -1.745       0.633
ma.S.L7      -16.1075    220.638     -0.073      0.942    -448.551     416.336
sigma2         0.0002      0.007      0.034      0.973      -0.013       0.014
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.60   Prob(JB):                         0.92
Heteroskedasticity (H):               1.06   Skew:                            -0.28
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.93334524075263, Current Price: 115.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.671
Date:                           Wed, 09 Oct 2024   AIC                             39.342
Time:                                   14:41:05   BIC                             42.167
Sample:                                        0   HQIC                            38.761
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4973      0.749      0.664      0.507      -0.971       1.965
ma.L1         -0.1489      1.233     -0.121      0.904      -2.566       2.268
ar.S.L7       -0.7401      0.502     -1.473      0.141      -1.725       0.245
ma.S.L7        0.3581      0.988      0.362      0.717      -1.578       2.294
sigma2         0.5246      0.406      1.293      0.196      -0.270       1.320
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.94   Prob(JB):                         0.83
Heteroskedasticity (H):               0.56   Skew:                             0.14
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.23550771944727, Current Price: 114.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.769
Date:                           Wed, 09 Oct 2024   AIC                             39.538
Time:                                   14:41:05   BIC                             42.362
Sample:                                        0   HQIC                            38.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4670      0.628      0.744      0.457      -0.763       1.697
ma.L1         -0.0986      1.003     -0.098      0.922      -2.065       1.867
ar.S.L7       -0.7313      0.493     -1.483      0.138      -1.698       0.235
ma.S.L7        0.3716      0.968      0.384      0.701      -1.525       2.268
sigma2         0.5309      0.390      1.362      0.173      -0.233       1.295
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.98   Prob(JB):                         0.76
Heteroskedasticity (H):               0.26   Skew:                             0.29
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.38796772651806, Current Price: 115.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.367
Date:                           Wed, 09 Oct 2024   AIC                             38.734
Time:                                   14:41:05   BIC                             41.559
Sample:                                        0   HQIC                            38.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6225      0.433      1.436      0.151      -0.227       1.472
ma.L1         -0.6959      0.582     -1.195      0.232      -1.837       0.445
ar.S.L7       -1.0080      0.373     -2.700      0.007      -1.740      -0.276
ma.S.L7        1.0001   1.37e+04   7.28e-05      1.000   -2.69e+04    2.69e+04
sigma2         0.3088   4243.855   7.28e-05      1.000   -8317.495    8318.112
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.39   Prob(JB):                         0.72
Heteroskedasticity (H):               0.11   Skew:                             0.30
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.4288383887173, Current Price: 115.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.301
Date:                           Wed, 09 Oct 2024   AIC                             38.603
Time:                                   14:41:05   BIC                             41.427
Sample:                                        0   HQIC                            38.022
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2784      0.879     -0.317      0.751      -2.001       1.445
ma.L1          0.6902      0.688      1.003      0.316      -0.658       2.038
ar.S.L7       -0.1340      0.474     -0.283      0.778      -1.063       0.795
ma.S.L7       -1.0003   2856.366     -0.000      1.000   -5599.374    5597.374
sigma2         0.3194    912.472      0.000      1.000   -1788.092    1788.731
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 2.51
Prob(Q):                              0.47   Prob(JB):                         0.29
Heteroskedasticity (H):               0.22   Skew:                            -1.05
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.19362717449482, Current Price: 115.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.906
Date:                           Wed, 09 Oct 2024   AIC                             29.811
Time:                                   14:41:05   BIC                             32.636
Sample:                                        0   HQIC                            29.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4863      0.266     -1.830      0.067      -1.007       0.034
ma.L1          0.7635      0.477      1.602      0.109      -0.170       1.697
ar.S.L7        0.1043      0.453      0.230      0.818      -0.783       0.992
ma.S.L7       -1.0001   1.18e+04  -8.45e-05      1.000   -2.32e+04    2.32e+04
sigma2         0.1557   1842.296   8.45e-05      1.000   -3610.679    3610.990
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.30   Prob(JB):                         0.87
Heteroskedasticity (H):               0.30   Skew:                            -0.05
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 115.68860784644905, Current Price: 116.41
SELL EXECUTED at 116.41
SELL ORDER COMPLETED at 117.37
OPERATION PROFIT, GROSS 1.6099999999999994, NET 1.3768699999999994
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.182
Date:                           Wed, 09 Oct 2024   AIC                             26.364
Time:                                   14:41:05   BIC                             29.189
Sample:                                        0   HQIC                            25.784
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3262      0.442      0.738      0.461      -0.541       1.193
ma.L1          0.3398      0.292      1.164      0.245      -0.233       0.912
ar.S.L7        0.0853      0.292      0.292      0.770      -0.486       0.657
ma.S.L7       -0.9999   1.13e+04  -8.87e-05      1.000   -2.21e+04    2.21e+04
sigma2         0.1243   1400.529   8.87e-05      1.000   -2744.861    2745.110
===================================================================================
Ljung-Box (L1) (Q):                   2.35   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.13   Prob(JB):                         0.54
Heteroskedasticity (H):               0.73   Skew:                             0.22
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.80320744631894, Current Price: 117.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.136
Date:                           Wed, 09 Oct 2024   AIC                             28.272
Time:                                   14:41:05   BIC                             31.096
Sample:                                        0   HQIC                            27.691
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7139      0.418      1.707      0.088      -0.106       1.534
ma.L1         -0.1675      0.491     -0.341      0.733      -1.130       0.795
ar.S.L7       -0.2822      0.245     -1.152      0.249      -0.762       0.198
ma.S.L7       -0.3671      0.648     -0.566      0.571      -1.638       0.903
sigma2         0.2233      0.221      1.011      0.312      -0.210       0.656
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.78   Prob(JB):                         0.48
Heteroskedasticity (H):               0.69   Skew:                             0.18
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.91139966815011, Current Price: 117.14
BUY EXECUTED at 117.14
BUY ORDER COMPLETED at 117.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.328
Date:                           Wed, 09 Oct 2024   AIC                             30.655
Time:                                   14:41:05   BIC                             33.480
Sample:                                        0   HQIC                            30.075
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3951      0.435      0.908      0.364      -0.458       1.248
ma.L1          0.0869      0.814      0.107      0.915      -1.508       1.681
ar.S.L7       -0.2422      0.286     -0.848      0.396      -0.802       0.318
ma.S.L7       -0.1850      0.711     -0.260      0.795      -1.579       1.209
sigma2         0.2846      0.230      1.235      0.217      -0.167       0.736
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.91   Prob(JB):                         0.66
Heteroskedasticity (H):               0.65   Skew:                             0.27
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 116.63900823009197, Current Price: 118.09
SELL EXECUTED at 118.09
SELL ORDER COMPLETED at 117.7
OPERATION PROFIT, GROSS 0.0799999999999983, NET -0.1553200000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.970
Date:                           Wed, 09 Oct 2024   AIC                             33.939
Time:                                   14:41:05   BIC                             36.764
Sample:                                        0   HQIC                            33.359
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6609      0.677      0.976      0.329      -0.666       1.988
ma.L1         -0.3186      0.747     -0.426      0.670      -1.784       1.146
ar.S.L7       -0.4273      0.271     -1.575      0.115      -0.959       0.105
ma.S.L7       -0.0663      0.750     -0.088      0.930      -1.537       1.405
sigma2         0.3682      0.336      1.095      0.273      -0.291       1.027
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.77   Prob(JB):                         0.70
Heteroskedasticity (H):               3.80   Skew:                             0.22
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.12886631711622, Current Price: 117.68
BUY EXECUTED at 117.68
BUY ORDER COMPLETED at 117.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.467
Date:                           Wed, 09 Oct 2024   AIC                             36.934
Time:                                   14:41:05   BIC                             39.759
Sample:                                        0   HQIC                            36.353
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6459      0.474      1.364      0.173      -0.282       1.574
ma.L1         -0.6322      0.649     -0.974      0.330      -1.904       0.640
ar.S.L7       -0.4680      0.339     -1.380      0.167      -1.132       0.196
ma.S.L7       -0.3601      1.314     -0.274      0.784      -2.936       2.216
sigma2         0.4294      0.500      0.860      0.390      -0.550       1.408
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.85   Prob(JB):                         0.66
Heteroskedasticity (H):               3.60   Skew:                            -0.01
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.77246667754926, Current Price: 117.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.962
Date:                           Wed, 09 Oct 2024   AIC                             35.924
Time:                                   14:41:05   BIC                             38.749
Sample:                                        0   HQIC                            35.343
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4949      1.271      0.389      0.697      -1.997       2.986
ma.L1         -0.4274      1.508     -0.283      0.777      -3.384       2.529
ar.S.L7       -0.4318      0.518     -0.834      0.404      -1.446       0.582
ma.S.L7       -0.3137      1.351     -0.232      0.816      -2.962       2.334
sigma2         0.4083      0.410      0.995      0.320      -0.396       1.213
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.93   Prob(JB):                         0.77
Heteroskedasticity (H):               4.07   Skew:                             0.16
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.22388197132791, Current Price: 117.79
SELL EXECUTED at 117.79
SELL ORDER COMPLETED at 117.54
OPERATION PROFIT, GROSS -0.12999999999999545, NET -0.3652099999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.018
Date:                           Wed, 09 Oct 2024   AIC                             36.036
Time:                                   14:41:05   BIC                             38.861
Sample:                                        0   HQIC                            35.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4911      1.129      0.435      0.663      -1.721       2.703
ma.L1         -0.4184      1.291     -0.324      0.746      -2.948       2.111
ar.S.L7       -0.5143      0.467     -1.101      0.271      -1.430       0.401
ma.S.L7       -0.4635      1.942     -0.239      0.811      -4.269       3.342
sigma2         0.3856      0.657      0.587      0.557      -0.902       1.673
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.66   Prob(JB):                         0.70
Heteroskedasticity (H):               4.83   Skew:                            -0.24
Prob(H) (two-sided):                  0.16   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.91576480787337, Current Price: 117.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.965
Date:                           Wed, 09 Oct 2024   AIC                             35.931
Time:                                   14:41:05   BIC                             38.756
Sample:                                        0   HQIC                            35.350
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2165      4.720     -0.046      0.963      -9.468       9.035
ma.L1          0.1394      4.741      0.029      0.977      -9.154       9.432
ar.S.L7       -0.5600      0.465     -1.204      0.229      -1.472       0.352
ma.S.L7       -1.1983      9.332     -0.128      0.898     -19.489      17.092
sigma2         0.2113      2.066      0.102      0.919      -3.837       4.260
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.88   Prob(JB):                         0.72
Heteroskedasticity (H):               2.36   Skew:                            -0.10
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.36582963827095, Current Price: 117.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.595
Date:                           Wed, 09 Oct 2024   AIC                             35.189
Time:                                   14:41:05   BIC                             38.014
Sample:                                        0   HQIC                            34.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2313      2.983     -0.078      0.938      -6.077       5.615
ma.L1          0.0927      3.013      0.031      0.975      -5.812       5.997
ar.S.L7       -0.3820      0.326     -1.172      0.241      -1.021       0.257
ma.S.L7       -1.0000   1.62e+04  -6.18e-05      1.000   -3.17e+04    3.17e+04
sigma2         0.2448   3961.587   6.18e-05      1.000   -7764.324    7764.814
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.74   Prob(JB):                         0.59
Heteroskedasticity (H):               1.08   Skew:                             0.16
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.4494827912044, Current Price: 117.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.271
Date:                           Wed, 09 Oct 2024   AIC                             34.543
Time:                                   14:41:05   BIC                             37.367
Sample:                                        0   HQIC                            33.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2819      1.661     -0.170      0.865      -3.538       2.974
ma.L1          0.0394      1.699      0.023      0.981      -3.291       3.370
ar.S.L7       -0.3201      0.264     -1.211      0.226      -0.838       0.198
ma.S.L7       -1.0001   4006.877     -0.000      1.000   -7854.335    7852.335
sigma2         0.2329    933.062      0.000      1.000   -1828.535    1829.001
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.63   Prob(JB):                         0.59
Heteroskedasticity (H):               0.78   Skew:                             0.06
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.47981720845613, Current Price: 118.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.033
Date:                           Wed, 09 Oct 2024   AIC                             36.066
Time:                                   14:41:05   BIC                             38.890
Sample:                                        0   HQIC                            35.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0499      4.139      0.012      0.990      -8.063       8.163
ma.L1         -0.1742      4.022     -0.043      0.965      -8.057       7.708
ar.S.L7       -0.2627      0.370     -0.710      0.478      -0.988       0.463
ma.S.L7       -1.0013    660.742     -0.002      0.999   -1296.032    1294.030
sigma2         0.2615    172.917      0.002      0.999    -338.649     339.172
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.82   Prob(JB):                         0.65
Heteroskedasticity (H):               0.99   Skew:                            -0.37
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.58718206933122, Current Price: 117.43
BUY EXECUTED at 117.43
BUY ORDER COMPLETED at 119.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.460
Date:                           Wed, 09 Oct 2024   AIC                             38.921
Time:                                   14:41:05   BIC                             41.746
Sample:                                        0   HQIC                            38.340
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4951      1.236     -0.401      0.689      -2.917       1.927
ma.L1          0.5572      1.387      0.402      0.688      -2.161       3.276
ar.S.L7       -0.2543      0.721     -0.353      0.724      -1.667       1.158
ma.S.L7       -0.4032      1.062     -0.380      0.704      -2.484       1.677
sigma2         0.4965      0.364      1.363      0.173      -0.217       1.210
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.42   Prob(JB):                         0.71
Heteroskedasticity (H):               1.51   Skew:                             0.10
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 117.5140085894386, Current Price: 119.24
SELL EXECUTED at 119.24
SELL ORDER COMPLETED at 119.19
OPERATION PROFIT, GROSS 0.0799999999999983, NET -0.15830000000000172
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.801
Date:                           Wed, 09 Oct 2024   AIC                             41.601
Time:                                   14:41:05   BIC                             44.426
Sample:                                        0   HQIC                            41.021
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4788      0.367     -1.304      0.192      -1.198       0.241
ma.L1         -0.0190      0.606     -0.031      0.975      -1.206       1.168
ar.S.L7       -0.3385      0.297     -1.138      0.255      -0.922       0.244
ma.S.L7       -1.0003   2390.462     -0.000      1.000   -4686.220    4684.220
sigma2         0.3914    935.660      0.000      1.000   -1833.469    1834.252
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.56   Prob(JB):                         0.53
Heteroskedasticity (H):               0.85   Skew:                            -0.23
Prob(H) (two-sided):                  0.88   Kurtosis:                         1.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 118.19130596193556, Current Price: 118.72
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.365
Date:                           Wed, 09 Oct 2024   AIC                             38.730
Time:                                   14:41:06   BIC                             41.554
Sample:                                        0   HQIC                            38.149
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3280      1.475     -0.222      0.824      -3.219       2.563
ma.L1         -0.1453      1.336     -0.109      0.913      -2.763       2.473
ar.S.L7       -0.4916      0.594     -0.828      0.408      -1.655       0.672
ma.S.L7       -1.0005   1900.918     -0.001      1.000   -3726.731    3724.730
sigma2         0.3210    610.244      0.001      1.000   -1195.735    1196.377
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.27   Prob(JB):                         0.63
Heteroskedasticity (H):               1.15   Skew:                            -0.16
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.15650147257105, Current Price: 120.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.763
Date:                           Wed, 09 Oct 2024   AIC                             35.526
Time:                                   14:41:06   BIC                             38.351
Sample:                                        0   HQIC                            34.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3735      0.255     -1.466      0.143      -0.873       0.126
ma.L1         -0.2512      0.433     -0.580      0.562      -1.100       0.597
ar.S.L7       -0.7618      0.337     -2.261      0.024      -1.422      -0.101
ma.S.L7       -0.3811      0.716     -0.532      0.595      -1.784       1.022
sigma2         0.3929      0.276      1.426      0.154      -0.147       0.933
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.79   Prob(JB):                         0.64
Heteroskedasticity (H):               1.14   Skew:                             0.30
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.19748125592423, Current Price: 119.66
BUY EXECUTED at 119.66
BUY ORDER COMPLETED at 120.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.642
Date:                           Wed, 09 Oct 2024   AIC                             37.283
Time:                                   14:41:06   BIC                             40.108
Sample:                                        0   HQIC                            36.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0983      0.437      0.225      0.822      -0.759       0.956
ma.L1         -1.0000   3503.897     -0.000      1.000   -6868.512    6866.512
ar.S.L7       -0.6959      0.364     -1.912      0.056      -1.409       0.017
ma.S.L7       -0.5618      1.081     -0.520      0.603      -2.681       1.557
sigma2         0.3515   1231.474      0.000      1.000   -2413.293    2413.996
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.94   Prob(JB):                         0.54
Heteroskedasticity (H):               1.50   Skew:                             0.19
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.71843397419022, Current Price: 120.57
SELL EXECUTED at 120.57
SELL ORDER COMPLETED at 120.8
OPERATION PROFIT, GROSS 0.23000000000000398, NET -0.011369999999996022
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.055
Date:                           Wed, 09 Oct 2024   AIC                             36.111
Time:                                   14:41:06   BIC                             38.936
Sample:                                        0   HQIC                            35.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3638      0.607     -0.599      0.549      -1.554       0.826
ma.L1         -0.2559      0.792     -0.323      0.746      -1.807       1.296
ar.S.L7       -0.6626      0.330     -2.006      0.045      -1.310      -0.015
ma.S.L7       -0.1332      0.721     -0.185      0.853      -1.545       1.279
sigma2         0.4337      0.339      1.278      0.201      -0.231       1.099
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.87   Prob(JB):                         0.63
Heteroskedasticity (H):               0.69   Skew:                             0.10
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.85668108156483, Current Price: 121.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.575
Date:                           Wed, 09 Oct 2024   AIC                             35.151
Time:                                   14:41:06   BIC                             37.976
Sample:                                        0   HQIC                            34.570
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2809      0.720     -0.390      0.696      -1.692       1.130
ma.L1         -0.1915      0.829     -0.231      0.817      -1.816       1.433
ar.S.L7       -0.8039      0.302     -2.660      0.008      -1.396      -0.212
ma.S.L7        0.1863      0.675      0.276      0.783      -1.137       1.509
sigma2         0.3998      0.239      1.675      0.094      -0.068       0.868
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.52   Prob(JB):                         0.67
Heteroskedasticity (H):               0.53   Skew:                             0.32
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.60176576189168, Current Price: 121.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.674
Date:                           Wed, 09 Oct 2024   AIC                             33.348
Time:                                   14:41:06   BIC                             36.172
Sample:                                        0   HQIC                            32.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5414      0.403     -1.344      0.179      -1.331       0.248
ma.L1         -0.0882      0.583     -0.151      0.880      -1.230       1.054
ar.S.L7       -0.6069      0.207     -2.935      0.003      -1.012      -0.202
ma.S.L7       -0.5875      1.170     -0.502      0.616      -2.881       1.706
sigma2         0.2937      0.359      0.819      0.413      -0.409       0.997
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.51
Prob(Q):                              1.00   Prob(JB):                         0.47
Heteroskedasticity (H):               0.65   Skew:                            -0.73
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.01802393293612, Current Price: 121.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.002
Date:                           Wed, 09 Oct 2024   AIC                             34.005
Time:                                   14:41:06   BIC                             36.829
Sample:                                        0   HQIC                            33.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5600      0.469     -1.195      0.232      -1.479       0.359
ma.L1         -0.1237      0.603     -0.205      0.837      -1.305       1.057
ar.S.L7       -0.8219      0.182     -4.518      0.000      -1.179      -0.465
ma.S.L7        0.2809      0.950      0.296      0.767      -1.580       2.142
sigma2         0.3570      0.232      1.538      0.124      -0.098       0.812
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.69   Prob(JB):                         0.81
Heteroskedasticity (H):               0.16   Skew:                             0.00
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.62505285364982, Current Price: 122.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.436
Date:                           Wed, 09 Oct 2024   AIC                             34.873
Time:                                   14:41:06   BIC                             37.697
Sample:                                        0   HQIC                            34.292
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8113      0.368     -2.206      0.027      -1.532      -0.091
ma.L1          0.1455      0.480      0.303      0.762      -0.795       1.086
ar.S.L7       -0.8469      0.199     -4.260      0.000      -1.237      -0.457
ma.S.L7        1.0041    202.766      0.005      0.996    -396.411     398.419
sigma2         0.2306     46.810      0.005      0.996     -91.514      91.976
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.35   Prob(JB):                         0.77
Heteroskedasticity (H):               0.31   Skew:                            -0.18
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.98393332378014, Current Price: 121.44
BUY EXECUTED at 121.44
BUY ORDER COMPLETED at 122.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.135
Date:                           Wed, 09 Oct 2024   AIC                             32.271
Time:                                   14:41:06   BIC                             35.095
Sample:                                        0   HQIC                            31.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7727      0.345     -2.238      0.025      -1.449      -0.096
ma.L1         -0.1622      0.595     -0.272      0.785      -1.329       1.005
ar.S.L7       -0.7669      0.167     -4.595      0.000      -1.094      -0.440
ma.S.L7        0.7655      2.641      0.290      0.772      -4.410       5.941
sigma2         0.2362      0.592      0.399      0.690      -0.925       1.397
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.32   Prob(JB):                         0.78
Heteroskedasticity (H):               0.37   Skew:                             0.16
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.04532854896723, Current Price: 121.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.328
Date:                           Wed, 09 Oct 2024   AIC                             32.657
Time:                                   14:41:06   BIC                             35.481
Sample:                                        0   HQIC                            32.076
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7051      0.370     -1.906      0.057      -1.430       0.020
ma.L1         -5.5010     15.506     -0.355      0.723     -35.893      24.891
ar.S.L7       -0.7025      0.224     -3.134      0.002      -1.142      -0.263
ma.S.L7        3.5888     11.171      0.321      0.748     -18.305      25.483
sigma2         0.0008      0.008      0.097      0.922      -0.016       0.017
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.35   Prob(JB):                         0.61
Heteroskedasticity (H):               0.21   Skew:                             0.19
Prob(H) (two-sided):                  0.16   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.10778329578899, Current Price: 121.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.229
Date:                           Wed, 09 Oct 2024   AIC                             28.459
Time:                                   14:41:06   BIC                             31.284
Sample:                                        0   HQIC                            27.878
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8968      0.212     -4.235      0.000      -1.312      -0.482
ma.L1          0.1109      0.314      0.353      0.724      -0.505       0.726
ar.S.L7       -0.7759      0.243     -3.189      0.001      -1.253      -0.299
ma.S.L7      -16.5415     88.754     -0.186      0.852    -190.497     157.414
sigma2         0.0009      0.010      0.091      0.928      -0.019       0.020
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.77   Prob(JB):                         0.70
Heteroskedasticity (H):               0.52   Skew:                             0.08
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.83266195005466, Current Price: 122.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.686
Date:                           Wed, 09 Oct 2024   AIC                             21.373
Time:                                   14:41:06   BIC                             24.198
Sample:                                        0   HQIC                            20.792
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9849      0.039    -25.513      0.000      -1.061      -0.909
ma.L1          1.0000   4212.087      0.000      1.000   -8254.538    8256.538
ar.S.L7       -0.8449      0.106     -7.991      0.000      -1.052      -0.638
ma.S.L7        0.3765      0.564      0.667      0.504      -0.729       1.482
sigma2         0.1094    460.770      0.000      1.000    -902.983     903.201
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.69   Prob(JB):                         0.64
Heteroskedasticity (H):               0.76   Skew:                            -0.03
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.06333262140198, Current Price: 121.59
SELL EXECUTED at 121.59
SELL ORDER COMPLETED at 121.74
OPERATION PROFIT, GROSS -0.4200000000000017, NET -0.6639000000000017
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -5.083
Date:                           Wed, 09 Oct 2024   AIC                             20.166
Time:                                   14:41:06   BIC                             22.991
Sample:                                        0   HQIC                            19.585
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9523      0.055    -17.188      0.000      -1.061      -0.844
ma.L1          1.0000   3426.207      0.000      1.000   -6714.243    6716.243
ar.S.L7       -0.7698      0.124     -6.211      0.000      -1.013      -0.527
ma.S.L7        0.6252      1.576      0.397      0.691      -2.463       3.713
sigma2         0.0863    295.736      0.000      1.000    -579.545     579.717
===================================================================================
Ljung-Box (L1) (Q):                   1.31   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.25   Prob(JB):                         0.75
Heteroskedasticity (H):               1.77   Skew:                            -0.23
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.58601168160801, Current Price: 121.8
BUY EXECUTED at 121.8
BUY ORDER COMPLETED at 122.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.066
Date:                           Wed, 09 Oct 2024   AIC                             28.131
Time:                                   14:41:06   BIC                             30.956
Sample:                                        0   HQIC                            27.551
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8596      0.210     -4.097      0.000      -1.271      -0.448
ma.L1          0.2870      0.697      0.412      0.681      -1.079       1.653
ar.S.L7       -0.5801      0.249     -2.325      0.020      -1.069      -0.091
ma.S.L7        0.2755      0.765      0.360      0.719      -1.224       1.775
sigma2         0.2276      0.163      1.399      0.162      -0.091       0.546
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.87   Prob(JB):                         0.57
Heteroskedasticity (H):              13.09   Skew:                            -0.72
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.48636870405625, Current Price: 122.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.924
Date:                           Wed, 09 Oct 2024   AIC                             27.848
Time:                                   14:41:06   BIC                             30.672
Sample:                                        0   HQIC                            27.267
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7789      0.376     -2.074      0.038      -1.515      -0.043
ma.L1          0.0347      0.816      0.042      0.966      -1.565       1.634
ar.S.L7       -0.6127      0.424     -1.446      0.148      -1.443       0.218
ma.S.L7       -0.5919      1.993     -0.297      0.766      -4.497       3.313
sigma2         0.1920      0.242      0.792      0.429      -0.283       0.667
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.69
Prob(Q):                              0.93   Prob(JB):                         0.43
Heteroskedasticity (H):               5.37   Skew:                            -0.78
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.47893440659251, Current Price: 121.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.487
Date:                           Wed, 09 Oct 2024   AIC                             28.974
Time:                                   14:41:06   BIC                             31.798
Sample:                                        0   HQIC                            28.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8607      0.228     -3.768      0.000      -1.308      -0.413
ma.L1          0.2484      0.572      0.435      0.664      -0.872       1.368
ar.S.L7       -0.5175      0.314     -1.648      0.099      -1.133       0.098
ma.S.L7       -0.0505      0.984     -0.051      0.959      -1.980       1.879
sigma2         0.2516      0.170      1.484      0.138      -0.081       0.584
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.99   Prob(JB):                         0.99
Heteroskedasticity (H):               3.49   Skew:                            -0.03
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.18563098128868, Current Price: 122.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.500
Date:                           Wed, 09 Oct 2024   AIC                             29.000
Time:                                   14:41:06   BIC                             31.825
Sample:                                        0   HQIC                            28.420
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8582      0.233     -3.679      0.000      -1.315      -0.401
ma.L1          0.2656      0.617      0.431      0.667      -0.943       1.474
ar.S.L7       -0.5254      0.278     -1.889      0.059      -1.071       0.020
ma.S.L7        0.0257      1.020      0.025      0.980      -1.973       2.024
sigma2         0.2523      0.181      1.393      0.164      -0.103       0.607
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.92   Prob(JB):                         0.98
Heteroskedasticity (H):               1.78   Skew:                            -0.05
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.28109947945825, Current Price: 122.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.382
Date:                           Wed, 09 Oct 2024   AIC                             28.763
Time:                                   14:41:06   BIC                             31.588
Sample:                                        0   HQIC                            28.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8717      0.223     -3.914      0.000      -1.308      -0.435
ma.L1          0.2846      0.608      0.468      0.640      -0.907       1.476
ar.S.L7       -0.5178      0.269     -1.927      0.054      -1.045       0.009
ma.S.L7        0.0811      1.030      0.079      0.937      -1.938       2.100
sigma2         0.2471      0.181      1.366      0.172      -0.108       0.602
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.56   Prob(JB):                         0.99
Heteroskedasticity (H):               0.20   Skew:                             0.09
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.05641915001208, Current Price: 121.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.163
Date:                           Wed, 09 Oct 2024   AIC                             36.326
Time:                                   14:41:06   BIC                             39.151
Sample:                                        0   HQIC                            35.746
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9408      0.083    -11.370      0.000      -1.103      -0.779
ma.L1          0.9999   1351.105      0.001      0.999   -2647.117    2649.116
ar.S.L7       -0.3257      0.230     -1.413      0.158      -0.777       0.126
ma.S.L7        0.9999   7296.991      0.000      1.000   -1.43e+04    1.43e+04
sigma2         0.2149   1594.919      0.000      1.000   -3125.768    3126.198
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.30   Prob(JB):                         0.73
Heteroskedasticity (H):               1.01   Skew:                             0.21
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.9322289215147, Current Price: 121.45
SELL EXECUTED at 121.45
SELL ORDER COMPLETED at 120.96
OPERATION PROFIT, GROSS -1.190000000000012, NET -1.4331100000000119
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.331
Date:                           Wed, 09 Oct 2024   AIC                             34.662
Time:                                   14:41:06   BIC                             37.487
Sample:                                        0   HQIC                            34.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9332      0.064    -14.480      0.000      -1.060      -0.807
ma.L1          0.9999   1907.870      0.001      1.000   -3738.356    3740.356
ar.S.L7       -0.1272      0.229     -0.556      0.578      -0.576       0.322
ma.S.L7        0.9987    877.067      0.001      0.999   -1718.021    1720.019
sigma2         0.1893    457.728      0.000      1.000    -896.941     897.319
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.42   Prob(JB):                         0.71
Heteroskedasticity (H):               2.40   Skew:                            -0.05
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.69566389035555, Current Price: 121.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.299
Date:                           Wed, 09 Oct 2024   AIC                             34.598
Time:                                   14:41:06   BIC                             37.423
Sample:                                        0   HQIC                            34.018
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8878      0.066    -13.499      0.000      -1.017      -0.759
ma.L1          1.0000   2613.141      0.000      1.000   -5120.662    5122.662
ar.S.L7       -0.1349      0.274     -0.492      0.622      -0.672       0.402
ma.S.L7        0.2184      1.389      0.157      0.875      -2.504       2.941
sigma2         0.3200    836.183      0.000      1.000   -1638.568    1639.208
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.46   Prob(JB):                         0.93
Heteroskedasticity (H):               2.27   Skew:                            -0.13
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.90896684512022, Current Price: 121.09
BUY EXECUTED at 121.09
BUY ORDER COMPLETED at 122.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.319
Date:                           Wed, 09 Oct 2024   AIC                             34.638
Time:                                   14:41:06   BIC                             37.463
Sample:                                        0   HQIC                            34.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8320      0.123     -6.766      0.000      -1.073      -0.591
ma.L1          1.0000   4923.302      0.000      1.000   -9648.495    9650.495
ar.S.L7       -0.1565      0.369     -0.424      0.672      -0.880       0.568
ma.S.L7        0.2609      1.206      0.216      0.829      -2.103       2.625
sigma2         0.3170   1560.660      0.000      1.000   -3058.521    3059.155
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.24   Prob(JB):                         0.93
Heteroskedasticity (H):               7.35   Skew:                            -0.11
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.73940667210566, Current Price: 122.86
SELL EXECUTED at 122.86
SELL ORDER COMPLETED at 122.75
OPERATION PROFIT, GROSS 0.730000000000004, NET 0.485230000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.740
Date:                           Wed, 09 Oct 2024   AIC                             41.480
Time:                                   14:41:06   BIC                             44.304
Sample:                                        0   HQIC                            40.899
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6688      0.436     -1.532      0.125      -1.524       0.187
ma.L1          0.0679      0.707      0.096      0.923      -1.317       1.453
ar.S.L7       -0.0383      0.304     -0.126      0.900      -0.634       0.558
ma.S.L7        0.4323      2.155      0.201      0.841      -3.791       4.656
sigma2         0.6023      0.707      0.852      0.394      -0.783       1.988
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.70   Prob(JB):                         0.96
Heteroskedasticity (H):               2.64   Skew:                             0.18
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.3117778691336, Current Price: 123.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.552
Date:                           Wed, 09 Oct 2024   AIC                             41.103
Time:                                   14:41:06   BIC                             43.928
Sample:                                        0   HQIC                            40.523
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8236      0.172     -4.802      0.000      -1.160      -0.487
ma.L1          0.3521      0.488      0.721      0.471      -0.604       1.309
ar.S.L7        0.3139      0.577      0.544      0.586      -0.816       1.444
ma.S.L7        1.0002   7100.691      0.000      1.000   -1.39e+04    1.39e+04
sigma2         0.3738   2654.646      0.000      1.000   -5202.636    5203.384
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.66   Prob(JB):                         0.82
Heteroskedasticity (H):               2.50   Skew:                            -0.08
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.70112647869279, Current Price: 123.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.948
Date:                           Wed, 09 Oct 2024   AIC                             39.896
Time:                                   14:41:06   BIC                             42.721
Sample:                                        0   HQIC                            39.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8387      0.160     -5.250      0.000      -1.152      -0.526
ma.L1          0.3811      0.463      0.824      0.410      -0.526       1.288
ar.S.L7        0.4074      0.497      0.820      0.412      -0.566       1.381
ma.S.L7        1.0001   2.32e+04   4.31e-05      1.000   -4.55e+04    4.55e+04
sigma2         0.3406   7907.457   4.31e-05      1.000   -1.55e+04    1.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.47   Prob(JB):                         0.78
Heteroskedasticity (H):               1.83   Skew:                            -0.21
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.99392992330147, Current Price: 124.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.149
Date:                           Wed, 09 Oct 2024   AIC                             44.298
Time:                                   14:41:07   BIC                             47.122
Sample:                                        0   HQIC                            43.717
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1187      2.983     -0.040      0.968      -5.966       5.728
ma.L1         -0.0048      2.953     -0.002      0.999      -5.793       5.784
ar.S.L7       -0.3997      0.872     -0.459      0.646      -2.108       1.309
ma.S.L7       -0.5755      1.932     -0.298      0.766      -4.362       3.211
sigma2         0.7017      0.792      0.886      0.376      -0.851       2.255
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.91   Prob(JB):                         0.58
Heteroskedasticity (H):              12.28   Skew:                             0.56
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.34195528042895, Current Price: 124.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.993
Date:                           Wed, 09 Oct 2024   AIC                             43.986
Time:                                   14:41:07   BIC                             46.810
Sample:                                        0   HQIC                            43.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1392      2.292     -0.061      0.952      -4.632       4.353
ma.L1         -0.0220      2.372     -0.009      0.993      -4.671       4.627
ar.S.L7       -0.4441      0.836     -0.531      0.595      -2.082       1.194
ma.S.L7       -0.8088      5.468     -0.148      0.882     -11.526       9.908
sigma2         0.5765      2.852      0.202      0.840      -5.013       6.166
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.98   Prob(JB):                         0.79
Heteroskedasticity (H):               5.40   Skew:                             0.36
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.0816604405136, Current Price: 124.5
BUY EXECUTED at 124.5
BUY ORDER COMPLETED at 123.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.289
Date:                           Wed, 09 Oct 2024   AIC                             44.578
Time:                                   14:41:07   BIC                             47.402
Sample:                                        0   HQIC                            43.997
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1447      2.268     -0.064      0.949      -4.589       4.300
ma.L1         -0.0275      2.429     -0.011      0.991      -4.788       4.733
ar.S.L7       -0.4078      1.622     -0.251      0.801      -3.587       2.771
ma.S.L7       -0.4354      3.076     -0.142      0.887      -6.465       5.594
sigma2         0.7701      1.317      0.585      0.559      -1.811       3.351
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.86   Prob(JB):                         0.92
Heteroskedasticity (H):               0.45   Skew:                             0.16
Prob(H) (two-sided):                  0.46   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.94900827236947, Current Price: 123.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.143
Date:                           Wed, 09 Oct 2024   AIC                             42.286
Time:                                   14:41:07   BIC                             45.110
Sample:                                        0   HQIC                            41.705
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6501      0.446     -1.458      0.145      -1.524       0.224
ma.L1          1.0000      1e+04   9.96e-05      1.000   -1.97e+04    1.97e+04
ar.S.L7       -0.0772      0.744     -0.104      0.917      -1.536       1.381
ma.S.L7       -1.0001   1.53e+04  -6.52e-05      1.000   -3.01e+04    3.01e+04
sigma2         0.3694   7042.163   5.25e-05      1.000   -1.38e+04    1.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.36   Prob(JB):                         0.99
Heteroskedasticity (H):               0.20   Skew:                             0.10
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.3771699961478, Current Price: 124.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.477
Date:                           Wed, 09 Oct 2024   AIC                             44.955
Time:                                   14:41:07   BIC                             47.780
Sample:                                        0   HQIC                            44.374
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1545      3.015     -0.051      0.959      -6.063       5.754
ma.L1          0.0182      3.003      0.006      0.995      -5.867       5.903
ar.S.L7       -0.3943      1.220     -0.323      0.747      -2.786       1.997
ma.S.L7       -0.3836      1.911     -0.201      0.841      -4.128       3.361
sigma2         0.8088      0.695      1.164      0.245      -0.553       2.171
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.97   Prob(JB):                         0.86
Heteroskedasticity (H):               0.31   Skew:                             0.28
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.62264365173638, Current Price: 123.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -108.258
Date:                           Wed, 09 Oct 2024   AIC                            226.517
Time:                                   14:41:07   BIC                            229.341
Sample:                                        0   HQIC                           225.936
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1        -17.9502    609.742     -0.029      0.977   -1213.023    1177.123
ma.L1        -17.5187    566.780     -0.031      0.975   -1128.387    1093.350
ar.S.L7      -46.2328   1579.279     -0.029      0.977   -3141.563    3049.098
ma.S.L7       -8.1604    149.830     -0.054      0.957    -301.822     285.501
sigma2        96.8280   5872.462      0.016      0.987   -1.14e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.72   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.19   Prob(JB):                         0.78
Heteroskedasticity (H):               2.47   Skew:                             0.48
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -28.053089351558427, Current Price: 123.74
SELL EXECUTED at 123.74
SELL ORDER COMPLETED at 124.05
OPERATION PROFIT, GROSS 0.060000000000002274, NET -0.1880399999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.622
Date:                           Wed, 09 Oct 2024   AIC                             41.243
Time:                                   14:41:07   BIC                             44.068
Sample:                                        0   HQIC                            40.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3201      1.565     -0.205      0.838      -3.387       2.747
ma.L1          0.0797      1.524      0.052      0.958      -2.906       3.066
ar.S.L7       -0.2737      0.492     -0.556      0.578      -1.238       0.690
ma.S.L7       -1.0001   1.04e+04  -9.62e-05      1.000   -2.04e+04    2.04e+04
sigma2         0.3899   4051.412   9.62e-05      1.000   -7940.231    7941.011
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.72   Prob(JB):                         0.96
Heteroskedasticity (H):               0.62   Skew:                             0.18
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.58074678592011, Current Price: 124.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.656
Date:                           Wed, 09 Oct 2024   AIC                             39.312
Time:                                   14:41:07   BIC                             42.136
Sample:                                        0   HQIC                            38.731
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3967      2.355      0.168      0.866      -4.220       5.013
ma.L1         -4.5786     48.147     -0.095      0.924     -98.946      89.788
ar.S.L7        0.0608      0.414      0.147      0.883      -0.750       0.871
ma.S.L7       -1.0001   1.27e+04  -7.87e-05      1.000   -2.49e+04    2.49e+04
sigma2         0.0160    204.143   7.86e-05      1.000    -400.097     400.129
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.68
Prob(Q):                              0.90   Prob(JB):                         0.43
Heteroskedasticity (H):               0.51   Skew:                             0.85
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.17901244973781, Current Price: 123.6
BUY EXECUTED at 123.6
BUY ORDER COMPLETED at 123.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.597
Date:                           Wed, 09 Oct 2024   AIC                             43.194
Time:                                   14:41:07   BIC                             46.019
Sample:                                        0   HQIC                            42.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3752      7.261      0.052      0.959     -13.857      14.607
ma.L1         -3.4262     89.415     -0.038      0.969    -178.677     171.825
ar.S.L7       -0.0023      0.006     -0.397      0.691      -0.014       0.009
ma.S.L7       -0.9751     37.833     -0.026      0.979     -75.127      73.176
sigma2         0.0405      3.315      0.012      0.990      -6.457       6.538
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.90   Prob(JB):                         0.62
Heteroskedasticity (H):               0.51   Skew:                             0.65
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.49110106174547, Current Price: 123.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.874
Date:                           Wed, 09 Oct 2024   AIC                             43.747
Time:                                   14:41:07   BIC                             46.572
Sample:                                        0   HQIC                            43.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1609      6.800      0.024      0.981     -13.167      13.489
ma.L1         -4.4034    127.096     -0.035      0.972    -253.508     244.701
ar.S.L7       -0.1689      0.471     -0.358      0.720      -1.092       0.754
ma.S.L7       -0.9878     77.548     -0.013      0.990    -152.978     151.003
sigma2         0.0244      2.012      0.012      0.990      -3.919       3.968
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.66   Prob(JB):                         0.84
Heteroskedasticity (H):               0.23   Skew:                             0.29
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.86183551919153, Current Price: 123.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.077
Date:                           Wed, 09 Oct 2024   AIC                             34.154
Time:                                   14:41:07   BIC                             36.979
Sample:                                        0   HQIC                            33.574
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6453      0.586      1.101      0.271      -0.503       1.794
ma.L1         -2.0995      3.212     -0.654      0.513      -8.394       4.196
ar.S.L7       -0.4562      0.350     -1.304      0.192      -1.142       0.229
ma.S.L7        0.0736      0.352      0.209      0.835      -0.617       0.764
sigma2         0.0846      0.296      0.286      0.775      -0.495       0.664
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.92   Prob(JB):                         0.64
Heteroskedasticity (H):               1.35   Skew:                             0.03
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.29607767114864, Current Price: 124.06
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.413
Date:                           Wed, 09 Oct 2024   AIC                             28.826
Time:                                   14:41:07   BIC                             31.651
Sample:                                        0   HQIC                            28.245
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6028      0.240      2.510      0.012       0.132       1.074
ma.L1         -2.6014      2.268     -1.147      0.251      -7.048       1.845
ar.S.L7       -0.4165      0.171     -2.430      0.015      -0.752      -0.081
ma.S.L7        1.0006   1852.254      0.001      1.000   -3629.351    3631.352
sigma2         0.0214     39.680      0.001      1.000     -77.750      77.793
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.87   Prob(JB):                         0.72
Heteroskedasticity (H):               2.07   Skew:                             0.15
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.43664558841222, Current Price: 124.8
SELL EXECUTED at 124.8
SELL ORDER COMPLETED at 125.98
OPERATION PROFIT, GROSS 2.0200000000000102, NET 1.7700600000000102
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.556
Date:                           Wed, 09 Oct 2024   AIC                             35.113
Time:                                   14:41:07   BIC                             37.937
Sample:                                        0   HQIC                            34.532
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2141      8.584      0.025      0.980     -16.611      17.039
ma.L1         -5.5449    265.150     -0.021      0.983    -525.230     514.140
ar.S.L7       -0.5423      0.314     -1.728      0.084      -1.157       0.073
ma.S.L7       -0.1415      0.648     -0.218      0.827      -1.411       1.128
sigma2         0.0130      1.243      0.010      0.992      -2.424       2.450
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.54   Prob(JB):                         0.72
Heteroskedasticity (H):               0.96   Skew:                            -0.13
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.30409640385953, Current Price: 126.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.365
Date:                           Wed, 09 Oct 2024   AIC                             36.731
Time:                                   14:41:07   BIC                             39.556
Sample:                                        0   HQIC                            36.150
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0203      0.554     -0.037      0.971      -1.106       1.065
ma.L1         -1.0000   9398.506     -0.000      1.000   -1.84e+04    1.84e+04
ar.S.L7       -0.9885      0.126     -7.863      0.000      -1.235      -0.742
ma.S.L7        0.2973      0.542      0.548      0.583      -0.765       1.360
sigma2         0.3980   3740.563      0.000      1.000   -7330.971    7331.767
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.77   Prob(JB):                         0.69
Heteroskedasticity (H):               1.68   Skew:                             0.08
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.12848983579796, Current Price: 126.48
BUY EXECUTED at 126.48
BUY ORDER COMPLETED at 126.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.316
Date:                           Wed, 09 Oct 2024   AIC                             36.632
Time:                                   14:41:07   BIC                             39.457
Sample:                                        0   HQIC                            36.051
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5355      0.913     -0.587      0.557      -2.324       1.253
ma.L1          0.6795      1.036      0.656      0.512      -1.350       2.709
ar.S.L7       -0.4165      0.337     -1.235      0.217      -1.077       0.244
ma.S.L7       -0.9999   2.09e+04  -4.79e-05      1.000   -4.09e+04    4.09e+04
sigma2         0.2628   5481.001   4.79e-05      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.91   Prob(JB):                         0.42
Heteroskedasticity (H):               1.67   Skew:                             0.89
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.33816490844707, Current Price: 125.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.279
Date:                           Wed, 09 Oct 2024   AIC                             38.558
Time:                                   14:41:07   BIC                             41.382
Sample:                                        0   HQIC                            37.977
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0866      0.564     -0.153      0.878      -1.192       1.019
ma.L1          0.6456      0.592      1.091      0.275      -0.514       1.805
ar.S.L7       -0.1939      0.283     -0.686      0.492      -0.748       0.360
ma.S.L7       -0.1887      0.906     -0.208      0.835      -1.964       1.587
sigma2         0.5175      0.366      1.414      0.157      -0.200       1.235
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.87   Prob(JB):                         0.62
Heteroskedasticity (H):               2.29   Skew:                             0.30
Prob(H) (two-sided):                  0.44   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.9848306689812, Current Price: 125.5
SELL EXECUTED at 125.5
SELL ORDER COMPLETED at 125.78
OPERATION PROFIT, GROSS -0.37000000000000455, NET -0.6219300000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.287
Date:                           Wed, 09 Oct 2024   AIC                             38.574
Time:                                   14:41:07   BIC                             41.398
Sample:                                        0   HQIC                            37.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1620      0.464     -0.349      0.727      -1.072       0.748
ma.L1          0.7027      0.425      1.654      0.098      -0.130       1.535
ar.S.L7       -0.1726      0.262     -0.660      0.509      -0.685       0.340
ma.S.L7       -0.2398      0.820     -0.293      0.770      -1.846       1.366
sigma2         0.5131      0.409      1.254      0.210      -0.289       1.315
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.75   Prob(JB):                         0.63
Heteroskedasticity (H):               2.05   Skew:                             0.09
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.2927334238235, Current Price: 125.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.823
Date:                           Wed, 09 Oct 2024   AIC                             35.645
Time:                                   14:41:07   BIC                             38.470
Sample:                                        0   HQIC                            35.064
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0802      0.672      0.119      0.905      -1.237       1.397
ma.L1          0.5952      0.601      0.990      0.322      -0.583       1.773
ar.S.L7        0.1406      0.539      0.261      0.794      -0.915       1.196
ma.S.L7       -0.2342      0.799     -0.293      0.769      -1.799       1.331
sigma2         0.4105      0.245      1.678      0.093      -0.069       0.890
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.84   Prob(JB):                         0.94
Heteroskedasticity (H):               5.13   Skew:                            -0.19
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.18463973243158, Current Price: 125.58
BUY EXECUTED at 125.58
BUY ORDER COMPLETED at 125.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.851
Date:                           Wed, 09 Oct 2024   AIC                             35.702
Time:                                   14:41:07   BIC                             38.527
Sample:                                        0   HQIC                            35.121
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1865      0.506     -0.369      0.712      -1.177       0.804
ma.L1          0.6657      0.436      1.526      0.127      -0.189       1.520
ar.S.L7       -0.0449      0.605     -0.074      0.941      -1.231       1.142
ma.S.L7       -0.2712      1.012     -0.268      0.789      -2.255       1.712
sigma2         0.4094      0.244      1.678      0.093      -0.069       0.888
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.72   Prob(JB):                         0.80
Heteroskedasticity (H):               0.60   Skew:                             0.10
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.6822298914107, Current Price: 124.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.311
Date:                           Wed, 09 Oct 2024   AIC                             36.621
Time:                                   14:41:07   BIC                             39.446
Sample:                                        0   HQIC                            36.041
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3575      0.524     -0.683      0.495      -1.384       0.669
ma.L1          0.8365      0.363      2.306      0.021       0.125       1.548
ar.S.L7       -0.1139      0.560     -0.203      0.839      -1.211       0.984
ma.S.L7       -0.6167      2.430     -0.254      0.800      -5.380       4.147
sigma2         0.3806      0.581      0.655      0.513      -0.759       1.520
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.80   Prob(JB):                         0.91
Heteroskedasticity (H):               1.40   Skew:                             0.07
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.33637686628721, Current Price: 123.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.683
Date:                           Wed, 09 Oct 2024   AIC                             37.367
Time:                                   14:41:07   BIC                             40.191
Sample:                                        0   HQIC                            36.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1147      1.440      0.080      0.937      -2.707       2.936
ma.L1         -0.7235      0.891     -0.812      0.417      -2.469       1.022
ar.S.L7       -0.9123      0.222     -4.106      0.000      -1.348      -0.477
ma.S.L7       -0.2537      0.889     -0.286      0.775      -1.995       1.488
sigma2         0.4618      0.328      1.410      0.159      -0.180       1.104
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.99   Prob(JB):                         0.97
Heteroskedasticity (H):               1.19   Skew:                            -0.11
Prob(H) (two-sided):                  0.87   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.18274650807574, Current Price: 121.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.151
Date:                           Wed, 09 Oct 2024   AIC                             40.302
Time:                                   14:41:07   BIC                             43.127
Sample:                                        0   HQIC                            39.721
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1731      0.738      0.235      0.815      -1.273       1.619
ma.L1          0.8138      0.830      0.980      0.327      -0.814       2.441
ar.S.L7       -0.6305      0.378     -1.669      0.095      -1.371       0.110
ma.S.L7        1.0000   6.26e+04    1.6e-05      1.000   -1.23e+05    1.23e+05
sigma2         0.3461   2.17e+04    1.6e-05      1.000   -4.25e+04    4.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.41   Prob(JB):                         0.83
Heteroskedasticity (H):               0.66   Skew:                            -0.05
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.87366748202514, Current Price: 121.56
SELL EXECUTED at 121.56
SELL ORDER COMPLETED at 121.38
OPERATION PROFIT, GROSS -3.7900000000000063, NET -4.036550000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.546
Date:                           Wed, 09 Oct 2024   AIC                             43.092
Time:                                   14:41:07   BIC                             45.917
Sample:                                        0   HQIC                            42.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0835      0.464      0.180      0.857      -0.825       0.992
ma.L1          1.0000   1.84e+04   5.42e-05      1.000   -3.61e+04    3.61e+04
ar.S.L7       -0.4341      0.652     -0.665      0.506      -1.713       0.845
ma.S.L7        0.1906      0.609      0.313      0.754      -1.003       1.385
sigma2         0.6350   1.17e+04   5.42e-05      1.000   -2.29e+04    2.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.82   Prob(JB):                         0.88
Heteroskedasticity (H):               3.74   Skew:                             0.26
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.589528975002, Current Price: 121.72
BUY EXECUTED at 121.72
BUY ORDER COMPLETED at 121.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.469
Date:                           Wed, 09 Oct 2024   AIC                             44.939
Time:                                   14:41:07   BIC                             47.764
Sample:                                        0   HQIC                            44.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3411      0.595     -0.573      0.567      -1.508       0.825
ma.L1          1.0000   9467.676      0.000      1.000   -1.86e+04    1.86e+04
ar.S.L7       -0.3294      0.562     -0.587      0.557      -1.430       0.771
ma.S.L7       -0.4754      1.696     -0.280      0.779      -3.799       2.849
sigma2         0.7254   6867.893      0.000      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.80   Prob(JB):                         0.74
Heteroskedasticity (H):               2.71   Skew:                            -0.03
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.3769818755645, Current Price: 121.61
SELL EXECUTED at 121.61
SELL ORDER COMPLETED at 121.27
OPERATION PROFIT, GROSS -0.1600000000000108, NET -0.4027000000000108
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.906
Date:                           Wed, 09 Oct 2024   AIC                             45.812
Time:                                   14:41:08   BIC                             48.636
Sample:                                        0   HQIC                            45.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2866      0.979     -0.293      0.770      -2.205       1.632
ma.L1          0.6700      0.952      0.704      0.481      -1.195       2.535
ar.S.L7       -0.5789      0.903     -0.641      0.522      -2.349       1.191
ma.S.L7       -0.3066      1.519     -0.202      0.840      -3.284       2.671
sigma2         0.8844      0.574      1.540      0.123      -0.241       2.010
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.87   Prob(JB):                         0.71
Heteroskedasticity (H):               1.90   Skew:                            -0.39
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.6103859933465, Current Price: 121.51
BUY EXECUTED at 121.51
BUY ORDER COMPLETED at 122.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.704
Date:                           Wed, 09 Oct 2024   AIC                             45.407
Time:                                   14:41:08   BIC                             48.232
Sample:                                        0   HQIC                            44.826
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0938      0.762      0.123      0.902      -1.399       1.586
ma.L1          0.3368      0.931      0.362      0.718      -1.488       2.162
ar.S.L7       -0.1891      1.427     -0.133      0.895      -2.985       2.607
ma.S.L7       -0.5012      3.060     -0.164      0.870      -6.499       5.496
sigma2         0.7962      1.034      0.770      0.441      -1.230       2.822
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.36   Prob(JB):                         0.76
Heteroskedasticity (H):               1.26   Skew:                             0.27
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.0035176136816, Current Price: 122.84
SELL EXECUTED at 122.84
SELL ORDER COMPLETED at 122.52
OPERATION PROFIT, GROSS -0.18000000000000682, NET -0.4252200000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.128
Date:                           Wed, 09 Oct 2024   AIC                             46.256
Time:                                   14:41:08   BIC                             49.081
Sample:                                        0   HQIC                            45.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2898      4.850     -0.060      0.952      -9.795       9.215
ma.L1          0.3971      4.839      0.082      0.935      -9.086       9.880
ar.S.L7       -0.8961      0.767     -1.169      0.242      -2.399       0.606
ma.S.L7        0.0124      1.004      0.012      0.990      -1.956       1.980
sigma2         0.9522      0.676      1.408      0.159      -0.373       2.278
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.81   Prob(JB):                         0.65
Heteroskedasticity (H):               0.49   Skew:                            -0.59
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.57823728013224, Current Price: 122.24
BUY EXECUTED at 122.24
BUY ORDER COMPLETED at 122.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.250
Date:                           Wed, 09 Oct 2024   AIC                             48.501
Time:                                   14:41:08   BIC                             51.325
Sample:                                        0   HQIC                            47.920
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0700      3.724      0.019      0.985      -7.229       7.369
ma.L1          0.0673      3.748      0.018      0.986      -7.278       7.412
ar.S.L7       -0.5017      0.670     -0.749      0.454      -1.815       0.812
ma.S.L7       -0.0269      0.895     -0.030      0.976      -1.780       1.727
sigma2         1.1314      0.757      1.494      0.135      -0.352       2.615
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.55   Prob(JB):                         0.78
Heteroskedasticity (H):               2.83   Skew:                             0.08
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.9540866741644, Current Price: 122.98
SELL EXECUTED at 122.98
SELL ORDER COMPLETED at 123.56
OPERATION PROFIT, GROSS 1.019999999999996, NET 0.773899999999996
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.014
Date:                           Wed, 09 Oct 2024   AIC                             44.028
Time:                                   14:41:08   BIC                             46.852
Sample:                                        0   HQIC                            43.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1437      0.205     -5.581      0.000      -1.545      -0.742
ma.L1          1.0000   2.73e+04   3.66e-05      1.000   -5.35e+04    5.35e+04
ar.S.L7       -0.9147      0.406     -2.251      0.024      -1.711      -0.118
ma.S.L7        0.5144      1.052      0.489      0.625      -1.548       2.577
sigma2         0.5820   1.59e+04   3.66e-05      1.000   -3.12e+04    3.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.88   Prob(JB):                         0.41
Heteroskedasticity (H):               1.54   Skew:                            -0.90
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.29348282087388, Current Price: 123.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.857
Date:                           Wed, 09 Oct 2024   AIC                             51.715
Time:                                   14:41:08   BIC                             54.539
Sample:                                        0   HQIC                            51.134
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2346      8.823     -0.027      0.979     -17.526      17.057
ma.L1          0.2768      8.518      0.032      0.974     -16.418      16.972
ar.S.L7       -0.5470      0.455     -1.202      0.230      -1.439       0.345
ma.S.L7       -0.4095      0.860     -0.476      0.634      -2.095       1.276
sigma2         1.3474      0.980      1.375      0.169      -0.573       3.268
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.94   Prob(JB):                         0.79
Heteroskedasticity (H):               3.05   Skew:                            -0.15
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.2279027304827, Current Price: 122.41
BUY EXECUTED at 122.41
BUY ORDER COMPLETED at 123.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.789
Date:                           Wed, 09 Oct 2024   AIC                             53.577
Time:                                   14:41:08   BIC                             56.402
Sample:                                        0   HQIC                            52.997
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2366      2.312      0.102      0.919      -4.295       4.768
ma.L1         -0.4328      2.249     -0.192      0.847      -4.841       3.976
ar.S.L7       -0.7317      0.497     -1.471      0.141      -1.706       0.243
ma.S.L7       -0.1160      0.803     -0.145      0.885      -1.689       1.457
sigma2         1.6633      1.060      1.570      0.117      -0.414       3.740
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.79   Prob(JB):                         0.97
Heteroskedasticity (H):               1.08   Skew:                             0.08
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.41144833349684, Current Price: 122.97
SELL EXECUTED at 122.97
SELL ORDER COMPLETED at 123.3
OPERATION PROFIT, GROSS 0.23999999999999488, NET -0.0063600000000051116
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.864
Date:                           Wed, 09 Oct 2024   AIC                             53.728
Time:                                   14:41:08   BIC                             56.552
Sample:                                        0   HQIC                            53.147
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0547      1.827     -0.030      0.976      -3.635       3.526
ma.L1         -0.1671      1.777     -0.094      0.925      -3.649       3.315
ar.S.L7       -0.7395      0.472     -1.568      0.117      -1.664       0.185
ma.S.L7       -0.0709      0.792     -0.090      0.929      -1.624       1.482
sigma2         1.6885      1.128      1.497      0.134      -0.522       3.899
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.79   Prob(JB):                         0.97
Heteroskedasticity (H):               0.78   Skew:                             0.02
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.04426982366991, Current Price: 123.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.767
Date:                           Wed, 09 Oct 2024   AIC                             53.534
Time:                                   14:41:08   BIC                             56.359
Sample:                                        0   HQIC                            52.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1359      1.803     -0.075      0.940      -3.670       3.398
ma.L1         -0.0699      1.753     -0.040      0.968      -3.506       3.366
ar.S.L7       -0.6572      0.467     -1.408      0.159      -1.572       0.258
ma.S.L7       -0.1490      0.778     -0.192      0.848      -1.673       1.375
sigma2         1.6523      1.101      1.501      0.133      -0.505       3.810
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.76   Prob(JB):                         0.94
Heteroskedasticity (H):               0.72   Skew:                            -0.07
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.77126461455195, Current Price: 123.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.505
Date:                           Wed, 09 Oct 2024   AIC                             51.010
Time:                                   14:41:08   BIC                             53.835
Sample:                                        0   HQIC                            50.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1553      2.187     -0.071      0.943      -4.441       4.130
ma.L1         -0.0570      2.180     -0.026      0.979      -4.330       4.216
ar.S.L7       -0.2776      0.955     -0.291      0.771      -2.149       1.594
ma.S.L7       -0.5176      2.107     -0.246      0.806      -4.647       3.612
sigma2         1.2150      1.725      0.704      0.481      -2.165       4.595
===================================================================================
Ljung-Box (L1) (Q):                   1.55   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.21   Prob(JB):                         0.92
Heteroskedasticity (H):               0.37   Skew:                            -0.27
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.43446418802226, Current Price: 124.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.753
Date:                           Wed, 09 Oct 2024   AIC                             45.505
Time:                                   14:41:08   BIC                             48.330
Sample:                                        0   HQIC                            44.925
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4848      0.462     -1.050      0.294      -1.390       0.420
ma.L1         -0.0637      0.576     -0.111      0.912      -1.192       1.064
ar.S.L7       -0.5301      0.333     -1.592      0.111      -1.183       0.122
ma.S.L7       -0.4847      1.933     -0.251      0.802      -4.274       3.305
sigma2         0.7882      0.789      0.999      0.318      -0.758       2.334
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 3.43
Prob(Q):                              0.29   Prob(JB):                         0.18
Heteroskedasticity (H):               4.02   Skew:                             1.20
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.61993562397156, Current Price: 123.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.290
Date:                           Wed, 09 Oct 2024   AIC                             46.580
Time:                                   14:41:08   BIC                             49.405
Sample:                                        0   HQIC                            45.999
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3011      2.003     -0.150      0.881      -4.227       3.625
ma.L1         -0.0763      1.856     -0.041      0.967      -3.714       3.562
ar.S.L7       -0.5368      0.359     -1.496      0.135      -1.240       0.167
ma.S.L7       -0.5560      1.991     -0.279      0.780      -4.459       3.347
sigma2         0.8467      0.998      0.849      0.396      -1.109       2.802
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.43   Prob(JB):                         0.75
Heteroskedasticity (H):               3.19   Skew:                             0.52
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.52925733339377, Current Price: 123.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.589
Date:                           Wed, 09 Oct 2024   AIC                             49.178
Time:                                   14:41:08   BIC                             52.003
Sample:                                        0   HQIC                            48.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8135      0.689      1.180      0.238      -0.538       2.165
ma.L1         -1.0000    1.8e+04  -5.55e-05      1.000   -3.53e+04    3.53e+04
ar.S.L7       -0.4044      0.306     -1.320      0.187      -1.005       0.196
ma.S.L7       -0.0074      0.819     -0.009      0.993      -1.612       1.598
sigma2         1.0204   1.84e+04   5.55e-05      1.000   -3.61e+04    3.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.95   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.09   Prob(JB):                         0.80
Heteroskedasticity (H):               0.65   Skew:                            -0.04
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.07024373303732, Current Price: 124.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.526
Date:                           Wed, 09 Oct 2024   AIC                             47.052
Time:                                   14:41:08   BIC                             49.876
Sample:                                        0   HQIC                            46.471
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6253      0.264     -2.368      0.018      -1.143      -0.108
ma.L1          1.0000   1.51e+04   6.63e-05      1.000   -2.96e+04    2.96e+04
ar.S.L7       -0.3143      0.328     -0.957      0.338      -0.958       0.329
ma.S.L7       -1.0001   1.02e+04  -9.79e-05      1.000      -2e+04       2e+04
sigma2         0.5383   9967.665    5.4e-05      1.000   -1.95e+04    1.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.01   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.08   Prob(JB):                         0.95
Heteroskedasticity (H):               0.40   Skew:                            -0.03
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.34708396986474, Current Price: 124.3
BUY EXECUTED at 124.3
BUY ORDER COMPLETED at 124.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.713
Date:                           Wed, 09 Oct 2024   AIC                             49.425
Time:                                   14:41:08   BIC                             52.250
Sample:                                        0   HQIC                            48.844
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0344      4.708      0.007      0.994      -9.192       9.261
ma.L1         -8.6195    340.510     -0.025      0.980    -676.008     658.769
ar.S.L7       -0.4054      0.444     -0.913      0.361      -1.276       0.465
ma.S.L7       -1.0524     20.290     -0.052      0.959     -40.821      38.716
sigma2         0.0093      0.652      0.014      0.989      -1.268       1.287
===================================================================================
Ljung-Box (L1) (Q):                   1.81   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.18   Prob(JB):                         0.53
Heteroskedasticity (H):               0.36   Skew:                            -0.73
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.4638562481813, Current Price: 123.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.099
Date:                           Wed, 09 Oct 2024   AIC                             48.199
Time:                                   14:41:08   BIC                             51.023
Sample:                                        0   HQIC                            47.618
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3168     13.952      0.023      0.982     -27.028      27.662
ma.L1         -3.3807    160.971     -0.021      0.983    -318.878     312.117
ar.S.L7       -0.3185      0.414     -0.769      0.442      -1.131       0.494
ma.S.L7       -1.0017    663.111     -0.002      0.999   -1300.676    1298.673
sigma2         0.0582     40.707      0.001      0.999     -79.727      79.843
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.65   Prob(JB):                         0.76
Heteroskedasticity (H):               0.30   Skew:                            -0.26
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 123.90932581439277, Current Price: 121.9
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.349
Date:                           Wed, 09 Oct 2024   AIC                             50.698
Time:                                   14:41:08   BIC                             53.523
Sample:                                        0   HQIC                            50.118
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6279      0.355      1.771      0.077      -0.067       1.323
ma.L1         -1.0000   6005.297     -0.000      1.000   -1.18e+04    1.18e+04
ar.S.L7       -0.3647      0.512     -0.712      0.476      -1.369       0.639
ma.S.L7       -2.4528      4.585     -0.535      0.593     -11.439       6.534
sigma2         0.1709   1026.937      0.000      1.000   -2012.589    2012.931
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 2.21
Prob(Q):                              0.76   Prob(JB):                         0.33
Heteroskedasticity (H):               1.48   Skew:                            -0.98
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.53415654217606, Current Price: 122.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.861
Date:                           Wed, 09 Oct 2024   AIC                             49.721
Time:                                   14:41:08   BIC                             52.546
Sample:                                        0   HQIC                            49.141
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3414      2.691     -0.127      0.899      -5.615       4.932
ma.L1          0.4658      2.880      0.162      0.872      -5.179       6.111
ar.S.L7       -0.3281      0.707     -0.464      0.643      -1.715       1.058
ma.S.L7       -0.4914      1.820     -0.270      0.787      -4.058       3.075
sigma2         1.1168      1.089      1.026      0.305      -1.017       3.251
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 1.89
Prob(Q):                              0.41   Prob(JB):                         0.39
Heteroskedasticity (H):               1.71   Skew:                            -0.93
Prob(H) (two-sided):                  0.62   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.82341266245965, Current Price: 121.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.984
Date:                           Wed, 09 Oct 2024   AIC                             47.968
Time:                                   14:41:08   BIC                             50.793
Sample:                                        0   HQIC                            47.387
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1211      2.414     -0.050      0.960      -4.853       4.611
ma.L1         -0.0775      2.070     -0.037      0.970      -4.134       3.979
ar.S.L7       -0.2802      0.664     -0.422      0.673      -1.583       1.022
ma.S.L7       -0.4064      1.092     -0.372      0.710      -2.546       1.733
sigma2         1.0113      0.467      2.164      0.030       0.096       1.927
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.32   Prob(JB):                         0.48
Heteroskedasticity (H):               4.21   Skew:                            -0.77
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.90512167176138, Current Price: 121.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.672
Date:                           Wed, 09 Oct 2024   AIC                             45.343
Time:                                   14:41:08   BIC                             48.168
Sample:                                        0   HQIC                            44.763
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4998      1.188      0.421      0.674      -1.829       2.829
ma.L1         -0.4466      1.216     -0.367      0.713      -2.830       1.937
ar.S.L7       -0.4862      1.780     -0.273      0.785      -3.975       3.003
ma.S.L7       -0.4150      2.736     -0.152      0.879      -5.778       4.948
sigma2         0.8106      0.970      0.835      0.404      -1.092       2.713
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 4.59
Prob(Q):                              0.96   Prob(JB):                         0.10
Heteroskedasticity (H):               3.35   Skew:                            -1.19
Prob(H) (two-sided):                  0.27   Kurtosis:                         4.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.41376381178695, Current Price: 121.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.540
Date:                           Wed, 09 Oct 2024   AIC                             45.080
Time:                                   14:41:08   BIC                             47.905
Sample:                                        0   HQIC                            44.499
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2592     26.874      0.010      0.992     -52.414      52.932
ma.L1         -0.2420     26.981     -0.009      0.993     -53.125      52.641
ar.S.L7       -0.4639      0.907     -0.511      0.609      -2.242       1.314
ma.S.L7       -0.5173      1.914     -0.270      0.787      -4.269       3.234
sigma2         0.7701      0.764      1.008      0.314      -0.728       2.268
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.63
Prob(Q):                              0.86   Prob(JB):                         0.10
Heteroskedasticity (H):               0.48   Skew:                            -1.14
Prob(H) (two-sided):                  0.50   Kurtosis:                         4.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.02368671182914, Current Price: 122.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.094
Date:                           Wed, 09 Oct 2024   AIC                             46.189
Time:                                   14:41:08   BIC                             49.013
Sample:                                        0   HQIC                            45.608
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7072      1.232      0.574      0.566      -1.708       3.122
ma.L1         -0.5649      1.702     -0.332      0.740      -3.901       2.772
ar.S.L7       -0.5430      0.355     -1.531      0.126      -1.238       0.152
ma.S.L7        0.3140      1.665      0.189      0.850      -2.950       3.578
sigma2         0.8962      0.519      1.726      0.084      -0.121       1.914
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.35
Prob(Q):                              0.86   Prob(JB):                         0.31
Heteroskedasticity (H):               0.41   Skew:                            -0.87
Prob(H) (two-sided):                  0.41   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.71184549318832, Current Price: 121.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.186
Date:                           Wed, 09 Oct 2024   AIC                             46.372
Time:                                   14:41:08   BIC                             49.197
Sample:                                        0   HQIC                            45.791
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6767      2.712      0.250      0.803      -4.639       5.992
ma.L1         -0.5269      3.748     -0.141      0.888      -7.873       6.819
ar.S.L7       -0.5581      0.498     -1.121      0.262      -1.534       0.418
ma.S.L7        0.2851      2.600      0.110      0.913      -4.812       5.382
sigma2         0.9185      0.617      1.490      0.136      -0.290       2.127
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.62
Prob(Q):                              0.93   Prob(JB):                         0.27
Heteroskedasticity (H):               0.12   Skew:                            -0.93
Prob(H) (two-sided):                  0.07   Kurtosis:                         4.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.70782788424756, Current Price: 122.51
SELL EXECUTED at 122.51
SELL ORDER COMPLETED at 123.26
OPERATION PROFIT, GROSS -1.0899999999999892, NET -1.337609999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.451
Date:                           Wed, 09 Oct 2024   AIC                             44.901
Time:                                   14:41:08   BIC                             47.726
Sample:                                        0   HQIC                            44.320
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2891     12.681      0.023      0.982     -24.565      25.143
ma.L1         -3.8880    192.889     -0.020      0.984    -381.943     374.167
ar.S.L7       -0.5367      0.406     -1.323      0.186      -1.332       0.258
ma.S.L7       -0.2989      0.834     -0.358      0.720      -1.934       1.336
sigma2         0.0547      5.436      0.010      0.992     -10.600      10.710
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 4.33
Prob(Q):                              0.68   Prob(JB):                         0.11
Heteroskedasticity (H):               0.17   Skew:                            -1.08
Prob(H) (two-sided):                  0.12   Kurtosis:                         4.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.86646629370763, Current Price: 123.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.748
Date:                           Wed, 09 Oct 2024   AIC                             45.496
Time:                                   14:41:09   BIC                             48.321
Sample:                                        0   HQIC                            44.916
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9354      0.625     -1.496      0.135      -2.161       0.291
ma.L1          1.0000   1.19e+04    8.4e-05      1.000   -2.33e+04    2.33e+04
ar.S.L7       -0.5330      0.292     -1.825      0.068      -1.106       0.040
ma.S.L7       -0.4468      1.216     -0.367      0.713      -2.830       1.936
sigma2         0.7221   8594.563    8.4e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.56   Prob(JB):                         0.50
Heteroskedasticity (H):               0.09   Skew:                            -0.58
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.99085485727498, Current Price: 123.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.669
Date:                           Wed, 09 Oct 2024   AIC                             43.338
Time:                                   14:41:09   BIC                             46.163
Sample:                                        0   HQIC                            42.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2883      5.322      0.054      0.957     -10.142      10.719
ma.L1         -0.1922      5.363     -0.036      0.971     -10.703      10.319
ar.S.L7       -0.4159      0.251     -1.656      0.098      -0.908       0.076
ma.S.L7       -1.0000      0.065    -15.389      0.000      -1.127      -0.873
sigma2         0.4582      0.142      3.231      0.001       0.180       0.736
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.87   Prob(JB):                         0.52
Heteroskedasticity (H):               0.05   Skew:                            -0.59
Prob(H) (two-sided):                  0.01   Kurtosis:                         4.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 4.81e+19. Standard errors may be unstable.
Predicted Price: 124.0447519980107, Current Price: 121.95
BUY EXECUTED at 121.95
BUY ORDER COMPLETED at 121.96
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.021
Date:                           Wed, 09 Oct 2024   AIC                             44.041
Time:                                   14:41:09   BIC                             46.866
Sample:                                        0   HQIC                            43.461
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9044      0.172     -5.252      0.000      -1.242      -0.567
ma.L1          1.0000   2.41e+04   4.15e-05      1.000   -4.72e+04    4.72e+04
ar.S.L7       -0.4004      0.284     -1.409      0.159      -0.957       0.156
ma.S.L7       -0.7056      3.853     -0.183      0.855      -8.257       6.845
sigma2         0.5557   1.34e+04   4.15e-05      1.000   -2.62e+04    2.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.75
Prob(Q):                              0.53   Prob(JB):                         0.42
Heteroskedasticity (H):               0.96   Skew:                            -0.88
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.94954095526778, Current Price: 121.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.671
Date:                           Wed, 09 Oct 2024   AIC                             45.341
Time:                                   14:41:09   BIC                             48.166
Sample:                                        0   HQIC                            44.761
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8882      0.177     -5.019      0.000      -1.235      -0.541
ma.L1          1.0000   1.62e+04   6.19e-05      1.000   -3.17e+04    3.17e+04
ar.S.L7       -0.4343      0.284     -1.529      0.126      -0.991       0.122
ma.S.L7       -0.6467      3.375     -0.192      0.848      -7.262       5.969
sigma2         0.6405   1.03e+04   6.19e-05      1.000   -2.03e+04    2.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.79   Prob(JB):                         0.51
Heteroskedasticity (H):               1.00   Skew:                            -0.73
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.66350984115036, Current Price: 121.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.382
Date:                           Wed, 09 Oct 2024   AIC                             42.765
Time:                                   14:41:09   BIC                             45.590
Sample:                                        0   HQIC                            42.184
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9773      0.186     -5.243      0.000      -1.343      -0.612
ma.L1          1.0000   8.23e+04   1.22e-05      1.000   -1.61e+05    1.61e+05
ar.S.L7       -0.2944      0.403     -0.730      0.465      -1.084       0.496
ma.S.L7       -1.0002   5065.426     -0.000      1.000   -9929.052    9927.052
sigma2         0.3873   3.27e+04   1.19e-05      1.000    -6.4e+04     6.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.60   Prob(JB):                         0.35
Heteroskedasticity (H):               1.16   Skew:                            -0.97
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.60613270948326, Current Price: 120.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.426
Date:                           Wed, 09 Oct 2024   AIC                             36.853
Time:                                   14:41:09   BIC                             39.677
Sample:                                        0   HQIC                            36.272
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3018      8.020     -0.038      0.970     -16.021      15.417
ma.L1          0.2543      8.234      0.031      0.975     -15.884      16.393
ar.S.L7       -0.5488      0.593     -0.926      0.355      -1.710       0.613
ma.S.L7       -0.3626      0.987     -0.367      0.713      -2.297       1.571
sigma2         0.4368      0.167      2.612      0.009       0.109       0.765
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 6.48
Prob(Q):                              0.83   Prob(JB):                         0.04
Heteroskedasticity (H):              11.32   Skew:                            -1.44
Prob(H) (two-sided):                  0.04   Kurtosis:                         4.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.71948923488655, Current Price: 120.28
SELL EXECUTED at 120.28
SELL ORDER COMPLETED at 120.24
OPERATION PROFIT, GROSS -1.7199999999999989, NET -1.9621999999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.495
Date:                           Wed, 09 Oct 2024   AIC                             36.989
Time:                                   14:41:09   BIC                             39.814
Sample:                                        0   HQIC                            36.409
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2598      5.101     -0.051      0.959     -10.257       9.738
ma.L1          0.1798      5.144      0.035      0.972      -9.902      10.262
ar.S.L7       -0.4762      0.660     -0.721      0.471      -1.770       0.818
ma.S.L7       -0.7560      2.762     -0.274      0.784      -6.168       4.657
sigma2         0.3519      0.675      0.521      0.602      -0.971       1.675
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 8.89
Prob(Q):                              0.88   Prob(JB):                         0.01
Heteroskedasticity (H):               2.58   Skew:                            -1.63
Prob(H) (two-sided):                  0.38   Kurtosis:                         5.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.51224722638341, Current Price: 120.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.321
Date:                           Wed, 09 Oct 2024   AIC                             38.642
Time:                                   14:41:09   BIC                             41.467
Sample:                                        0   HQIC                            38.062
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3303      8.826     -0.037      0.970     -17.629      16.968
ma.L1          0.2397      9.364      0.026      0.980     -18.113      18.592
ar.S.L7       -0.6217      0.202     -3.074      0.002      -1.018      -0.225
ma.S.L7        0.0286      1.026      0.028      0.978      -1.983       2.040
sigma2         0.5300      0.219      2.421      0.015       0.101       0.959
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.00
Prob(Q):                              0.95   Prob(JB):                         0.37
Heteroskedasticity (H):               2.97   Skew:                            -0.91
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.27823200572482, Current Price: 120.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.147
Date:                           Wed, 09 Oct 2024   AIC                             38.294
Time:                                   14:41:09   BIC                             41.119
Sample:                                        0   HQIC                            37.713
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7600      1.063     -0.715      0.475      -2.843       1.323
ma.L1          1.0000   1.73e+04   5.78e-05      1.000   -3.39e+04    3.39e+04
ar.S.L7       -0.5672      0.212     -2.672      0.008      -0.983      -0.151
ma.S.L7        0.2816      0.953      0.295      0.768      -1.586       2.150
sigma2         0.4171   7213.256   5.78e-05      1.000   -1.41e+04    1.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 2.64
Prob(Q):                              0.76   Prob(JB):                         0.27
Heteroskedasticity (H):               0.60   Skew:                            -0.95
Prob(H) (two-sided):                  0.63   Kurtosis:                         4.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.5304385912739, Current Price: 120.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.464
Date:                           Wed, 09 Oct 2024   AIC                             38.928
Time:                                   14:41:09   BIC                             41.753
Sample:                                        0   HQIC                            38.347
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7859      0.829     -0.948      0.343      -2.410       0.838
ma.L1          1.0000   4.85e+04   2.06e-05      1.000    -9.5e+04     9.5e+04
ar.S.L7       -0.6231      0.277     -2.248      0.025      -1.166      -0.080
ma.S.L7        0.1426      0.976      0.146      0.884      -1.771       2.056
sigma2         0.4547    2.2e+04   2.06e-05      1.000   -4.32e+04    4.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 3.93
Prob(Q):                              0.50   Prob(JB):                         0.14
Heteroskedasticity (H):               0.40   Skew:                            -1.11
Prob(H) (two-sided):                  0.40   Kurtosis:                         4.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.83405364382632, Current Price: 120.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.281
Date:                           Wed, 09 Oct 2024   AIC                             38.562
Time:                                   14:41:09   BIC                             41.387
Sample:                                        0   HQIC                            37.981
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3634      3.788     -0.096      0.924      -7.787       7.061
ma.L1          0.2062      4.225      0.049      0.961      -8.075       8.487
ar.S.L7       -0.6777      0.233     -2.913      0.004      -1.134      -0.222
ma.S.L7       -0.0284      0.840     -0.034      0.973      -1.675       1.619
sigma2         0.5269      0.227      2.325      0.020       0.083       0.971
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.28
Prob(Q):                              0.96   Prob(JB):                         0.32
Heteroskedasticity (H):               0.16   Skew:                            -1.00
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.52081003854343, Current Price: 120.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.243
Date:                           Wed, 09 Oct 2024   AIC                             38.486
Time:                                   14:41:09   BIC                             41.311
Sample:                                        0   HQIC                            37.906
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3406      4.823     -0.071      0.944      -9.793       9.112
ma.L1          0.2182      5.080      0.043      0.966      -9.738      10.175
ar.S.L7       -0.7165      0.230     -3.112      0.002      -1.168      -0.265
ma.S.L7        0.1669      0.743      0.225      0.822      -1.290       1.623
sigma2         0.5181      0.221      2.344      0.019       0.085       0.951
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.61
Prob(Q):                              0.97   Prob(JB):                         0.27
Heteroskedasticity (H):               0.10   Skew:                            -1.06
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.0951177448177, Current Price: 121.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.989
Date:                           Wed, 09 Oct 2024   AIC                             37.978
Time:                                   14:41:09   BIC                             40.803
Sample:                                        0   HQIC                            37.398
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8043      0.623     -1.291      0.197      -2.025       0.417
ma.L1          0.7513      1.537      0.489      0.625      -2.261       3.764
ar.S.L7       -0.3846      0.372     -1.033      0.302      -1.114       0.345
ma.S.L7       -1.5684      6.378     -0.246      0.806     -14.069      10.933
sigma2         0.1622      1.091      0.149      0.882      -1.977       2.301
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.90   Prob(JB):                         0.70
Heteroskedasticity (H):               0.56   Skew:                            -0.50
Prob(H) (two-sided):                  0.58   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.99904318975176, Current Price: 120.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.414
Date:                           Wed, 09 Oct 2024   AIC                             34.828
Time:                                   14:41:09   BIC                             37.653
Sample:                                        0   HQIC                            34.247
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7468      0.184     -4.058      0.000      -1.107      -0.386
ma.L1          0.7405      0.642      1.153      0.249      -0.519       1.999
ar.S.L7       -0.3001      0.415     -0.724      0.469      -1.113       0.513
ma.S.L7       -1.0000   2.11e+04  -4.75e-05      1.000   -4.13e+04    4.13e+04
sigma2         0.2281   4804.631   4.75e-05      1.000   -9416.676    9417.132
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.87   Prob(JB):                         0.91
Heteroskedasticity (H):               0.69   Skew:                            -0.26
Prob(H) (two-sided):                  0.73   Kurtosis:                         3.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.0090313879568, Current Price: 121.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.067
Date:                           Wed, 09 Oct 2024   AIC                             36.133
Time:                                   14:41:09   BIC                             38.958
Sample:                                        0   HQIC                            35.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2948      3.314     -0.089      0.929      -6.790       6.201
ma.L1          0.0346      3.314      0.010      0.992      -6.460       6.529
ar.S.L7       -0.4290      0.716     -0.599      0.549      -1.833       0.975
ma.S.L7       -1.0001   1.15e+04  -8.73e-05      1.000   -2.24e+04    2.24e+04
sigma2         0.2632   3014.879   8.73e-05      1.000   -5908.792    5909.318
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.39   Prob(JB):                         0.86
Heteroskedasticity (H):               0.40   Skew:                            -0.05
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.1005594987177, Current Price: 120.4
BUY EXECUTED at 120.4
BUY ORDER COMPLETED at 119.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.019
Date:                           Wed, 09 Oct 2024   AIC                             30.038
Time:                                   14:41:09   BIC                             32.863
Sample:                                        0   HQIC                            29.458
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3113      1.175     -0.265      0.791      -2.614       1.992
ma.L1          0.2603      1.238      0.210      0.833      -2.166       2.687
ar.S.L7       -0.4022      0.357     -1.127      0.260      -1.102       0.297
ma.S.L7       -1.0003   3780.960     -0.000      1.000   -7411.545    7409.544
sigma2         0.1647    622.831      0.000      1.000   -1220.562    1220.892
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 2.56
Prob(Q):                              0.40   Prob(JB):                         0.28
Heteroskedasticity (H):               3.08   Skew:                             1.03
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.96201216937754, Current Price: 119.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -8.780
Date:                           Wed, 09 Oct 2024   AIC                             27.559
Time:                                   14:41:09   BIC                             30.384
Sample:                                        0   HQIC                            26.979
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6744      0.500     -1.347      0.178      -1.655       0.307
ma.L1          0.2814      0.512      0.550      0.583      -0.722       1.285
ar.S.L7       -0.6011      0.253     -2.376      0.018      -1.097      -0.105
ma.S.L7       -0.5074      1.038     -0.489      0.625      -2.542       1.527
sigma2         0.1978      0.169      1.168      0.243      -0.134       0.530
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.79   Prob(JB):                         0.92
Heteroskedasticity (H):               2.30   Skew:                             0.13
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 119.7457494065667, Current Price: 120.65
SELL EXECUTED at 120.65
SELL ORDER COMPLETED at 120.61
OPERATION PROFIT, GROSS 0.9200000000000017, NET 0.6797000000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.468
Date:                           Wed, 09 Oct 2024   AIC                             30.936
Time:                                   14:41:09   BIC                             33.761
Sample:                                        0   HQIC                            30.356
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2837      0.989      0.287      0.774      -1.654       2.221
ma.L1         -0.7774      0.501     -1.552      0.121      -1.759       0.205
ar.S.L7       -0.6967      0.398     -1.749      0.080      -1.478       0.084
ma.S.L7       -1.0002   4982.424     -0.000      1.000   -9766.372    9764.371
sigma2         0.1720    857.013      0.000      1.000   -1679.542    1679.886
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.80   Prob(JB):                         0.86
Heteroskedasticity (H):               2.71   Skew:                            -0.36
Prob(H) (two-sided):                  0.36   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.12606821060879, Current Price: 120.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.247
Date:                           Wed, 09 Oct 2024   AIC                             30.494
Time:                                   14:41:09   BIC                             33.319
Sample:                                        0   HQIC                            29.914
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9669      0.252     -3.837      0.000      -1.461      -0.473
ma.L1          1.0000   2.03e+04   4.93e-05      1.000   -3.98e+04    3.98e+04
ar.S.L7       -0.6210      0.254     -2.440      0.015      -1.120      -0.122
ma.S.L7       -0.1215      0.917     -0.132      0.895      -1.920       1.677
sigma2         0.2434   4940.052   4.93e-05      1.000   -9682.081    9682.568
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.84   Prob(JB):                         0.95
Heteroskedasticity (H):               6.30   Skew:                             0.07
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.05672440169117, Current Price: 121.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.721
Date:                           Wed, 09 Oct 2024   AIC                             29.442
Time:                                   14:41:09   BIC                             32.266
Sample:                                        0   HQIC                            28.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6600      0.348     -1.894      0.058      -1.343       0.023
ma.L1          0.4954      0.733      0.676      0.499      -0.941       1.932
ar.S.L7       -0.5404      0.179     -3.012      0.003      -0.892      -0.189
ma.S.L7        1.0000    5.2e+04   1.92e-05      1.000   -1.02e+05    1.02e+05
sigma2         0.1519   7904.169   1.92e-05      1.000   -1.55e+04    1.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.78   Prob(JB):                         0.75
Heteroskedasticity (H):               1.35   Skew:                             0.42
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.52960131764947, Current Price: 120.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.734
Date:                           Wed, 09 Oct 2024   AIC                             29.469
Time:                                   14:41:10   BIC                             32.294
Sample:                                        0   HQIC                            28.888
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8796      0.291     -3.026      0.002      -1.449      -0.310
ma.L1          1.0000   5086.519      0.000      1.000   -9968.394    9970.394
ar.S.L7       -0.5214      0.176     -2.969      0.003      -0.866      -0.177
ma.S.L7        1.0003   4546.541      0.000      1.000   -8910.056    8912.057
sigma2         0.1267    953.694      0.000      1.000   -1869.079    1869.332
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.85   Prob(JB):                         0.91
Heteroskedasticity (H):               1.71   Skew:                             0.29
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.85413038783335, Current Price: 121.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.516
Date:                           Wed, 09 Oct 2024   AIC                             31.033
Time:                                   14:41:10   BIC                             33.857
Sample:                                        0   HQIC                            30.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7841      0.422      1.859      0.063      -0.042       1.611
ma.L1         -1.0000   8850.733     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.4691      0.213     -2.200      0.028      -0.887      -0.051
ma.S.L7        1.0002   9102.813      0.000      1.000   -1.78e+04    1.78e+04
sigma2         0.1571    978.938      0.000      1.000   -1918.526    1918.841
===================================================================================
Ljung-Box (L1) (Q):                   3.14   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.08   Prob(JB):                         0.89
Heteroskedasticity (H):               0.21   Skew:                            -0.18
Prob(H) (two-sided):                  0.16   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.08180062093547, Current Price: 121.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.421
Date:                           Wed, 09 Oct 2024   AIC                             32.843
Time:                                   14:41:10   BIC                             35.668
Sample:                                        0   HQIC                            32.262
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7964      0.413      1.928      0.054      -0.013       1.606
ma.L1         -1.0000   5918.684     -0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7       -0.3138      0.895     -0.351      0.726      -2.069       1.441
ma.S.L7        0.0866      0.549      0.158      0.875      -0.990       1.163
sigma2         0.2917   1726.773      0.000      1.000   -3384.121    3384.705
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.36   Prob(JB):                         0.85
Heteroskedasticity (H):               0.36   Skew:                             0.28
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.9099912331339, Current Price: 122.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.235
Date:                           Wed, 09 Oct 2024   AIC                             36.469
Time:                                   14:41:10   BIC                             39.294
Sample:                                        0   HQIC                            35.889
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.2189      0.323      3.779      0.000       0.587       1.851
ma.L1         -1.0000   1.89e+04   -5.3e-05      1.000    -3.7e+04     3.7e+04
ar.S.L7       -0.6677      0.228     -2.926      0.003      -1.115      -0.220
ma.S.L7        0.9999   8866.429      0.000      1.000   -1.74e+04    1.74e+04
sigma2         0.2387   4536.640   5.26e-05      1.000   -8891.412    8891.890
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.43   Prob(JB):                         0.60
Heteroskedasticity (H):               0.29   Skew:                            -0.65
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.34817946959443, Current Price: 122.46
BUY EXECUTED at 122.46
BUY ORDER COMPLETED at 122.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.875
Date:                           Wed, 09 Oct 2024   AIC                             39.750
Time:                                   14:41:10   BIC                             42.575
Sample:                                        0   HQIC                            39.170
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3188      2.108     -0.151      0.880      -4.451       3.813
ma.L1          0.2123      2.185      0.097      0.923      -4.069       4.494
ar.S.L7       -0.6006      0.499     -1.203      0.229      -1.580       0.378
ma.S.L7        0.3481      0.791      0.440      0.660      -1.202       1.899
sigma2         0.5488      0.567      0.968      0.333      -0.562       1.660
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.65   Prob(JB):                         0.85
Heteroskedasticity (H):               1.24   Skew:                            -0.08
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.79155216726394, Current Price: 122.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.935
Date:                           Wed, 09 Oct 2024   AIC                             33.870
Time:                                   14:41:10   BIC                             36.695
Sample:                                        0   HQIC                            33.289
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6823      1.641      0.416      0.678      -2.534       3.899
ma.L1         -1.0003   1352.784     -0.001      0.999   -2652.407    2650.407
ar.S.L7        0.0107      0.223      0.048      0.962      -0.426       0.448
ma.S.L7       -1.0007   2084.542     -0.000      1.000   -4086.629    4084.627
sigma2         0.1852    243.862      0.001      0.999    -477.776     478.146
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 8.20
Prob(Q):                              0.84   Prob(JB):                         0.02
Heteroskedasticity (H):               4.92   Skew:                             1.51
Prob(H) (two-sided):                  0.15   Kurtosis:                         5.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.46141129556014, Current Price: 121.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.760
Date:                           Wed, 09 Oct 2024   AIC                             37.520
Time:                                   14:41:10   BIC                             40.344
Sample:                                        0   HQIC                            36.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7327      0.369     -1.985      0.047      -1.456      -0.009
ma.L1          0.6961      0.641      1.086      0.278      -0.560       1.953
ar.S.L7       -0.2576      0.716     -0.360      0.719      -1.660       1.145
ma.S.L7       -1.0003   6713.762     -0.000      1.000   -1.32e+04    1.32e+04
sigma2         0.2813   1888.483      0.000      1.000   -3701.078    3701.641
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.65   Prob(JB):                         0.57
Heteroskedasticity (H):               5.24   Skew:                             0.66
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.05652606568152, Current Price: 120.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.036
Date:                           Wed, 09 Oct 2024   AIC                             38.073
Time:                                   14:41:10   BIC                             40.898
Sample:                                        0   HQIC                            37.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7142      0.951     -0.751      0.452      -2.578       1.149
ma.L1          0.7220      0.947      0.762      0.446      -1.134       2.578
ar.S.L7       -0.3189      0.931     -0.343      0.732      -2.144       1.506
ma.S.L7       -0.9482     33.224     -0.029      0.977     -66.065      64.169
sigma2         0.3085      9.938      0.031      0.975     -19.170      19.787
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.64   Prob(JB):                         0.43
Heteroskedasticity (H):               3.20   Skew:                             0.63
Prob(H) (two-sided):                  0.29   Kurtosis:                         4.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.06959034686396, Current Price: 120.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.560
Date:                           Wed, 09 Oct 2024   AIC                             37.121
Time:                                   14:41:10   BIC                             39.946
Sample:                                        0   HQIC                            36.540
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2519      5.474      0.046      0.963     -10.477      10.981
ma.L1         -0.1152      5.748     -0.020      0.984     -11.381      11.151
ar.S.L7       -0.2836      1.244     -0.228      0.820      -2.721       2.154
ma.S.L7       -0.3499      2.129     -0.164      0.869      -4.523       3.824
sigma2         0.4478      0.205      2.180      0.029       0.045       0.851
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.91   Prob(JB):                         0.73
Heteroskedasticity (H):               6.15   Skew:                             0.23
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.34664046059399, Current Price: 120.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.461
Date:                           Wed, 09 Oct 2024   AIC                             36.922
Time:                                   14:41:10   BIC                             39.746
Sample:                                        0   HQIC                            36.341
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2550      3.924      0.065      0.948      -7.436       7.946
ma.L1         -0.0842      4.197     -0.020      0.984      -8.310       8.142
ar.S.L7       -0.3634      1.032     -0.352      0.725      -2.386       1.659
ma.S.L7       -0.2805      1.261     -0.222      0.824      -2.752       2.191
sigma2         0.4497      0.150      2.993      0.003       0.155       0.744
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.89   Prob(JB):                         0.72
Heteroskedasticity (H):               6.16   Skew:                             0.25
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.50458725229794, Current Price: 120.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.831
Date:                           Wed, 09 Oct 2024   AIC                             35.661
Time:                                   14:41:10   BIC                             38.486
Sample:                                        0   HQIC                            35.081
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4887      0.431      1.133      0.257      -0.357       1.334
ma.L1         -0.2992      0.799     -0.375      0.708      -1.865       1.266
ar.S.L7       -0.5227      0.473     -1.106      0.269      -1.449       0.404
ma.S.L7       -0.5246      3.000     -0.175      0.861      -6.404       5.355
sigma2         0.3618      0.819      0.442      0.659      -1.243       1.967
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.12
Prob(Q):                              1.00   Prob(JB):                         0.94
Heteroskedasticity (H):               1.19   Skew:                            -0.13
Prob(H) (two-sided):                  0.87   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.8975239896335, Current Price: 121.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.986
Date:                           Wed, 09 Oct 2024   AIC                             33.972
Time:                                   14:41:10   BIC                             36.797
Sample:                                        0   HQIC                            33.391
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9670      0.269     -3.597      0.000      -1.494      -0.440
ma.L1          1.0000   1.92e+04    5.2e-05      1.000   -3.77e+04    3.77e+04
ar.S.L7       -0.6396      0.538     -1.188      0.235      -1.695       0.415
ma.S.L7       -1.0004   3545.953     -0.000      1.000   -6950.941    6948.941
sigma2         0.1969   4106.259    4.8e-05      1.000   -8047.923    8048.317
===================================================================================
Ljung-Box (L1) (Q):                   2.03   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.15   Prob(JB):                         0.98
Heteroskedasticity (H):               0.77   Skew:                            -0.11
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 121.1177513908869, Current Price: 121.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.895
Date:                           Wed, 09 Oct 2024   AIC                             33.790
Time:                                   14:41:10   BIC                             36.615
Sample:                                        0   HQIC                            33.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0329      4.173     -0.008      0.994      -8.211       8.146
ma.L1          6.3486    164.650      0.039      0.969    -316.359     329.056
ar.S.L7       -0.7353      0.654     -1.125      0.261      -2.017       0.546
ma.S.L7       -1.1241     12.505     -0.090      0.928     -25.634      23.386
sigma2         0.0048      0.284      0.017      0.987      -0.551       0.561
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.99   Prob(JB):                         0.96
Heteroskedasticity (H):               0.33   Skew:                             0.11
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.07474692383454, Current Price: 120.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.778
Date:                           Wed, 09 Oct 2024   AIC                             35.557
Time:                                   14:41:10   BIC                             38.381
Sample:                                        0   HQIC                            34.976
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8369      0.275     -3.048      0.002      -1.375      -0.299
ma.L1          1.0000   7189.147      0.000      1.000   -1.41e+04    1.41e+04
ar.S.L7       -0.8388      0.320     -2.618      0.009      -1.467      -0.211
ma.S.L7        0.0782      0.445      0.176      0.861      -0.795       0.951
sigma2         0.3549   2551.106      0.000      1.000   -4999.721    5000.430
===================================================================================
Ljung-Box (L1) (Q):                   1.69   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.19   Prob(JB):                         0.95
Heteroskedasticity (H):               0.22   Skew:                             0.04
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.3245808454999, Current Price: 120.87
SELL EXECUTED at 120.87
SELL ORDER COMPLETED at 120.96
OPERATION PROFIT, GROSS -1.75, NET -1.99367
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.844
Date:                           Wed, 09 Oct 2024   AIC                             35.689
Time:                                   14:41:10   BIC                             38.513
Sample:                                        0   HQIC                            35.108
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8083      0.459     -1.760      0.078      -1.708       0.092
ma.L1          0.7502      1.010      0.743      0.458      -1.229       2.729
ar.S.L7       -1.1666      0.485     -2.403      0.016      -2.118      -0.215
ma.S.L7        1.0003   3193.592      0.000      1.000   -6258.324    6260.325
sigma2         0.2378    759.541      0.000      1.000   -1488.436    1488.912
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.30   Prob(JB):                         0.87
Heteroskedasticity (H):               0.38   Skew:                            -0.27
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 120.98774588577126, Current Price: 121.69
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.664
Date:                           Wed, 09 Oct 2024   AIC                             37.329
Time:                                   14:41:10   BIC                             40.153
Sample:                                        0   HQIC                            36.748
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4517      0.901      0.501      0.616      -1.314       2.217
ma.L1         -0.4417      1.175     -0.376      0.707      -2.745       1.862
ar.S.L7       -1.0887      0.442     -2.463      0.014      -1.955      -0.222
ma.S.L7        1.0002   5073.723      0.000      1.000   -9943.314    9945.314
sigma2         0.2794   1417.796      0.000      1.000   -2778.551    2779.109
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.96   Prob(JB):                         0.78
Heteroskedasticity (H):               0.18   Skew:                            -0.42
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 122.41322921949846, Current Price: 123.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.317
Date:                           Wed, 09 Oct 2024   AIC                             34.635
Time:                                   14:41:10   BIC                             37.459
Sample:                                        0   HQIC                            34.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2028      4.586      0.044      0.965      -8.785       9.190
ma.L1         -0.0745      4.567     -0.016      0.987      -9.025       8.876
ar.S.L7       -1.2495      0.282     -4.434      0.000      -1.802      -0.697
ma.S.L7        1.0001   9388.060      0.000      1.000   -1.84e+04    1.84e+04
sigma2         0.2346   2202.052      0.000      1.000   -4315.708    4316.177
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 2.05
Prob(Q):                              0.66   Prob(JB):                         0.36
Heteroskedasticity (H):               0.43   Skew:                            -0.87
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.04472378916942, Current Price: 125.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.614
Date:                           Wed, 09 Oct 2024   AIC                             33.229
Time:                                   14:41:10   BIC                             36.053
Sample:                                        0   HQIC                            32.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3292      0.599      0.549      0.583      -0.845       1.504
ma.L1         -0.0336      0.825     -0.041      0.967      -1.650       1.583
ar.S.L7       -1.2047      0.483     -2.493      0.013      -2.152      -0.257
ma.S.L7        1.0000   3.11e+05   3.21e-06      1.000    -6.1e+05     6.1e+05
sigma2         0.2097   6.53e+04   3.21e-06      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 5.42
Prob(Q):                              0.98   Prob(JB):                         0.07
Heteroskedasticity (H):               0.52   Skew:                            -1.27
Prob(H) (two-sided):                  0.55   Kurtosis:                         4.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.94594788138973, Current Price: 125.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.775
Date:                           Wed, 09 Oct 2024   AIC                             31.550
Time:                                   14:41:11   BIC                             34.375
Sample:                                        0   HQIC                            30.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8044      0.332      2.420      0.016       0.153       1.456
ma.L1         -0.5684      0.476     -1.195      0.232      -1.501       0.364
ar.S.L7       -0.9539      0.233     -4.095      0.000      -1.411      -0.497
ma.S.L7        1.0001   1.76e+04   5.69e-05      1.000   -3.44e+04    3.44e+04
sigma2         0.1786   3139.769   5.69e-05      1.000   -6153.656    6154.014
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 1.72
Prob(Q):                              0.67   Prob(JB):                         0.42
Heteroskedasticity (H):               0.64   Skew:                            -0.80
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.14624675240348, Current Price: 125.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -6.742
Date:                           Wed, 09 Oct 2024   AIC                             23.485
Time:                                   14:41:11   BIC                             26.310
Sample:                                        0   HQIC                            22.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3328      0.616      0.541      0.589      -0.874       1.540
ma.L1          0.0779      0.648      0.120      0.904      -1.193       1.349
ar.S.L7       -1.0085      0.238     -4.230      0.000      -1.476      -0.541
ma.S.L7        0.9999   8672.028      0.000      1.000    -1.7e+04     1.7e+04
sigma2         0.0992    860.685      0.000      1.000   -1686.812    1687.011
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.69   Prob(JB):                         0.71
Heteroskedasticity (H):               1.62   Skew:                             0.41
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.70231692923463, Current Price: 125.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.256
Date:                           Wed, 09 Oct 2024   AIC                             32.512
Time:                                   14:41:11   BIC                             35.337
Sample:                                        0   HQIC                            31.932
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7472      0.488      1.532      0.126      -0.209       1.703
ma.L1         -0.1141      0.672     -0.170      0.865      -1.431       1.202
ar.S.L7       -0.8803      0.197     -4.475      0.000      -1.266      -0.495
ma.S.L7        0.2598      0.356      0.729      0.466      -0.438       0.958
sigma2         0.3203      0.198      1.617      0.106      -0.068       0.708
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.94   Prob(JB):                         0.78
Heteroskedasticity (H):               3.69   Skew:                             0.16
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.11106457215669, Current Price: 126.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.748
Date:                           Wed, 09 Oct 2024   AIC                             33.495
Time:                                   14:41:11   BIC                             36.320
Sample:                                        0   HQIC                            32.914
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5870      0.762      0.770      0.441      -0.907       2.081
ma.L1          0.1791      0.827      0.216      0.829      -1.443       1.801
ar.S.L7       -0.8417      0.209     -4.030      0.000      -1.251      -0.432
ma.S.L7        0.1791      0.551      0.325      0.745      -0.900       1.258
sigma2         0.3514      0.227      1.547      0.122      -0.094       0.797
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.63   Prob(JB):                         0.64
Heteroskedasticity (H):               2.58   Skew:                             0.06
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.67971977314372, Current Price: 125.33
BUY EXECUTED at 125.33
BUY ORDER COMPLETED at 124.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.051
Date:                           Wed, 09 Oct 2024   AIC                             40.101
Time:                                   14:41:11   BIC                             42.926
Sample:                                        0   HQIC                            39.520
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3068      1.070     -0.287      0.774      -2.405       1.791
ma.L1          1.0000   3.36e+05   2.98e-06      1.000   -6.58e+05    6.58e+05
ar.S.L7       -0.7750      0.462     -1.677      0.094      -1.681       0.131
ma.S.L7       -0.1399      0.965     -0.145      0.885      -2.032       1.752
sigma2         0.5323   1.79e+05   2.98e-06      1.000    -3.5e+05     3.5e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.54   Prob(JB):                         0.73
Heteroskedasticity (H):               7.52   Skew:                            -0.45
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 124.23870338225319, Current Price: 125.18
SELL EXECUTED at 125.18
SELL ORDER COMPLETED at 125.6
OPERATION PROFIT, GROSS 0.6599999999999966, NET 0.4094599999999966
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.423
Date:                           Wed, 09 Oct 2024   AIC                             40.846
Time:                                   14:41:11   BIC                             43.670
Sample:                                        0   HQIC                            40.265
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3237      0.718     -0.451      0.652      -1.731       1.084
ma.L1          1.0000   1.52e+04   6.58e-05      1.000   -2.98e+04    2.98e+04
ar.S.L7       -0.7860      0.387     -2.029      0.042      -1.545      -0.027
ma.S.L7        0.1596      0.695      0.230      0.818      -1.202       1.521
sigma2         0.5484   8338.938   6.58e-05      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.49   Prob(JB):                         0.39
Heteroskedasticity (H):               6.45   Skew:                            -0.74
Prob(H) (two-sided):                  0.10   Kurtosis:                         4.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.2150821909243, Current Price: 125.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.477
Date:                           Wed, 09 Oct 2024   AIC                             40.954
Time:                                   14:41:11   BIC                             43.779
Sample:                                        0   HQIC                            40.374
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3406      0.801     -0.425      0.671      -1.911       1.229
ma.L1          1.0000   2767.436      0.000      1.000   -5423.075    5425.075
ar.S.L7       -0.7872      0.400     -1.966      0.049      -1.572      -0.002
ma.S.L7        0.1217      0.786      0.155      0.877      -1.418       1.662
sigma2         0.5575   1543.047      0.000      1.000   -3023.759    3024.874
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.45   Prob(JB):                         0.72
Heteroskedasticity (H):               5.19   Skew:                            -0.48
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.1393755686028, Current Price: 126.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.604
Date:                           Wed, 09 Oct 2024   AIC                             41.209
Time:                                   14:41:11   BIC                             44.033
Sample:                                        0   HQIC                            40.628
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3419      0.839     -0.407      0.684      -1.986       1.303
ma.L1          0.9999   2407.150      0.000      1.000   -4716.927    4718.927
ar.S.L7       -0.8439      0.340     -2.481      0.013      -1.511      -0.177
ma.S.L7        0.1922      0.779      0.247      0.805      -1.335       1.719
sigma2         0.5601   1348.078      0.000      1.000   -2641.624    2642.744
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.35   Prob(JB):                         0.66
Heteroskedasticity (H):               0.99   Skew:                            -0.54
Prob(H) (two-sided):                  0.99   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.13714043788454, Current Price: 126.56
BUY EXECUTED at 126.56
BUY ORDER COMPLETED at 126.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.270
Date:                           Wed, 09 Oct 2024   AIC                             40.540
Time:                                   14:41:11   BIC                             43.365
Sample:                                        0   HQIC                            39.960
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4895      0.782     -0.626      0.531      -2.022       1.043
ma.L1          0.8520      1.073      0.794      0.427      -1.250       2.954
ar.S.L7       -0.9406      0.367     -2.563      0.010      -1.660      -0.221
ma.S.L7       -0.0884      0.678     -0.130      0.896      -1.416       1.240
sigma2         0.5804      0.508      1.143      0.253      -0.415       1.576
===================================================================================
Ljung-Box (L1) (Q):                   0.83   Jarque-Bera (JB):                 2.42
Prob(Q):                              0.36   Prob(JB):                         0.30
Heteroskedasticity (H):               0.33   Skew:                            -0.90
Prob(H) (two-sided):                  0.31   Kurtosis:                         4.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 125.84959697569346, Current Price: 126.48
SELL EXECUTED at 126.48
SELL ORDER COMPLETED at 127.58
OPERATION PROFIT, GROSS 0.8799999999999955, NET 0.6257199999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.170
Date:                           Wed, 09 Oct 2024   AIC                             40.339
Time:                                   14:41:11   BIC                             43.164
Sample:                                        0   HQIC                            39.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1351      0.822     -0.164      0.869      -1.747       1.477
ma.L1          0.5532      1.024      0.540      0.589      -1.455       2.561
ar.S.L7       -0.8273      0.403     -2.052      0.040      -1.618      -0.037
ma.S.L7        0.1082      0.598      0.181      0.856      -1.064       1.281
sigma2         0.6003      0.252      2.378      0.017       0.106       1.095
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 4.51
Prob(Q):                              0.62   Prob(JB):                         0.10
Heteroskedasticity (H):               0.05   Skew:                            -1.07
Prob(H) (two-sided):                  0.01   Kurtosis:                         4.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 126.88132657915725, Current Price: 127.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.758
Date:                           Wed, 09 Oct 2024   AIC                             39.515
Time:                                   14:41:11   BIC                             42.340
Sample:                                        0   HQIC                            38.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3195      1.000     -0.319      0.749      -2.280       1.641
ma.L1          0.7832      1.548      0.506      0.613      -2.251       3.817
ar.S.L7       -0.9477      0.455     -2.083      0.037      -1.840      -0.056
ma.S.L7        0.3490      0.976      0.358      0.721      -1.563       2.262
sigma2         0.5268      0.403      1.306      0.191      -0.264       1.317
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 3.71
Prob(Q):                              0.47   Prob(JB):                         0.16
Heteroskedasticity (H):               0.08   Skew:                            -1.02
Prob(H) (two-sided):                  0.03   Kurtosis:                         4.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 127.28847816527805, Current Price: 127.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.214
Date:                           Wed, 09 Oct 2024   AIC                             36.427
Time:                                   14:41:11   BIC                             39.252
Sample:                                        0   HQIC                            35.847
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1503      1.097     -0.137      0.891      -2.301       2.001
ma.L1          0.4795      1.125      0.426      0.670      -1.726       2.685
ar.S.L7       -0.4670      0.310     -1.505      0.132      -1.075       0.141
ma.S.L7       -1.0003   3770.010     -0.000      1.000   -7390.084    7388.084
sigma2         0.2693   1015.244      0.000      1.000   -1989.572    1990.111
===================================================================================
Ljung-Box (L1) (Q):                   1.66   Jarque-Bera (JB):                 7.29
Prob(Q):                              0.20   Prob(JB):                         0.03
Heteroskedasticity (H):               0.41   Skew:                            -1.55
Prob(H) (two-sided):                  0.41   Kurtosis:                         4.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 128.59627575129164, Current Price: 131.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.845
Date:                           Wed, 09 Oct 2024   AIC                             39.690
Time:                                   14:41:11   BIC                             42.515
Sample:                                        0   HQIC                            39.109
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4320      0.267     -1.616      0.106      -0.956       0.092
ma.L1          1.2476      0.827      1.508      0.131      -0.374       2.869
ar.S.L7       -1.1847      0.151     -7.843      0.000      -1.481      -0.889
ma.S.L7        1.0001   1.27e+04   7.88e-05      1.000   -2.49e+04    2.49e+04
sigma2         0.2047   2596.287   7.88e-05      1.000   -5088.423    5088.833
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.58   Prob(JB):                         0.81
Heteroskedasticity (H):               0.42   Skew:                            -0.44
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.90438120731918, Current Price: 131.98
BUY EXECUTED at 131.98
BUY ORDER COMPLETED at 132.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.612
Date:                           Wed, 09 Oct 2024   AIC                             43.224
Time:                                   14:41:11   BIC                             46.049
Sample:                                        0   HQIC                            42.643
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2476     10.577      0.023      0.981     -20.482      20.978
ma.L1         -0.3549      9.808     -0.036      0.971     -19.579      18.869
ar.S.L7       -0.9863      0.255     -3.870      0.000      -1.486      -0.487
ma.S.L7        0.3565      1.569      0.227      0.820      -2.719       3.432
sigma2         0.7147      0.513      1.393      0.163      -0.291       1.720
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.60   Prob(JB):                         0.79
Heteroskedasticity (H):               0.66   Skew:                             0.27
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.0051970741124, Current Price: 133.94
SELL EXECUTED at 133.94
SELL ORDER COMPLETED at 134.9
OPERATION PROFIT, GROSS 2.1299999999999955, NET 1.8623299999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.335
Date:                           Wed, 09 Oct 2024   AIC                             46.670
Time:                                   14:41:11   BIC                             49.495
Sample:                                        0   HQIC                            46.089
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6807      1.313     -0.519      0.604      -3.253       1.892
ma.L1          0.4208      1.508      0.279      0.780      -2.536       3.377
ar.S.L7       -0.9401      0.213     -4.417      0.000      -1.357      -0.523
ma.S.L7        0.0356      0.820      0.043      0.965      -1.571       1.642
sigma2         0.9800      0.561      1.746      0.081      -0.120       2.080
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.45   Prob(JB):                         0.68
Heteroskedasticity (H):               0.82   Skew:                             0.08
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.5698961327067, Current Price: 134.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.487
Date:                           Wed, 09 Oct 2024   AIC                             44.973
Time:                                   14:41:11   BIC                             47.798
Sample:                                        0   HQIC                            44.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4809      1.502     -0.320      0.749      -3.426       2.464
ma.L1          0.2585      1.637      0.158      0.874      -2.949       3.467
ar.S.L7       -0.9638      0.186     -5.183      0.000      -1.328      -0.599
ma.S.L7        0.0653      0.759      0.086      0.931      -1.423       1.554
sigma2         0.8607      0.488      1.763      0.078      -0.096       1.818
===================================================================================
Ljung-Box (L1) (Q):                   2.54   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.11   Prob(JB):                         0.73
Heteroskedasticity (H):               1.17   Skew:                             0.28
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.74677595087522, Current Price: 132.97
BUY EXECUTED at 132.97
BUY ORDER COMPLETED at 132.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.257
Date:                           Wed, 09 Oct 2024   AIC                             42.514
Time:                                   14:41:11   BIC                             45.339
Sample:                                        0   HQIC                            41.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2575      0.444     -0.580      0.562      -1.128       0.613
ma.L1         -0.3173      0.439     -0.723      0.470      -1.178       0.543
ar.S.L7       -1.0918      0.132     -8.250      0.000      -1.351      -0.832
ma.S.L7        0.3152      1.092      0.289      0.773      -1.824       2.455
sigma2         0.6851      0.420      1.631      0.103      -0.138       1.508
===================================================================================
Ljung-Box (L1) (Q):                   1.55   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.21   Prob(JB):                         0.88
Heteroskedasticity (H):               5.46   Skew:                            -0.34
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.6483373058096, Current Price: 132.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.800
Date:                           Wed, 09 Oct 2024   AIC                             43.601
Time:                                   14:41:11   BIC                             46.425
Sample:                                        0   HQIC                            43.020
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5618      0.532     -1.057      0.291      -1.604       0.480
ma.L1          2.1108      3.841      0.550      0.583      -5.418       9.639
ar.S.L7       -0.9156      0.366     -2.500      0.012      -1.633      -0.198
ma.S.L7       -1.0015   1169.873     -0.001      0.999   -2293.911    2291.908
sigma2         0.1014    118.586      0.001      0.999    -232.322     232.525
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.89   Prob(JB):                         0.99
Heteroskedasticity (H):               6.74   Skew:                             0.08
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.8058734954355, Current Price: 133.2
SELL EXECUTED at 133.2
SELL ORDER COMPLETED at 131.56
OPERATION PROFIT, GROSS -0.8199999999999932, NET -1.0839399999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.447
Date:                           Wed, 09 Oct 2024   AIC                             44.894
Time:                                   14:41:11   BIC                             47.719
Sample:                                        0   HQIC                            44.314
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1958      1.500      0.131      0.896      -2.743       3.135
ma.L1         -0.4060      1.060     -0.383      0.702      -2.484       1.672
ar.S.L7       -0.7758      0.423     -1.832      0.067      -1.606       0.054
ma.S.L7       -1.0004   2476.519     -0.000      1.000   -4854.889    4852.888
sigma2         0.5161   1278.447      0.000      1.000   -2505.194    2506.227
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.71   Prob(JB):                         0.82
Heteroskedasticity (H):              38.79   Skew:                             0.42
Prob(H) (two-sided):                  0.00   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.46018505906275, Current Price: 130.62
BUY EXECUTED at 130.62
BUY ORDER COMPLETED at 131.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.823
Date:                           Wed, 09 Oct 2024   AIC                             45.646
Time:                                   14:41:11   BIC                             48.471
Sample:                                        0   HQIC                            45.065
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0138      0.782      0.018      0.986      -1.519       1.547
ma.L1         -0.5068      0.659     -0.770      0.441      -1.798       0.784
ar.S.L7       -1.2606      0.344     -3.662      0.000      -1.935      -0.586
ma.S.L7       -1.0002   4158.892     -0.000      1.000   -8152.280    8150.279
sigma2         0.5462   2271.927      0.000      1.000   -4452.349    4453.442
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.64   Prob(JB):                         0.89
Heteroskedasticity (H):               2.65   Skew:                            -0.00
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.64559491203542, Current Price: 133.41
SELL EXECUTED at 133.41
SELL ORDER COMPLETED at 133.61
OPERATION PROFIT, GROSS 2.3400000000000034, NET 2.0751200000000036
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.575
Date:                           Wed, 09 Oct 2024   AIC                             47.150
Time:                                   14:41:11   BIC                             49.974
Sample:                                        0   HQIC                            46.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4075      0.301     -1.354      0.176      -0.997       0.182
ma.L1         -0.3766      0.333     -1.133      0.257      -1.028       0.275
ar.S.L7       -1.1779      0.298     -3.956      0.000      -1.761      -0.594
ma.S.L7       -0.9999   1.27e+04  -7.85e-05      1.000    -2.5e+04     2.5e+04
sigma2         0.6008   7653.086   7.85e-05      1.000    -1.5e+04     1.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.90   Prob(JB):                         0.60
Heteroskedasticity (H):               4.08   Skew:                            -0.64
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.59327144744603, Current Price: 133.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.189
Date:                           Wed, 09 Oct 2024   AIC                             48.378
Time:                                   14:41:11   BIC                             51.203
Sample:                                        0   HQIC                            47.797
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0796      0.543     -0.147      0.883      -1.143       0.984
ma.L1         -0.5124      0.602     -0.851      0.395      -1.692       0.668
ar.S.L7       -1.1226      0.274     -4.091      0.000      -1.660      -0.585
ma.S.L7       -0.4660      0.810     -0.575      0.565      -2.054       1.122
sigma2         1.0155      0.880      1.154      0.248      -0.709       2.740
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.62   Prob(JB):                         0.55
Heteroskedasticity (H):               1.77   Skew:                            -0.53
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.98941107082658, Current Price: 132.14
BUY EXECUTED at 132.14
BUY ORDER COMPLETED at 132.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.991
Date:                           Wed, 09 Oct 2024   AIC                             59.983
Time:                                   14:41:11   BIC                             62.808
Sample:                                        0   HQIC                            59.402
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4433      8.364      0.053      0.958     -15.951      16.837
ma.L1         -1.9652     31.964     -0.061      0.951     -64.613      60.683
ar.S.L7    -3.732e-05      0.092     -0.000      1.000      -0.180       0.180
ma.S.L7       -1.0026    290.487     -0.003      0.997    -570.347     568.342
sigma2         0.5020    154.127      0.003      0.997    -301.581     302.585
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.64   Prob(JB):                         0.39
Heteroskedasticity (H):               3.44   Skew:                            -0.85
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.89751862998853, Current Price: 131.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.009
Date:                           Wed, 09 Oct 2024   AIC                             50.019
Time:                                   14:41:11   BIC                             52.843
Sample:                                        0   HQIC                            49.438
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0936      0.389      0.241      0.810      -0.669       0.856
ma.L1         -1.0000   5022.195     -0.000      1.000   -9844.322    9842.322
ar.S.L7       -1.2637      0.153     -8.264      0.000      -1.563      -0.964
ma.S.L7       -0.0905      0.471     -0.192      0.848      -1.013       0.832
sigma2         1.1106   5578.262      0.000      1.000   -1.09e+04    1.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.72   Prob(JB):                         0.56
Heteroskedasticity (H):               1.25   Skew:                            -0.04
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.30555427456972, Current Price: 131.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.631
Date:                           Wed, 09 Oct 2024   AIC                             49.263
Time:                                   14:41:11   BIC                             52.088
Sample:                                        0   HQIC                            48.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1694      0.417     -0.406      0.684      -0.986       0.647
ma.L1         -1.0000   5389.619     -0.000      1.000   -1.06e+04    1.06e+04
ar.S.L7       -1.3071      0.092    -14.207      0.000      -1.487      -1.127
ma.S.L7        1.0001   6351.265      0.000      1.000   -1.24e+04    1.24e+04
sigma2         0.6719   5861.995      0.000      1.000   -1.15e+04    1.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.95   Prob(JB):                         0.68
Heteroskedasticity (H):               0.93   Skew:                             0.03
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.94448689271366, Current Price: 133.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.875
Date:                           Wed, 09 Oct 2024   AIC                             49.750
Time:                                   14:41:12   BIC                             52.575
Sample:                                        0   HQIC                            49.169
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0253      0.461      0.055      0.956      -0.877       0.928
ma.L1         -1.0000   4667.751     -0.000      1.000   -9149.623    9147.623
ar.S.L7       -1.2930      0.123    -10.492      0.000      -1.535      -1.051
ma.S.L7        0.3623      0.691      0.525      0.600      -0.992       1.716
sigma2         1.0709   4998.716      0.000      1.000   -9796.232    9798.374
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.96   Prob(JB):                         0.49
Heteroskedasticity (H):               0.81   Skew:                             0.47
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.77216024300392, Current Price: 132.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.814
Date:                           Wed, 09 Oct 2024   AIC                             57.628
Time:                                   14:41:12   BIC                             60.452
Sample:                                        0   HQIC                            57.047
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4467      0.314      1.424      0.155      -0.168       1.062
ma.L1         -1.3759      1.200     -1.147      0.252      -3.728       0.976
ar.S.L7       -0.8529      0.358     -2.383      0.017      -1.554      -0.151
ma.S.L7        1.0001   1.41e+04   7.12e-05      1.000   -2.75e+04    2.75e+04
sigma2         0.6956   9774.797   7.12e-05      1.000   -1.92e+04    1.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.69   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.05   Prob(JB):                         0.91
Heteroskedasticity (H):               0.60   Skew:                            -0.16
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.0460872768688, Current Price: 133.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.016
Date:                           Wed, 09 Oct 2024   AIC                             56.033
Time:                                   14:41:12   BIC                             58.857
Sample:                                        0   HQIC                            55.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0885      1.190     -0.074      0.941      -2.422       2.245
ma.L1         -0.3238      1.343     -0.241      0.809      -2.956       2.309
ar.S.L7       -0.7306      0.192     -3.796      0.000      -1.108      -0.353
ma.S.L7        0.3068      0.527      0.582      0.561      -0.727       1.340
sigma2         1.9425      1.337      1.453      0.146      -0.678       4.563
===================================================================================
Ljung-Box (L1) (Q):                   2.19   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.14   Prob(JB):                         0.76
Heteroskedasticity (H):               1.66   Skew:                            -0.02
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.31500528882324, Current Price: 133.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.088
Date:                           Wed, 09 Oct 2024   AIC                             56.175
Time:                                   14:41:12   BIC                             59.000
Sample:                                        0   HQIC                            55.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4166      0.241      1.725      0.084      -0.057       0.890
ma.L1         -0.5464      0.424     -1.288      0.198      -1.378       0.285
ar.S.L7       -0.7479      0.216     -3.461      0.001      -1.172      -0.324
ma.S.L7        1.0000   3.67e+04   2.73e-05      1.000   -7.19e+04    7.19e+04
sigma2         1.2092   4.43e+04   2.73e-05      1.000   -8.69e+04    8.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.50   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.11   Prob(JB):                         0.78
Heteroskedasticity (H):               0.53   Skew:                             0.17
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 132.61553734637843, Current Price: 132.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.702
Date:                           Wed, 09 Oct 2024   AIC                             55.403
Time:                                   14:41:12   BIC                             58.228
Sample:                                        0   HQIC                            54.823
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9432      0.198      4.769      0.000       0.556       1.331
ma.L1         -1.0000   4724.811     -0.000      1.000   -9261.460    9259.460
ar.S.L7       -0.7327      0.196     -3.740      0.000      -1.117      -0.349
ma.S.L7        1.0001   1.29e+04   7.78e-05      1.000   -2.52e+04    2.52e+04
sigma2         1.0240   1.22e+04   8.37e-05      1.000    -2.4e+04     2.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.23   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.14   Prob(JB):                         0.86
Heteroskedasticity (H):               0.36   Skew:                             0.11
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 131.30166247338656, Current Price: 134.58
SELL EXECUTED at 134.58
SELL ORDER COMPLETED at 133.83
OPERATION PROFIT, GROSS 1.6500000000000057, NET 1.3839900000000056
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.229
Date:                           Wed, 09 Oct 2024   AIC                             60.458
Time:                                   14:41:12   BIC                             63.283
Sample:                                        0   HQIC                            59.877
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6483      0.327      1.981      0.048       0.007       1.290
ma.L1         -1.0172      4.244     -0.240      0.811      -9.334       7.300
ar.S.L7       -0.4591      0.388     -1.182      0.237      -1.220       0.302
ma.S.L7      -18.8740    229.695     -0.082      0.935    -469.069     431.321
sigma2         0.0066      0.172      0.038      0.969      -0.330       0.343
===================================================================================
Ljung-Box (L1) (Q):                   2.31   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.13   Prob(JB):                         0.91
Heteroskedasticity (H):               0.65   Skew:                             0.13
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.5838538787579, Current Price: 136.48
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.657
Date:                           Wed, 09 Oct 2024   AIC                             61.315
Time:                                   14:41:12   BIC                             64.140
Sample:                                        0   HQIC                            60.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5967      0.360      1.658      0.097      -0.109       1.302
ma.L1         -1.0149      4.759     -0.213      0.831     -10.342       8.313
ar.S.L7       -0.4930      0.370     -1.333      0.183      -1.218       0.232
ma.S.L7      -18.8643    235.146     -0.080      0.936    -479.742     442.014
sigma2         0.0070      0.186      0.037      0.970      -0.358       0.371
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.89   Prob(JB):                         0.76
Heteroskedasticity (H):               0.77   Skew:                             0.22
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.90623941715563, Current Price: 134.47
BUY EXECUTED at 134.47
BUY ORDER COMPLETED at 134.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.958
Date:                           Wed, 09 Oct 2024   AIC                             57.916
Time:                                   14:41:12   BIC                             60.741
Sample:                                        0   HQIC                            57.335
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5106      0.145      3.510      0.000       0.226       0.796
ma.L1         -1.0000   8314.307     -0.000      1.000   -1.63e+04    1.63e+04
ar.S.L7       -0.3408      0.365     -0.934      0.350      -1.056       0.374
ma.S.L7       -0.0292      0.530     -0.055      0.956      -1.068       1.009
sigma2         2.0013   1.66e+04      0.000      1.000   -3.26e+04    3.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.81   Prob(JB):                         0.54
Heteroskedasticity (H):               2.40   Skew:                             0.55
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.22410686842122, Current Price: 134.45
SELL EXECUTED at 134.45
SELL ORDER COMPLETED at 134.43
OPERATION PROFIT, GROSS -0.12999999999999545, NET -0.3989899999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.044
Date:                           Wed, 09 Oct 2024   AIC                             56.087
Time:                                   14:41:12   BIC                             58.912
Sample:                                        0   HQIC                            55.507
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5045      0.171      2.948      0.003       0.169       0.840
ma.L1         -1.0000   4748.380     -0.000      1.000   -9307.653    9305.653
ar.S.L7       -0.3909      0.353     -1.107      0.268      -1.083       0.301
ma.S.L7       -0.2260      0.592     -0.382      0.703      -1.386       0.934
sigma2         1.6532   7850.424      0.000      1.000   -1.54e+04    1.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.82   Prob(JB):                         0.52
Heteroskedasticity (H):               9.75   Skew:                             0.59
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.6956342695634, Current Price: 133.69
BUY EXECUTED at 133.69
BUY ORDER COMPLETED at 134.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.320
Date:                           Wed, 09 Oct 2024   AIC                             56.641
Time:                                   14:41:12   BIC                             59.466
Sample:                                        0   HQIC                            56.060
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2209      0.620      0.356      0.722      -0.995       1.437
ma.L1         -1.0000   3.54e+04  -2.82e-05      1.000   -6.95e+04    6.95e+04
ar.S.L7       -0.3073      0.201     -1.530      0.126      -0.701       0.086
ma.S.L7       -0.2142      1.118     -0.192      0.848      -2.405       1.976
sigma2         1.8139   6.43e+04   2.82e-05      1.000   -1.26e+05    1.26e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.92   Prob(JB):                         0.48
Heteroskedasticity (H):               2.67   Skew:                             0.71
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.98467418666283, Current Price: 134.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.780
Date:                           Wed, 09 Oct 2024   AIC                             55.560
Time:                                   14:41:12   BIC                             58.385
Sample:                                        0   HQIC                            54.980
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2340      0.532      0.440      0.660      -0.809       1.277
ma.L1         -1.0000   1.05e+04  -9.51e-05      1.000   -2.06e+04    2.06e+04
ar.S.L7       -0.2731      0.195     -1.404      0.160      -0.654       0.108
ma.S.L7       -0.0801      0.828     -0.097      0.923      -1.703       1.542
sigma2         1.7157    1.8e+04   9.51e-05      1.000   -3.54e+04    3.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.57
Prob(Q):                              0.98   Prob(JB):                         0.46
Heteroskedasticity (H):               2.11   Skew:                             0.78
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.63486463859405, Current Price: 133.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.563
Date:                           Wed, 09 Oct 2024   AIC                             55.127
Time:                                   14:41:12   BIC                             57.952
Sample:                                        0   HQIC                            54.546
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1688      0.471      0.358      0.720      -0.755       1.092
ma.L1         -1.0000   5695.993     -0.000      1.000   -1.12e+04    1.12e+04
ar.S.L7       -0.3423      0.145     -2.359      0.018      -0.627      -0.058
ma.S.L7        0.0040      0.750      0.005      0.996      -1.465       1.473
sigma2         1.6700   9512.302      0.000      1.000   -1.86e+04    1.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.95   Prob(JB):                         0.54
Heteroskedasticity (H):               1.36   Skew:                             0.68
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.74616360810427, Current Price: 133.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.982
Date:                           Wed, 09 Oct 2024   AIC                             55.963
Time:                                   14:41:12   BIC                             58.788
Sample:                                        0   HQIC                            55.383
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1806      0.460      0.393      0.695      -0.721       1.082
ma.L1         -1.0000   1.02e+04  -9.78e-05      1.000      -2e+04       2e+04
ar.S.L7       -0.3954      0.177     -2.239      0.025      -0.741      -0.049
ma.S.L7       -0.0039      0.758     -0.005      0.996      -1.490       1.482
sigma2         1.7809   1.82e+04   9.78e-05      1.000   -3.57e+04    3.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.95   Prob(JB):                         0.49
Heteroskedasticity (H):               0.63   Skew:                             0.69
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.69623838103638, Current Price: 134.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.367
Date:                           Wed, 09 Oct 2024   AIC                             54.735
Time:                                   14:41:12   BIC                             57.560
Sample:                                        0   HQIC                            54.154
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2570      0.501      0.513      0.608      -0.724       1.238
ma.L1         -1.0000   1.11e+04  -9.03e-05      1.000   -2.17e+04    2.17e+04
ar.S.L7       -0.2884      0.327     -0.883      0.377      -0.929       0.352
ma.S.L7       -0.4244      0.968     -0.439      0.661      -2.321       1.472
sigma2         1.4579   1.62e+04   9.03e-05      1.000   -3.17e+04    3.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.96   Prob(JB):                         0.42
Heteroskedasticity (H):               0.45   Skew:                             0.89
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.27546372625142, Current Price: 134.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.256
Date:                           Wed, 09 Oct 2024   AIC                             54.512
Time:                                   14:41:12   BIC                             57.337
Sample:                                        0   HQIC                            53.931
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2321      1.166      0.199      0.842      -2.054       2.518
ma.L1         -1.0000   8939.473     -0.000      1.000   -1.75e+04    1.75e+04
ar.S.L7       -0.1212      1.002     -0.121      0.904      -2.086       1.843
ma.S.L7       -1.0003   6156.976     -0.000      1.000   -1.21e+04    1.21e+04
sigma2         0.9215   9133.085      0.000      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.97   Prob(JB):                         0.45
Heteroskedasticity (H):               0.14   Skew:                             0.86
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.07007565557896, Current Price: 133.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.567
Date:                           Wed, 09 Oct 2024   AIC                             55.134
Time:                                   14:41:12   BIC                             57.959
Sample:                                        0   HQIC                            54.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2540      0.679      0.374      0.708      -1.077       1.585
ma.L1         -1.0000   1.01e+04  -9.92e-05      1.000   -1.98e+04    1.98e+04
ar.S.L7       -0.2550      0.516     -0.494      0.621      -1.267       0.757
ma.S.L7       -1.0001   9781.864     -0.000      1.000   -1.92e+04    1.92e+04
sigma2         0.9674   1.46e+04   6.62e-05      1.000   -2.86e+04    2.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.97   Prob(JB):                         0.50
Heteroskedasticity (H):               0.06   Skew:                             0.79
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.23975659124193, Current Price: 136.41
SELL EXECUTED at 136.41
SELL ORDER COMPLETED at 135.39
OPERATION PROFIT, GROSS 0.799999999999983, NET 0.530019999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.669
Date:                           Wed, 09 Oct 2024   AIC                             55.338
Time:                                   14:41:12   BIC                             58.163
Sample:                                        0   HQIC                            54.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1629      0.522      0.312      0.755      -0.861       1.187
ma.L1         -1.0000   1.72e+04  -5.82e-05      1.000   -3.37e+04    3.37e+04
ar.S.L7       -0.3466      0.651     -0.532      0.595      -1.623       0.930
ma.S.L7       -1.0001   7239.516     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         0.9797   1.83e+04   5.35e-05      1.000   -3.59e+04    3.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.94   Prob(JB):                         0.69
Heteroskedasticity (H):               0.15   Skew:                             0.49
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.01889445829332, Current Price: 135.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.420
Date:                           Wed, 09 Oct 2024   AIC                             54.840
Time:                                   14:41:12   BIC                             57.665
Sample:                                        0   HQIC                            54.259
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1745      0.477      0.366      0.715      -0.761       1.110
ma.L1         -1.0000   7197.285     -0.000      1.000   -1.41e+04    1.41e+04
ar.S.L7       -0.4191      0.583     -0.719      0.472      -1.562       0.724
ma.S.L7       -1.0001   1.39e+04  -7.18e-05      1.000   -2.73e+04    2.73e+04
sigma2         0.9432   1.51e+04   6.23e-05      1.000   -2.97e+04    2.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.91   Prob(JB):                         0.66
Heteroskedasticity (H):               0.19   Skew:                             0.46
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 134.60919699478185, Current Price: 137.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.075
Date:                           Wed, 09 Oct 2024   AIC                             58.151
Time:                                   14:41:12   BIC                             60.976
Sample:                                        0   HQIC                            57.570
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2134      0.544      0.393      0.695      -0.852       1.279
ma.L1         -1.0000   1.61e+05  -6.22e-06      1.000   -3.15e+05    3.15e+05
ar.S.L7       -0.3952      0.589     -0.670      0.503      -1.551       0.760
ma.S.L7       -0.9999   1.14e+04   -8.8e-05      1.000   -2.23e+04    2.23e+04
sigma2         1.2188   2.02e+05   6.03e-06      1.000   -3.96e+05    3.96e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 1.39
Prob(Q):                              0.44   Prob(JB):                         0.50
Heteroskedasticity (H):               1.23   Skew:                             0.77
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.1476088204908, Current Price: 138.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.361
Date:                           Wed, 09 Oct 2024   AIC                             54.723
Time:                                   14:41:12   BIC                             57.548
Sample:                                        0   HQIC                            54.142
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4697      0.466     -1.008      0.313      -1.383       0.444
ma.L1         -0.1128      0.414     -0.272      0.785      -0.924       0.699
ar.S.L7       -0.5513      0.437     -1.261      0.207      -1.408       0.306
ma.S.L7       -0.2820      0.697     -0.404      0.686      -1.649       1.085
sigma2         1.7663      0.938      1.883      0.060      -0.072       3.604
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.31   Prob(JB):                         0.84
Heteroskedasticity (H):               2.00   Skew:                             0.23
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.12584159297998, Current Price: 141.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.574
Date:                           Wed, 09 Oct 2024   AIC                             51.148
Time:                                   14:41:12   BIC                             53.973
Sample:                                        0   HQIC                            50.568
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6935      0.389     -1.783      0.075      -1.456       0.069
ma.L1          0.3058      0.635      0.481      0.630      -0.939       1.551
ar.S.L7       -0.5265      0.441     -1.193      0.233      -1.391       0.338
ma.S.L7       -0.2593      0.567     -0.457      0.647      -1.371       0.852
sigma2         1.3423      0.644      2.084      0.037       0.080       2.605
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.72   Prob(JB):                         0.58
Heteroskedasticity (H):               2.13   Skew:                             0.65
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.8153538625242, Current Price: 141.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.421
Date:                           Wed, 09 Oct 2024   AIC                             52.842
Time:                                   14:41:12   BIC                             55.666
Sample:                                        0   HQIC                            52.261
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4107      0.345     -1.191      0.234      -1.086       0.265
ma.L1          0.1327      0.973      0.136      0.892      -1.774       2.039
ar.S.L7       -0.4372      0.287     -1.526      0.127      -0.999       0.124
ma.S.L7       -1.0002   4954.748     -0.000      1.000   -9712.127    9710.127
sigma2         0.9495   4705.109      0.000      1.000   -9220.894    9222.793
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.97   Prob(JB):                         0.60
Heteroskedasticity (H):               3.17   Skew:                             0.68
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.85231093754535, Current Price: 141.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.286
Date:                           Wed, 09 Oct 2024   AIC                             50.573
Time:                                   14:41:12   BIC                             53.398
Sample:                                        0   HQIC                            49.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3113      2.327     -0.134      0.894      -4.871       4.249
ma.L1          0.1397      2.755      0.051      0.960      -5.260       5.539
ar.S.L7       -0.6576      0.825     -0.797      0.426      -2.275       0.960
ma.S.L7       -0.7160      3.750     -0.191      0.849      -8.065       6.633
sigma2         1.0328      3.124      0.331      0.741      -5.090       7.156
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 5.22
Prob(Q):                              0.27   Prob(JB):                         0.07
Heteroskedasticity (H):              13.08   Skew:                             1.45
Prob(H) (two-sided):                  0.03   Kurtosis:                         4.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.92226741654488, Current Price: 142.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.421
Date:                           Wed, 09 Oct 2024   AIC                             52.841
Time:                                   14:41:12   BIC                             55.666
Sample:                                        0   HQIC                            52.260
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5634      0.625     -0.901      0.368      -1.789       0.662
ma.L1          0.2543      0.714      0.356      0.722      -1.146       1.654
ar.S.L7       -0.5704      0.334     -1.707      0.088      -1.225       0.084
ma.S.L7        0.1136      1.127      0.101      0.920      -2.095       2.323
sigma2         1.5665      0.902      1.736      0.082      -0.202       3.335
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.45   Prob(JB):                         0.70
Heteroskedasticity (H):               4.75   Skew:                             0.49
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.69444339579104, Current Price: 141.78
BUY EXECUTED at 141.78
BUY ORDER COMPLETED at 142.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.259
Date:                           Wed, 09 Oct 2024   AIC                             52.517
Time:                                   14:41:12   BIC                             55.342
Sample:                                        0   HQIC                            51.936
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6985      0.544     -1.283      0.199      -1.765       0.368
ma.L1          0.3888      0.884      0.440      0.660      -1.344       2.121
ar.S.L7       -0.5715      0.236     -2.419      0.016      -1.035      -0.108
ma.S.L7        0.1769      1.912      0.092      0.926      -3.571       3.925
sigma2         1.5161      1.169      1.296      0.195      -0.776       3.808
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.68   Prob(JB):                         0.60
Heteroskedasticity (H):               4.70   Skew:                             0.55
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.8068301181514, Current Price: 142.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.355
Date:                           Wed, 09 Oct 2024   AIC                             52.710
Time:                                   14:41:12   BIC                             55.535
Sample:                                        0   HQIC                            52.130
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7010      0.449     -1.561      0.119      -1.581       0.179
ma.L1          0.3687      0.868      0.425      0.671      -1.333       2.070
ar.S.L7       -0.5500      0.275     -2.002      0.045      -1.089      -0.011
ma.S.L7        0.0728      1.938      0.038      0.970      -3.725       3.871
sigma2         1.5584      0.852      1.830      0.067      -0.111       3.228
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.67   Prob(JB):                         0.67
Heteroskedasticity (H):               0.17   Skew:                             0.47
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.1024681643402, Current Price: 143.7
SELL EXECUTED at 143.7
SELL ORDER COMPLETED at 142.75
OPERATION PROFIT, GROSS -0.15000000000000568, NET -0.4356500000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.377
Date:                           Wed, 09 Oct 2024   AIC                             52.754
Time:                                   14:41:12   BIC                             55.579
Sample:                                        0   HQIC                            52.174
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7172      0.552     -1.299      0.194      -1.800       0.365
ma.L1          0.3873      1.108      0.350      0.727      -1.784       2.558
ar.S.L7       -0.4998      0.346     -1.444      0.149      -1.178       0.179
ma.S.L7        0.0665      2.138      0.031      0.975      -4.124       4.257
sigma2         1.5638      0.862      1.813      0.070      -0.126       3.254
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.62   Prob(JB):                         0.79
Heteroskedasticity (H):               0.12   Skew:                             0.34
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.23511559755258, Current Price: 142.78
BUY EXECUTED at 142.78
BUY ORDER COMPLETED at 141.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.057
Date:                           Wed, 09 Oct 2024   AIC                             52.114
Time:                                   14:41:12   BIC                             54.939
Sample:                                        0   HQIC                            51.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8608      0.087     -9.908      0.000      -1.031      -0.691
ma.L1          1.0000   1.53e+04   6.54e-05      1.000      -3e+04       3e+04
ar.S.L7       -0.1259      0.268     -0.470      0.639      -0.651       0.399
ma.S.L7       -1.0001   1.25e+04  -8.03e-05      1.000   -2.44e+04    2.44e+04
sigma2         0.7949   1.94e+04   4.11e-05      1.000   -3.79e+04    3.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.90   Prob(JB):                         0.63
Heteroskedasticity (H):               0.72   Skew:                            -0.65
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.81337364603465, Current Price: 141.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.684
Date:                           Wed, 09 Oct 2024   AIC                             53.367
Time:                                   14:41:13   BIC                             56.192
Sample:                                        0   HQIC                            52.787
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7887      0.127     -6.188      0.000      -1.039      -0.539
ma.L1          1.0000   2.54e+04   3.94e-05      1.000   -4.98e+04    4.98e+04
ar.S.L7       -0.2398      0.213     -1.126      0.260      -0.657       0.178
ma.S.L7       -1.4189      5.635     -0.252      0.801     -12.463       9.625
sigma2         0.5659   1.44e+04   3.94e-05      1.000   -2.82e+04    2.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.24   Prob(JB):                         0.48
Heteroskedasticity (H):               1.32   Skew:                            -0.83
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.74978141691582, Current Price: 142.21
SELL EXECUTED at 142.21
SELL ORDER COMPLETED at 141.62
OPERATION PROFIT, GROSS 0.28999999999999204, NET 0.007049999999992007
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.012
Date:                           Wed, 09 Oct 2024   AIC                             56.024
Time:                                   14:41:13   BIC                             58.849
Sample:                                        0   HQIC                            55.443
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3880      1.032     -0.376      0.707      -2.411       1.635
ma.L1          0.2656      1.172      0.227      0.821      -2.032       2.563
ar.S.L7       -0.1906      0.637     -0.299      0.765      -1.439       1.058
ma.S.L7       -0.5216      2.402     -0.217      0.828      -5.230       4.187
sigma2         1.7846      3.415      0.523      0.601      -4.909       8.478
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.71   Prob(JB):                         0.68
Heteroskedasticity (H):               1.96   Skew:                            -0.57
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.43601040853454, Current Price: 141.76
BUY EXECUTED at 141.76
BUY ORDER COMPLETED at 141.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.570
Date:                           Wed, 09 Oct 2024   AIC                             57.140
Time:                                   14:41:13   BIC                             59.965
Sample:                                        0   HQIC                            56.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4079      0.600     -0.680      0.497      -1.584       0.768
ma.L1          0.1287      0.568      0.226      0.821      -0.986       1.243
ar.S.L7       -0.2317      0.570     -0.406      0.684      -1.349       0.885
ma.S.L7       -1.0002   4466.958     -0.000      1.000   -8756.076    8754.076
sigma2         1.3258   5922.385      0.000      1.000   -1.16e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.74   Prob(JB):                         0.47
Heteroskedasticity (H):               1.95   Skew:                            -0.77
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.26842752048265, Current Price: 141.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.734
Date:                           Wed, 09 Oct 2024   AIC                             55.469
Time:                                   14:41:13   BIC                             58.293
Sample:                                        0   HQIC                            54.888
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1509      3.017     -0.050      0.960      -6.064       5.762
ma.L1          0.0615      3.087      0.020      0.984      -5.989       6.112
ar.S.L7       -0.3300      0.520     -0.634      0.526      -1.350       0.690
ma.S.L7       -0.1228      1.550     -0.079      0.937      -3.161       2.915
sigma2         1.9228      1.829      1.051      0.293      -1.662       5.508
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.74   Prob(JB):                         0.61
Heteroskedasticity (H):               4.85   Skew:                            -0.50
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.5931736164061, Current Price: 144.17
SELL EXECUTED at 144.17
SELL ORDER COMPLETED at 144.35
OPERATION PROFIT, GROSS 2.960000000000008, NET 2.674260000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.233
Date:                           Wed, 09 Oct 2024   AIC                             56.467
Time:                                   14:41:13   BIC                             59.292
Sample:                                        0   HQIC                            55.886
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0459      1.855     -0.025      0.980      -3.681       3.589
ma.L1         -0.0912      1.925     -0.047      0.962      -3.865       3.682
ar.S.L7       -0.3541      0.484     -0.731      0.465      -1.303       0.595
ma.S.L7       -0.1197      1.325     -0.090      0.928      -2.717       2.477
sigma2         2.0770      1.878      1.106      0.269      -1.603       5.757
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.84   Prob(JB):                         0.56
Heteroskedasticity (H):               3.32   Skew:                            -0.53
Prob(H) (two-sided):                  0.27   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.95014173228287, Current Price: 144.19
BUY EXECUTED at 144.19
BUY ORDER COMPLETED at 144.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.537
Date:                           Wed, 09 Oct 2024   AIC                             55.075
Time:                                   14:41:13   BIC                             57.900
Sample:                                        0   HQIC                            54.494
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0257      0.614     -0.042      0.967      -1.230       1.179
ma.L1         -0.3914      0.695     -0.563      0.573      -1.753       0.970
ar.S.L7       -0.5458      0.430     -1.271      0.204      -1.388       0.296
ma.S.L7       -1.0002   6461.893     -0.000      1.000   -1.27e+04    1.27e+04
sigma2         1.1297   7300.255      0.000      1.000   -1.43e+04    1.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.82   Prob(JB):                         0.59
Heteroskedasticity (H):               1.56   Skew:                            -0.29
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.45294033140914, Current Price: 145.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.906
Date:                           Wed, 09 Oct 2024   AIC                             53.812
Time:                                   14:41:13   BIC                             56.637
Sample:                                        0   HQIC                            53.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0655      0.628     -0.104      0.917      -1.296       1.165
ma.L1         -0.3580      0.714     -0.501      0.616      -1.757       1.041
ar.S.L7       -0.5866      0.506     -1.160      0.246      -1.578       0.405
ma.S.L7       -0.5566      1.950     -0.285      0.775      -4.378       3.265
sigma2         1.4749      2.440      0.604      0.546      -3.307       6.257
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.52   Prob(JB):                         0.64
Heteroskedasticity (H):               1.48   Skew:                            -0.21
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.36543891559333, Current Price: 145.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.275
Date:                           Wed, 09 Oct 2024   AIC                             54.550
Time:                                   14:41:13   BIC                             57.375
Sample:                                        0   HQIC                            53.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0791      0.692     -0.114      0.909      -1.436       1.278
ma.L1         -0.2877      0.754     -0.381      0.703      -1.766       1.191
ar.S.L7       -0.5134      0.563     -0.912      0.362      -1.616       0.590
ma.S.L7       -0.2819      0.918     -0.307      0.759      -2.081       1.517
sigma2         1.7443      1.694      1.030      0.303      -1.576       5.064
===================================================================================
Ljung-Box (L1) (Q):                   0.88   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.35   Prob(JB):                         0.73
Heteroskedasticity (H):               2.03   Skew:                            -0.35
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.98159310742105, Current Price: 144.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.717
Date:                           Wed, 09 Oct 2024   AIC                             55.434
Time:                                   14:41:13   BIC                             58.259
Sample:                                        0   HQIC                            54.853
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1507      0.853     -0.177      0.860      -1.823       1.522
ma.L1         -0.2807      0.903     -0.311      0.756      -2.051       1.490
ar.S.L7       -0.6049      0.515     -1.175      0.240      -1.614       0.404
ma.S.L7       -0.1343      1.056     -0.127      0.899      -2.204       1.936
sigma2         1.9154      1.228      1.560      0.119      -0.492       4.322
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.41   Prob(JB):                         0.76
Heteroskedasticity (H):               0.31   Skew:                            -0.38
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.58731145681043, Current Price: 143.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.475
Date:                           Wed, 09 Oct 2024   AIC                             54.951
Time:                                   14:41:13   BIC                             57.776
Sample:                                        0   HQIC                            54.370
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6935      0.312      2.222      0.026       0.082       1.305
ma.L1         -1.0000   1.15e+05  -8.67e-06      1.000   -2.26e+05    2.26e+05
ar.S.L7       -0.1556      0.467     -0.334      0.739      -1.070       0.759
ma.S.L7       -0.5857      1.285     -0.456      0.648      -3.103       1.932
sigma2         1.2868   1.49e+05   8.67e-06      1.000   -2.91e+05    2.91e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.70   Prob(JB):                         0.69
Heteroskedasticity (H):               0.31   Skew:                            -0.13
Prob(H) (two-sided):                  0.29   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.11491953196474, Current Price: 145.75
SELL EXECUTED at 145.75
SELL ORDER COMPLETED at 145.54
OPERATION PROFIT, GROSS 1.2399999999999807, NET 0.9501599999999807
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.688
Date:                           Wed, 09 Oct 2024   AIC                             59.377
Time:                                   14:41:13   BIC                             62.202
Sample:                                        0   HQIC                            58.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3430      1.120     -0.306      0.760      -2.539       1.853
ma.L1         16.4540    286.152      0.058      0.954    -544.393     577.301
ar.S.L7       -0.6944      0.572     -1.214      0.225      -1.815       0.426
ma.S.L7        4.4747     15.389      0.291      0.771     -25.686      34.636
sigma2         0.0005      0.017      0.028      0.978      -0.033       0.034
===================================================================================
Ljung-Box (L1) (Q):                   1.59   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.21   Prob(JB):                         0.73
Heteroskedasticity (H):               0.61   Skew:                             0.13
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
Predicted Price: 146.74056614000236, Current Price: 146.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.714
Date:                           Wed, 09 Oct 2024   AIC                             57.427
Time:                                   14:41:13   BIC                             60.252
Sample:                                        0   HQIC                            56.847
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0825      0.700     -0.118      0.906      -1.454       1.289
ma.L1         -0.4691      0.683     -0.687      0.492      -1.807       0.869
ar.S.L7       -0.8088      0.382     -2.117      0.034      -1.558      -0.060
ma.S.L7        1.0005   1951.629      0.001      1.000   -3824.122    3826.123
sigma2         1.3536   2642.413      0.001      1.000   -5177.680    5180.387
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.63   Prob(JB):                         0.82
Heteroskedasticity (H):               0.64   Skew:                             0.23
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.37343505234506, Current Price: 143.14
BUY EXECUTED at 143.14
BUY ORDER COMPLETED at 143.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.474
Date:                           Wed, 09 Oct 2024   AIC                             58.948
Time:                                   14:41:13   BIC                             61.773
Sample:                                        0   HQIC                            58.367
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3885      0.653     -0.595      0.552      -1.667       0.890
ma.L1          1.0000   6305.607      0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7        0.1874      0.409      0.458      0.647      -0.615       0.989
ma.S.L7       -0.4586      1.095     -0.419      0.675      -2.605       1.687
sigma2         2.1533   1.36e+04      0.000      1.000   -2.66e+04    2.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.28   Prob(JB):                         0.63
Heteroskedasticity (H):               1.64   Skew:                             0.08
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.80689125414239, Current Price: 141.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.741
Date:                           Wed, 09 Oct 2024   AIC                             59.481
Time:                                   14:41:13   BIC                             62.306
Sample:                                        0   HQIC                            58.900
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5220      0.477     -1.095      0.273      -1.456       0.412
ma.L1          1.0000   6703.476      0.000      1.000   -1.31e+04    1.31e+04
ar.S.L7       -0.0112      0.242     -0.046      0.963      -0.486       0.463
ma.S.L7       -0.5209      1.341     -0.388      0.698      -3.150       2.108
sigma2         2.2148   1.48e+04      0.000      1.000   -2.91e+04    2.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.66   Prob(JB):                         0.67
Heteroskedasticity (H):               2.21   Skew:                             0.15
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.73612581610251, Current Price: 141.39
SELL EXECUTED at 141.39
SELL ORDER COMPLETED at 141.23
OPERATION PROFIT, GROSS -2.4099999999999966, NET -2.6948699999999963
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.533
Date:                           Wed, 09 Oct 2024   AIC                             59.066
Time:                                   14:41:13   BIC                             61.891
Sample:                                        0   HQIC                            58.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4960      0.095     -5.198      0.000      -0.683      -0.309
ma.L1          1.1925      0.373      3.199      0.001       0.462       1.923
ar.S.L7       -0.5440      0.627     -0.868      0.385      -1.772       0.684
ma.S.L7        0.1805      1.748      0.103      0.918      -3.246       3.607
sigma2         1.6655      1.834      0.908      0.364      -1.930       5.261
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.64   Prob(JB):                         0.80
Heteroskedasticity (H):               1.74   Skew:                             0.32
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.63144231960925, Current Price: 140.18
BUY EXECUTED at 140.18
BUY ORDER COMPLETED at 140.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.185
Date:                           Wed, 09 Oct 2024   AIC                             56.369
Time:                                   14:41:13   BIC                             59.194
Sample:                                        0   HQIC                            55.789
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3780      0.187     -2.020      0.043      -0.745      -0.011
ma.L1          0.8181      0.292      2.801      0.005       0.246       1.391
ar.S.L7       -0.5676      0.462     -1.229      0.219      -1.473       0.338
ma.S.L7        0.2969      0.932      0.319      0.750      -1.529       2.123
sigma2         1.9456      1.782      1.092      0.275      -1.547       5.438
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.92   Prob(JB):                         0.79
Heteroskedasticity (H):               2.69   Skew:                             0.25
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.97189035939988, Current Price: 141.03
SELL EXECUTED at 141.03
SELL ORDER COMPLETED at 142.68
OPERATION PROFIT, GROSS 2.3400000000000034, NET 2.0569800000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.369
Date:                           Wed, 09 Oct 2024   AIC                             56.739
Time:                                   14:41:13   BIC                             59.564
Sample:                                        0   HQIC                            56.158
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2306      0.973     -0.237      0.813      -2.138       1.677
ma.L1          0.6181      0.910      0.679      0.497      -1.165       2.402
ar.S.L7       -0.5350      0.328     -1.632      0.103      -1.178       0.108
ma.S.L7        1.0000   5.24e+04   1.91e-05      1.000   -1.03e+05    1.03e+05
sigma2         1.2779    6.7e+04   1.91e-05      1.000   -1.31e+05    1.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.71   Prob(JB):                         0.78
Heteroskedasticity (H):               2.00   Skew:                            -0.06
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.0597770985732, Current Price: 141.32
BUY EXECUTED at 141.32
BUY ORDER COMPLETED at 141.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.264
Date:                           Wed, 09 Oct 2024   AIC                             58.528
Time:                                   14:41:13   BIC                             61.353
Sample:                                        0   HQIC                            57.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6013      1.679     -0.358      0.720      -3.892       2.689
ma.L1          1.3130      3.877      0.339      0.735      -6.286       8.912
ar.S.L7       -0.5339      0.468     -1.140      0.254      -1.452       0.384
ma.S.L7        0.1541      1.072      0.144      0.886      -1.947       2.255
sigma2         1.3557      7.461      0.182      0.856     -13.267      15.978
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.64   Prob(JB):                         0.98
Heteroskedasticity (H):               2.21   Skew:                             0.14
Prob(H) (two-sided):                  0.46   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.63311676599426, Current Price: 140.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.732
Date:                           Wed, 09 Oct 2024   AIC                             59.465
Time:                                   14:41:13   BIC                             62.290
Sample:                                        0   HQIC                            58.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5478      0.279     -1.964      0.050      -1.094      -0.001
ma.L1          1.0000   2.64e+04   3.79e-05      1.000   -5.17e+04    5.17e+04
ar.S.L7       -0.3952      0.569     -0.695      0.487      -1.510       0.720
ma.S.L7        0.0396      1.012      0.039      0.969      -1.943       2.022
sigma2         2.2470   5.92e+04   3.79e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.70   Prob(JB):                         0.72
Heteroskedasticity (H):               3.60   Skew:                             0.35
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.9812995604332, Current Price: 141.32
SELL EXECUTED at 141.32
SELL ORDER COMPLETED at 141.82
OPERATION PROFIT, GROSS 0.09000000000000341, NET -0.19354999999999656
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.667
Date:                           Wed, 09 Oct 2024   AIC                             61.334
Time:                                   14:41:13   BIC                             64.159
Sample:                                        0   HQIC                            60.754
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5292      0.182     -2.910      0.004      -0.886      -0.173
ma.L1          1.0000   1445.174      0.001      0.999   -2831.489    2833.489
ar.S.L7       -0.3925      0.850     -0.462      0.644      -2.057       1.273
ma.S.L7       -1.0030    273.006     -0.004      0.997    -536.085     534.079
sigma2         1.6246   2602.929      0.001      1.000   -5100.023    5103.272
===================================================================================
Ljung-Box (L1) (Q):                   1.41   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.24   Prob(JB):                         0.67
Heteroskedasticity (H):               2.15   Skew:                             0.16
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.88424709135901, Current Price: 141.6
BUY EXECUTED at 141.6
BUY ORDER COMPLETED at 141.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.575
Date:                           Wed, 09 Oct 2024   AIC                             61.150
Time:                                   14:41:13   BIC                             63.975
Sample:                                        0   HQIC                            60.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4682      0.233     -2.011      0.044      -0.924      -0.012
ma.L1          1.0000    952.552      0.001      0.999   -1865.968    1867.968
ar.S.L7       -0.2502      0.563     -0.445      0.657      -1.353       0.853
ma.S.L7       -1.0004   2569.994     -0.000      1.000   -5038.097    5036.096
sigma2         1.7141   4288.201      0.000      1.000   -8403.005    8406.433
===================================================================================
Ljung-Box (L1) (Q):                   2.70   Jarque-Bera (JB):                 1.66
Prob(Q):                              0.10   Prob(JB):                         0.44
Heteroskedasticity (H):               1.30   Skew:                             0.64
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.7335470495524, Current Price: 140.71
SELL EXECUTED at 140.71
SELL ORDER COMPLETED at 141.57
OPERATION PROFIT, GROSS -0.36000000000001364, NET -0.6435000000000136
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.587
Date:                           Wed, 09 Oct 2024   AIC                             59.174
Time:                                   14:41:13   BIC                             61.999
Sample:                                        0   HQIC                            58.593
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6423      0.602     -1.067      0.286      -1.822       0.538
ma.L1          1.0000   4422.335      0.000      1.000   -8666.618    8668.618
ar.S.L7       -0.0001      0.018     -0.006      0.995      -0.036       0.036
ma.S.L7       -1.0000   1.04e+04  -9.64e-05      1.000   -2.03e+04    2.03e+04
sigma2         1.7647   1.72e+04      0.000      1.000   -3.37e+04    3.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.38   Prob(JB):                         0.65
Heteroskedasticity (H):               0.41   Skew:                             0.40
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.74719741121203, Current Price: 141.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.593
Date:                           Wed, 09 Oct 2024   AIC                             59.186
Time:                                   14:41:13   BIC                             62.011
Sample:                                        0   HQIC                            58.605
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6330      0.523     -1.210      0.226      -1.658       0.392
ma.L1          1.0000    626.449      0.002      0.999   -1226.818    1228.818
ar.S.L7        0.0001      0.012      0.010      0.992      -0.024       0.025
ma.S.L7       -1.0000   4.56e+04  -2.19e-05      1.000   -8.94e+04    8.94e+04
sigma2         1.7663   8.09e+04   2.18e-05      1.000   -1.59e+05    1.59e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.49   Prob(JB):                         0.67
Heteroskedasticity (H):               0.24   Skew:                             0.17
Prob(H) (two-sided):                  0.20   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.49967972058914, Current Price: 142.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.275
Date:                           Wed, 09 Oct 2024   AIC                             60.549
Time:                                   14:41:13   BIC                             63.374
Sample:                                        0   HQIC                            59.969
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4994      0.268     -1.861      0.063      -1.025       0.027
ma.L1          1.0000   2556.879      0.000      1.000   -5010.390    5012.390
ar.S.L7       -0.2865      0.579     -0.495      0.621      -1.422       0.849
ma.S.L7       -0.3418      0.796     -0.429      0.668      -1.902       1.219
sigma2         2.4645   6299.978      0.000      1.000   -1.23e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.69   Prob(JB):                         0.65
Heteroskedasticity (H):               0.49   Skew:                             0.30
Prob(H) (two-sided):                  0.51   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.80486985132086, Current Price: 143.75
BUY EXECUTED at 143.75
BUY ORDER COMPLETED at 143.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.856
Date:                           Wed, 09 Oct 2024   AIC                             59.713
Time:                                   14:41:13   BIC                             62.537
Sample:                                        0   HQIC                            59.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5084      0.306     -1.663      0.096      -1.108       0.091
ma.L1          0.9999    408.549      0.002      0.998    -799.741     801.741
ar.S.L7       -0.1425      0.455     -0.313      0.754      -1.035       0.749
ma.S.L7       -0.4088      0.825     -0.496      0.620      -2.025       1.208
sigma2         2.2992    938.661      0.002      0.998   -1837.442    1842.041
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.45   Prob(JB):                         0.70
Heteroskedasticity (H):               0.44   Skew:                             0.32
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.2328402373814, Current Price: 144.51
SELL EXECUTED at 144.51
SELL ORDER COMPLETED at 144.08
OPERATION PROFIT, GROSS 0.8700000000000045, NET 0.5827100000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.510
Date:                           Wed, 09 Oct 2024   AIC                             55.019
Time:                                   14:41:13   BIC                             57.844
Sample:                                        0   HQIC                            54.439
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5304      0.408     -1.301      0.193      -1.329       0.269
ma.L1          1.3724      1.011      1.358      0.174      -0.608       3.353
ar.S.L7       -0.2999      0.516     -0.582      0.561      -1.310       0.711
ma.S.L7       -1.0003   3738.720     -0.000      1.000   -7328.757    7326.756
sigma2         0.5724   2140.227      0.000      1.000   -4194.196    4195.341
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.34   Prob(JB):                         0.86
Heteroskedasticity (H):               1.19   Skew:                            -0.13
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.44305661640382, Current Price: 141.83
BUY EXECUTED at 141.83
BUY ORDER COMPLETED at 142.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.704
Date:                           Wed, 09 Oct 2024   AIC                             49.407
Time:                                   14:41:14   BIC                             52.232
Sample:                                        0   HQIC                            48.826
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0414      1.647      0.025      0.980      -3.186       3.269
ma.L1         -0.4036      1.018     -0.397      0.692      -2.398       1.591
ar.S.L7       -0.4625      0.436     -1.062      0.288      -1.316       0.391
ma.S.L7       -1.0001   6464.239     -0.000      1.000   -1.27e+04    1.27e+04
sigma2         0.7304   4721.843      0.000      1.000   -9253.912    9255.373
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.54   Prob(JB):                         0.75
Heteroskedasticity (H):               3.02   Skew:                             0.48
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.07416445667562, Current Price: 141.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.549
Date:                           Wed, 09 Oct 2024   AIC                             53.097
Time:                                   14:41:14   BIC                             55.922
Sample:                                        0   HQIC                            52.517
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1832      1.514      0.121      0.904      -2.784       3.151
ma.L1         -0.6453      1.589     -0.406      0.685      -3.760       2.470
ar.S.L7       -0.5978      0.313     -1.912      0.056      -1.211       0.015
ma.S.L7       -1.0003   2063.962     -0.000      1.000   -4046.292    4044.291
sigma2         0.9632   1988.137      0.000      1.000   -3895.713    3897.639
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.79   Prob(JB):                         0.68
Heteroskedasticity (H):               0.07   Skew:                            -0.38
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.06377651831482, Current Price: 141.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.059
Date:                           Wed, 09 Oct 2024   AIC                             52.117
Time:                                   14:41:14   BIC                             54.942
Sample:                                        0   HQIC                            51.537
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2223      1.417      0.157      0.875      -2.555       2.999
ma.L1         -0.6978      1.489     -0.469      0.639      -3.616       2.221
ar.S.L7       -0.6569      0.341     -1.928      0.054      -1.325       0.011
ma.S.L7       -1.0013    543.756     -0.002      0.999   -1066.744    1064.741
sigma2         0.8877    482.813      0.002      0.999    -945.408     947.184
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 4.41
Prob(Q):                              0.89   Prob(JB):                         0.11
Heteroskedasticity (H):               0.08   Skew:                            -0.75
Prob(H) (two-sided):                  0.03   Kurtosis:                         5.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.74546202457503, Current Price: 138.87
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.112
Date:                           Wed, 09 Oct 2024   AIC                             52.225
Time:                                   14:41:14   BIC                             55.050
Sample:                                        0   HQIC                            51.644
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3289      0.784      0.419      0.675      -1.209       1.866
ma.L1         -0.9382      2.005     -0.468      0.640      -4.867       2.991
ar.S.L7       -0.7160      0.320     -2.238      0.025      -1.343      -0.089
ma.S.L7       -1.4619      3.056     -0.478      0.632      -7.452       4.529
sigma2         0.5091      1.643      0.310      0.757      -2.711       3.729
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 2.69
Prob(Q):                              0.81   Prob(JB):                         0.26
Heteroskedasticity (H):               0.20   Skew:                            -0.65
Prob(H) (two-sided):                  0.15   Kurtosis:                         4.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.80439928139447, Current Price: 139.63
SELL EXECUTED at 139.63
SELL ORDER COMPLETED at 140.79
OPERATION PROFIT, GROSS -1.4000000000000057, NET -1.6829800000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.614
Date:                           Wed, 09 Oct 2024   AIC                             55.229
Time:                                   14:41:14   BIC                             58.054
Sample:                                        0   HQIC                            54.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8160      0.289     -2.826      0.005      -1.382      -0.250
ma.L1          1.0000   1.08e+04   9.28e-05      1.000   -2.11e+04    2.11e+04
ar.S.L7       -0.8131      0.311     -2.611      0.009      -1.423      -0.203
ma.S.L7       -0.0076      0.526     -0.014      0.989      -1.039       1.024
sigma2         1.6271   1.75e+04   9.28e-05      1.000   -3.44e+04    3.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 1.92
Prob(Q):                              0.43   Prob(JB):                         0.38
Heteroskedasticity (H):               0.16   Skew:                            -0.83
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.0489025516909, Current Price: 141.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.125
Date:                           Wed, 09 Oct 2024   AIC                             44.250
Time:                                   14:41:14   BIC                             47.075
Sample:                                        0   HQIC                            43.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7404      0.125     -5.913      0.000      -0.986      -0.495
ma.L1          1.0000   3.63e+04   2.75e-05      1.000   -7.11e+04    7.11e+04
ar.S.L7       -0.7372      0.210     -3.511      0.000      -1.149      -0.326
ma.S.L7       -0.5957      0.820     -0.726      0.468      -2.203       1.012
sigma2         0.6086   2.21e+04   2.75e-05      1.000   -4.33e+04    4.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.77   Prob(JB):                         0.84
Heteroskedasticity (H):               0.18   Skew:                             0.12
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.101183281796, Current Price: 141.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.926
Date:                           Wed, 09 Oct 2024   AIC                             37.852
Time:                                   14:41:14   BIC                             40.677
Sample:                                        0   HQIC                            37.272
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3053      0.389     -0.785      0.433      -1.068       0.457
ma.L1          2.0156      1.616      1.247      0.212      -1.152       5.183
ar.S.L7       -0.4080      0.263     -1.550      0.121      -0.924       0.108
ma.S.L7       -1.0000    4.7e+04  -2.13e-05      1.000   -9.21e+04    9.21e+04
sigma2         0.0741   3482.226   2.13e-05      1.000   -6824.964    6825.112
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.58   Prob(JB):                         0.86
Heteroskedasticity (H):               0.62   Skew:                             0.17
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.0513170474167, Current Price: 141.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.302
Date:                           Wed, 09 Oct 2024   AIC                             42.604
Time:                                   14:41:14   BIC                             45.429
Sample:                                        0   HQIC                            42.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3076      1.137     -0.271      0.787      -2.536       1.921
ma.L1          0.5043      1.088      0.464      0.643      -1.628       2.636
ar.S.L7       -0.6077      0.371     -1.637      0.102      -1.335       0.120
ma.S.L7       -0.6923      1.703     -0.407      0.684      -4.029       2.645
sigma2         0.5697      0.740      0.770      0.441      -0.880       2.019
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.69   Prob(JB):                         0.65
Heteroskedasticity (H):               0.69   Skew:                            -0.10
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.69754965783218, Current Price: 140.69
BUY EXECUTED at 140.69
BUY ORDER COMPLETED at 142.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.139
Date:                           Wed, 09 Oct 2024   AIC                             44.279
Time:                                   14:41:14   BIC                             47.103
Sample:                                        0   HQIC                            43.698
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3287      1.020     -0.322      0.747      -2.327       1.670
ma.L1          0.5994      0.961      0.624      0.533      -1.284       2.483
ar.S.L7       -0.7069      0.226     -3.129      0.002      -1.150      -0.264
ma.S.L7       -1.0001   5666.514     -0.000      1.000   -1.11e+04    1.11e+04
sigma2         0.4934   2795.836      0.000      1.000   -5479.244    5480.230
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.75   Prob(JB):                         0.49
Heteroskedasticity (H):               0.77   Skew:                             0.08
Prob(H) (two-sided):                  0.81   Kurtosis:                         1.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.9328790270726, Current Price: 141.92
SELL EXECUTED at 141.92
SELL ORDER COMPLETED at 142.16
OPERATION PROFIT, GROSS 0.12999999999999545, NET -0.1541900000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.629
Date:                           Wed, 09 Oct 2024   AIC                             45.258
Time:                                   14:41:14   BIC                             48.083
Sample:                                        0   HQIC                            44.678
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6103      0.438      1.392      0.164      -0.249       1.470
ma.L1         -1.0000   9846.654     -0.000      1.000   -1.93e+04    1.93e+04
ar.S.L7       -0.6838      0.296     -2.314      0.021      -1.263      -0.105
ma.S.L7       -1.0000   1.86e+04  -5.38e-05      1.000   -3.64e+04    3.64e+04
sigma2         0.4271   9195.728   4.64e-05      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.59   Prob(JB):                         0.64
Heteroskedasticity (H):               2.58   Skew:                             0.28
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.9383281101059, Current Price: 142.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.378
Date:                           Wed, 09 Oct 2024   AIC                             44.756
Time:                                   14:41:14   BIC                             47.580
Sample:                                        0   HQIC                            44.175
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8605      0.296     -2.911      0.004      -1.440      -0.281
ma.L1          1.0000   7954.760      0.000      1.000   -1.56e+04    1.56e+04
ar.S.L7       -0.7283      0.341     -2.135      0.033      -1.397      -0.060
ma.S.L7       -0.8196      4.366     -0.188      0.851      -9.376       7.737
sigma2         0.5352   4256.360      0.000      1.000   -8341.777    8342.847
===================================================================================
Ljung-Box (L1) (Q):                   1.12   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.29   Prob(JB):                         0.51
Heteroskedasticity (H):               6.62   Skew:                             0.78
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.04639192034642, Current Price: 140.81
BUY EXECUTED at 140.81
BUY ORDER COMPLETED at 139.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.149
Date:                           Wed, 09 Oct 2024   AIC                             48.298
Time:                                   14:41:14   BIC                             51.122
Sample:                                        0   HQIC                            47.717
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3769      0.123     -3.053      0.002      -0.619      -0.135
ma.L1          1.0000   1.56e+04    6.4e-05      1.000   -3.06e+04    3.06e+04
ar.S.L7       -0.9728      0.238     -4.081      0.000      -1.440      -0.506
ma.S.L7       -1.0000   5.49e+05  -1.82e-06      1.000   -1.08e+06    1.08e+06
sigma2         0.6232   3.39e+05   1.84e-06      1.000   -6.64e+05    6.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.68   Prob(JB):                         0.68
Heteroskedasticity (H):               3.53   Skew:                            -0.23
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.66415193559766, Current Price: 140.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.617
Date:                           Wed, 09 Oct 2024   AIC                             49.235
Time:                                   14:41:14   BIC                             52.059
Sample:                                        0   HQIC                            48.654
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1823      0.700     -0.261      0.794      -1.553       1.189
ma.L1          1.0000   4665.502      0.000      1.000   -9143.216    9145.216
ar.S.L7       -1.0045      0.149     -6.750      0.000      -1.296      -0.713
ma.S.L7       -0.6462      1.591     -0.406      0.685      -3.765       2.472
sigma2         0.9166   4276.458      0.000      1.000   -8380.788    8382.621
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.87   Prob(JB):                         0.78
Heteroskedasticity (H):               7.34   Skew:                            -0.22
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.57728627842297, Current Price: 140.59
SELL EXECUTED at 140.59
SELL ORDER COMPLETED at 140.27
OPERATION PROFIT, GROSS 0.30000000000001137, NET 0.019760000000011324
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.591
Date:                           Wed, 09 Oct 2024   AIC                             49.181
Time:                                   14:41:14   BIC                             52.006
Sample:                                        0   HQIC                            48.601
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1547      0.666     -0.232      0.816      -1.459       1.150
ma.L1          1.0000   8375.162      0.000      1.000   -1.64e+04    1.64e+04
ar.S.L7       -1.0289      0.171     -6.017      0.000      -1.364      -0.694
ma.S.L7       -0.4405      0.964     -0.457      0.648      -2.331       1.450
sigma2         1.0079   8441.794      0.000      1.000   -1.65e+04    1.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.71   Prob(JB):                         0.69
Heteroskedasticity (H):               8.26   Skew:                            -0.39
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.86917222751282, Current Price: 139.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.529
Date:                           Wed, 09 Oct 2024   AIC                             49.058
Time:                                   14:41:14   BIC                             51.883
Sample:                                        0   HQIC                            48.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2199      0.587     -0.375      0.708      -1.370       0.930
ma.L1          1.0000   1.37e+04   7.28e-05      1.000   -2.69e+04    2.69e+04
ar.S.L7       -0.9448      0.154     -6.141      0.000      -1.246      -0.643
ma.S.L7       -0.6102      1.600     -0.381      0.703      -3.746       2.526
sigma2         0.9262   1.27e+04   7.28e-05      1.000   -2.49e+04    2.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.84   Prob(JB):                         0.85
Heteroskedasticity (H):               1.84   Skew:                            -0.10
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.19698375549433, Current Price: 140.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.268
Date:                           Wed, 09 Oct 2024   AIC                             48.535
Time:                                   14:41:14   BIC                             51.360
Sample:                                        0   HQIC                            47.955
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1540      0.644     -0.239      0.811      -1.417       1.109
ma.L1          1.0000   1.06e+05   9.43e-06      1.000   -2.08e+05    2.08e+05
ar.S.L7       -1.0065      0.145     -6.921      0.000      -1.292      -0.721
ma.S.L7       -1.0000   2.47e+04  -4.04e-05      1.000   -4.85e+04    4.85e+04
sigma2         0.6441   7.98e+04   8.07e-06      1.000   -1.56e+05    1.56e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.78   Prob(JB):                         0.68
Heteroskedasticity (H):               0.59   Skew:                            -0.55
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.36626817242015, Current Price: 140.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.720
Date:                           Wed, 09 Oct 2024   AIC                             49.440
Time:                                   14:41:14   BIC                             52.264
Sample:                                        0   HQIC                            48.859
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2590      0.563     -0.460      0.646      -1.363       0.845
ma.L1          1.0000   3702.653      0.000      1.000   -7256.067    7258.067
ar.S.L7       -0.8175      0.205     -3.995      0.000      -1.219      -0.416
ma.S.L7       -0.0902      0.849     -0.106      0.915      -1.754       1.573
sigma2         1.0887   4030.920      0.000      1.000   -7899.370    7901.547
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.88   Prob(JB):                         0.86
Heteroskedasticity (H):               0.49   Skew:                             0.11
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.00437866549123, Current Price: 140.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.105
Date:                           Wed, 09 Oct 2024   AIC                             50.210
Time:                                   14:41:14   BIC                             53.035
Sample:                                        0   HQIC                            49.629
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1147      1.158     -0.099      0.921      -2.385       2.156
ma.L1          0.6265      0.680      0.922      0.357      -0.706       1.959
ar.S.L7       -0.6041      0.426     -1.419      0.156      -1.438       0.230
ma.S.L7       -1.0029    303.467     -0.003      0.997    -595.786     593.781
sigma2         0.7760    235.809      0.003      0.997    -461.400     462.952
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.85   Prob(JB):                         0.93
Heteroskedasticity (H):               0.77   Skew:                            -0.25
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.4881633421333, Current Price: 139.79
BUY EXECUTED at 139.79
BUY ORDER COMPLETED at 140.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.224
Date:                           Wed, 09 Oct 2024   AIC                             52.449
Time:                                   14:41:14   BIC                             55.273
Sample:                                        0   HQIC                            51.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2635      1.113     -0.237      0.813      -2.445       1.918
ma.L1          0.5493      0.808      0.680      0.497      -1.035       2.134
ar.S.L7       -0.5982      0.475     -1.259      0.208      -1.529       0.333
ma.S.L7       -0.0218      0.812     -0.027      0.979      -1.614       1.570
sigma2         1.5318      0.880      1.740      0.082      -0.193       3.257
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.72   Prob(JB):                         0.95
Heteroskedasticity (H):               0.46   Skew:                             0.01
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.0893950548406, Current Price: 140.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.764
Date:                           Wed, 09 Oct 2024   AIC                             51.529
Time:                                   14:41:14   BIC                             54.354
Sample:                                        0   HQIC                            50.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5754      0.659     -0.873      0.383      -1.868       0.717
ma.L1          0.8176      1.465      0.558      0.577      -2.053       3.688
ar.S.L7       -0.5837      0.516     -1.131      0.258      -1.595       0.428
ma.S.L7        0.0094      0.993      0.009      0.992      -1.936       1.955
sigma2         1.3645      1.445      0.944      0.345      -1.468       4.197
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.93   Prob(JB):                         0.88
Heteroskedasticity (H):               0.45   Skew:                            -0.17
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.13769555869604, Current Price: 140.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.993
Date:                           Wed, 09 Oct 2024   AIC                             51.987
Time:                                   14:41:14   BIC                             54.811
Sample:                                        0   HQIC                            51.406
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4470      0.480     -0.931      0.352      -1.388       0.494
ma.L1          1.6488      1.728      0.954      0.340      -1.739       5.036
ar.S.L7       -0.2392      0.375     -0.638      0.523      -0.974       0.495
ma.S.L7       -1.0005   1795.906     -0.001      1.000   -3520.912    3518.911
sigma2         0.3258    585.229      0.001      1.000   -1146.703    1147.354
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.91   Prob(JB):                         0.73
Heteroskedasticity (H):               0.29   Skew:                            -0.10
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.38238455728484, Current Price: 141.53
SELL EXECUTED at 141.53
SELL ORDER COMPLETED at 142.79
OPERATION PROFIT, GROSS 2.6599999999999966, NET 2.3770799999999968
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.379
Date:                           Wed, 09 Oct 2024   AIC                             50.759
Time:                                   14:41:14   BIC                             53.584
Sample:                                        0   HQIC                            50.178
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6276      0.391     -1.603      0.109      -1.395       0.140
ma.L1          1.0000   2.41e+04   4.15e-05      1.000   -4.72e+04    4.72e+04
ar.S.L7       -0.6454      0.210     -3.078      0.002      -1.056      -0.234
ma.S.L7        1.0002   4056.926      0.000      1.000   -7950.429    7952.429
sigma2         0.6520   1.75e+04   3.74e-05      1.000   -3.42e+04    3.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.54
Prob(Q):                              0.64   Prob(JB):                         0.46
Heteroskedasticity (H):               0.16   Skew:                            -0.84
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.35994610159224, Current Price: 141.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.298
Date:                           Wed, 09 Oct 2024   AIC                             48.597
Time:                                   14:41:14   BIC                             51.421
Sample:                                        0   HQIC                            48.016
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6544      0.516      1.269      0.204      -0.356       1.665
ma.L1         -0.8094      0.923     -0.877      0.380      -2.618       0.999
ar.S.L7       -0.7333      0.221     -3.324      0.001      -1.166      -0.301
ma.S.L7        1.0001   8885.145      0.000      1.000   -1.74e+04    1.74e+04
sigma2         0.6542   5812.364      0.000      1.000   -1.14e+04    1.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 1.57
Prob(Q):                              0.31   Prob(JB):                         0.46
Heteroskedasticity (H):               0.14   Skew:                            -0.85
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.02261825847938, Current Price: 140.64
BUY EXECUTED at 140.64
BUY ORDER COMPLETED at 140.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.015
Date:                           Wed, 09 Oct 2024   AIC                             46.030
Time:                                   14:41:15   BIC                             48.855
Sample:                                        0   HQIC                            45.449
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4088      0.549      0.745      0.456      -0.667       1.484
ma.L1         -1.0000   1.05e+04  -9.48e-05      1.000   -2.07e+04    2.07e+04
ar.S.L7       -0.0019      0.003     -0.754      0.451      -0.007       0.003
ma.S.L7       -1.0002   3209.497     -0.000      1.000   -6291.498    6289.498
sigma2         0.5183   5918.953   8.76e-05      1.000   -1.16e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.14   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.14   Prob(JB):                         0.87
Heteroskedasticity (H):               0.62   Skew:                             0.17
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.02784631888503, Current Price: 140.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.369
Date:                           Wed, 09 Oct 2024   AIC                             42.739
Time:                                   14:41:15   BIC                             45.564
Sample:                                        0   HQIC                            42.158
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1073      1.058      0.101      0.919      -1.966       2.181
ma.L1          0.3910      0.869      0.450      0.653      -1.313       2.095
ar.S.L7       -0.6015      0.139     -4.337      0.000      -0.873      -0.330
ma.S.L7        1.2737     10.231      0.125      0.901     -18.778      21.325
sigma2         0.3294      3.334      0.099      0.921      -6.205       6.864
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.59   Prob(JB):                         0.73
Heteroskedasticity (H):               4.17   Skew:                            -0.54
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.50087909776465, Current Price: 141.02
SELL EXECUTED at 141.02
SELL ORDER COMPLETED at 141.98
OPERATION PROFIT, GROSS 1.9799999999999898, NET 1.6980199999999899
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.987
Date:                           Wed, 09 Oct 2024   AIC                             43.973
Time:                                   14:41:15   BIC                             46.798
Sample:                                        0   HQIC                            43.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4126      0.100      4.146      0.000       0.218       0.608
ma.L1         -0.7828      0.230     -3.410      0.001      -1.233      -0.333
ar.S.L7       -0.3469      0.374     -0.928      0.353      -1.079       0.386
ma.S.L7       -0.0699      0.755     -0.092      0.926      -1.550       1.410
sigma2         0.7852      0.471      1.667      0.096      -0.138       1.708
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.75   Prob(JB):                         0.70
Heteroskedasticity (H):               1.90   Skew:                             0.12
Prob(H) (two-sided):                  0.55   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.59519018639693, Current Price: 142.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.446
Date:                           Wed, 09 Oct 2024   AIC                             46.893
Time:                                   14:41:15   BIC                             49.718
Sample:                                        0   HQIC                            46.312
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3644      0.837      0.435      0.663      -1.276       2.005
ma.L1         -0.6666      0.755     -0.883      0.377      -2.146       0.812
ar.S.L7       -0.2925      0.415     -0.704      0.481      -1.106       0.521
ma.S.L7        0.0566      0.843      0.067      0.946      -1.595       1.708
sigma2         0.9986      0.564      1.771      0.077      -0.106       2.104
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.88   Prob(JB):                         0.77
Heteroskedasticity (H):               2.68   Skew:                            -0.13
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.2129986781322, Current Price: 142.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.373
Date:                           Wed, 09 Oct 2024   AIC                             46.747
Time:                                   14:41:15   BIC                             49.571
Sample:                                        0   HQIC                            46.166
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3753      1.305      0.288      0.774      -2.182       2.932
ma.L1         -0.6336      1.177     -0.538      0.590      -2.940       1.673
ar.S.L7       -0.2287      0.421     -0.544      0.587      -1.053       0.596
ma.S.L7        0.3778      1.638      0.231      0.818      -2.833       3.588
sigma2         0.9312      0.794      1.172      0.241      -0.626       2.488
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.96   Prob(JB):                         0.88
Heteroskedasticity (H):               1.46   Skew:                            -0.01
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.58757714753668, Current Price: 142.15
BUY EXECUTED at 142.15
BUY ORDER COMPLETED at 140.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.388
Date:                           Wed, 09 Oct 2024   AIC                             44.777
Time:                                   14:41:15   BIC                             47.602
Sample:                                        0   HQIC                            44.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5526      0.718      0.769      0.442      -0.855       1.960
ma.L1         -0.7839      0.840     -0.933      0.351      -2.431       0.863
ar.S.L7       -0.2963      0.495     -0.598      0.550      -1.267       0.674
ma.S.L7       -0.0610      0.932     -0.065      0.948      -1.887       1.765
sigma2         0.8177      0.417      1.959      0.050      -0.000       1.636
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.67   Prob(JB):                         0.90
Heteroskedasticity (H):               9.18   Skew:                             0.10
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.52184944005947, Current Price: 139.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.823
Date:                           Wed, 09 Oct 2024   AIC                             47.645
Time:                                   14:41:15   BIC                             50.470
Sample:                                        0   HQIC                            47.065
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2840      1.284      0.221      0.825      -2.232       2.800
ma.L1          0.3069      1.044      0.294      0.769      -1.739       2.353
ar.S.L7       -0.1846      0.172     -1.073      0.283      -0.522       0.153
ma.S.L7        1.0000   2.48e+04   4.04e-05      1.000   -4.86e+04    4.86e+04
sigma2         0.6381   1.58e+04   4.04e-05      1.000    -3.1e+04     3.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.84   Prob(JB):                         0.78
Heteroskedasticity (H):               2.98   Skew:                             0.09
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.09570733868767, Current Price: 140.45
SELL EXECUTED at 140.45
SELL ORDER COMPLETED at 140.11
OPERATION PROFIT, GROSS -0.539999999999992, NET -0.820759999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.089
Date:                           Wed, 09 Oct 2024   AIC                             50.178
Time:                                   14:41:15   BIC                             53.003
Sample:                                        0   HQIC                            49.598
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3989      0.657      0.607      0.544      -0.888       1.686
ma.L1         -1.0000   4415.901     -0.000      1.000   -8656.006    8654.006
ar.S.L7       -0.5025      0.499     -1.008      0.314      -1.480       0.475
ma.S.L7       -0.2986      1.806     -0.165      0.869      -3.839       3.241
sigma2         1.0785   4762.795      0.000      1.000   -9333.829    9335.986
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.51   Prob(JB):                         0.82
Heteroskedasticity (H):               3.05   Skew:                            -0.34
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.5782932808846, Current Price: 138.27
BUY EXECUTED at 138.27
BUY ORDER COMPLETED at 137.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.050
Date:                           Wed, 09 Oct 2024   AIC                             54.101
Time:                                   14:41:15   BIC                             56.925
Sample:                                        0   HQIC                            53.520
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1485      8.308      0.018      0.986     -16.134      16.431
ma.L1         -0.1076      8.364     -0.013      0.990     -16.501      16.286
ar.S.L7       -0.5835      0.686     -0.851      0.395      -1.928       0.761
ma.S.L7       -1.0004   6090.077     -0.000      1.000   -1.19e+04    1.19e+04
sigma2         1.0481   6383.865      0.000      1.000   -1.25e+04    1.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.84   Prob(JB):                         0.64
Heteroskedasticity (H):               5.53   Skew:                            -0.52
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.1405247336521, Current Price: 137.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.253
Date:                           Wed, 09 Oct 2024   AIC                             54.506
Time:                                   14:41:15   BIC                             57.330
Sample:                                        0   HQIC                            53.925
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4836      0.732      0.661      0.509      -0.951       1.918
ma.L1         -0.5302      0.898     -0.591      0.555      -2.290       1.230
ar.S.L7       -0.3743      0.780     -0.480      0.631      -1.903       1.154
ma.S.L7       -0.6094      2.540     -0.240      0.810      -5.588       4.369
sigma2         1.4790      2.142      0.691      0.490      -2.718       5.677
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.56
Prob(Q):                              1.00   Prob(JB):                         0.76
Heteroskedasticity (H):               2.53   Skew:                            -0.39
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.68289670342622, Current Price: 137.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.205
Date:                           Wed, 09 Oct 2024   AIC                             54.410
Time:                                   14:41:15   BIC                             57.235
Sample:                                        0   HQIC                            53.830
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2717     18.817      0.014      0.988     -36.608      37.152
ma.L1         -3.5005    227.510     -0.015      0.988    -449.411     442.410
ar.S.L7       -0.4094      0.651     -0.629      0.530      -1.686       0.867
ma.S.L7       -0.9978    548.561     -0.002      0.999   -1076.158    1074.163
sigma2         0.0878     49.679      0.002      0.999     -97.281      97.457
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.95   Prob(JB):                         0.75
Heteroskedasticity (H):               0.99   Skew:                            -0.41
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.56239273068724, Current Price: 137.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.317
Date:                           Wed, 09 Oct 2024   AIC                             52.633
Time:                                   14:41:15   BIC                             55.458
Sample:                                        0   HQIC                            52.053
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2716     19.534      0.014      0.989     -38.014      38.557
ma.L1         -3.8467    290.612     -0.013      0.989    -573.436     565.742
ar.S.L7       -0.2966      0.518     -0.573      0.567      -1.311       0.718
ma.S.L7       -1.0010   1332.143     -0.001      0.999   -2611.953    2609.951
sigma2         0.0632     86.934      0.001      0.999    -170.325     170.451
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.53   Prob(JB):                         0.77
Heteroskedasticity (H):               1.12   Skew:                            -0.45
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.4198849885374, Current Price: 137.98
SELL EXECUTED at 137.98
SELL ORDER COMPLETED at 138.39
OPERATION PROFIT, GROSS 0.6599999999999966, NET 0.3838799999999966
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.391
Date:                           Wed, 09 Oct 2024   AIC                             52.782
Time:                                   14:41:15   BIC                             55.607
Sample:                                        0   HQIC                            52.201
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2490     53.116      0.005      0.996    -103.856     104.354
ma.L1         -3.9447    823.792     -0.005      0.996   -1618.548    1610.659
ar.S.L7       -0.3359      0.529     -0.635      0.525      -1.372       0.700
ma.S.L7       -0.9986   1051.548     -0.001      0.999   -2061.994    2059.997
sigma2         0.0609     75.801      0.001      0.999    -148.506     148.627
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.82   Prob(JB):                         0.71
Heteroskedasticity (H):               0.16   Skew:                            -0.52
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.35136393016327, Current Price: 138.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.714
Date:                           Wed, 09 Oct 2024   AIC                             49.427
Time:                                   14:41:15   BIC                             52.252
Sample:                                        0   HQIC                            48.847
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5504      0.920      0.599      0.549      -1.252       2.353
ma.L1         -0.4945      1.371     -0.361      0.718      -3.182       2.193
ar.S.L7       -0.4911      0.760     -0.646      0.518      -1.980       0.998
ma.S.L7       -1.0001   1.66e+04  -6.04e-05      1.000   -3.25e+04    3.25e+04
sigma2         0.7061   1.17e+04   6.04e-05      1.000   -2.29e+04    2.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.89   Prob(JB):                         0.73
Heteroskedasticity (H):               0.05   Skew:                            -0.54
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.9536435745458, Current Price: 138.21
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.032
Date:                           Wed, 09 Oct 2024   AIC                             50.064
Time:                                   14:41:15   BIC                             52.889
Sample:                                        0   HQIC                            49.484
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2381     25.593      0.009      0.993     -49.924      50.400
ma.L1         -4.3915    498.680     -0.009      0.993    -981.787     973.004
ar.S.L7       -0.4132      0.752     -0.550      0.583      -1.887       1.060
ma.S.L7       -1.0007   1211.854     -0.001      0.999   -2376.190    2374.189
sigma2         0.0398     53.405      0.001      0.999    -104.632     104.711
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.75   Prob(JB):                         0.63
Heteroskedasticity (H):               0.04   Skew:                            -0.66
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.1486024758853, Current Price: 138.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.270
Date:                           Wed, 09 Oct 2024   AIC                             48.541
Time:                                   14:41:15   BIC                             51.365
Sample:                                        0   HQIC                            47.960
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4820      0.692     -0.696      0.486      -1.839       0.875
ma.L1          2.8264     12.014      0.235      0.814     -20.721      26.374
ar.S.L7       -0.5641      0.575     -0.981      0.327      -1.691       0.563
ma.S.L7       -1.0000   2.12e+04  -4.71e-05      1.000   -4.16e+04    4.16e+04
sigma2         0.0830   1762.446   4.71e-05      1.000   -3454.249    3454.415
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.71   Prob(JB):                         0.52
Heteroskedasticity (H):               0.08   Skew:                            -0.65
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.7671627655652, Current Price: 138.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.543
Date:                           Wed, 09 Oct 2024   AIC                             43.087
Time:                                   14:41:15   BIC                             45.911
Sample:                                        0   HQIC                            42.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9488      0.246     -3.861      0.000      -1.431      -0.467
ma.L1          1.0000   7361.188      0.000      1.000   -1.44e+04    1.44e+04
ar.S.L7       -0.6330      0.649     -0.976      0.329      -1.904       0.638
ma.S.L7       -1.0000   4.18e+04  -2.39e-05      1.000   -8.19e+04    8.19e+04
sigma2         0.3970    1.9e+04   2.09e-05      1.000   -3.72e+04    3.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 7.32
Prob(Q):                              0.43   Prob(JB):                         0.03
Heteroskedasticity (H):               0.17   Skew:                            -1.54
Prob(H) (two-sided):                  0.12   Kurtosis:                         5.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.88980179124135, Current Price: 138.76
BUY EXECUTED at 138.76
BUY ORDER COMPLETED at 138.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.906
Date:                           Wed, 09 Oct 2024   AIC                             43.812
Time:                                   14:41:15   BIC                             46.637
Sample:                                        0   HQIC                            43.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8638      0.105     -8.253      0.000      -1.069      -0.659
ma.L1          1.0000   7810.922      0.000      1.000   -1.53e+04    1.53e+04
ar.S.L7       -0.7233      0.395     -1.830      0.067      -1.498       0.051
ma.S.L7       -0.7085      2.741     -0.258      0.796      -6.081       4.664
sigma2         0.5448   4255.344      0.000      1.000   -8339.776    8340.866
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.44   Prob(JB):                         0.83
Heteroskedasticity (H):               0.50   Skew:                            -0.27
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.70129576595522, Current Price: 138.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.573
Date:                           Wed, 09 Oct 2024   AIC                             45.146
Time:                                   14:41:15   BIC                             47.970
Sample:                                        0   HQIC                            44.565
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8512      0.155     -5.502      0.000      -1.154      -0.548
ma.L1          1.0000   1.52e+04   6.58e-05      1.000   -2.98e+04    2.98e+04
ar.S.L7       -0.7112      0.484     -1.470      0.142      -1.660       0.237
ma.S.L7       -1.0001   9473.977     -0.000      1.000   -1.86e+04    1.86e+04
sigma2         0.4651   1.03e+04   4.52e-05      1.000   -2.02e+04    2.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.76   Prob(JB):                         0.80
Heteroskedasticity (H):               0.40   Skew:                            -0.41
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.13405552216116, Current Price: 137.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.376
Date:                           Wed, 09 Oct 2024   AIC                             40.753
Time:                                   14:41:15   BIC                             43.578
Sample:                                        0   HQIC                            40.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7544      0.186      4.049      0.000       0.389       1.120
ma.L1         -1.0000   2103.279     -0.000      1.000   -4123.351    4121.352
ar.S.L7       -0.9066      0.361     -2.515      0.012      -1.613      -0.200
ma.S.L7       -0.1236      0.597     -0.207      0.836      -1.293       1.046
sigma2         0.5252   1104.540      0.000      1.000   -2164.333    2165.383
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.70   Prob(JB):                         0.79
Heteroskedasticity (H):               0.58   Skew:                            -0.14
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.81020282321262, Current Price: 137.08
SELL EXECUTED at 137.08
SELL ORDER COMPLETED at 136.98
OPERATION PROFIT, GROSS -1.4099999999999966, NET -1.6853699999999967
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.886
Date:                           Wed, 09 Oct 2024   AIC                             37.771
Time:                                   14:41:15   BIC                             40.596
Sample:                                        0   HQIC                            37.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6334      0.109     -5.812      0.000      -0.847      -0.420
ma.L1          1.0000   1.08e+04   9.25e-05      1.000   -2.12e+04    2.12e+04
ar.S.L7       -0.8318      0.203     -4.094      0.000      -1.230      -0.434
ma.S.L7       -0.0458      0.543     -0.084      0.933      -1.109       1.018
sigma2         0.4257   4603.623   9.25e-05      1.000   -9022.509    9023.361
===================================================================================
Ljung-Box (L1) (Q):                   2.39   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.12   Prob(JB):                         0.58
Heteroskedasticity (H):               1.36   Skew:                             0.27
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.62504795794135, Current Price: 137.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.606
Date:                           Wed, 09 Oct 2024   AIC                             35.212
Time:                                   14:41:15   BIC                             38.036
Sample:                                        0   HQIC                            34.631
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4361      0.714      0.611      0.541      -0.963       1.835
ma.L1         -0.0468      0.794     -0.059      0.953      -1.603       1.510
ar.S.L7       -0.7410      0.202     -3.672      0.000      -1.137      -0.345
ma.S.L7       -0.1846      0.365     -0.506      0.613      -0.900       0.530
sigma2         0.3996      0.255      1.567      0.117      -0.100       0.899
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.82   Prob(JB):                         0.74
Heteroskedasticity (H):               2.01   Skew:                             0.04
Prob(H) (two-sided):                  0.52   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.24028235272064, Current Price: 137.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.128
Date:                           Wed, 09 Oct 2024   AIC                             32.257
Time:                                   14:41:15   BIC                             35.081
Sample:                                        0   HQIC                            31.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5058      0.644     -0.786      0.432      -1.767       0.756
ma.L1          1.0001   2910.162      0.000      1.000   -5702.812    5704.812
ar.S.L7       -0.7981      0.315     -2.530      0.011      -1.416      -0.180
ma.S.L7        1.0001    1.2e+04   8.32e-05      1.000   -2.36e+04    2.36e+04
sigma2         0.1559   1924.180    8.1e-05      1.000   -3771.168    3771.480
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.49   Prob(JB):                         0.68
Heteroskedasticity (H):               0.68   Skew:                             0.57
Prob(H) (two-sided):                  0.72   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.6667181835562, Current Price: 137.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.016
Date:                           Wed, 09 Oct 2024   AIC                             36.033
Time:                                   14:41:15   BIC                             38.858
Sample:                                        0   HQIC                            35.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8819      0.372     -2.373      0.018      -1.610      -0.153
ma.L1          1.0000    1.2e+04   8.33e-05      1.000   -2.35e+04    2.35e+04
ar.S.L7       -0.6682      0.113     -5.899      0.000      -0.890      -0.446
ma.S.L7        1.0000   7.99e+04   1.25e-05      1.000   -1.57e+05    1.57e+05
sigma2         0.2101   1.71e+04   1.23e-05      1.000   -3.35e+04    3.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.63   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.20   Prob(JB):                         0.89
Heteroskedasticity (H):               1.48   Skew:                             0.03
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.26463530455163, Current Price: 137.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.400
Date:                           Wed, 09 Oct 2024   AIC                             36.800
Time:                                   14:41:15   BIC                             39.625
Sample:                                        0   HQIC                            36.220
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7575      0.376     -2.016      0.044      -1.494      -0.021
ma.L1          1.0000   2.84e+04   3.52e-05      1.000   -5.57e+04    5.57e+04
ar.S.L7       -0.6468      0.136     -4.771      0.000      -0.913      -0.381
ma.S.L7        0.4745      1.158      0.410      0.682      -1.796       2.745
sigma2         0.3415   9709.894   3.52e-05      1.000    -1.9e+04     1.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.93   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.16   Prob(JB):                         0.88
Heteroskedasticity (H):               0.93   Skew:                             0.17
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.36532579736485, Current Price: 139.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.385
Date:                           Wed, 09 Oct 2024   AIC                             40.770
Time:                                   14:41:15   BIC                             43.595
Sample:                                        0   HQIC                            40.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2438      0.742     -0.328      0.743      -1.699       1.211
ma.L1          1.0000   7141.861      0.000      1.000    -1.4e+04     1.4e+04
ar.S.L7       -0.9002      0.148     -6.094      0.000      -1.190      -0.611
ma.S.L7       -0.0896      1.022     -0.088      0.930      -2.093       1.914
sigma2         0.5583   3987.104      0.000      1.000   -7814.022    7815.139
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.82   Prob(JB):                         0.77
Heteroskedasticity (H):               1.51   Skew:                            -0.37
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.2363285486706, Current Price: 138.92
BUY EXECUTED at 138.92
BUY ORDER COMPLETED at 138.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.933
Date:                           Wed, 09 Oct 2024   AIC                             39.866
Time:                                   14:41:15   BIC                             42.691
Sample:                                        0   HQIC                            39.286
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9299      0.151     -6.139      0.000      -1.227      -0.633
ma.L1          1.0000   1.26e+04   7.92e-05      1.000   -2.48e+04    2.48e+04
ar.S.L7       -0.4598      0.239     -1.922      0.055      -0.929       0.009
ma.S.L7       -0.0614      0.587     -0.105      0.917      -1.212       1.090
sigma2         0.5005   6320.900   7.92e-05      1.000   -1.24e+04    1.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.37   Prob(JB):                         0.72
Heteroskedasticity (H):               0.96   Skew:                            -0.23
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.98699901165534, Current Price: 139.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.513
Date:                           Wed, 09 Oct 2024   AIC                             39.026
Time:                                   14:41:15   BIC                             41.850
Sample:                                        0   HQIC                            38.445
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8603      0.176     -4.880      0.000      -1.206      -0.515
ma.L1          1.0000   1.93e+04   5.17e-05      1.000   -3.79e+04    3.79e+04
ar.S.L7       -0.5097      0.199     -2.555      0.011      -0.901      -0.119
ma.S.L7        0.1734      0.773      0.224      0.823      -1.342       1.689
sigma2         0.4550   8799.555   5.17e-05      1.000   -1.72e+04    1.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.51   Prob(JB):                         0.86
Heteroskedasticity (H):               0.90   Skew:                            -0.03
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.14509321543315, Current Price: 137.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.676
Date:                           Wed, 09 Oct 2024   AIC                             39.351
Time:                                   14:41:16   BIC                             42.176
Sample:                                        0   HQIC                            38.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3315      1.587      0.209      0.834      -2.778       3.441
ma.L1         -0.1762      1.798     -0.098      0.922      -3.699       3.347
ar.S.L7       -0.5157      0.451     -1.143      0.253      -1.400       0.368
ma.S.L7       -0.3880      1.156     -0.336      0.737      -2.654       1.878
sigma2         0.5247      0.497      1.056      0.291      -0.449       1.498
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.98   Prob(JB):                         0.83
Heteroskedasticity (H):               3.27   Skew:                            -0.02
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 136.9883224139417, Current Price: 137.58
SELL EXECUTED at 137.58
SELL ORDER COMPLETED at 138.25
OPERATION PROFIT, GROSS -0.5500000000000114, NET -0.8270500000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.484
Date:                           Wed, 09 Oct 2024   AIC                             36.969
Time:                                   14:41:16   BIC                             39.794
Sample:                                        0   HQIC                            36.388
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0534      0.092    -11.428      0.000      -1.234      -0.873
ma.L1          1.0000   1.93e+04   5.19e-05      1.000   -3.78e+04    3.78e+04
ar.S.L7       -0.2596      0.288     -0.901      0.368      -0.824       0.305
ma.S.L7       -0.3480      0.529     -0.658      0.511      -1.385       0.689
sigma2         0.3876   7470.633   5.19e-05      1.000   -1.46e+04    1.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   5.53   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.02   Prob(JB):                         0.69
Heteroskedasticity (H):               0.60   Skew:                            -0.09
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.05016822564045, Current Price: 137.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.456
Date:                           Wed, 09 Oct 2024   AIC                             36.913
Time:                                   14:41:16   BIC                             39.738
Sample:                                        0   HQIC                            36.332
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6126      2.239     -0.274      0.784      -5.000       3.775
ma.L1          2.1883     18.430      0.119      0.905     -33.934      38.310
ar.S.L7       -0.4812      0.959     -0.502      0.616      -2.361       1.398
ma.S.L7       -1.0004   2674.242     -0.000      1.000   -5242.419    5240.418
sigma2         0.0565    151.594      0.000      1.000    -297.063     297.176
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.57   Prob(JB):                         0.82
Heteroskedasticity (H):               1.34   Skew:                            -0.34
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.88702664987625, Current Price: 138.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.741
Date:                           Wed, 09 Oct 2024   AIC                             33.482
Time:                                   14:41:16   BIC                             36.307
Sample:                                        0   HQIC                            32.901
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0488      0.167     -6.281      0.000      -1.376      -0.721
ma.L1          0.9999    813.337      0.001      0.999   -1593.112    1595.112
ar.S.L7       -0.3422      0.193     -1.771      0.077      -0.721       0.037
ma.S.L7       -0.9998   5763.129     -0.000      1.000   -1.13e+04    1.13e+04
sigma2         0.1897   1024.788      0.000      1.000   -2008.358    2008.738
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.38   Prob(JB):                         0.80
Heteroskedasticity (H):               2.99   Skew:                            -0.21
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.1690966070833, Current Price: 138.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.840
Date:                           Wed, 09 Oct 2024   AIC                             31.681
Time:                                   14:41:16   BIC                             34.506
Sample:                                        0   HQIC                            31.100
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0416      0.075    -13.857      0.000      -1.189      -0.894
ma.L1          1.0000   1.19e+04   8.43e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.2546      0.261     -0.977      0.329      -0.766       0.256
ma.S.L7       -0.5871      1.480     -0.397      0.692      -3.488       2.314
sigma2         0.2326   2758.221   8.43e-05      1.000   -5405.781    5406.246
===================================================================================
Ljung-Box (L1) (Q):                   2.12   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.15   Prob(JB):                         0.81
Heteroskedasticity (H):               2.83   Skew:                            -0.43
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.09495754064199, Current Price: 139.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.602
Date:                           Wed, 09 Oct 2024   AIC                             39.203
Time:                                   14:41:16   BIC                             42.028
Sample:                                        0   HQIC                            38.622
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3389      2.207      0.154      0.878      -3.986       4.664
ma.L1         -0.1733      2.324     -0.075      0.941      -4.729       4.382
ar.S.L7       -0.6255      0.359     -1.741      0.082      -1.330       0.079
ma.S.L7       -1.0003   2884.592     -0.000      1.000   -5654.696    5652.696
sigma2         0.3332    961.180      0.000      1.000   -1883.545    1884.211
===================================================================================
Ljung-Box (L1) (Q):                   1.47   Jarque-Bera (JB):                 1.44
Prob(Q):                              0.23   Prob(JB):                         0.49
Heteroskedasticity (H):               1.02   Skew:                            -0.81
Prob(H) (two-sided):                  0.98   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.59400240101638, Current Price: 139.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.416
Date:                           Wed, 09 Oct 2024   AIC                             34.832
Time:                                   14:41:16   BIC                             37.657
Sample:                                        0   HQIC                            34.252
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9945      0.094    -10.599      0.000      -1.178      -0.811
ma.L1          1.0000    6.5e+04   1.54e-05      1.000   -1.27e+05    1.27e+05
ar.S.L7       -0.2718      0.237     -1.147      0.252      -0.736       0.193
ma.S.L7       -0.3683      0.973     -0.379      0.705      -2.275       1.538
sigma2         0.3269   2.12e+04   1.54e-05      1.000   -4.16e+04    4.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.30   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.13   Prob(JB):                         0.39
Heteroskedasticity (H):               0.58   Skew:                            -0.89
Prob(H) (two-sided):                  0.61   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.26036713547606, Current Price: 139.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.286
Date:                           Wed, 09 Oct 2024   AIC                             34.573
Time:                                   14:41:16   BIC                             37.398
Sample:                                        0   HQIC                            33.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9771      0.107     -9.146      0.000      -1.187      -0.768
ma.L1          1.0000   4.21e+05   2.38e-06      1.000   -8.24e+05    8.24e+05
ar.S.L7       -0.3408      0.248     -1.377      0.169      -0.826       0.144
ma.S.L7       -0.1940      0.681     -0.285      0.776      -1.528       1.140
sigma2         0.3316   1.39e+05   2.38e-06      1.000   -2.73e+05    2.73e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.92   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.17   Prob(JB):                         0.55
Heteroskedasticity (H):               0.35   Skew:                            -0.74
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.25212797979296, Current Price: 139.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.897
Date:                           Wed, 09 Oct 2024   AIC                             33.794
Time:                                   14:41:16   BIC                             36.619
Sample:                                        0   HQIC                            33.214
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9117      0.192     -4.760      0.000      -1.287      -0.536
ma.L1          1.0000   5502.763      0.000      1.000   -1.08e+04    1.08e+04
ar.S.L7       -0.5878      0.568     -1.035      0.301      -1.701       0.526
ma.S.L7       -0.1089      0.689     -0.158      0.874      -1.459       1.241
sigma2         0.3139   1727.108      0.000      1.000   -3384.755    3385.382
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.44   Prob(JB):                         0.71
Heteroskedasticity (H):               0.75   Skew:                            -0.56
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.81375599085683, Current Price: 139.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.627
Date:                           Wed, 09 Oct 2024   AIC                             31.254
Time:                                   14:41:16   BIC                             34.079
Sample:                                        0   HQIC                            30.673
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8031      0.288     -2.788      0.005      -1.368      -0.239
ma.L1          1.0000   3564.281      0.000      1.000   -6984.862    6986.862
ar.S.L7       -0.6840      0.304     -2.246      0.025      -1.281      -0.087
ma.S.L7        0.0351      0.497      0.071      0.944      -0.939       1.009
sigma2         0.2563    913.662      0.000      1.000   -1790.489    1791.002
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.62   Prob(JB):                         0.70
Heteroskedasticity (H):               0.40   Skew:                            -0.26
Prob(H) (two-sided):                  0.39   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.54299311282662, Current Price: 139.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.708
Date:                           Wed, 09 Oct 2024   AIC                             29.416
Time:                                   14:41:16   BIC                             32.241
Sample:                                        0   HQIC                            28.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8846      0.244     -3.625      0.000      -1.363      -0.406
ma.L1          1.0000   2.04e+04    4.9e-05      1.000      -4e+04       4e+04
ar.S.L7       -0.5266      0.496     -1.061      0.288      -1.499       0.446
ma.S.L7       -0.1631      0.692     -0.236      0.814      -1.520       1.194
sigma2         0.2236   4559.185    4.9e-05      1.000   -8935.614    8936.061
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.73   Prob(JB):                         0.81
Heteroskedasticity (H):               0.30   Skew:                            -0.42
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 140.17098087495657, Current Price: 139.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.971
Date:                           Wed, 09 Oct 2024   AIC                             25.943
Time:                                   14:41:16   BIC                             28.768
Sample:                                        0   HQIC                            25.362
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9005      0.119     -7.545      0.000      -1.134      -0.667
ma.L1          1.0000    1.1e+04   9.09e-05      1.000   -2.16e+04    2.16e+04
ar.S.L7       -0.3207      0.483     -0.663      0.507      -1.268       0.627
ma.S.L7       -1.0002   4269.142     -0.000      1.000   -8368.364    8366.364
sigma2         0.1062   1414.349   7.51e-05      1.000   -2771.968    2772.180
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.64   Prob(JB):                         0.94
Heteroskedasticity (H):               0.24   Skew:                             0.05
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.56943399376, Current Price: 141.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.091
Date:                           Wed, 09 Oct 2024   AIC                             34.183
Time:                                   14:41:16   BIC                             37.007
Sample:                                        0   HQIC                            33.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7841      0.285     -2.756      0.006      -1.342      -0.226
ma.L1          1.0000   2.98e+04   3.35e-05      1.000   -5.84e+04    5.84e+04
ar.S.L7       -0.5499      0.334     -1.647      0.099      -1.204       0.104
ma.S.L7        0.1530      1.185      0.129      0.897      -2.169       2.475
sigma2         0.3149   9388.535   3.35e-05      1.000   -1.84e+04    1.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.89   Prob(JB):                         0.84
Heteroskedasticity (H):               0.74   Skew:                            -0.32
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.54925039139616, Current Price: 142.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.967
Date:                           Wed, 09 Oct 2024   AIC                             31.934
Time:                                   14:41:16   BIC                             34.759
Sample:                                        0   HQIC                            31.353
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8447      0.130     -6.519      0.000      -1.099      -0.591
ma.L1          1.0049     11.777      0.085      0.932     -22.078      24.088
ar.S.L7       -0.2657      0.383     -0.693      0.488      -1.017       0.486
ma.S.L7       -2.3562     13.096     -0.180      0.857     -28.024      23.311
sigma2         0.0444      0.362      0.123      0.902      -0.664       0.753
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.67   Prob(JB):                         0.94
Heteroskedasticity (H):               2.58   Skew:                             0.23
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 141.81487583767975, Current Price: 142.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.848
Date:                           Wed, 09 Oct 2024   AIC                             31.697
Time:                                   14:41:16   BIC                             34.521
Sample:                                        0   HQIC                            31.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7003      0.205     -3.419      0.001      -1.102      -0.299
ma.L1          1.0000   7.19e+04   1.39e-05      1.000   -1.41e+05    1.41e+05
ar.S.L7       -0.4485      0.196     -2.293      0.022      -0.832      -0.065
ma.S.L7        0.1750      0.671      0.261      0.794      -1.140       1.490
sigma2         0.2588   1.86e+04   1.39e-05      1.000   -3.65e+04    3.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.70   Prob(JB):                         0.59
Heteroskedasticity (H):               1.48   Skew:                            -0.61
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.46356717263356, Current Price: 142.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.835
Date:                           Wed, 09 Oct 2024   AIC                             33.669
Time:                                   14:41:16   BIC                             36.494
Sample:                                        0   HQIC                            33.089
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7811      0.226     -3.454      0.001      -1.224      -0.338
ma.L1          1.0127      7.153      0.142      0.887     -13.007      15.033
ar.S.L7       -0.3537      0.269     -1.317      0.188      -0.880       0.173
ma.S.L7       -7.6326     61.064     -0.125      0.901    -127.316     112.051
sigma2         0.0052      0.109      0.048      0.962      -0.208       0.218
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.76   Prob(JB):                         0.73
Heteroskedasticity (H):               1.64   Skew:                            -0.53
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.04149738745315, Current Price: 142.9
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.114
Date:                           Wed, 09 Oct 2024   AIC                             30.228
Time:                                   14:41:16   BIC                             33.053
Sample:                                        0   HQIC                            29.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6231      0.265     -2.352      0.019      -1.142      -0.104
ma.L1          0.9887      8.757      0.113      0.910     -16.175      18.153
ar.S.L7       -0.4568      0.172     -2.657      0.008      -0.794      -0.120
ma.S.L7      -19.8903    320.828     -0.062      0.951    -648.702     608.921
sigma2         0.0006      0.019      0.032      0.974      -0.037       0.038
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.55   Prob(JB):                         0.87
Heteroskedasticity (H):               0.99   Skew:                             0.00
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 143.39257291579574, Current Price: 143.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -7.396
Date:                           Wed, 09 Oct 2024   AIC                             24.792
Time:                                   14:41:16   BIC                             27.617
Sample:                                        0   HQIC                            24.211
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4610      0.123     -3.735      0.000      -0.703      -0.219
ma.L1          1.0000   3.63e+04   2.75e-05      1.000   -7.12e+04    7.12e+04
ar.S.L7       -0.4724      0.145     -3.264      0.001      -0.756      -0.189
ma.S.L7        1.0002   6602.684      0.000      1.000   -1.29e+04    1.29e+04
sigma2         0.0864   3274.895   2.64e-05      1.000   -6418.590    6418.763
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.30   Prob(JB):                         0.80
Heteroskedasticity (H):               1.12   Skew:                             0.05
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 144.2733574339799, Current Price: 145.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.829
Date:                           Wed, 09 Oct 2024   AIC                             37.659
Time:                                   14:41:16   BIC                             40.483
Sample:                                        0   HQIC                            37.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8796      0.190     -4.637      0.000      -1.251      -0.508
ma.L1          1.0000   1367.165      0.001      0.999   -2678.595    2680.595
ar.S.L7     6.459e-06      0.094   6.84e-05      1.000      -0.185       0.185
ma.S.L7       -0.2677      0.640     -0.419      0.676      -1.521       0.986
sigma2         0.4646    635.283      0.001      0.999   -1244.666    1245.596
===================================================================================
Ljung-Box (L1) (Q):                   1.20   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.27   Prob(JB):                         0.87
Heteroskedasticity (H):               4.53   Skew:                             0.27
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.99268283165154, Current Price: 147.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -10.128
Date:                           Wed, 09 Oct 2024   AIC                             30.256
Time:                                   14:41:17   BIC                             33.081
Sample:                                        0   HQIC                            29.675
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2023      0.454      0.446      0.656      -0.688       1.092
ma.L1          1.0000    1.9e+04   5.26e-05      1.000   -3.72e+04    3.72e+04
ar.S.L7       -0.4196      0.080     -5.265      0.000      -0.576      -0.263
ma.S.L7       -0.0154      0.781     -0.020      0.984      -1.546       1.515
sigma2         0.2430   4617.120   5.26e-05      1.000   -9049.147    9049.633
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.62   Prob(JB):                         0.81
Heteroskedasticity (H):               5.61   Skew:                            -0.08
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.42922847864517, Current Price: 147.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                  -9.591
Date:                           Wed, 09 Oct 2024   AIC                             29.182
Time:                                   14:41:17   BIC                             32.006
Sample:                                        0   HQIC                            28.601
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1295      0.473      0.274      0.784      -0.797       1.056
ma.L1          1.0000   2.22e+04   4.51e-05      1.000   -4.34e+04    4.34e+04
ar.S.L7       -0.3843      0.059     -6.516      0.000      -0.500      -0.269
ma.S.L7        0.0228      0.803      0.028      0.977      -1.550       1.596
sigma2         0.2235   4951.803   4.51e-05      1.000   -9705.132    9705.579
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.60   Prob(JB):                         0.75
Heteroskedasticity (H):               7.50   Skew:                             0.08
Prob(H) (two-sided):                  0.08   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.2496024134835, Current Price: 146.86
BUY EXECUTED at 146.86
BUY ORDER COMPLETED at 146.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.515
Date:                           Wed, 09 Oct 2024   AIC                             39.030
Time:                                   14:41:17   BIC                             41.855
Sample:                                        0   HQIC                            38.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2161      0.572      0.378      0.706      -0.905       1.337
ma.L1        -20.1570      0.001  -1.48e+04      0.000     -20.160     -20.154
ar.S.L7       -0.0126      0.316     -0.040      0.968      -0.632       0.607
ma.S.L7       31.2137   9.44e-05   3.31e+05      0.000      31.213      31.214
sigma2      1.568e-06   1.21e-06      1.298      0.194      -8e-07    3.94e-06
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.52   Prob(JB):                         0.66
Heteroskedasticity (H):               1.50   Skew:                             0.03
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.91e+21. Standard errors may be unstable.
Predicted Price: 146.98489466367363, Current Price: 146.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.867
Date:                           Wed, 09 Oct 2024   AIC                             33.733
Time:                                   14:41:17   BIC                             36.558
Sample:                                        0   HQIC                            33.152
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3359      0.494      0.680      0.496      -0.632       1.304
ma.L1          0.5777      0.367      1.576      0.115      -0.141       1.296
ar.S.L7       -0.3062      0.100     -3.055      0.002      -0.503      -0.110
ma.S.L7        0.3460      1.306      0.265      0.791      -2.213       2.905
sigma2         0.3435      0.251      1.371      0.170      -0.148       0.835
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.53
Prob(Q):                              1.00   Prob(JB):                         0.77
Heteroskedasticity (H):               1.99   Skew:                            -0.18
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.84171886698317, Current Price: 146.91
SELL EXECUTED at 146.91
SELL ORDER COMPLETED at 146.35
OPERATION PROFIT, GROSS 0.28000000000000114, NET -0.012419999999998876
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.436
Date:                           Wed, 09 Oct 2024   AIC                             34.872
Time:                                   14:41:17   BIC                             37.697
Sample:                                        0   HQIC                            34.291
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0555      0.684     -0.081      0.935      -1.395       1.284
ma.L1          1.0117      5.327      0.190      0.849      -9.429      11.452
ar.S.L7       -0.3359      0.083     -4.056      0.000      -0.498      -0.174
ma.S.L7       -9.5431    100.906     -0.095      0.925    -207.315     188.228
sigma2         0.0038      0.073      0.052      0.959      -0.139       0.146
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.79
Prob(Q):                              0.90   Prob(JB):                         0.41
Heteroskedasticity (H):               1.79   Skew:                            -0.88
Prob(H) (two-sided):                  0.59   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.9876288324064, Current Price: 145.82
BUY EXECUTED at 145.82
BUY ORDER COMPLETED at 145.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.263
Date:                           Wed, 09 Oct 2024   AIC                             44.527
Time:                                   14:41:17   BIC                             47.352
Sample:                                        0   HQIC                            43.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8771      0.122     -7.204      0.000      -1.116      -0.638
ma.L1          1.0000   1.48e+05   6.76e-06      1.000    -2.9e+05     2.9e+05
ar.S.L7    -1.746e-05      0.145     -0.000      1.000      -0.285       0.285
ma.S.L7       -0.6823      1.561     -0.437      0.662      -3.741       2.377
sigma2         0.7284   1.08e+05   6.76e-06      1.000   -2.11e+05    2.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.39   Prob(JB):                         0.58
Heteroskedasticity (H):               1.99   Skew:                            -0.70
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.52514150786982, Current Price: 145.69
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.508
Date:                           Wed, 09 Oct 2024   AIC                             41.017
Time:                                   14:41:17   BIC                             43.841
Sample:                                        0   HQIC                            40.436
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6436      0.441      1.459      0.145      -0.221       1.508
ma.L1         -0.4031      0.585     -0.689      0.491      -1.549       0.743
ar.S.L7       -0.5058      0.621     -0.815      0.415      -1.723       0.711
ma.S.L7       -1.0001   1.14e+04  -8.74e-05      1.000   -2.24e+04    2.24e+04
sigma2         0.3710   4246.340   8.74e-05      1.000   -8322.302    8323.044
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.81   Prob(JB):                         0.87
Heteroskedasticity (H):               6.25   Skew:                            -0.30
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.40472733985993, Current Price: 146.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.390
Date:                           Wed, 09 Oct 2024   AIC                             40.780
Time:                                   14:41:17   BIC                             43.605
Sample:                                        0   HQIC                            40.200
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4802      0.552      0.869      0.385      -0.603       1.563
ma.L1         -0.2558      0.641     -0.399      0.690      -1.513       1.001
ar.S.L7       -0.4621      0.627     -0.737      0.461      -1.691       0.767
ma.S.L7       -1.0001   1.47e+04  -6.81e-05      1.000   -2.88e+04    2.88e+04
sigma2         0.3655   5363.626   6.81e-05      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.99   Prob(JB):                         0.98
Heteroskedasticity (H):               9.31   Skew:                             0.04
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.10170506597225, Current Price: 146.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.628
Date:                           Wed, 09 Oct 2024   AIC                             41.256
Time:                                   14:41:17   BIC                             44.081
Sample:                                        0   HQIC                            40.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3184      1.390      0.229      0.819      -2.406       3.043
ma.L1         -0.1241      1.526     -0.081      0.935      -3.115       2.867
ar.S.L7       -0.4712      0.550     -0.856      0.392      -1.550       0.607
ma.S.L7       -1.0001   1.13e+04  -8.88e-05      1.000   -2.21e+04    2.21e+04
sigma2         0.3904   4395.100   8.88e-05      1.000   -8613.848    8614.629
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.96   Prob(JB):                         0.98
Heteroskedasticity (H):               0.99   Skew:                             0.15
Prob(H) (two-sided):                  1.00   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.06409569834483, Current Price: 146.58
SELL EXECUTED at 146.58
SELL ORDER COMPLETED at 145.77
OPERATION PROFIT, GROSS 0.35000000000002274, NET 0.05881000000002273
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.875
Date:                           Wed, 09 Oct 2024   AIC                             41.749
Time:                                   14:41:17   BIC                             44.574
Sample:                                        0   HQIC                            41.169
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2833      3.163      0.090      0.929      -5.917       6.483
ma.L1         -0.1505      3.100     -0.049      0.961      -6.226       5.925
ar.S.L7       -0.6133      0.565     -1.086      0.278      -1.721       0.494
ma.S.L7       -1.0001   1.11e+04     -9e-05      1.000   -2.18e+04    2.18e+04
sigma2         0.4055   4507.908      9e-05      1.000   -8834.931    8835.742
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.96   Prob(JB):                         0.89
Heteroskedasticity (H):               0.39   Skew:                             0.32
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.9895035642901, Current Price: 146.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.099
Date:                           Wed, 09 Oct 2024   AIC                             42.198
Time:                                   14:41:17   BIC                             45.023
Sample:                                        0   HQIC                            41.618
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3245      2.111      0.154      0.878      -3.814       4.463
ma.L1         -0.1482      2.138     -0.069      0.945      -4.338       4.041
ar.S.L7       -0.5276      0.646     -0.817      0.414      -1.794       0.738
ma.S.L7       -1.0001    1.3e+04  -7.68e-05      1.000   -2.55e+04    2.55e+04
sigma2         0.4197   5464.184   7.68e-05      1.000   -1.07e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.92   Prob(JB):                         0.93
Heteroskedasticity (H):               0.45   Skew:                             0.26
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.9339113639068, Current Price: 146.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.988
Date:                           Wed, 09 Oct 2024   AIC                             41.976
Time:                                   14:41:17   BIC                             44.800
Sample:                                        0   HQIC                            41.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3301      2.521      0.131      0.896      -4.610       5.270
ma.L1         -0.1430      2.921     -0.049      0.961      -5.868       5.582
ar.S.L7       -0.5043      0.787     -0.641      0.522      -2.047       1.038
ma.S.L7       -1.0001   1.58e+04  -6.34e-05      1.000   -3.09e+04    3.09e+04
sigma2         0.4126   6509.535   6.34e-05      1.000   -1.28e+04    1.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.54   Prob(JB):                         0.85
Heteroskedasticity (H):               0.37   Skew:                             0.38
Prob(H) (two-sided):                  0.36   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.6980232024638, Current Price: 147.12
BUY EXECUTED at 147.12
BUY ORDER COMPLETED at 146.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.787
Date:                           Wed, 09 Oct 2024   AIC                             37.574
Time:                                   14:41:17   BIC                             40.399
Sample:                                        0   HQIC                            36.994
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2781      2.224      0.125      0.901      -4.081       4.637
ma.L1         -0.1422      2.432     -0.058      0.953      -4.910       4.625
ar.S.L7       -0.6474      0.835     -0.775      0.438      -2.285       0.990
ma.S.L7       -0.4962      1.631     -0.304      0.761      -3.693       2.700
sigma2         0.4371      0.376      1.164      0.245      -0.299       1.173
===================================================================================
Ljung-Box (L1) (Q):                   2.80   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.09   Prob(JB):                         0.76
Heteroskedasticity (H):               0.35   Skew:                            -0.24
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.34206271539847, Current Price: 147.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.038
Date:                           Wed, 09 Oct 2024   AIC                             36.076
Time:                                   14:41:17   BIC                             38.900
Sample:                                        0   HQIC                            35.495
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2714      1.363      0.199      0.842      -2.399       2.942
ma.L1         -0.0406      1.740     -0.023      0.981      -3.451       3.370
ar.S.L7       -0.6391      0.466     -1.373      0.170      -1.552       0.273
ma.S.L7       -1.0001   9524.543     -0.000      1.000   -1.87e+04    1.87e+04
sigma2         0.2622   2497.043      0.000      1.000   -4893.852    4894.377
===================================================================================
Ljung-Box (L1) (Q):                   5.35   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.02   Prob(JB):                         0.86
Heteroskedasticity (H):               0.25   Skew:                            -0.02
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.32245333259908, Current Price: 148.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.406
Date:                           Wed, 09 Oct 2024   AIC                             38.812
Time:                                   14:41:17   BIC                             41.637
Sample:                                        0   HQIC                            38.231
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3231      1.101      0.293      0.769      -1.835       2.481
ma.L1         -0.0146      1.099     -0.013      0.989      -2.168       2.139
ar.S.L7       -0.6793      0.512     -1.326      0.185      -1.683       0.325
ma.S.L7       -1.0003   4562.852     -0.000      1.000   -8944.027    8942.026
sigma2         0.3238   1477.511      0.000      1.000   -2895.544    2896.191
===================================================================================
Ljung-Box (L1) (Q):                   3.21   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.07   Prob(JB):                         0.90
Heteroskedasticity (H):               0.26   Skew:                             0.20
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.8765367729002, Current Price: 147.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.152
Date:                           Wed, 09 Oct 2024   AIC                             40.304
Time:                                   14:41:17   BIC                             43.129
Sample:                                        0   HQIC                            39.723
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3202      0.529     -0.605      0.545      -1.358       0.717
ma.L1          1.0000    1.1e+04   9.13e-05      1.000   -2.15e+04    2.15e+04
ar.S.L7       -0.9304      0.405     -2.299      0.022      -1.724      -0.137
ma.S.L7        0.2749      0.602      0.457      0.648      -0.905       1.454
sigma2         0.5124   5611.361   9.13e-05      1.000    -1.1e+04     1.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.07   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.08   Prob(JB):                         0.92
Heteroskedasticity (H):               1.05   Skew:                             0.02
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.97685366205036, Current Price: 148.46
SELL EXECUTED at 148.46
SELL ORDER COMPLETED at 148.69
OPERATION PROFIT, GROSS 1.789999999999992, NET 1.494409999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.575
Date:                           Wed, 09 Oct 2024   AIC                             41.150
Time:                                   14:41:17   BIC                             43.975
Sample:                                        0   HQIC                            40.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2886      1.606     -0.180      0.857      -3.437       2.859
ma.L1          0.1063      1.629      0.065      0.948      -3.086       3.298
ar.S.L7       -0.8651      0.315     -2.743      0.006      -1.483      -0.247
ma.S.L7        1.0000    3.6e+04   2.78e-05      1.000   -7.06e+04    7.06e+04
sigma2         0.3872   1.39e+04   2.78e-05      1.000   -2.73e+04    2.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.56   Prob(JB):                         0.61
Heteroskedasticity (H):               1.01   Skew:                             0.22
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.85361993468246, Current Price: 148.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.125
Date:                           Wed, 09 Oct 2024   AIC                             40.250
Time:                                   14:41:17   BIC                             43.075
Sample:                                        0   HQIC                            39.669
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5985      0.318     -1.880      0.060      -1.223       0.026
ma.L1          0.6816      0.555      1.228      0.219      -0.406       1.769
ar.S.L7       -0.7107      0.224     -3.174      0.002      -1.150      -0.272
ma.S.L7        1.0000   6.37e+04   1.57e-05      1.000   -1.25e+05    1.25e+05
sigma2         0.3430   2.18e+04   1.57e-05      1.000   -4.28e+04    4.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.96   Prob(JB):                         0.78
Heteroskedasticity (H):               0.88   Skew:                             0.21
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.83506813760238, Current Price: 149.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.495
Date:                           Wed, 09 Oct 2024   AIC                             38.990
Time:                                   14:41:17   BIC                             41.815
Sample:                                        0   HQIC                            38.409
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3677      1.777      0.207      0.836      -3.115       3.850
ma.L1         -0.2588      2.038     -0.127      0.899      -4.254       3.736
ar.S.L7       -0.7356      0.316     -2.330      0.020      -1.354      -0.117
ma.S.L7        0.7662      3.050      0.251      0.802      -5.212       6.744
sigma2         0.4036      1.168      0.345      0.730      -1.886       2.694
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.46   Prob(JB):                         0.82
Heteroskedasticity (H):               1.80   Skew:                             0.18
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.0605943436003, Current Price: 148.36
BUY EXECUTED at 148.36
BUY ORDER COMPLETED at 146.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.885
Date:                           Wed, 09 Oct 2024   AIC                             35.769
Time:                                   14:41:17   BIC                             38.594
Sample:                                        0   HQIC                            35.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4715      0.669     -0.705      0.481      -1.783       0.840
ma.L1          0.3515      0.782      0.449      0.653      -1.181       1.884
ar.S.L7       -0.6886      0.184     -3.736      0.000      -1.050      -0.327
ma.S.L7        1.0001   1.61e+04    6.2e-05      1.000   -3.16e+04    3.16e+04
sigma2         0.2475   3991.298    6.2e-05      1.000   -7822.553    7823.048
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.80   Prob(JB):                         0.75
Heteroskedasticity (H):               1.07   Skew:                            -0.33
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.84399278226434, Current Price: 146.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.439
Date:                           Wed, 09 Oct 2024   AIC                             42.878
Time:                                   14:41:17   BIC                             45.702
Sample:                                        0   HQIC                            42.297
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4696      0.846     -0.555      0.579      -2.127       1.188
ma.L1          0.3999      0.816      0.490      0.624      -1.199       1.999
ar.S.L7       -0.7724      0.194     -3.980      0.000      -1.153      -0.392
ma.S.L7        1.0002   6869.539      0.000      1.000   -1.35e+04    1.35e+04
sigma2         0.4281   2940.810      0.000      1.000   -5763.453    5764.310
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.85   Prob(JB):                         0.85
Heteroskedasticity (H):               3.17   Skew:                            -0.38
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.4881984859752, Current Price: 146.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.521
Date:                           Wed, 09 Oct 2024   AIC                             41.042
Time:                                   14:41:18   BIC                             43.867
Sample:                                        0   HQIC                            40.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3073      6.808     -0.045      0.964     -13.650      13.036
ma.L1          0.3708      6.598      0.056      0.955     -12.561      13.302
ar.S.L7       -0.7648      0.203     -3.760      0.000      -1.163      -0.366
ma.S.L7        1.0001   2.47e+04   4.04e-05      1.000   -4.85e+04    4.85e+04
sigma2         0.3837   9488.054   4.04e-05      1.000   -1.86e+04    1.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.82   Prob(JB):                         0.94
Heteroskedasticity (H):               8.21   Skew:                            -0.19
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.37580119358736, Current Price: 147.4
SELL EXECUTED at 147.4
SELL ORDER COMPLETED at 147.83
OPERATION PROFIT, GROSS 0.8600000000000136, NET 0.5652000000000137
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.833
Date:                           Wed, 09 Oct 2024   AIC                             45.665
Time:                                   14:41:18   BIC                             48.490
Sample:                                        0   HQIC                            45.084
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2954      2.286     -0.129      0.897      -4.776       4.186
ma.L1          0.4818      2.097      0.230      0.818      -3.628       4.592
ar.S.L7       -0.7387      0.487     -1.517      0.129      -1.693       0.216
ma.S.L7        0.3256      0.457      0.713      0.476      -0.570       1.221
sigma2         0.8712      0.508      1.715      0.086      -0.125       1.867
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.67   Prob(JB):                         0.90
Heteroskedasticity (H):              17.90   Skew:                             0.32
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.55912228571282, Current Price: 147.79
BUY EXECUTED at 147.79
BUY ORDER COMPLETED at 148.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.432
Date:                           Wed, 09 Oct 2024   AIC                             46.864
Time:                                   14:41:18   BIC                             49.689
Sample:                                        0   HQIC                            46.284
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8366      0.935     -0.895      0.371      -2.669       0.996
ma.L1          1.0000    1.4e+05   7.14e-06      1.000   -2.75e+05    2.75e+05
ar.S.L7       -0.6355      0.459     -1.385      0.166      -1.535       0.264
ma.S.L7       -0.0995      0.590     -0.169      0.866      -1.255       1.056
sigma2         0.8578    1.2e+05   7.14e-06      1.000   -2.36e+05    2.36e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.89   Prob(JB):                         0.98
Heteroskedasticity (H):              13.49   Skew:                            -0.10
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.73442014806355, Current Price: 148.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.593
Date:                           Wed, 09 Oct 2024   AIC                             45.185
Time:                                   14:41:18   BIC                             48.010
Sample:                                        0   HQIC                            44.604
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1055      2.526     -0.042      0.967      -5.056       4.844
ma.L1          0.3100      2.437      0.127      0.899      -4.466       5.086
ar.S.L7       -0.4108      0.483     -0.850      0.395      -1.358       0.536
ma.S.L7       -1.0015    718.676     -0.001      0.999   -1409.580    1407.577
sigma2         0.5274    379.367      0.001      0.999    -743.018     744.073
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 2.14
Prob(Q):                              0.79   Prob(JB):                         0.34
Heteroskedasticity (H):               0.85   Skew:                            -0.95
Prob(H) (two-sided):                  0.88   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.70490513960812, Current Price: 147.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.694
Date:                           Wed, 09 Oct 2024   AIC                             45.388
Time:                                   14:41:18   BIC                             48.213
Sample:                                        0   HQIC                            44.807
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1782      2.819     -0.063      0.950      -5.704       5.348
ma.L1          0.3849      2.677      0.144      0.886      -4.863       5.633
ar.S.L7       -0.3533      0.564     -0.627      0.531      -1.458       0.752
ma.S.L7       -1.0001   8141.810     -0.000      1.000    -1.6e+04     1.6e+04
sigma2         0.5364   4367.800      0.000      1.000   -8560.195    8561.267
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.75   Prob(JB):                         0.72
Heteroskedasticity (H):               0.88   Skew:                            -0.55
Prob(H) (two-sided):                  0.91   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.237101145113, Current Price: 147.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.201
Date:                           Wed, 09 Oct 2024   AIC                             44.402
Time:                                   14:41:18   BIC                             47.226
Sample:                                        0   HQIC                            43.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5389      0.392      1.375      0.169      -0.229       1.307
ma.L1         -1.0000   8089.006     -0.000      1.000   -1.59e+04    1.59e+04
ar.S.L7       -0.7743      0.310     -2.501      0.012      -1.381      -0.168
ma.S.L7       -0.3839      1.221     -0.314      0.753      -2.776       2.008
sigma2         0.6406   5181.958      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.61   Prob(JB):                         0.62
Heteroskedasticity (H):               0.16   Skew:                            -0.57
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.70299274446745, Current Price: 148.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.504
Date:                           Wed, 09 Oct 2024   AIC                             43.008
Time:                                   14:41:18   BIC                             45.833
Sample:                                        0   HQIC                            42.428
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5013      0.414      1.210      0.226      -0.311       1.313
ma.L1         -1.0000   1.21e+04  -8.26e-05      1.000   -2.37e+04    2.37e+04
ar.S.L7       -0.6087      0.362     -1.682      0.093      -1.318       0.101
ma.S.L7       -1.0004   2953.135     -0.000      1.000   -5789.039    5787.039
sigma2         0.3578   4813.855   7.43e-05      1.000   -9434.626    9435.341
===================================================================================
Ljung-Box (L1) (Q):                   0.69   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.41   Prob(JB):                         0.55
Heteroskedasticity (H):               0.24   Skew:                            -0.71
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.57402780722896, Current Price: 149.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.931
Date:                           Wed, 09 Oct 2024   AIC                             39.861
Time:                                   14:41:18   BIC                             42.686
Sample:                                        0   HQIC                            39.280
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2982      0.486      0.613      0.540      -0.655       1.251
ma.L1         -0.7820      0.729     -1.073      0.283      -2.210       0.646
ar.S.L7       -0.9254      0.304     -3.049      0.002      -1.520      -0.330
ma.S.L7       -0.0301      0.725     -0.042      0.967      -1.451       1.391
sigma2         0.5764      0.429      1.344      0.179      -0.264       1.417
===================================================================================
Ljung-Box (L1) (Q):                   2.64   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.10   Prob(JB):                         0.74
Heteroskedasticity (H):               0.46   Skew:                            -0.39
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.1315632946493, Current Price: 150.91
SELL EXECUTED at 150.91
SELL ORDER COMPLETED at 151.0
OPERATION PROFIT, GROSS 2.789999999999992, NET 2.490789999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.911
Date:                           Wed, 09 Oct 2024   AIC                             47.822
Time:                                   14:41:18   BIC                             50.646
Sample:                                        0   HQIC                            47.241
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4002      0.159     -2.524      0.012      -0.711      -0.089
ma.L1          1.0000   2.27e+05   4.41e-06      1.000   -4.44e+05    4.44e+05
ar.S.L7       -0.7664      0.825     -0.929      0.353      -2.383       0.850
ma.S.L7        0.0128      1.990      0.006      0.995      -3.888       3.913
sigma2         0.9452   2.14e+05   4.41e-06      1.000    -4.2e+05     4.2e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.71   Prob(JB):                         0.53
Heteroskedasticity (H):               2.27   Skew:                             0.57
Prob(H) (two-sided):                  0.45   Kurtosis:                         4.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.9462981358726, Current Price: 151.79
BUY EXECUTED at 151.79
BUY ORDER COMPLETED at 152.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.955
Date:                           Wed, 09 Oct 2024   AIC                             47.910
Time:                                   14:41:18   BIC                             50.735
Sample:                                        0   HQIC                            47.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0735     12.085      0.006      0.995     -23.612      23.759
ma.L1         -0.0185     12.048     -0.002      0.999     -23.633      23.596
ar.S.L7       -0.8609      0.400     -2.153      0.031      -1.644      -0.077
ma.S.L7        0.3595      1.039      0.346      0.729      -1.677       2.396
sigma2         1.0237      0.729      1.405      0.160      -0.404       2.452
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.69
Prob(Q):                              0.95   Prob(JB):                         0.43
Heteroskedasticity (H):               2.10   Skew:                             0.73
Prob(H) (two-sided):                  0.49   Kurtosis:                         4.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.87749536660093, Current Price: 152.41
SELL EXECUTED at 152.41
SELL ORDER COMPLETED at 154.43
OPERATION PROFIT, GROSS 2.430000000000007, NET 2.123570000000007
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.841
Date:                           Wed, 09 Oct 2024   AIC                             47.682
Time:                                   14:41:18   BIC                             50.506
Sample:                                        0   HQIC                            47.101
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3581      1.424      0.251      0.801      -2.433       3.150
ma.L1         -0.2631      1.863     -0.141      0.888      -3.915       3.389
ar.S.L7       -0.8637      0.252     -3.431      0.001      -1.357      -0.370
ma.S.L7        0.7557      2.695      0.280      0.779      -4.526       6.037
sigma2         0.7979      1.776      0.449      0.653      -2.684       4.280
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.88   Prob(JB):                         0.72
Heteroskedasticity (H):               1.35   Skew:                             0.52
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.72179023578778, Current Price: 154.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.292
Date:                           Wed, 09 Oct 2024   AIC                             50.583
Time:                                   14:41:18   BIC                             53.408
Sample:                                        0   HQIC                            50.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3383      5.052     -0.067      0.947     -10.239       9.562
ma.L1          0.4228      4.738      0.089      0.929      -8.863       9.709
ar.S.L7       -0.9458      0.400     -2.367      0.018      -1.729      -0.163
ma.S.L7        0.3144      1.600      0.197      0.844      -2.821       3.450
sigma2         1.2747      1.055      1.208      0.227      -0.793       3.343
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.77   Prob(JB):                         0.64
Heteroskedasticity (H):               2.50   Skew:                             0.59
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.76068813329712, Current Price: 156.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.915
Date:                           Wed, 09 Oct 2024   AIC                             49.830
Time:                                   14:41:18   BIC                             52.655
Sample:                                        0   HQIC                            49.250
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8736      0.531      1.645      0.100      -0.167       1.914
ma.L1         -0.5619      0.808     -0.696      0.487      -2.145       1.021
ar.S.L7       -0.7382      0.514     -1.436      0.151      -1.746       0.269
ma.S.L7        0.2808      1.233      0.228      0.820      -2.135       2.697
sigma2         1.1980      1.090      1.099      0.272      -0.938       3.334
===================================================================================
Ljung-Box (L1) (Q):                   1.25   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.26   Prob(JB):                         0.57
Heteroskedasticity (H):               1.13   Skew:                             0.33
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.36047250883146, Current Price: 153.3
BUY EXECUTED at 153.3
BUY ORDER COMPLETED at 153.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.341
Date:                           Wed, 09 Oct 2024   AIC                             52.683
Time:                                   14:41:18   BIC                             55.508
Sample:                                        0   HQIC                            52.102
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2635     15.211     -0.017      0.986     -30.076      29.549
ma.L1          0.3068     14.478      0.021      0.983     -28.069      28.682
ar.S.L7       -0.8708      1.424     -0.612      0.541      -3.661       1.920
ma.S.L7        0.0650      2.931      0.022      0.982      -5.679       5.809
sigma2         1.5586      0.830      1.878      0.060      -0.068       3.186
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.44   Prob(JB):                         0.67
Heteroskedasticity (H):               5.09   Skew:                             0.58
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.44288137197174, Current Price: 153.97
SELL EXECUTED at 153.97
SELL ORDER COMPLETED at 155.58
OPERATION PROFIT, GROSS 1.7600000000000193, NET 1.4506000000000192
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.725
Date:                           Wed, 09 Oct 2024   AIC                             51.450
Time:                                   14:41:18   BIC                             54.274
Sample:                                        0   HQIC                            50.869
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7011      2.354      0.298      0.766      -3.913       5.316
ma.L1         -0.5740      3.072     -0.187      0.852      -6.594       5.446
ar.S.L7       -0.8523      0.867     -0.983      0.325      -2.551       0.847
ma.S.L7        0.2024      2.182      0.093      0.926      -4.075       4.480
sigma2         1.3812      0.774      1.785      0.074      -0.135       2.898
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.42   Prob(JB):                         0.83
Heteroskedasticity (H):              15.93   Skew:                             0.41
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.58371038162417, Current Price: 154.0
BUY EXECUTED at 154.0
BUY ORDER COMPLETED at 152.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.641
Date:                           Wed, 09 Oct 2024   AIC                             51.282
Time:                                   14:41:18   BIC                             54.107
Sample:                                        0   HQIC                            50.702
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5139      1.012     -0.508      0.612      -2.498       1.470
ma.L1          0.5180      1.092      0.474      0.635      -1.623       2.659
ar.S.L7       -0.7141      0.426     -1.677      0.094      -1.549       0.121
ma.S.L7       -0.4995      2.859     -0.175      0.861      -6.102       5.103
sigma2         1.2178      2.395      0.508      0.611      -3.477       5.912
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.74   Prob(JB):                         0.73
Heteroskedasticity (H):               6.42   Skew:                             0.52
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.27012911898996, Current Price: 148.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.564
Date:                           Wed, 09 Oct 2024   AIC                             65.127
Time:                                   14:41:18   BIC                             67.952
Sample:                                        0   HQIC                            64.547
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3904      1.430     -0.273      0.785      -3.194       2.413
ma.L1          0.8033      0.796      1.009      0.313      -0.757       2.363
ar.S.L7       -0.4784      0.584     -0.820      0.412      -1.622       0.666
ma.S.L7       -3.5811     18.098     -0.198      0.843     -39.052      31.890
sigma2         0.3059      2.961      0.103      0.918      -5.498       6.110
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.14
Prob(Q):                              0.93   Prob(JB):                         0.34
Heteroskedasticity (H):              15.66   Skew:                            -0.99
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.2159165070821, Current Price: 149.2
SELL EXECUTED at 149.2
SELL ORDER COMPLETED at 150.84
OPERATION PROFIT, GROSS -1.8700000000000045, NET -2.1735500000000045
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.246
Date:                           Wed, 09 Oct 2024   AIC                             64.493
Time:                                   14:41:18   BIC                             67.317
Sample:                                        0   HQIC                            63.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4770      0.598     -0.798      0.425      -1.649       0.695
ma.L1          1.0001    676.200      0.001      0.999   -1324.328    1326.328
ar.S.L7       -0.0026      0.011     -0.241      0.809      -0.024       0.019
ma.S.L7       -0.6945      3.317     -0.209      0.834      -7.196       5.807
sigma2         3.1751   2144.589      0.001      0.999   -4200.143    4206.493
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 2.99
Prob(Q):                              0.70   Prob(JB):                         0.22
Heteroskedasticity (H):               8.56   Skew:                            -1.17
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.33553472217534, Current Price: 153.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.107
Date:                           Wed, 09 Oct 2024   AIC                             66.215
Time:                                   14:41:18   BIC                             69.040
Sample:                                        0   HQIC                            65.634
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2539      0.502     -0.505      0.613      -1.238       0.731
ma.L1          1.0000   1.38e+04   7.25e-05      1.000    -2.7e+04     2.7e+04
ar.S.L7        0.2740      0.496      0.552      0.581      -0.699       1.247
ma.S.L7       -0.5923      1.693     -0.350      0.726      -3.911       2.726
sigma2         3.5092   4.84e+04   7.25e-05      1.000   -9.49e+04    9.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.73   Prob(JB):                         0.44
Heteroskedasticity (H):               5.85   Skew:                            -0.79
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.40283605237718, Current Price: 154.16
BUY EXECUTED at 154.16
BUY ORDER COMPLETED at 156.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.783
Date:                           Wed, 09 Oct 2024   AIC                             65.567
Time:                                   14:41:18   BIC                             68.392
Sample:                                        0   HQIC                            64.986
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3174      0.511     -0.622      0.534      -1.318       0.683
ma.L1          1.0000   2744.690      0.000      1.000   -5378.493    5380.493
ar.S.L7        0.2727      0.508      0.537      0.591      -0.723       1.268
ma.S.L7       -1.0004   2083.636     -0.000      1.000   -4084.852    4082.852
sigma2         2.4080   6487.735      0.000      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.77   Prob(JB):                         0.52
Heteroskedasticity (H):              12.54   Skew:                            -0.63
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.27159603141794, Current Price: 157.49
SELL EXECUTED at 157.49
SELL ORDER COMPLETED at 158.33
OPERATION PROFIT, GROSS 2.2700000000000102, NET 1.9556100000000103
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.043
Date:                           Wed, 09 Oct 2024   AIC                             70.086
Time:                                   14:41:18   BIC                             72.911
Sample:                                        0   HQIC                            69.505
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4191      0.635     -0.660      0.509      -1.663       0.825
ma.L1          1.0000   3467.918      0.000      1.000   -6795.995    6797.995
ar.S.L7     3.539e-05      0.179      0.000      1.000      -0.351       0.351
ma.S.L7       -1.0002   1968.280     -0.001      1.000   -3858.759    3856.758
sigma2         4.0862   1.99e+04      0.000      1.000    -3.9e+04     3.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.59   Prob(JB):                         0.73
Heteroskedasticity (H):               6.34   Skew:                            -0.49
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.58946312919568, Current Price: 157.55
BUY EXECUTED at 157.55
BUY ORDER COMPLETED at 158.6
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.147
Date:                           Wed, 09 Oct 2024   AIC                             70.294
Time:                                   14:41:18   BIC                             73.118
Sample:                                        0   HQIC                            69.713
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0477      1.069      0.045      0.964      -2.047       2.142
ma.L1         22.3743      0.003   7881.776      0.000      22.369      22.380
ar.S.L7       -1.0565      0.571     -1.849      0.064      -2.176       0.063
ma.S.L7        7.0060     87.500      0.080      0.936    -164.491     178.503
sigma2         0.0002      0.006      0.041      0.967      -0.011       0.012
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.94
Prob(Q):                              0.98   Prob(JB):                         0.38
Heteroskedasticity (H):               4.52   Skew:                            -0.60
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number  2e+20. Standard errors may be unstable.
Predicted Price: 159.33079818340525, Current Price: 157.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.327
Date:                           Wed, 09 Oct 2024   AIC                             70.654
Time:                                   14:41:18   BIC                             73.478
Sample:                                        0   HQIC                            70.073
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1161      0.870      0.133      0.894      -1.589       1.821
ma.L1        -61.9383      0.000  -2.95e+05      0.000     -61.939     -61.938
ar.S.L7       -0.9993      0.598     -1.672      0.094      -2.170       0.172
ma.S.L7        0.1435      1.599      0.090      0.929      -2.991       3.278
sigma2         0.0016      0.001      1.595      0.111      -0.000       0.004
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.93   Prob(JB):                         0.59
Heteroskedasticity (H):               1.19   Skew:                            -0.50
Prob(H) (two-sided):                  0.87   Kurtosis:                         3.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.02e+18. Standard errors may be unstable.
Predicted Price: 157.6733943556581, Current Price: 154.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.477
Date:                           Wed, 09 Oct 2024   AIC                             70.954
Time:                                   14:41:19   BIC                             73.779
Sample:                                        0   HQIC                            70.374
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0391      1.089     -0.036      0.971      -2.174       2.096
ma.L1         21.9852      0.002   9758.899      0.000      21.981      21.990
ar.S.L7       -0.9476      0.403     -2.351      0.019      -1.737      -0.158
ma.S.L7        1.7789      5.096      0.349      0.727      -8.209      11.767
sigma2         0.0036      0.018      0.201      0.841      -0.031       0.039
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.93   Prob(JB):                         0.49
Heteroskedasticity (H):               1.70   Skew:                            -0.58
Prob(H) (two-sided):                  0.62   Kurtosis:                         4.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.53e+18. Standard errors may be unstable.
Predicted Price: 155.19786979678966, Current Price: 153.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.700
Date:                           Wed, 09 Oct 2024   AIC                             69.401
Time:                                   14:41:19   BIC                             72.226
Sample:                                        0   HQIC                            68.820
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1608     13.995     -0.011      0.991     -27.591      27.269
ma.L1          9.3341   1184.556      0.008      0.994   -2312.354    2331.022
ar.S.L7       -0.8977      0.783     -1.146      0.252      -2.433       0.638
ma.S.L7        0.9996   3259.676      0.000      1.000   -6387.848    6389.848
sigma2         0.0391    126.483      0.000      1.000    -247.864     247.942
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.82   Prob(JB):                         0.89
Heteroskedasticity (H):               0.67   Skew:                            -0.08
Prob(H) (two-sided):                  0.71   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.28416836786022, Current Price: 147.79
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.972
Date:                           Wed, 09 Oct 2024   AIC                             77.944
Time:                                   14:41:19   BIC                             80.769
Sample:                                        0   HQIC                            77.363
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1693      1.569      0.108      0.914      -2.906       3.244
ma.L1         11.0210    171.652      0.064      0.949    -325.411     347.453
ar.S.L7       -0.6335      0.912     -0.694      0.487      -2.422       1.155
ma.S.L7       -0.9842     80.662     -0.012      0.990    -159.079     157.110
sigma2         0.0545      3.785      0.014      0.989      -7.364       7.473
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.88   Prob(JB):                         0.90
Heteroskedasticity (H):               1.90   Skew:                            -0.03
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.6758762025433, Current Price: 143.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.961
Date:                           Wed, 09 Oct 2024   AIC                             77.921
Time:                                   14:41:19   BIC                             80.746
Sample:                                        0   HQIC                            77.341
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4506      1.652      0.273      0.785      -2.787       3.689
ma.L1         -0.0343      1.792     -0.019      0.985      -3.547       3.479
ar.S.L7       -0.5576      1.144     -0.487      0.626      -2.800       1.685
ma.S.L7       -1.0001    3.2e+04  -3.12e-05      1.000   -6.28e+04    6.28e+04
sigma2         6.5592    2.1e+05   3.12e-05      1.000   -4.12e+05    4.12e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.85   Prob(JB):                         0.80
Heteroskedasticity (H):               2.03   Skew:                            -0.28
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 139.0141574932081, Current Price: 141.64
SELL EXECUTED at 141.64
SELL ORDER COMPLETED at 140.18
OPERATION PROFIT, GROSS -18.419999999999987, NET -18.718779999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.478
Date:                           Wed, 09 Oct 2024   AIC                             78.956
Time:                                   14:41:19   BIC                             81.781
Sample:                                        0   HQIC                            78.375
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4072      2.856      0.143      0.887      -5.190       6.005
ma.L1         -0.0452      3.144     -0.014      0.989      -6.207       6.117
ar.S.L7       -0.4437      1.730     -0.257      0.798      -3.834       2.947
ma.S.L7       -1.0004   7776.920     -0.000      1.000   -1.52e+04    1.52e+04
sigma2         7.0944   5.52e+04      0.000      1.000   -1.08e+05    1.08e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.66   Prob(JB):                         0.82
Heteroskedasticity (H):               1.64   Skew:                            -0.33
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 142.1778183068336, Current Price: 143.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.683
Date:                           Wed, 09 Oct 2024   AIC                             79.367
Time:                                   14:41:19   BIC                             82.192
Sample:                                        0   HQIC                            78.786
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3514      1.819      0.193      0.847      -3.214       3.917
ma.L1          0.0269      2.054      0.013      0.990      -3.999       4.053
ar.S.L7       -0.5064      1.202     -0.421      0.674      -2.863       1.850
ma.S.L7       -1.0001   1.83e+04  -5.48e-05      1.000   -3.58e+04    3.58e+04
sigma2         7.3227   1.34e+05   5.48e-05      1.000   -2.62e+05    2.62e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.78   Prob(JB):                         0.74
Heteroskedasticity (H):               1.58   Skew:                            -0.38
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 145.09180393993333, Current Price: 140.7
BUY EXECUTED at 140.7
BUY ORDER COMPLETED at 139.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.965
Date:                           Wed, 09 Oct 2024   AIC                             77.930
Time:                                   14:41:19   BIC                             80.755
Sample:                                        0   HQIC                            77.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0684      1.500      0.046      0.964      -2.872       3.009
ma.L1          0.2767      1.459      0.190      0.850      -2.583       3.136
ar.S.L7       -0.7262      0.722     -1.006      0.314      -2.141       0.689
ma.S.L7       -0.1657      0.890     -0.186      0.852      -1.909       1.578
sigma2        10.7687      9.249      1.164      0.244      -7.360      28.897
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.85   Prob(JB):                         0.69
Heteroskedasticity (H):               0.63   Skew:                            -0.58
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 135.07784992078945, Current Price: 138.04
SELL EXECUTED at 138.04
SELL ORDER COMPLETED at 140.71
OPERATION PROFIT, GROSS 1.6299999999999955, NET 1.3502099999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.582
Date:                           Wed, 09 Oct 2024   AIC                             77.164
Time:                                   14:41:19   BIC                             79.989
Sample:                                        0   HQIC                            76.584
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5786      0.388      1.490      0.136      -0.182       1.340
ma.L1         -0.3186      0.531     -0.601      0.548      -1.358       0.721
ar.S.L7       -0.6229      0.560     -1.113      0.266      -1.720       0.474
ma.S.L7       -1.0002   5951.025     -0.000      1.000   -1.17e+04    1.17e+04
sigma2         5.9879   3.56e+04      0.000      1.000   -6.98e+04    6.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.60   Prob(JB):                         0.78
Heteroskedasticity (H):               0.85   Skew:                            -0.26
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 137.9724166253055, Current Price: 140.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.348
Date:                           Wed, 09 Oct 2024   AIC                             74.697
Time:                                   14:41:19   BIC                             77.521
Sample:                                        0   HQIC                            74.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3525      1.800      0.196      0.845      -3.175       3.880
ma.L1         -0.0940      2.034     -0.046      0.963      -4.080       3.892
ar.S.L7       -0.8605      0.465     -1.852      0.064      -1.771       0.050
ma.S.L7       -1.0002   4896.316     -0.000      1.000   -9597.602    9595.602
sigma2         5.1119    2.5e+04      0.000      1.000   -4.91e+04    4.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.87   Prob(JB):                         0.80
Heteroskedasticity (H):               2.10   Skew:                            -0.28
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.74478215450094, Current Price: 146.3
BUY EXECUTED at 146.3
BUY ORDER COMPLETED at 153.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.391
Date:                           Wed, 09 Oct 2024   AIC                             74.782
Time:                                   14:41:19   BIC                             77.607
Sample:                                        0   HQIC                            74.202
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3079      1.756      0.175      0.861      -3.134       3.750
ma.L1         -0.0218      1.977     -0.011      0.991      -3.897       3.854
ar.S.L7       -0.7810      0.559     -1.398      0.162      -1.876       0.314
ma.S.L7       -0.7350      3.020     -0.243      0.808      -6.655       5.185
sigma2         6.5518     16.996      0.385      0.700     -26.760      39.864
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.82   Prob(JB):                         0.72
Heteroskedasticity (H):               1.39   Skew:                            -0.51
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 148.9168488083622, Current Price: 153.4
SELL EXECUTED at 153.4
SELL ORDER COMPLETED at 152.58
OPERATION PROFIT, GROSS -0.9199999999999875, NET -1.2260799999999876
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.981
Date:                           Wed, 09 Oct 2024   AIC                             77.962
Time:                                   14:41:19   BIC                             80.786
Sample:                                        0   HQIC                            77.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3867      1.835      0.211      0.833      -3.210       3.983
ma.L1         -0.1194      2.076     -0.058      0.954      -4.187       3.949
ar.S.L7       -0.7396      0.864     -0.856      0.392      -2.432       0.953
ma.S.L7       -1.0000   2.88e+04  -3.47e-05      1.000   -5.64e+04    5.64e+04
sigma2         6.5711   1.89e+05   3.47e-05      1.000   -3.71e+05    3.71e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.89   Prob(JB):                         0.84
Heteroskedasticity (H):               4.18   Skew:                            -0.40
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.740159827213, Current Price: 151.3
BUY EXECUTED at 151.3
BUY ORDER COMPLETED at 153.3107
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.772
Date:                           Wed, 09 Oct 2024   AIC                             79.543
Time:                                   14:41:19   BIC                             82.368
Sample:                                        0   HQIC                            78.963
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3695      5.150      0.072      0.943      -9.724      10.463
ma.L1         -0.2192      5.332     -0.041      0.967     -10.671      10.232
ar.S.L7       -0.7655      0.678     -1.130      0.259      -2.094       0.563
ma.S.L7       -1.0000   3.55e+04  -2.82e-05      1.000   -6.96e+04    6.96e+04
sigma2         7.4245   2.64e+05   2.82e-05      1.000   -5.16e+05    5.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.70   Prob(JB):                         0.97
Heteroskedasticity (H):               0.77   Skew:                            -0.11
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.70921438104713, Current Price: 153.24
SELL EXECUTED at 153.24
SELL ORDER COMPLETED at 153.0
OPERATION PROFIT, GROSS -0.3106999999999971, NET -0.6170106999999971
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.246
Date:                           Wed, 09 Oct 2024   AIC                             80.491
Time:                                   14:41:19   BIC                             83.316
Sample:                                        0   HQIC                            79.911
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3924      3.102      0.127      0.899      -5.686       6.471
ma.L1         -0.2986      3.188     -0.094      0.925      -6.548       5.950
ar.S.L7       -0.7986      0.715     -1.117      0.264      -2.199       0.602
ma.S.L7       -1.0001   1.53e+04  -6.55e-05      1.000   -2.99e+04    2.99e+04
sigma2         7.9840   1.22e+05   6.55e-05      1.000   -2.39e+05    2.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.45   Prob(JB):                         0.85
Heteroskedasticity (H):               0.71   Skew:                            -0.23
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.38612374558642, Current Price: 152.25
BUY EXECUTED at 152.25
BUY ORDER COMPLETED at 152.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.898
Date:                           Wed, 09 Oct 2024   AIC                             77.797
Time:                                   14:41:19   BIC                             80.622
Sample:                                        0   HQIC                            77.216
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6781      0.208      3.259      0.001       0.270       1.086
ma.L1         -1.0000   3.83e+04  -2.61e-05      1.000   -7.51e+04    7.51e+04
ar.S.L7       -1.0743      0.501     -2.143      0.032      -2.057      -0.092
ma.S.L7       -1.0000   3.97e+04  -2.52e-05      1.000   -7.79e+04    7.79e+04
sigma2         5.2173   7310.520      0.001      0.999   -1.43e+04    1.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.54   Prob(JB):                         0.68
Heteroskedasticity (H):               0.71   Skew:                            -0.36
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 4.58e+17. Standard errors may be unstable.
Predicted Price: 147.01537023588838, Current Price: 152.92
SELL EXECUTED at 152.92
SELL ORDER COMPLETED at 151.36
OPERATION PROFIT, GROSS -1.049999999999983, NET -1.353769999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.924
Date:                           Wed, 09 Oct 2024   AIC                             79.849
Time:                                   14:41:19   BIC                             82.674
Sample:                                        0   HQIC                            79.268
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5670      0.153      3.706      0.000       0.267       0.867
ma.L1         -1.0000   1.71e+04  -5.83e-05      1.000   -3.36e+04    3.36e+04
ar.S.L7       -1.2748      0.365     -3.496      0.000      -1.989      -0.560
ma.S.L7       -0.0663      0.477     -0.139      0.889      -1.001       0.869
sigma2        10.6383   1.82e+05   5.83e-05      1.000   -3.57e+05    3.57e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.33   Prob(JB):                         0.65
Heteroskedasticity (H):               0.75   Skew:                            -0.18
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.4106904327932, Current Price: 148.05
BUY EXECUTED at 148.05
BUY ORDER COMPLETED at 148.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.383
Date:                           Wed, 09 Oct 2024   AIC                             76.767
Time:                                   14:41:19   BIC                             79.591
Sample:                                        0   HQIC                            76.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9026      0.750     -1.204      0.229      -2.372       0.567
ma.L1          0.5995      1.094      0.548      0.584      -1.545       2.744
ar.S.L7       -0.9011      0.671     -1.344      0.179      -2.215       0.413
ma.S.L7       -1.0000   5.11e+04  -1.96e-05      1.000      -1e+05       1e+05
sigma2         5.7828   2.96e+05   1.96e-05      1.000   -5.79e+05    5.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.45   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.23   Prob(JB):                         0.40
Heteroskedasticity (H):               0.22   Skew:                            -0.85
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 146.90670374924926, Current Price: 149.45
SELL EXECUTED at 149.45
SELL ORDER COMPLETED at 151.2
OPERATION PROFIT, GROSS 3.0, NET 2.7006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.969
Date:                           Wed, 09 Oct 2024   AIC                             63.938
Time:                                   14:41:19   BIC                             66.763
Sample:                                        0   HQIC                            63.357
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0645      0.133     -8.012      0.000      -1.325      -0.804
ma.L1          0.5086      0.307      1.657      0.098      -0.093       1.110
ar.S.L7       -0.8967      0.222     -4.047      0.000      -1.331      -0.462
ma.S.L7       -1.0000   3.55e+04  -2.82e-05      1.000   -6.95e+04    6.95e+04
sigma2         2.1613   7.66e+04   2.82e-05      1.000    -1.5e+05     1.5e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.97   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.32   Prob(JB):                         0.72
Heteroskedasticity (H):               1.44   Skew:                            -0.16
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 138.57745618875018, Current Price: 151.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.747
Date:                           Wed, 09 Oct 2024   AIC                             81.495
Time:                                   14:41:19   BIC                             84.319
Sample:                                        0   HQIC                            80.914
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2494      2.087     -0.120      0.905      -4.339       3.841
ma.L1         -0.0942      2.280     -0.041      0.967      -4.562       4.374
ar.S.L7       -0.8341      0.264     -3.165      0.002      -1.351      -0.318
ma.S.L7        0.3215      0.697      0.461      0.645      -1.045       1.688
sigma2        13.7161      8.439      1.625      0.104      -2.825      30.257
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.85
Prob(Q):                              0.62   Prob(JB):                         0.40
Heteroskedasticity (H):               3.44   Skew:                             0.74
Prob(H) (two-sided):                  0.26   Kurtosis:                         4.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 147.85279227066385, Current Price: 152.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.173
Date:                           Wed, 09 Oct 2024   AIC                             80.345
Time:                                   14:41:19   BIC                             83.170
Sample:                                        0   HQIC                            79.765
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8067      0.726     -1.111      0.267      -2.230       0.616
ma.L1          0.5850      0.813      0.719      0.472      -1.009       2.179
ar.S.L7       -0.7865      0.195     -4.041      0.000      -1.168      -0.405
ma.S.L7        0.6692      1.741      0.384      0.701      -2.742       4.081
sigma2        10.2071     14.653      0.697      0.486     -18.511      38.925
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.75   Prob(JB):                         1.00
Heteroskedasticity (H):               2.27   Skew:                            -0.04
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.2574604580483, Current Price: 156.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -152.257
Date:                           Wed, 09 Oct 2024   AIC                            314.515
Time:                                   14:41:19   BIC                            317.339
Sample:                                        0   HQIC                           313.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1        -48.8241   4204.747     -0.012      0.991   -8289.978    8192.330
ma.L1        -56.8119   3366.293     -0.017      0.987   -6654.626    6541.002
ar.S.L7       91.5375   7895.125      0.012      0.991   -1.54e+04    1.56e+04
ma.S.L7      -29.5523   1773.234     -0.017      0.987   -3505.026    3445.922
sigma2       481.1266   1.06e+05      0.005      0.996   -2.07e+05    2.08e+05
===================================================================================
Ljung-Box (L1) (Q):                   4.45   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.03   Prob(JB):                         0.84
Heteroskedasticity (H):               2.27   Skew:                            -0.41
Prob(H) (two-sided):                  0.45   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 537.4312419097392, Current Price: 156.04
BUY EXECUTED at 156.04
BUY ORDER COMPLETED at 155.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.785
Date:                           Wed, 09 Oct 2024   AIC                             79.571
Time:                                   14:41:19   BIC                             82.395
Sample:                                        0   HQIC                            78.990
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3965      3.073     -0.129      0.897      -6.419       5.626
ma.L1          0.2670      2.930      0.091      0.927      -5.476       6.010
ar.S.L7       -0.7940      0.242     -3.283      0.001      -1.268      -0.320
ma.S.L7        1.0000   2.58e+04   3.88e-05      1.000   -5.05e+04    5.05e+04
sigma2         7.4453   1.92e+05   3.88e-05      1.000   -3.76e+05    3.76e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.44   Prob(JB):                         0.64
Heteroskedasticity (H):               0.40   Skew:                            -0.57
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.69279541357997, Current Price: 154.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.829
Date:                           Wed, 09 Oct 2024   AIC                             77.659
Time:                                   14:41:20   BIC                             80.484
Sample:                                        0   HQIC                            77.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9087      0.281     -3.235      0.001      -1.459      -0.358
ma.L1          1.0000   6.95e+04   1.44e-05      1.000   -1.36e+05    1.36e+05
ar.S.L7       -0.7886      0.209     -3.774      0.000      -1.198      -0.379
ma.S.L7        1.0000   1.16e+05   8.64e-06      1.000   -2.27e+05    2.27e+05
sigma2         5.1633   6.35e+05   8.13e-06      1.000   -1.25e+06    1.25e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.66   Prob(JB):                         0.92
Heteroskedasticity (H):               0.29   Skew:                             0.05
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.43100636658988, Current Price: 158.69
SELL EXECUTED at 158.69
SELL ORDER COMPLETED at 159.17
OPERATION PROFIT, GROSS 3.259999999999991, NET 2.944919999999991
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.748
Date:                           Wed, 09 Oct 2024   AIC                             79.495
Time:                                   14:41:20   BIC                             82.320
Sample:                                        0   HQIC                            78.915
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1268      0.996     -0.127      0.899      -2.078       1.824
ma.L1          0.4305      0.880      0.489      0.625      -1.295       2.156
ar.S.L7       -0.0050      0.011     -0.444      0.657      -0.027       0.017
ma.S.L7       -1.0002   2779.077     -0.000      1.000   -5447.892    5445.891
sigma2         8.0781   2.24e+04      0.000      1.000    -4.4e+04     4.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.22   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.07   Prob(JB):                         0.60
Heteroskedasticity (H):               0.55   Skew:                            -0.63
Prob(H) (two-sided):                  0.58   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.11567125143048, Current Price: 161.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.633
Date:                           Wed, 09 Oct 2024   AIC                             71.266
Time:                                   14:41:20   BIC                             74.091
Sample:                                        0   HQIC                            70.685
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3815      2.150     -0.177      0.859      -4.594       3.832
ma.L1          0.0050      1.867      0.003      0.998      -3.655       3.665
ar.S.L7       -0.6131      0.319     -1.924      0.054      -1.238       0.012
ma.S.L7        0.2182      0.723      0.302      0.763      -1.199       1.635
sigma2         6.4048      3.714      1.725      0.085      -0.874      13.684
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.62   Prob(JB):                         0.98
Heteroskedasticity (H):               2.66   Skew:                            -0.02
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.60357489151266, Current Price: 162.68
BUY EXECUTED at 162.68
BUY ORDER COMPLETED at 161.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.830
Date:                           Wed, 09 Oct 2024   AIC                             67.661
Time:                                   14:41:20   BIC                             70.486
Sample:                                        0   HQIC                            67.080
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5843      0.229      2.546      0.011       0.135       1.034
ma.L1         -0.7280      0.570     -1.278      0.201      -1.845       0.389
ar.S.L7       -0.4266      0.278     -1.535      0.125      -0.971       0.118
ma.S.L7       -1.0000   2.07e+04  -4.82e-05      1.000   -4.06e+04    4.06e+04
sigma2         2.7975    5.8e+04   4.82e-05      1.000   -1.14e+05    1.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 2.73
Prob(Q):                              0.56   Prob(JB):                         0.26
Heteroskedasticity (H):               0.39   Skew:                            -0.99
Prob(H) (two-sided):                  0.38   Kurtosis:                         4.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.44116468974286, Current Price: 161.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.439
Date:                           Wed, 09 Oct 2024   AIC                             68.878
Time:                                   14:41:20   BIC                             71.703
Sample:                                        0   HQIC                            68.298
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3661      3.191     -0.115      0.909      -6.621       5.889
ma.L1          0.2502      3.297      0.076      0.939      -6.211       6.712
ar.S.L7       -0.5123      0.303     -1.692      0.091      -1.106       0.081
ma.S.L7       -1.0000   2.98e+04  -3.36e-05      1.000   -5.83e+04    5.83e+04
sigma2         3.2694   9.73e+04   3.36e-05      1.000   -1.91e+05    1.91e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 3.10
Prob(Q):                              0.75   Prob(JB):                         0.21
Heteroskedasticity (H):               0.53   Skew:                            -1.16
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.91260246169227, Current Price: 161.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.658
Date:                           Wed, 09 Oct 2024   AIC                             67.316
Time:                                   14:41:20   BIC                             70.141
Sample:                                        0   HQIC                            66.736
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8148      0.192     -4.239      0.000      -1.192      -0.438
ma.L1          1.0000   1.65e+04   6.07e-05      1.000   -3.23e+04    3.23e+04
ar.S.L7       -0.5445      0.249     -2.185      0.029      -1.033      -0.056
ma.S.L7       -1.0000   2.72e+04  -3.68e-05      1.000   -5.33e+04    5.33e+04
sigma2         2.5608   8.35e+04   3.07e-05      1.000   -1.64e+05    1.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.73   Prob(JB):                         0.44
Heteroskedasticity (H):               0.47   Skew:                            -0.80
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.08866476657732, Current Price: 158.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.771
Date:                           Wed, 09 Oct 2024   AIC                             65.542
Time:                                   14:41:20   BIC                             68.367
Sample:                                        0   HQIC                            64.961
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7814      0.198     -3.948      0.000      -1.169      -0.393
ma.L1          1.0000   1.09e+04   9.21e-05      1.000   -2.13e+04    2.13e+04
ar.S.L7       -0.5461      0.220     -2.482      0.013      -0.977      -0.115
ma.S.L7       -1.0000   9.09e+04   -1.1e-05      1.000   -1.78e+05    1.78e+05
sigma2         2.2337   2.03e+05    1.1e-05      1.000   -3.97e+05    3.97e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.50   Prob(JB):                         0.64
Heteroskedasticity (H):               0.43   Skew:                            -0.41
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.96589162899866, Current Price: 159.7
SELL EXECUTED at 159.7
SELL ORDER COMPLETED at 157.6
OPERATION PROFIT, GROSS -4.200000000000017, NET -4.519400000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.014
Date:                           Wed, 09 Oct 2024   AIC                             62.028
Time:                                   14:41:20   BIC                             64.853
Sample:                                        0   HQIC                            61.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5932      0.156     -3.800      0.000      -0.899      -0.287
ma.L1          1.0000   2.96e+04   3.38e-05      1.000   -5.81e+04    5.81e+04
ar.S.L7       -0.6280      0.136     -4.615      0.000      -0.895      -0.361
ma.S.L7       -1.0000   3.33e+04     -3e-05      1.000   -6.52e+04    6.52e+04
sigma2         1.7135   9.11e+04   1.88e-05      1.000   -1.79e+05    1.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.96   Prob(JB):                         0.77
Heteroskedasticity (H):               0.39   Skew:                            -0.02
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.38528775399138, Current Price: 158.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.568
Date:                           Wed, 09 Oct 2024   AIC                             61.137
Time:                                   14:41:20   BIC                             63.961
Sample:                                        0   HQIC                            60.556
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1186      0.731     -0.162      0.871      -1.551       1.314
ma.L1          0.3752      0.671      0.559      0.576      -0.940       1.691
ar.S.L7       -0.6350      0.253     -2.506      0.012      -1.132      -0.138
ma.S.L7       -1.0000   2.49e+04  -4.02e-05      1.000   -4.87e+04    4.87e+04
sigma2         1.8016   4.48e+04   4.02e-05      1.000   -8.78e+04    8.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.63   Prob(JB):                         0.48
Heteroskedasticity (H):               1.14   Skew:                            -0.64
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.9827032458253, Current Price: 161.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.858
Date:                           Wed, 09 Oct 2024   AIC                             61.716
Time:                                   14:41:20   BIC                             64.541
Sample:                                        0   HQIC                            61.136
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5380      0.353     -1.523      0.128      -1.230       0.154
ma.L1          1.0000   1.13e+04   8.84e-05      1.000   -2.22e+04    2.22e+04
ar.S.L7       -0.7025      0.128     -5.484      0.000      -0.954      -0.451
ma.S.L7       -1.0002   3568.562     -0.000      1.000   -6995.254    6993.254
sigma2         1.6596   2.11e+04   7.86e-05      1.000   -4.14e+04    4.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.67   Prob(JB):                         0.79
Heteroskedasticity (H):               1.65   Skew:                             0.06
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.60148206426106, Current Price: 163.34
BUY EXECUTED at 163.34
BUY ORDER COMPLETED at 163.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.196
Date:                           Wed, 09 Oct 2024   AIC                             62.393
Time:                                   14:41:20   BIC                             65.218
Sample:                                        0   HQIC                            61.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3472      0.706     -0.492      0.623      -1.730       1.036
ma.L1          1.0000   1.21e+04   8.28e-05      1.000   -2.37e+04    2.37e+04
ar.S.L7       -0.7426      0.127     -5.862      0.000      -0.991      -0.494
ma.S.L7       -0.4099      0.774     -0.529      0.596      -1.927       1.107
sigma2         2.8513   3.45e+04   8.28e-05      1.000   -6.75e+04    6.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.55   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.46   Prob(JB):                         0.86
Heteroskedasticity (H):               0.61   Skew:                            -0.35
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.8667414826964, Current Price: 162.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.298
Date:                           Wed, 09 Oct 2024   AIC                             62.597
Time:                                   14:41:20   BIC                             65.422
Sample:                                        0   HQIC                            62.016
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4928      0.132     -3.727      0.000      -0.752      -0.234
ma.L1          1.0000    1.4e+04   7.16e-05      1.000   -2.74e+04    2.74e+04
ar.S.L7       -0.6225      0.118     -5.265      0.000      -0.854      -0.391
ma.S.L7       -0.6510      1.130     -0.576      0.565      -2.865       1.564
sigma2         2.4233   3.39e+04   7.16e-05      1.000   -6.64e+04    6.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.64   Prob(JB):                         0.76
Heteroskedasticity (H):               0.33   Skew:                             0.48
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.53799284168213, Current Price: 161.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.280
Date:                           Wed, 09 Oct 2024   AIC                             66.560
Time:                                   14:41:20   BIC                             69.385
Sample:                                        0   HQIC                            65.979
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2947      0.781     -0.377      0.706      -1.826       1.237
ma.L1          1.0000   2.11e+05   4.74e-06      1.000   -4.13e+05    4.13e+05
ar.S.L7       -0.7872      0.146     -5.391      0.000      -1.073      -0.501
ma.S.L7        0.5542      0.558      0.993      0.321      -0.540       1.649
sigma2         3.3848   7.14e+05   4.74e-06      1.000    -1.4e+06     1.4e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.68   Prob(JB):                         0.83
Heteroskedasticity (H):               0.42   Skew:                            -0.24
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.71397576277786, Current Price: 160.84
SELL EXECUTED at 160.84
SELL ORDER COMPLETED at 160.1
OPERATION PROFIT, GROSS -3.030000000000001, NET -3.3532300000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.284
Date:                           Wed, 09 Oct 2024   AIC                             68.568
Time:                                   14:41:20   BIC                             71.393
Sample:                                        0   HQIC                            67.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5099      0.601      0.848      0.396      -0.668       1.688
ma.L1         -0.6057      0.616     -0.983      0.326      -1.814       0.602
ar.S.L7       -0.6199      0.268     -2.317      0.021      -1.144      -0.095
ma.S.L7        0.2831      0.861      0.329      0.742      -1.404       1.970
sigma2         5.0455      3.869      1.304      0.192      -2.538      12.629
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.81   Prob(JB):                         0.82
Heteroskedasticity (H):               0.33   Skew:                             0.32
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.8222067269226, Current Price: 161.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.238
Date:                           Wed, 09 Oct 2024   AIC                             60.476
Time:                                   14:41:20   BIC                             63.301
Sample:                                        0   HQIC                            59.896
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5318      1.197     -0.444      0.657      -2.878       1.814
ma.L1          0.6331      0.926      0.683      0.494      -1.183       2.449
ar.S.L7       -0.0037      0.007     -0.512      0.609      -0.018       0.010
ma.S.L7       -0.9998   1737.059     -0.001      1.000   -3405.572    3403.572
sigma2         1.8144   3150.447      0.001      1.000   -6172.949    6176.578
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.62   Prob(JB):                         0.82
Heteroskedasticity (H):               0.87   Skew:                            -0.02
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.126923567884, Current Price: 158.8
BUY EXECUTED at 158.8
BUY ORDER COMPLETED at 158.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.178
Date:                           Wed, 09 Oct 2024   AIC                             64.357
Time:                                   14:41:20   BIC                             67.182
Sample:                                        0   HQIC                            63.776
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4172      0.131     -3.177      0.001      -0.675      -0.160
ma.L1          0.8679      0.552      1.573      0.116      -0.214       1.950
ar.S.L7       -0.5245      0.173     -3.024      0.002      -0.865      -0.185
ma.S.L7        1.0000   1.12e+05   8.94e-06      1.000   -2.19e+05    2.19e+05
sigma2         2.1669   2.42e+05   8.94e-06      1.000   -4.75e+05    4.75e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.17   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.14   Prob(JB):                         0.72
Heteroskedasticity (H):               1.14   Skew:                             0.45
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.300239586436, Current Price: 159.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.749
Date:                           Wed, 09 Oct 2024   AIC                             63.498
Time:                                   14:41:20   BIC                             66.323
Sample:                                        0   HQIC                            62.917
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3576      1.345     -0.266      0.790      -2.993       2.278
ma.L1          0.5425      1.245      0.436      0.663      -1.897       2.982
ar.S.L7       -0.3768      0.170     -2.211      0.027      -0.711      -0.043
ma.S.L7        0.4304      0.789      0.545      0.585      -1.116       1.977
sigma2         3.3044      2.259      1.463      0.144      -1.124       7.732
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.69   Prob(JB):                         0.75
Heteroskedasticity (H):               1.17   Skew:                             0.18
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.43343454562873, Current Price: 160.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.781
Date:                           Wed, 09 Oct 2024   AIC                             63.562
Time:                                   14:41:20   BIC                             66.387
Sample:                                        0   HQIC                            62.981
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4669      0.180     -2.598      0.009      -0.819      -0.115
ma.L1          0.6173      0.398      1.549      0.121      -0.164       1.398
ar.S.L7       -0.3910      0.169     -2.313      0.021      -0.722      -0.060
ma.S.L7        0.4528      0.849      0.533      0.594      -1.211       2.117
sigma2         3.2407      2.487      1.303      0.193      -1.634       8.116
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.85   Prob(JB):                         0.66
Heteroskedasticity (H):               0.75   Skew:                             0.42
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.44240111234353, Current Price: 161.02
SELL EXECUTED at 161.02
SELL ORDER COMPLETED at 158.99
OPERATION PROFIT, GROSS 0.9900000000000091, NET 0.6730100000000091
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.166
Date:                           Wed, 09 Oct 2024   AIC                             60.333
Time:                                   14:41:20   BIC                             63.158
Sample:                                        0   HQIC                            59.752
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2568      3.131     -0.082      0.935      -6.393       5.879
ma.L1          0.3761      3.287      0.114      0.909      -6.066       6.818
ar.S.L7       -0.3330      0.138     -2.415      0.016      -0.603      -0.063
ma.S.L7        0.6114      1.415      0.432      0.666      -2.163       3.386
sigma2         2.3557      1.907      1.235      0.217      -1.382       6.093
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.38   Prob(JB):                         0.66
Heteroskedasticity (H):               1.15   Skew:                             0.37
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.00482279600953, Current Price: 158.95
BUY EXECUTED at 158.95
BUY ORDER COMPLETED at 159.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.339
Date:                           Wed, 09 Oct 2024   AIC                             58.678
Time:                                   14:41:20   BIC                             61.502
Sample:                                        0   HQIC                            58.097
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1799      2.302      0.078      0.938      -4.332       4.692
ma.L1         -0.3723      2.166     -0.172      0.864      -4.617       3.873
ar.S.L7       -0.2808      0.242     -1.161      0.246      -0.755       0.193
ma.S.L7        0.3600      0.691      0.521      0.602      -0.994       1.714
sigma2         2.3433      1.426      1.643      0.100      -0.452       5.139
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.87   Prob(JB):                         0.77
Heteroskedasticity (H):               1.62   Skew:                             0.13
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.55117748451988, Current Price: 161.39
SELL EXECUTED at 161.39
SELL ORDER COMPLETED at 161.08
OPERATION PROFIT, GROSS 1.5800000000000125, NET 1.2594200000000124
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.962
Date:                           Wed, 09 Oct 2024   AIC                             59.923
Time:                                   14:41:20   BIC                             62.748
Sample:                                        0   HQIC                            59.343
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5670      0.327      1.734      0.083      -0.074       1.208
ma.L1         -0.7938      0.323     -2.457      0.014      -1.427      -0.161
ar.S.L7       -0.1631      0.125     -1.306      0.191      -0.408       0.082
ma.S.L7        1.0000   1.46e+04   6.86e-05      1.000   -2.86e+04    2.86e+04
sigma2         1.5838   2.31e+04   6.86e-05      1.000   -4.53e+04    4.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.67   Prob(JB):                         0.81
Heteroskedasticity (H):               0.91   Skew:                             0.19
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.37548895554326, Current Price: 160.42
BUY EXECUTED at 160.42
BUY ORDER COMPLETED at 160.34
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.989
Date:                           Wed, 09 Oct 2024   AIC                             55.977
Time:                                   14:41:20   BIC                             58.802
Sample:                                        0   HQIC                            55.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5852      0.817      0.716      0.474      -1.016       2.187
ma.L1         -0.8469      1.225     -0.691      0.489      -3.248       1.554
ar.S.L7        0.1862      0.445      0.418      0.676      -0.686       1.059
ma.S.L7      -34.2996    603.807     -0.057      0.955   -1217.739    1149.140
sigma2         0.0016      0.057      0.028      0.978      -0.109       0.112
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.62   Prob(JB):                         0.66
Heteroskedasticity (H):              36.00   Skew:                             0.61
Prob(H) (two-sided):                  0.00   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.33112553354232, Current Price: 159.42
SELL EXECUTED at 159.42
SELL ORDER COMPLETED at 160.3
OPERATION PROFIT, GROSS -0.03999999999999204, NET -0.3606399999999921
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.217
Date:                           Wed, 09 Oct 2024   AIC                             52.434
Time:                                   14:41:20   BIC                             55.259
Sample:                                        0   HQIC                            51.853
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5109      0.639     -0.800      0.424      -1.763       0.741
ma.L1          9.6732     68.468      0.141      0.888    -124.522     143.869
ar.S.L7        0.0034      0.005      0.731      0.465      -0.006       0.013
ma.S.L7        0.9881     49.669      0.020      0.984     -96.362      98.338
sigma2         0.0101      0.530      0.019      0.985      -1.029       1.050
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.82   Prob(JB):                         0.93
Heteroskedasticity (H):               0.36   Skew:                            -0.25
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.489660467005, Current Price: 160.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.627
Date:                           Wed, 09 Oct 2024   AIC                             57.254
Time:                                   14:41:21   BIC                             60.079
Sample:                                        0   HQIC                            56.673
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7137      0.685     -1.041      0.298      -2.057       0.629
ma.L1          0.4262      0.961      0.444      0.657      -1.457       2.309
ar.S.L7        0.1334      0.226      0.590      0.555      -0.310       0.577
ma.S.L7        0.0673      0.564      0.119      0.905      -1.038       1.172
sigma2         2.2086      1.826      1.210      0.226      -1.370       5.787
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.79   Prob(JB):                         0.73
Heteroskedasticity (H):               1.23   Skew:                            -0.03
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.80469455823334, Current Price: 161.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.696
Date:                           Wed, 09 Oct 2024   AIC                             57.392
Time:                                   14:41:21   BIC                             60.217
Sample:                                        0   HQIC                            56.812
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7734      0.547     -1.415      0.157      -1.845       0.298
ma.L1          0.4654      0.838      0.556      0.578      -1.176       2.107
ar.S.L7        0.1307      0.231      0.567      0.571      -0.321       0.583
ma.S.L7        0.0355      0.617      0.058      0.954      -1.173       1.244
sigma2         2.2334      1.912      1.168      0.243      -1.513       5.980
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.71   Prob(JB):                         0.73
Heteroskedasticity (H):               0.36   Skew:                            -0.05
Prob(H) (two-sided):                  0.35   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.87813818274847, Current Price: 163.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.779
Date:                           Wed, 09 Oct 2024   AIC                             57.559
Time:                                   14:41:21   BIC                             60.383
Sample:                                        0   HQIC                            56.978
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7386      0.569     -1.297      0.194      -1.855       0.377
ma.L1          0.4823      0.759      0.636      0.525      -1.005       1.970
ar.S.L7        0.1429      0.216      0.661      0.509      -0.281       0.567
ma.S.L7        0.1185      0.497      0.238      0.812      -0.856       1.093
sigma2         2.2470      2.150      1.045      0.296      -1.967       6.461
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.63   Prob(JB):                         0.61
Heteroskedasticity (H):               0.38   Skew:                            -0.27
Prob(H) (two-sided):                  0.37   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.85204958983024, Current Price: 163.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.228
Date:                           Wed, 09 Oct 2024   AIC                             58.455
Time:                                   14:41:21   BIC                             61.280
Sample:                                        0   HQIC                            57.875
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7879      0.503     -1.566      0.117      -1.774       0.198
ma.L1          0.5062      0.848      0.597      0.550      -1.155       2.168
ar.S.L7        0.2990      0.395      0.757      0.449      -0.475       1.073
ma.S.L7       -0.0225      0.656     -0.034      0.973      -1.309       1.264
sigma2         2.4206      2.238      1.082      0.279      -1.965       6.807
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.53   Prob(JB):                         0.74
Heteroskedasticity (H):               1.46   Skew:                            -0.08
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.22914961822727, Current Price: 162.69
BUY EXECUTED at 162.69
BUY ORDER COMPLETED at 163.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.788
Date:                           Wed, 09 Oct 2024   AIC                             59.576
Time:                                   14:41:21   BIC                             62.400
Sample:                                        0   HQIC                            58.995
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6726      0.586     -1.149      0.251      -1.820       0.475
ma.L1          0.3087      0.545      0.566      0.571      -0.760       1.378
ar.S.L7        0.2103      0.281      0.749      0.454      -0.340       0.761
ma.S.L7       -1.0001   1.42e+04  -7.06e-05      1.000   -2.78e+04    2.78e+04
sigma2         1.5479   2.19e+04   7.05e-05      1.000    -4.3e+04     4.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.80   Prob(JB):                         0.74
Heteroskedasticity (H):               1.64   Skew:                             0.31
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.3407552376002, Current Price: 164.26
SELL EXECUTED at 164.26
SELL ORDER COMPLETED at 164.54
OPERATION PROFIT, GROSS 0.9399999999999977, NET 0.6118599999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.461
Date:                           Wed, 09 Oct 2024   AIC                             56.922
Time:                                   14:41:21   BIC                             59.747
Sample:                                        0   HQIC                            56.342
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0709      0.126     -8.496      0.000      -1.318      -0.824
ma.L1          1.0000   2585.739      0.000      1.000   -5066.956    5068.956
ar.S.L7        0.0309      0.280      0.111      0.912      -0.517       0.579
ma.S.L7       -1.0000   3.08e+04  -3.25e-05      1.000   -6.03e+04    6.03e+04
sigma2         1.1497   3.48e+04    3.3e-05      1.000   -6.82e+04    6.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.75   Prob(JB):                         0.65
Heteroskedasticity (H):               1.47   Skew:                             0.49
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.99559140386387, Current Price: 164.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.786
Date:                           Wed, 09 Oct 2024   AIC                             59.572
Time:                                   14:41:21   BIC                             62.397
Sample:                                        0   HQIC                            58.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4643      0.946     -0.491      0.624      -2.318       1.390
ma.L1          0.2155      0.983      0.219      0.826      -1.711       2.142
ar.S.L7       -0.1179      0.557     -0.212      0.832      -1.209       0.973
ma.S.L7       -1.0008   1708.438     -0.001      1.000   -3349.477    3347.476
sigma2         1.6003   2734.054      0.001      1.000   -5357.047    5360.248
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.47   Prob(JB):                         0.54
Heteroskedasticity (H):               1.65   Skew:                             0.26
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.02236744560562, Current Price: 162.25
BUY EXECUTED at 162.25
BUY ORDER COMPLETED at 162.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.314
Date:                           Wed, 09 Oct 2024   AIC                             60.628
Time:                                   14:41:21   BIC                             63.452
Sample:                                        0   HQIC                            60.047
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5128      0.680     -0.754      0.451      -1.845       0.819
ma.L1         -0.1908      0.558     -0.342      0.732      -1.283       0.902
ar.S.L7       -0.0931      0.621     -0.150      0.881      -1.309       1.123
ma.S.L7       -0.0880      0.976     -0.090      0.928      -2.000       1.825
sigma2         2.8670      1.602      1.790      0.074      -0.273       6.007
===================================================================================
Ljung-Box (L1) (Q):                   2.73   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.10   Prob(JB):                         0.79
Heteroskedasticity (H):               1.53   Skew:                             0.35
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.54635366879748, Current Price: 163.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.872
Date:                           Wed, 09 Oct 2024   AIC                             61.744
Time:                                   14:41:21   BIC                             64.568
Sample:                                        0   HQIC                            61.163
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3225      0.804     -0.401      0.688      -1.898       1.253
ma.L1         -0.1632      0.804     -0.203      0.839      -1.740       1.413
ar.S.L7       -0.0893      0.539     -0.166      0.868      -1.146       0.967
ma.S.L7       -0.3539      1.021     -0.347      0.729      -2.355       1.647
sigma2         2.9722      2.310      1.287      0.198      -1.555       7.500
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.47   Prob(JB):                         0.74
Heteroskedasticity (H):               1.72   Skew:                             0.11
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.47922356189594, Current Price: 160.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.924
Date:                           Wed, 09 Oct 2024   AIC                             63.848
Time:                                   14:41:21   BIC                             66.673
Sample:                                        0   HQIC                            63.268
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8785      0.245     -3.586      0.000      -1.359      -0.398
ma.L1          0.7031      0.347      2.025      0.043       0.023       1.384
ar.S.L7       -0.4204      0.543     -0.774      0.439      -1.485       0.644
ma.S.L7       -1.0009   1106.633     -0.001      0.999   -2169.963    2167.961
sigma2         2.1291   2357.125      0.001      0.999   -4617.752    4622.010
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.88   Prob(JB):                         0.87
Heteroskedasticity (H):               4.20   Skew:                            -0.21
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.73835871570333, Current Price: 161.18
SELL EXECUTED at 161.18
SELL ORDER COMPLETED at 162.12
OPERATION PROFIT, GROSS -0.7599999999999909, NET -1.0849999999999909
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.568
Date:                           Wed, 09 Oct 2024   AIC                             61.136
Time:                                   14:41:21   BIC                             63.961
Sample:                                        0   HQIC                            60.556
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3927      0.756     -0.520      0.603      -1.874       1.089
ma.L1          0.0634      0.887      0.072      0.943      -1.675       1.802
ar.S.L7       -0.4259      1.077     -0.395      0.693      -2.538       1.686
ma.S.L7       -0.4052      1.661     -0.244      0.807      -3.661       2.851
sigma2         2.7915      2.100      1.330      0.184      -1.324       6.907
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.81   Prob(JB):                         0.91
Heteroskedasticity (H):              17.60   Skew:                            -0.05
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.3099207954342, Current Price: 161.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.694
Date:                           Wed, 09 Oct 2024   AIC                             61.388
Time:                                   14:41:21   BIC                             64.212
Sample:                                        0   HQIC                            60.807
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8241      0.377     -2.183      0.029      -1.564      -0.084
ma.L1          0.6154      0.475      1.296      0.195      -0.315       1.546
ar.S.L7       -0.4854      0.900     -0.540      0.589      -2.248       1.278
ma.S.L7       -1.0003   6238.743     -0.000      1.000   -1.22e+04    1.22e+04
sigma2         1.7703    1.1e+04      0.000      1.000   -2.16e+04    2.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.82   Prob(JB):                         0.84
Heteroskedasticity (H):               1.05   Skew:                            -0.13
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.69511388942576, Current Price: 162.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.980
Date:                           Wed, 09 Oct 2024   AIC                             61.959
Time:                                   14:41:21   BIC                             64.784
Sample:                                        0   HQIC                            61.379
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3764      0.950     -0.396      0.692      -2.239       1.486
ma.L1         -0.0469      1.179     -0.040      0.968      -2.358       2.264
ar.S.L7       -0.4126      0.823     -0.501      0.616      -2.026       1.200
ma.S.L7       -0.5406      3.314     -0.163      0.870      -7.036       5.955
sigma2         2.7882      4.841      0.576      0.565      -6.700      12.276
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.92   Prob(JB):                         0.89
Heteroskedasticity (H):               0.94   Skew:                             0.07
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.89322604576557, Current Price: 163.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.822
Date:                           Wed, 09 Oct 2024   AIC                             61.644
Time:                                   14:41:21   BIC                             64.469
Sample:                                        0   HQIC                            61.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3203      2.661     -0.120      0.904      -5.536       4.896
ma.L1          0.1665      2.612      0.064      0.949      -4.954       5.287
ar.S.L7       -0.6883      0.506     -1.359      0.174      -1.681       0.304
ma.S.L7        0.4507      1.132      0.398      0.691      -1.769       2.670
sigma2         2.8434      1.623      1.752      0.080      -0.338       6.025
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.99   Prob(JB):                         0.68
Heteroskedasticity (H):               0.09   Skew:                            -0.60
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.2009236988109, Current Price: 162.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.786
Date:                           Wed, 09 Oct 2024   AIC                             61.572
Time:                                   14:41:21   BIC                             64.397
Sample:                                        0   HQIC                            60.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3265      2.296     -0.142      0.887      -4.826       4.173
ma.L1          0.1168      2.111      0.055      0.956      -4.021       4.254
ar.S.L7       -0.7932      0.549     -1.446      0.148      -1.868       0.282
ma.S.L7        0.6218      2.281      0.273      0.785      -3.849       5.092
sigma2         2.5760      3.170      0.813      0.416      -3.638       8.790
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.85   Prob(JB):                         0.56
Heteroskedasticity (H):               0.15   Skew:                            -0.70
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.03546351658943, Current Price: 159.6
BUY EXECUTED at 159.6
BUY ORDER COMPLETED at 161.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.742
Date:                           Wed, 09 Oct 2024   AIC                             65.484
Time:                                   14:41:21   BIC                             68.309
Sample:                                        0   HQIC                            64.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4885      0.186      2.626      0.009       0.124       0.853
ma.L1         -0.8408      0.823     -1.022      0.307      -2.453       0.772
ar.S.L7       -0.6119      0.820     -0.746      0.456      -2.219       0.995
ma.S.L7        0.1535      2.597      0.059      0.953      -4.936       5.243
sigma2         3.9743      2.587      1.536      0.124      -1.096       9.045
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.62   Prob(JB):                         0.81
Heteroskedasticity (H):               1.15   Skew:                            -0.38
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.5051561644995, Current Price: 161.28
SELL EXECUTED at 161.28
SELL ORDER COMPLETED at 158.72
OPERATION PROFIT, GROSS -2.4199999999999875, NET -2.7398599999999873
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.839
Date:                           Wed, 09 Oct 2024   AIC                             63.677
Time:                                   14:41:21   BIC                             66.502
Sample:                                        0   HQIC                            63.097
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3693      0.531      0.696      0.487      -0.671       1.410
ma.L1         -0.8479      0.647     -1.310      0.190      -2.116       0.421
ar.S.L7       -0.5632      0.881     -0.640      0.522      -2.289       1.163
ma.S.L7        0.0358      1.871      0.019      0.985      -3.630       3.702
sigma2         3.5617      1.937      1.839      0.066      -0.234       7.358
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.96   Prob(JB):                         0.92
Heteroskedasticity (H):               1.18   Skew:                            -0.26
Prob(H) (two-sided):                  0.88   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.6407713889511, Current Price: 158.01
BUY EXECUTED at 158.01
BUY ORDER COMPLETED at 158.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.820
Date:                           Wed, 09 Oct 2024   AIC                             63.640
Time:                                   14:41:21   BIC                             66.464
Sample:                                        0   HQIC                            63.059
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4307      0.638     -0.676      0.499      -1.680       0.819
ma.L1         -0.2534      0.607     -0.418      0.676      -1.443       0.936
ar.S.L7       -0.4670      0.344     -1.359      0.174      -1.140       0.206
ma.S.L7        1.0000   5.33e+05   1.88e-06      1.000   -1.04e+06    1.04e+06
sigma2         2.1938   1.17e+06   1.88e-06      1.000   -2.29e+06    2.29e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.89   Prob(JB):                         0.71
Heteroskedasticity (H):               1.38   Skew:                             0.03
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.46539503031178, Current Price: 159.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.809
Date:                           Wed, 09 Oct 2024   AIC                             65.618
Time:                                   14:41:21   BIC                             68.443
Sample:                                        0   HQIC                            65.038
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4252      0.697     -0.610      0.542      -1.791       0.940
ma.L1          0.0470      0.741      0.063      0.949      -1.406       1.500
ar.S.L7     4.238e-05      0.132      0.000      1.000      -0.258       0.258
ma.S.L7       -0.4224      0.843     -0.501      0.616      -2.075       1.230
sigma2         4.1605      2.216      1.877      0.061      -0.184       8.505
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.48   Prob(JB):                         0.74
Heteroskedasticity (H):               0.83   Skew:                            -0.24
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.11899826809207, Current Price: 161.26
SELL EXECUTED at 161.26
SELL ORDER COMPLETED at 162.1
OPERATION PROFIT, GROSS 3.1999999999999886, NET 2.8789999999999885
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.723
Date:                           Wed, 09 Oct 2024   AIC                             61.446
Time:                                   14:41:21   BIC                             64.270
Sample:                                        0   HQIC                            60.865
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7284      0.308     -2.367      0.018      -1.332      -0.125
ma.L1          0.0302      0.370      0.082      0.935      -0.695       0.756
ar.S.L7       -0.5227      0.403     -1.297      0.195      -1.313       0.267
ma.S.L7        1.0000   4.98e+04   2.01e-05      1.000   -9.76e+04    9.76e+04
sigma2         1.7889    8.9e+04   2.01e-05      1.000   -1.75e+05    1.75e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.76   Prob(JB):                         0.64
Heteroskedasticity (H):               0.38   Skew:                            -0.21
Prob(H) (two-sided):                  0.37   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.75137224918376, Current Price: 163.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.410
Date:                           Wed, 09 Oct 2024   AIC                             60.821
Time:                                   14:41:21   BIC                             63.645
Sample:                                        0   HQIC                            60.240
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9449      0.121     -7.808      0.000      -1.182      -0.708
ma.L1          1.0000   1.84e+04   5.45e-05      1.000    -3.6e+04     3.6e+04
ar.S.L7       -0.5853      0.400     -1.462      0.144      -1.370       0.199
ma.S.L7        0.5862      2.371      0.247      0.805      -4.062       5.234
sigma2         2.0234   3.71e+04   5.45e-05      1.000   -7.28e+04    7.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.15   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.28   Prob(JB):                         0.69
Heteroskedasticity (H):               1.23   Skew:                            -0.06
Prob(H) (two-sided):                  0.84   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.14716956664404, Current Price: 162.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.533
Date:                           Wed, 09 Oct 2024   AIC                             59.065
Time:                                   14:41:21   BIC                             61.890
Sample:                                        0   HQIC                            58.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8193      0.198     -4.140      0.000      -1.207      -0.431
ma.L1          0.3337      0.423      0.790      0.430      -0.495       1.162
ar.S.L7       -0.4232      0.307     -1.379      0.168      -1.025       0.178
ma.S.L7        1.0000   3.04e+04   3.29e-05      1.000   -5.96e+04    5.96e+04
sigma2         1.4888   4.53e+04   3.29e-05      1.000   -8.88e+04    8.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.51   Prob(JB):                         0.53
Heteroskedasticity (H):               0.77   Skew:                            -0.58
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.23122822360625, Current Price: 162.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.879
Date:                           Wed, 09 Oct 2024   AIC                             59.757
Time:                                   14:41:21   BIC                             62.582
Sample:                                        0   HQIC                            59.177
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6163      0.398     -1.550      0.121      -1.396       0.163
ma.L1          0.2073      0.634      0.327      0.744      -1.035       1.450
ar.S.L7       -0.2554      0.491     -0.520      0.603      -1.218       0.707
ma.S.L7       -0.2110      0.618     -0.341      0.733      -1.422       1.000
sigma2         2.6351      1.605      1.642      0.101      -0.511       5.781
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 4.82
Prob(Q):                              0.88   Prob(JB):                         0.09
Heteroskedasticity (H):               2.03   Skew:                            -1.42
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.24098742911048, Current Price: 162.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.538
Date:                           Wed, 09 Oct 2024   AIC                             57.075
Time:                                   14:41:21   BIC                             59.900
Sample:                                        0   HQIC                            56.495
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6455      0.439     -1.472      0.141      -1.505       0.214
ma.L1          0.0316      0.335      0.094      0.925      -0.626       0.689
ar.S.L7       -0.0055      0.012     -0.455      0.649      -0.029       0.018
ma.S.L7       -0.5789      0.632     -0.917      0.359      -1.817       0.659
sigma2         1.8964      1.696      1.118      0.263      -1.427       5.220
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 2.83
Prob(Q):                              0.60   Prob(JB):                         0.24
Heteroskedasticity (H):               2.86   Skew:                            -1.14
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.5527347072969, Current Price: 162.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.531
Date:                           Wed, 09 Oct 2024   AIC                             57.062
Time:                                   14:41:21   BIC                             59.887
Sample:                                        0   HQIC                            56.481
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7058      0.274     -2.574      0.010      -1.243      -0.168
ma.L1          0.1652      0.418      0.395      0.693      -0.654       0.984
ar.S.L7       -0.1120      0.330     -0.339      0.735      -0.759       0.535
ma.S.L7       -1.0002   3751.906     -0.000      1.000   -7354.601    7352.600
sigma2         1.2760   4787.381      0.000      1.000   -9381.818    9384.370
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 6.47
Prob(Q):                              0.70   Prob(JB):                         0.04
Heteroskedasticity (H):               0.43   Skew:                            -1.51
Prob(H) (two-sided):                  0.43   Kurtosis:                         4.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.42264467421, Current Price: 162.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.576
Date:                           Wed, 09 Oct 2024   AIC                             57.152
Time:                                   14:41:21   BIC                             59.977
Sample:                                        0   HQIC                            56.571
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6823      0.263     -2.591      0.010      -1.199      -0.166
ma.L1          0.1413      0.411      0.344      0.731      -0.664       0.946
ar.S.L7       -0.1138      0.316     -0.360      0.719      -0.733       0.506
ma.S.L7       -1.0002   3799.678     -0.000      1.000   -7448.232    7446.232
sigma2         1.2893   4898.952      0.000      1.000   -9600.479    9603.058
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 4.45
Prob(Q):                              0.71   Prob(JB):                         0.11
Heteroskedasticity (H):               0.19   Skew:                            -1.33
Prob(H) (two-sided):                  0.14   Kurtosis:                         4.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.8189513990221, Current Price: 162.24
BUY EXECUTED at 162.24
BUY ORDER COMPLETED at 162.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.136
Date:                           Wed, 09 Oct 2024   AIC                             58.272
Time:                                   14:41:21   BIC                             61.096
Sample:                                        0   HQIC                            57.691
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6955      0.420     -1.656      0.098      -1.519       0.128
ma.L1          0.1881      0.570      0.330      0.741      -0.928       1.305
ar.S.L7       -0.1976      0.369     -0.536      0.592      -0.920       0.525
ma.S.L7       -1.0001   8086.318     -0.000      1.000   -1.58e+04    1.58e+04
sigma2         1.4039   1.14e+04      0.000      1.000   -2.22e+04    2.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.87
Prob(Q):                              0.94   Prob(JB):                         0.39
Heteroskedasticity (H):               0.32   Skew:                            -0.93
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.72325057005554, Current Price: 164.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.554
Date:                           Wed, 09 Oct 2024   AIC                             57.108
Time:                                   14:41:21   BIC                             59.933
Sample:                                        0   HQIC                            56.528
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6250      0.400     -1.563      0.118      -1.409       0.159
ma.L1          0.0316      0.635      0.050      0.960      -1.213       1.276
ar.S.L7       -0.2098      0.328     -0.640      0.522      -0.852       0.432
ma.S.L7       -1.0000   2.32e+04  -4.32e-05      1.000   -4.54e+04    4.54e+04
sigma2         1.2821   2.97e+04   4.32e-05      1.000   -5.82e+04    5.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.50   Prob(JB):                         0.45
Heteroskedasticity (H):               0.34   Skew:                            -0.85
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.82631696402632, Current Price: 165.09
SELL EXECUTED at 165.09
SELL ORDER COMPLETED at 165.63
OPERATION PROFIT, GROSS 2.759999999999991, NET 2.431499999999991
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.738
Date:                           Wed, 09 Oct 2024   AIC                             47.476
Time:                                   14:41:21   BIC                             50.300
Sample:                                        0   HQIC                            46.895
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8451      0.087     -9.701      0.000      -1.016      -0.674
ma.L1          1.0000   1.72e+04    5.8e-05      1.000   -3.38e+04    3.38e+04
ar.S.L7       -0.3772      0.181     -2.083      0.037      -0.732      -0.022
ma.S.L7       -0.9999   2.27e+04  -4.41e-05      1.000   -4.44e+04    4.44e+04
sigma2         0.5566   6056.936   9.19e-05      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.96   Prob(JB):                         0.69
Heteroskedasticity (H):               1.06   Skew:                            -0.59
Prob(H) (two-sided):                  0.96   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.7937406096415, Current Price: 166.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.760
Date:                           Wed, 09 Oct 2024   AIC                             55.519
Time:                                   14:41:22   BIC                             58.344
Sample:                                        0   HQIC                            54.939
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9231      0.156     -5.914      0.000      -1.229      -0.617
ma.L1          1.0000   3021.883      0.000      1.000   -5921.781    5923.781
ar.S.L7       -0.0035      0.003     -1.177      0.239      -0.009       0.002
ma.S.L7       -1.0009    634.238     -0.002      0.999   -1244.085    1242.083
sigma2         1.1427   3321.338      0.000      1.000   -6508.561    6510.846
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.31   Prob(JB):                         0.74
Heteroskedasticity (H):               1.98   Skew:                            -0.50
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.77077794546835, Current Price: 165.9
BUY EXECUTED at 165.9
BUY ORDER COMPLETED at 165.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.711
Date:                           Wed, 09 Oct 2024   AIC                             53.422
Time:                                   14:41:22   BIC                             56.247
Sample:                                        0   HQIC                            52.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6728      0.173     -3.895      0.000      -1.011      -0.334
ma.L1          1.0000    2.5e+04      4e-05      1.000    -4.9e+04     4.9e+04
ar.S.L7       -0.4423      0.212     -2.089      0.037      -0.857      -0.027
ma.S.L7        0.0012      0.595      0.002      0.998      -1.165       1.167
sigma2         1.4150   3.54e+04      4e-05      1.000   -6.93e+04    6.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.93   Prob(JB):                         0.69
Heteroskedasticity (H):               3.89   Skew:                            -0.27
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.9723893849547, Current Price: 165.8
SELL EXECUTED at 165.8
SELL ORDER COMPLETED at 164.87
OPERATION PROFIT, GROSS -1.0199999999999818, NET -1.3507599999999818
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.981
Date:                           Wed, 09 Oct 2024   AIC                             55.961
Time:                                   14:41:22   BIC                             58.786
Sample:                                        0   HQIC                            55.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2889      2.279      0.127      0.899      -4.179       4.757
ma.L1         -0.1812      2.372     -0.076      0.939      -4.829       4.467
ar.S.L7       -0.4224      0.268     -1.577      0.115      -0.947       0.103
ma.S.L7       -0.0692      0.480     -0.144      0.885      -1.009       0.871
sigma2         2.0051      1.675      1.197      0.231      -1.277       5.288
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.52   Prob(JB):                         0.62
Heteroskedasticity (H):               3.03   Skew:                            -0.25
Prob(H) (two-sided):                  0.31   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.8968820908266, Current Price: 166.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.353
Date:                           Wed, 09 Oct 2024   AIC                             54.707
Time:                                   14:41:22   BIC                             57.532
Sample:                                        0   HQIC                            54.126
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1754      1.648      0.106      0.915      -3.055       3.406
ma.L1         -0.0015      1.604     -0.001      0.999      -3.145       3.142
ar.S.L7       -0.4251      0.159     -2.673      0.008      -0.737      -0.113
ma.S.L7        0.4453      0.943      0.472      0.637      -1.402       2.293
sigma2         1.6714      1.448      1.154      0.248      -1.167       4.510
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.74   Prob(JB):                         0.58
Heteroskedasticity (H):               1.20   Skew:                            -0.34
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.33563907934155, Current Price: 166.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.876
Date:                           Wed, 09 Oct 2024   AIC                             51.753
Time:                                   14:41:22   BIC                             54.578
Sample:                                        0   HQIC                            51.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2114      2.524     -0.084      0.933      -5.158       4.736
ma.L1          0.3554      2.576      0.138      0.890      -4.693       5.403
ar.S.L7       -0.4351      0.170     -2.563      0.010      -0.768      -0.102
ma.S.L7        0.7509      2.837      0.265      0.791      -4.809       6.310
sigma2         1.0999      3.123      0.352      0.725      -5.020       7.220
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.75   Prob(JB):                         0.66
Heteroskedasticity (H):               0.61   Skew:                            -0.13
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.34014868466264, Current Price: 167.37
BUY EXECUTED at 167.37
BUY ORDER COMPLETED at 167.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.219
Date:                           Wed, 09 Oct 2024   AIC                             50.438
Time:                                   14:41:22   BIC                             53.263
Sample:                                        0   HQIC                            49.858
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6417      0.735     -0.873      0.383      -2.083       0.799
ma.L1          0.7155      1.239      0.578      0.564      -1.712       3.143
ar.S.L7       -0.3270      0.326     -1.002      0.316      -0.966       0.312
ma.S.L7        1.0000   5.75e+04   1.74e-05      1.000   -1.13e+05    1.13e+05
sigma2         0.7462   4.29e+04   1.74e-05      1.000   -8.41e+04    8.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.67   Prob(JB):                         0.61
Heteroskedasticity (H):               0.56   Skew:                            -0.14
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.60238075945776, Current Price: 166.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.512
Date:                           Wed, 09 Oct 2024   AIC                             51.024
Time:                                   14:41:22   BIC                             53.849
Sample:                                        0   HQIC                            50.443
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6007      0.297     -2.024      0.043      -1.182      -0.019
ma.L1          1.0000   2.42e+04   4.12e-05      1.000   -4.75e+04    4.75e+04
ar.S.L7       -0.2522      0.263     -0.958      0.338      -0.768       0.264
ma.S.L7        0.5251      0.865      0.607      0.544      -1.170       2.220
sigma2         0.9860   2.39e+04   4.12e-05      1.000   -4.69e+04    4.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.86   Prob(JB):                         0.60
Heteroskedasticity (H):               0.68   Skew:                             0.32
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.43502059341165, Current Price: 166.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.732
Date:                           Wed, 09 Oct 2024   AIC                             49.465
Time:                                   14:41:22   BIC                             52.289
Sample:                                        0   HQIC                            48.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6395      0.220     -2.904      0.004      -1.071      -0.208
ma.L1          0.8884      0.458      1.938      0.053      -0.010       1.787
ar.S.L7       -0.0890      0.340     -0.262      0.793      -0.755       0.577
ma.S.L7       -1.0001   7085.609     -0.000      1.000   -1.39e+04    1.39e+04
sigma2         0.6585   4666.437      0.000      1.000   -9145.390    9146.707
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.65   Prob(JB):                         0.70
Heteroskedasticity (H):               0.36   Skew:                             0.24
Prob(H) (two-sided):                  0.35   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.45222993629434, Current Price: 167.98
SELL EXECUTED at 167.98
SELL ORDER COMPLETED at 167.41
OPERATION PROFIT, GROSS 0.3599999999999852, NET 0.02553999999998524
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.298
Date:                           Wed, 09 Oct 2024   AIC                             48.597
Time:                                   14:41:22   BIC                             51.421
Sample:                                        0   HQIC                            48.016
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6225      0.782     -0.796      0.426      -2.154       0.909
ma.L1          1.0000   2327.397      0.000      1.000   -4560.614    4562.615
ar.S.L7       -0.0403      0.424     -0.095      0.924      -0.872       0.791
ma.S.L7       -0.4405      1.330     -0.331      0.741      -3.048       2.167
sigma2         0.9297   2164.371      0.000      1.000   -4241.160    4243.019
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.51   Prob(JB):                         0.56
Heteroskedasticity (H):               0.66   Skew:                             0.69
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.19889851183515, Current Price: 169.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -22352.432
Date:                           Wed, 09 Oct 2024   AIC                          44714.864
Time:                                   14:41:22   BIC                          44717.689
Sample:                                        0   HQIC                         44714.283
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9041   4.68e-05  -1.93e+04      0.000      -0.904      -0.904
ma.L1          0.7644      0.000   4215.032      0.000       0.764       0.765
ar.S.L7      -58.0107      0.296   -195.889      0.000     -58.591     -57.430
ma.S.L7        0.0495      0.000    481.601      0.000       0.049       0.050
sigma2         2.4444      0.025     96.988      0.000       2.395       2.494
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.83   Prob(JB):                         0.38
Heteroskedasticity (H):               0.54   Skew:                            -0.91
Prob(H) (two-sided):                  0.57   Kurtosis:                         3.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.4530769030276, Current Price: 170.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.538
Date:                           Wed, 09 Oct 2024   AIC                             41.077
Time:                                   14:41:22   BIC                             43.902
Sample:                                        0   HQIC                            40.496
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0764      1.153      0.066      0.947      -2.182       2.335
ma.L1          0.5986      0.603      0.992      0.321      -0.584       1.781
ar.S.L7       -0.0587      0.241     -0.244      0.807      -0.531       0.413
ma.S.L7       -1.0002   9106.746     -0.000      1.000   -1.78e+04    1.78e+04
sigma2         0.3849   3505.374      0.000      1.000   -6870.022    6870.792
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.33
Prob(Q):                              0.98   Prob(JB):                         0.31
Heteroskedasticity (H):               0.76   Skew:                             1.02
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.5898728599718, Current Price: 169.63
BUY EXECUTED at 169.63
BUY ORDER COMPLETED at 169.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.114
Date:                           Wed, 09 Oct 2024   AIC                             42.227
Time:                                   14:41:22   BIC                             45.052
Sample:                                        0   HQIC                            41.647
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1134      1.524      0.074      0.941      -2.874       3.100
ma.L1          0.5751      0.638      0.902      0.367      -0.674       1.825
ar.S.L7       -0.0587      0.206     -0.285      0.776      -0.463       0.346
ma.S.L7       -0.5489      1.061     -0.517      0.605      -2.628       1.530
sigma2         0.6068      0.595      1.019      0.308      -0.560       1.773
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.13
Prob(Q):                              0.88   Prob(JB):                         0.35
Heteroskedasticity (H):               0.93   Skew:                             0.98
Prob(H) (two-sided):                  0.94   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.4892914575269, Current Price: 169.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.279
Date:                           Wed, 09 Oct 2024   AIC                             38.557
Time:                                   14:41:22   BIC                             41.382
Sample:                                        0   HQIC                            37.977
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0778      0.833      0.093      0.926      -1.554       1.710
ma.L1          0.6189      0.571      1.084      0.278      -0.500       1.738
ar.S.L7       -0.0224      0.190     -0.118      0.906      -0.394       0.349
ma.S.L7       -0.1906      0.417     -0.457      0.648      -1.008       0.626
sigma2         0.5172      0.201      2.574      0.010       0.123       0.911
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 4.42
Prob(Q):                              0.76   Prob(JB):                         0.11
Heteroskedasticity (H):               6.08   Skew:                             1.15
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.05520433890825, Current Price: 169.4
SELL EXECUTED at 169.4
SELL ORDER COMPLETED at 168.97
OPERATION PROFIT, GROSS -0.9799999999999898, NET -1.3189199999999897
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.973
Date:                           Wed, 09 Oct 2024   AIC                             41.946
Time:                                   14:41:22   BIC                             44.771
Sample:                                        0   HQIC                            41.365
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6529      0.630      1.037      0.300      -0.582       1.887
ma.L1         -0.9999   1478.453     -0.001      0.999   -2898.715    2896.715
ar.S.L7        0.0028      0.007      0.402      0.687      -0.011       0.016
ma.S.L7       -0.3879      0.392     -0.991      0.322      -1.155       0.379
sigma2         0.5775    853.599      0.001      0.999   -1672.447    1673.602
===================================================================================
Ljung-Box (L1) (Q):                   1.80   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.18   Prob(JB):                         0.62
Heteroskedasticity (H):               3.87   Skew:                            -0.34
Prob(H) (two-sided):                  0.22   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.04718832867056, Current Price: 170.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.093
Date:                           Wed, 09 Oct 2024   AIC                             42.185
Time:                                   14:41:22   BIC                             45.010
Sample:                                        0   HQIC                            41.605
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3991      1.352      0.295      0.768      -2.250       3.048
ma.L1        -20.9899    548.998     -0.038      0.970   -1097.006    1055.026
ar.S.L7       -0.1393      0.296     -0.470      0.638      -0.720       0.441
ma.S.L7       -0.4923      1.087     -0.453      0.651      -2.623       1.638
sigma2         0.0014      0.072      0.019      0.985      -0.139       0.142
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.36   Prob(JB):                         0.85
Heteroskedasticity (H):               2.66   Skew:                            -0.27
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.4158626604659, Current Price: 170.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.357
Date:                           Wed, 09 Oct 2024   AIC                             40.714
Time:                                   14:41:22   BIC                             43.539
Sample:                                        0   HQIC                            40.134
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1553      1.355      0.115      0.909      -2.500       2.811
ma.L1          0.1644      1.352      0.122      0.903      -2.486       2.814
ar.S.L7       -0.4335      0.303     -1.430      0.153      -1.028       0.161
ma.S.L7        0.0975      0.413      0.236      0.813      -0.711       0.906
sigma2         0.6194      0.301      2.060      0.039       0.030       1.209
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.64   Prob(JB):                         0.60
Heteroskedasticity (H):               1.23   Skew:                             0.66
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.8976804849506, Current Price: 168.73
BUY EXECUTED at 168.73
BUY ORDER COMPLETED at 169.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.207
Date:                           Wed, 09 Oct 2024   AIC                             42.414
Time:                                   14:41:22   BIC                             45.239
Sample:                                        0   HQIC                            41.834
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2608      1.219      0.214      0.831      -2.128       2.649
ma.L1          0.1722      1.132      0.152      0.879      -2.046       2.390
ar.S.L7       -0.7250      0.238     -3.050      0.002      -1.191      -0.259
ma.S.L7        1.0000   1.18e+05    8.5e-06      1.000   -2.31e+05    2.31e+05
sigma2         0.4269   5.02e+04    8.5e-06      1.000   -9.84e+04    9.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.52   Prob(JB):                         0.82
Heteroskedasticity (H):               2.84   Skew:                            -0.42
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.3852780226476, Current Price: 170.12
SELL EXECUTED at 170.12
SELL ORDER COMPLETED at 170.76
OPERATION PROFIT, GROSS 0.8199999999999932, NET 0.4792999999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.102
Date:                           Wed, 09 Oct 2024   AIC                             46.205
Time:                                   14:41:22   BIC                             49.029
Sample:                                        0   HQIC                            45.624
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2269      3.156      0.072      0.943      -5.958       6.412
ma.L1          0.0243      3.200      0.008      0.994      -6.248       6.297
ar.S.L7       -0.7287      0.719     -1.014      0.311      -2.137       0.680
ma.S.L7        0.3208      0.917      0.350      0.727      -1.477       2.118
sigma2         0.9086      0.411      2.212      0.027       0.103       1.714
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.79   Prob(JB):                         0.64
Heteroskedasticity (H):               1.69   Skew:                            -0.62
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.16008317366388, Current Price: 170.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.477
Date:                           Wed, 09 Oct 2024   AIC                             44.954
Time:                                   14:41:22   BIC                             47.779
Sample:                                        0   HQIC                            44.373
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0457      3.260     -0.014      0.989      -6.435       6.344
ma.L1          0.2488      2.984      0.083      0.934      -5.599       6.097
ar.S.L7       -0.7931      0.565     -1.404      0.160      -1.900       0.314
ma.S.L7        0.4708      1.068      0.441      0.659      -1.623       2.564
sigma2         0.7803      0.436      1.788      0.074      -0.075       1.636
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.53
Prob(Q):                              0.90   Prob(JB):                         0.28
Heteroskedasticity (H):               2.45   Skew:                            -1.04
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.89242056613975, Current Price: 173.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.792
Date:                           Wed, 09 Oct 2024   AIC                             47.584
Time:                                   14:41:22   BIC                             50.409
Sample:                                        0   HQIC                            47.004
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3018      2.772      0.109      0.913      -5.131       5.734
ma.L1         -0.0144      2.489     -0.006      0.995      -4.892       4.864
ar.S.L7       -0.8637      0.875     -0.987      0.324      -2.579       0.851
ma.S.L7       -0.0098      0.815     -0.012      0.990      -1.608       1.588
sigma2         1.0546      0.496      2.125      0.034       0.082       2.027
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.81
Prob(Q):                              0.99   Prob(JB):                         0.40
Heteroskedasticity (H):               2.55   Skew:                            -0.91
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.809730624081, Current Price: 175.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.728
Date:                           Wed, 09 Oct 2024   AIC                             51.456
Time:                                   14:41:22   BIC                             54.280
Sample:                                        0   HQIC                            50.875
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2649      1.141      0.232      0.816      -1.971       2.501
ma.L1          0.1719      1.184      0.145      0.885      -2.149       2.493
ar.S.L7       -0.2336      0.925     -0.253      0.801      -2.046       1.579
ma.S.L7       -1.6100      7.637     -0.211      0.833     -16.578      13.358
sigma2         0.4562      3.527      0.129      0.897      -6.457       7.370
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.85   Prob(JB):                         0.81
Heteroskedasticity (H):               2.79   Skew:                            -0.38
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.4493879178591, Current Price: 177.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.888
Date:                           Wed, 09 Oct 2024   AIC                             49.776
Time:                                   14:41:22   BIC                             52.600
Sample:                                        0   HQIC                            49.195
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3501      1.128      0.310      0.756      -1.861       2.561
ma.L1          0.1572      1.243      0.126      0.899      -2.279       2.594
ar.S.L7       -0.2791      0.822     -0.340      0.734      -1.890       1.332
ma.S.L7       -0.2780      1.218     -0.228      0.819      -2.665       2.108
sigma2         1.2095      0.752      1.609      0.108      -0.264       2.683
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.77   Prob(JB):                         0.87
Heteroskedasticity (H):               3.13   Skew:                            -0.23
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.81458488825302, Current Price: 178.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.993
Date:                           Wed, 09 Oct 2024   AIC                             49.986
Time:                                   14:41:22   BIC                             52.810
Sample:                                        0   HQIC                            49.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4860      0.827      0.588      0.557      -1.135       2.107
ma.L1         -0.0422      0.951     -0.044      0.965      -1.905       1.821
ar.S.L7       -0.4877      0.605     -0.806      0.420      -1.674       0.698
ma.S.L7       -0.2653      0.927     -0.286      0.775      -2.081       1.551
sigma2         1.2279      0.684      1.796      0.073      -0.112       2.568
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.91   Prob(JB):                         0.93
Heteroskedasticity (H):               2.00   Skew:                            -0.19
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.3522339688465, Current Price: 182.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.106
Date:                           Wed, 09 Oct 2024   AIC                             52.212
Time:                                   14:41:22   BIC                             55.037
Sample:                                        0   HQIC                            51.631
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9119      0.536      1.702      0.089      -0.138       1.962
ma.L1         -0.5200      0.666     -0.781      0.435      -1.825       0.785
ar.S.L7       -0.7640      0.628     -1.217      0.223      -1.994       0.466
ma.S.L7       -1.0001   1.45e+04   -6.9e-05      1.000   -2.84e+04    2.84e+04
sigma2         0.8750   1.27e+04    6.9e-05      1.000   -2.48e+04    2.48e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.75   Prob(JB):                         0.97
Heteroskedasticity (H):               1.83   Skew:                             0.11
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.25715439786768, Current Price: 183.75
BUY EXECUTED at 183.75
BUY ORDER COMPLETED at 184.0089
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.045
Date:                           Wed, 09 Oct 2024   AIC                             52.090
Time:                                   14:41:22   BIC                             54.915
Sample:                                        0   HQIC                            51.510
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8474      0.628      1.349      0.177      -0.384       2.079
ma.L1         -0.4869      1.025     -0.475      0.635      -2.495       1.521
ar.S.L7       -0.8215      0.477     -1.722      0.085      -1.757       0.114
ma.S.L7       -1.0001   1.21e+04  -8.27e-05      1.000   -2.37e+04    2.37e+04
sigma2         0.8680   1.05e+04   8.27e-05      1.000   -2.06e+04    2.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.34   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.25   Prob(JB):                         0.99
Heteroskedasticity (H):               0.48   Skew:                             0.11
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.03356444680142, Current Price: 185.13
SELL EXECUTED at 185.13
SELL ORDER COMPLETED at 183.44
OPERATION PROFIT, GROSS -0.5689000000000135, NET -0.9363489000000135
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.700
Date:                           Wed, 09 Oct 2024   AIC                             51.401
Time:                                   14:41:23   BIC                             54.225
Sample:                                        0   HQIC                            50.820
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9160      0.291      3.144      0.002       0.345       1.487
ma.L1         -0.5111      0.482     -1.061      0.289      -1.455       0.433
ar.S.L7       -0.8831      0.428     -2.065      0.039      -1.721      -0.045
ma.S.L7       -0.6412      2.077     -0.309      0.758      -4.713       3.430
sigma2         1.1298      1.616      0.699      0.485      -2.038       4.298
===================================================================================
Ljung-Box (L1) (Q):                   3.14   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.08   Prob(JB):                         0.98
Heteroskedasticity (H):               0.95   Skew:                             0.12
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.04017697153242, Current Price: 183.76
BUY EXECUTED at 183.76
BUY ORDER COMPLETED at 184.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.781
Date:                           Wed, 09 Oct 2024   AIC                             53.561
Time:                                   14:41:23   BIC                             56.386
Sample:                                        0   HQIC                            52.981
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3608      1.059      0.341      0.733      -1.715       2.436
ma.L1         -0.1073      1.223     -0.088      0.930      -2.504       2.289
ar.S.L7       -1.1186      0.833     -1.343      0.179      -2.751       0.514
ma.S.L7       -0.6289      3.782     -0.166      0.868      -8.042       6.784
sigma2         1.3862      3.707      0.374      0.708      -5.880       8.652
===================================================================================
Ljung-Box (L1) (Q):                   2.45   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.12   Prob(JB):                         0.87
Heteroskedasticity (H):               1.74   Skew:                             0.35
Prob(H) (two-sided):                  0.60   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.88704794550938, Current Price: 185.43
SELL EXECUTED at 185.43
SELL ORDER COMPLETED at 185.05
OPERATION PROFIT, GROSS 0.5400000000000205, NET 0.17044000000002046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.451
Date:                           Wed, 09 Oct 2024   AIC                             54.901
Time:                                   14:41:23   BIC                             57.726
Sample:                                        0   HQIC                            54.321
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0557      0.236      4.470      0.000       0.593       1.519
ma.L1         -1.0001   1278.469     -0.001      0.999   -2506.754    2504.753
ar.S.L7       -1.0055      0.376     -2.676      0.007      -1.742      -0.269
ma.S.L7       -0.5425      1.422     -0.382      0.703      -3.329       2.244
sigma2         1.3202   1687.641      0.001      0.999   -3306.395    3309.036
===================================================================================
Ljung-Box (L1) (Q):                   1.22   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.27   Prob(JB):                         0.83
Heteroskedasticity (H):               1.51   Skew:                            -0.35
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.57775669433835, Current Price: 185.64
BUY EXECUTED at 185.64
BUY ORDER COMPLETED at 185.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.417
Date:                           Wed, 09 Oct 2024   AIC                             54.834
Time:                                   14:41:23   BIC                             57.659
Sample:                                        0   HQIC                            54.254
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9035      0.455      1.987      0.047       0.012       1.795
ma.L1         -0.6623      0.906     -0.731      0.465      -2.438       1.113
ar.S.L7       -1.2739      0.388     -3.284      0.001      -2.034      -0.514
ma.S.L7        0.1006      0.578      0.174      0.862      -1.032       1.233
sigma2         1.8051      1.081      1.670      0.095      -0.313       3.924
===================================================================================
Ljung-Box (L1) (Q):                   1.37   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.24   Prob(JB):                         0.80
Heteroskedasticity (H):               1.93   Skew:                             0.43
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.84582861638327, Current Price: 189.59
SELL EXECUTED at 189.59
SELL ORDER COMPLETED at 191.65
OPERATION PROFIT, GROSS 6.039999999999992, NET 5.662739999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.748
Date:                           Wed, 09 Oct 2024   AIC                             57.496
Time:                                   14:41:23   BIC                             60.321
Sample:                                        0   HQIC                            56.915
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0549      0.093     11.341      0.000       0.873       1.237
ma.L1         -1.0000   4838.206     -0.000      1.000   -9483.709    9481.709
ar.S.L7       -1.2493      0.564     -2.213      0.027      -2.356      -0.143
ma.S.L7       -0.1234      0.752     -0.164      0.870      -1.597       1.350
sigma2         1.9040   9212.002      0.000      1.000   -1.81e+04    1.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.35   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.13   Prob(JB):                         0.87
Heteroskedasticity (H):               1.61   Skew:                             0.23
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.43143143580917, Current Price: 191.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.775
Date:                           Wed, 09 Oct 2024   AIC                             59.551
Time:                                   14:41:23   BIC                             62.376
Sample:                                        0   HQIC                            58.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0753      0.172      6.253      0.000       0.738       1.412
ma.L1         -1.0000   6269.871     -0.000      1.000   -1.23e+04    1.23e+04
ar.S.L7       -0.8783      0.588     -1.494      0.135      -2.030       0.274
ma.S.L7       -0.4958      2.119     -0.234      0.815      -4.649       3.657
sigma2         1.9417   1.22e+04      0.000      1.000   -2.39e+04    2.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.58   Prob(JB):                         0.71
Heteroskedasticity (H):               1.46   Skew:                            -0.40
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 195.18023660305573, Current Price: 193.89
BUY EXECUTED at 193.89
BUY ORDER COMPLETED at 192.705
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.820
Date:                           Wed, 09 Oct 2024   AIC                             57.640
Time:                                   14:41:23   BIC                             60.465
Sample:                                        0   HQIC                            57.060
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9606      0.104      9.218      0.000       0.756       1.165
ma.L1         -1.0000   9077.213     -0.000      1.000   -1.78e+04    1.78e+04
ar.S.L7       -0.8157      0.291     -2.801      0.005      -1.387      -0.245
ma.S.L7        0.2311      1.085      0.213      0.831      -1.896       2.358
sigma2         1.9468   1.77e+04      0.000      1.000   -3.46e+04    3.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.69   Prob(JB):                         0.92
Heteroskedasticity (H):               2.44   Skew:                            -0.13
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 195.82096812801828, Current Price: 190.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.679
Date:                           Wed, 09 Oct 2024   AIC                             65.358
Time:                                   14:41:23   BIC                             68.183
Sample:                                        0   HQIC                            64.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0945      0.292     -3.747      0.000      -1.667      -0.522
ma.L1          1.0000   2.73e+04   3.66e-05      1.000   -5.35e+04    5.35e+04
ar.S.L7       -0.5475      0.499     -1.096      0.273      -1.526       0.431
ma.S.L7        0.2717      0.921      0.295      0.768      -1.534       2.077
sigma2         3.3556   9.16e+04   3.66e-05      1.000   -1.79e+05    1.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.28   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.26   Prob(JB):                         0.89
Heteroskedasticity (H):               0.57   Skew:                            -0.10
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 192.81141025133937, Current Price: 190.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.814
Date:                           Wed, 09 Oct 2024   AIC                             63.629
Time:                                   14:41:23   BIC                             66.453
Sample:                                        0   HQIC                            63.048
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0080      0.449     -2.245      0.025      -1.888      -0.128
ma.L1          1.0000   8.35e+04    1.2e-05      1.000   -1.64e+05    1.64e+05
ar.S.L7       -0.4412      0.445     -0.991      0.321      -1.314       0.431
ma.S.L7        0.1609      0.662      0.243      0.808      -1.136       1.458
sigma2         3.0286   2.53e+05    1.2e-05      1.000   -4.96e+05    4.96e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.58   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.11   Prob(JB):                         0.99
Heteroskedasticity (H):               0.85   Skew:                             0.00
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.96245148645994, Current Price: 179.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.261
Date:                           Wed, 09 Oct 2024   AIC                             80.521
Time:                                   14:41:23   BIC                             83.346
Sample:                                        0   HQIC                            79.941
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4287      0.678      0.632      0.527      -0.901       1.758
ma.L1          0.3241      0.496      0.653      0.514      -0.649       1.297
ar.S.L7       -1.4767      0.856     -1.725      0.085      -3.155       0.201
ma.S.L7       -1.0001   1.86e+04  -5.36e-05      1.000   -3.65e+04    3.65e+04
sigma2         8.0220    1.5e+05   5.36e-05      1.000   -2.93e+05    2.93e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.97
Prob(Q):                              0.85   Prob(JB):                         0.37
Heteroskedasticity (H):              14.46   Skew:                            -0.82
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.7149511811244, Current Price: 179.1
SELL EXECUTED at 179.1
SELL ORDER COMPLETED at 181.56
OPERATION PROFIT, GROSS -11.14500000000001, NET -11.51926500000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.088
Date:                           Wed, 09 Oct 2024   AIC                             80.177
Time:                                   14:41:23   BIC                             83.002
Sample:                                        0   HQIC                            79.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0476      0.335     -3.129      0.002      -1.704      -0.391
ma.L1          1.0000   2.58e+04   3.87e-05      1.000   -5.06e+04    5.06e+04
ar.S.L7        0.0467      0.989      0.047      0.962      -1.892       1.985
ma.S.L7        0.3431      2.189      0.157      0.875      -3.947       4.633
sigma2        10.2218   2.64e+05   3.87e-05      1.000   -5.17e+05    5.17e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.20   Prob(JB):                         0.57
Heteroskedasticity (H):               3.62   Skew:                            -0.49
Prob(H) (two-sided):                  0.24   Kurtosis:                         4.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.05170950274686, Current Price: 183.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.328
Date:                           Wed, 09 Oct 2024   AIC                             78.656
Time:                                   14:41:23   BIC                             81.480
Sample:                                        0   HQIC                            78.075
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9968      0.322     -3.096      0.002      -1.628      -0.366
ma.L1          1.0000   4493.425      0.000      1.000   -8805.952    8807.952
ar.S.L7        0.1680      0.943      0.178      0.859      -1.681       2.017
ma.S.L7        0.3123      1.714      0.182      0.855      -3.047       3.672
sigma2         9.2050   4.14e+04      0.000      1.000   -8.11e+04    8.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 4.33
Prob(Q):                              0.74   Prob(JB):                         0.11
Heteroskedasticity (H):               5.74   Skew:                            -1.15
Prob(H) (two-sided):                  0.12   Kurtosis:                         4.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.2711917803642, Current Price: 182.54
BUY EXECUTED at 182.54
BUY ORDER COMPLETED at 184.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.967
Date:                           Wed, 09 Oct 2024   AIC                             77.934
Time:                                   14:41:23   BIC                             80.759
Sample:                                        0   HQIC                            77.353
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9278      0.331     -2.800      0.005      -1.577      -0.278
ma.L1          1.0000   2.36e+04   4.23e-05      1.000   -4.63e+04    4.63e+04
ar.S.L7        0.3188      0.577      0.552      0.581      -0.813       1.450
ma.S.L7        1.0000   2.13e+05   4.68e-06      1.000   -4.18e+05    4.18e+05
sigma2         5.2748   1.09e+06   4.85e-06      1.000   -2.13e+06    2.13e+06
===================================================================================
Ljung-Box (L1) (Q):                   1.06   Jarque-Bera (JB):                 3.20
Prob(Q):                              0.30   Prob(JB):                         0.20
Heteroskedasticity (H):               4.31   Skew:                            -1.01
Prob(H) (two-sided):                  0.19   Kurtosis:                         4.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.554696437135, Current Price: 186.5
SELL EXECUTED at 186.5
SELL ORDER COMPLETED at 189.18
OPERATION PROFIT, GROSS 4.490000000000009, NET 4.116130000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.717
Date:                           Wed, 09 Oct 2024   AIC                             79.433
Time:                                   14:41:23   BIC                             82.258
Sample:                                        0   HQIC                            78.852
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8557      0.431     -1.987      0.047      -1.700      -0.012
ma.L1          0.6075      0.725      0.838      0.402      -0.813       2.028
ar.S.L7        0.4475      0.511      0.875      0.382      -0.555       1.450
ma.S.L7        0.8695      9.449      0.092      0.927     -17.651      19.390
sigma2         8.0095     72.073      0.111      0.912    -133.252     149.271
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.29   Prob(JB):                         0.86
Heteroskedasticity (H):               0.94   Skew:                            -0.36
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.44460864884093, Current Price: 188.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.223
Date:                           Wed, 09 Oct 2024   AIC                             82.446
Time:                                   14:41:23   BIC                             85.271
Sample:                                        0   HQIC                            81.866
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5571      2.893      0.193      0.847      -5.114       6.228
ma.L1         -0.4527      3.806     -0.119      0.905      -7.912       7.007
ar.S.L7       -0.2349      2.567     -0.092      0.927      -5.266       4.796
ma.S.L7       -0.1177      2.517     -0.047      0.963      -5.050       4.815
sigma2        15.3017      7.895      1.938      0.053      -0.171      30.775
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                10.81
Prob(Q):                              0.63   Prob(JB):                         0.00
Heteroskedasticity (H):               2.65   Skew:                            -1.75
Prob(H) (two-sided):                  0.37   Kurtosis:                         5.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.73492682764868, Current Price: 182.24
BUY EXECUTED at 182.24
BUY ORDER COMPLETED at 181.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.670
Date:                           Wed, 09 Oct 2024   AIC                             81.339
Time:                                   14:41:23   BIC                             84.164
Sample:                                        0   HQIC                            80.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9966      0.102     -9.737      0.000      -1.197      -0.796
ma.L1          1.0000   1.16e+04    8.6e-05      1.000   -2.28e+04    2.28e+04
ar.S.L7        0.4805      0.942      0.510      0.610      -1.365       2.326
ma.S.L7        0.2477      1.166      0.212      0.832      -2.037       2.533
sigma2        11.5611   1.34e+05    8.6e-05      1.000   -2.63e+05    2.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.73   Prob(JB):                         0.95
Heteroskedasticity (H):               9.23   Skew:                             0.08
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.05125199541004, Current Price: 183.5
SELL EXECUTED at 183.5
SELL ORDER COMPLETED at 182.14
OPERATION PROFIT, GROSS 0.9499999999999886, NET 0.5866699999999887
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -37.472
Date:                           Wed, 09 Oct 2024   AIC                             84.944
Time:                                   14:41:23   BIC                             87.768
Sample:                                        0   HQIC                            84.363
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4256      5.041     -0.084      0.933     -10.305       9.454
ma.L1          0.4901      4.979      0.098      0.922      -9.269      10.249
ar.S.L7       -0.5554      2.195     -0.253      0.800      -4.858       3.748
ma.S.L7       -0.3082      2.163     -0.142      0.887      -4.547       3.931
sigma2        17.9486     11.274      1.592      0.111      -4.148      40.046
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 6.10
Prob(Q):                              0.66   Prob(JB):                         0.05
Heteroskedasticity (H):               1.27   Skew:                            -1.46
Prob(H) (two-sided):                  0.82   Kurtosis:                         4.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.09578288737634, Current Price: 182.03
BUY EXECUTED at 182.03
BUY ORDER COMPLETED at 182.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.518
Date:                           Wed, 09 Oct 2024   AIC                             81.036
Time:                                   14:41:23   BIC                             83.861
Sample:                                        0   HQIC                            80.455
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9027      0.194     -4.656      0.000      -1.283      -0.523
ma.L1          1.0000   7434.826      0.000      1.000   -1.46e+04    1.46e+04
ar.S.L7       -0.2778      0.619     -0.449      0.654      -1.492       0.936
ma.S.L7       -1.0000   4.68e+04  -2.14e-05      1.000   -9.18e+04    9.18e+04
sigma2         7.3520   3.44e+05   2.14e-05      1.000   -6.74e+05    6.74e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 2.25
Prob(Q):                              0.42   Prob(JB):                         0.32
Heteroskedasticity (H):               3.87   Skew:                            -0.99
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.1142470913596, Current Price: 181.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.000
Date:                           Wed, 09 Oct 2024   AIC                             82.001
Time:                                   14:41:23   BIC                             84.826
Sample:                                        0   HQIC                            81.420
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7877      0.697     -1.130      0.258      -2.154       0.578
ma.L1          1.0000   1.19e+04   8.43e-05      1.000   -2.33e+04    2.33e+04
ar.S.L7       -0.4925      1.546     -0.319      0.750      -3.523       2.538
ma.S.L7       -1.0001   1.26e+04  -7.96e-05      1.000   -2.46e+04    2.46e+04
sigma2         7.9234   1.48e+05   5.35e-05      1.000    -2.9e+05     2.9e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 3.00
Prob(Q):                              0.51   Prob(JB):                         0.22
Heteroskedasticity (H):               0.53   Skew:                            -1.11
Prob(H) (two-sided):                  0.55   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.1194709256031, Current Price: 181.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -36.204
Date:                           Wed, 09 Oct 2024   AIC                             82.408
Time:                                   14:41:23   BIC                             85.232
Sample:                                        0   HQIC                            81.827
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8096      0.481     -1.683      0.092      -1.752       0.133
ma.L1          1.0000   7643.549      0.000      1.000    -1.5e+04     1.5e+04
ar.S.L7       -0.4115      0.844     -0.487      0.626      -2.066       1.243
ma.S.L7       -1.0000   2.94e+04   -3.4e-05      1.000   -5.77e+04    5.77e+04
sigma2         8.1740   2.46e+05   3.32e-05      1.000   -4.82e+05    4.82e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 1.68
Prob(Q):                              0.41   Prob(JB):                         0.43
Heteroskedasticity (H):               0.25   Skew:                            -0.85
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.09932791704458, Current Price: 183.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -35.774
Date:                           Wed, 09 Oct 2024   AIC                             81.548
Time:                                   14:41:23   BIC                             84.372
Sample:                                        0   HQIC                            80.967
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5349      0.239     -2.240      0.025      -1.003      -0.067
ma.L1          1.0000   1.44e+04   6.96e-05      1.000   -2.82e+04    2.82e+04
ar.S.L7       -0.7471      0.629     -1.188      0.235      -1.979       0.485
ma.S.L7       -1.0004   1713.015     -0.001      1.000   -3358.449    3356.448
sigma2         7.7099   1.11e+05   6.95e-05      1.000   -2.17e+05    2.17e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 4.72
Prob(Q):                              0.33   Prob(JB):                         0.09
Heteroskedasticity (H):               0.24   Skew:                            -1.32
Prob(H) (two-sided):                  0.20   Kurtosis:                         4.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.0954913490728, Current Price: 181.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.894
Date:                           Wed, 09 Oct 2024   AIC                             77.788
Time:                                   14:41:23   BIC                             80.613
Sample:                                        0   HQIC                            77.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7581      0.187      4.059      0.000       0.392       1.124
ma.L1         -1.0000   2.43e+04  -4.12e-05      1.000   -4.76e+04    4.76e+04
ar.S.L7       -0.5434      0.652     -0.833      0.405      -1.822       0.735
ma.S.L7       -1.0001   1.69e+04  -5.93e-05      1.000   -3.31e+04    3.31e+04
sigma2         5.2137   1.92e+05   2.71e-05      1.000   -3.77e+05    3.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 2.31
Prob(Q):                              0.79   Prob(JB):                         0.32
Heteroskedasticity (H):               0.19   Skew:                            -0.95
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.03591314568274, Current Price: 184.39
SELL EXECUTED at 184.39
SELL ORDER COMPLETED at 184.79
OPERATION PROFIT, GROSS 1.8799999999999955, NET 1.5122999999999955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.891
Date:                           Wed, 09 Oct 2024   AIC                             67.781
Time:                                   14:41:23   BIC                             70.606
Sample:                                        0   HQIC                            67.200
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3473      0.298     -1.165      0.244      -0.932       0.237
ma.L1          1.0000   1.34e+04   7.45e-05      1.000   -2.63e+04    2.63e+04
ar.S.L7       -0.9199      0.082    -11.178      0.000      -1.081      -0.759
ma.S.L7       -0.2553      0.275     -0.928      0.353      -0.795       0.284
sigma2         4.4652   5.99e+04   7.45e-05      1.000   -1.17e+05    1.17e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.89   Prob(JB):                         0.71
Heteroskedasticity (H):               0.33   Skew:                             0.25
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.09097410732903, Current Price: 184.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.597
Date:                           Wed, 09 Oct 2024   AIC                             73.195
Time:                                   14:41:23   BIC                             76.020
Sample:                                        0   HQIC                            72.614
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4036      0.249     -1.619      0.105      -0.892       0.085
ma.L1          1.0000   1.55e+04   6.47e-05      1.000   -3.03e+04    3.03e+04
ar.S.L7       -0.7823      0.414     -1.887      0.059      -1.595       0.030
ma.S.L7       -1.0000   1.49e+04  -6.71e-05      1.000   -2.92e+04    2.92e+04
sigma2         4.3095   1.12e+05   3.86e-05      1.000   -2.19e+05    2.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.50   Prob(JB):                         0.86
Heteroskedasticity (H):               1.98   Skew:                             0.20
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.45190392942024, Current Price: 185.05
BUY EXECUTED at 185.05
BUY ORDER COMPLETED at 183.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.408
Date:                           Wed, 09 Oct 2024   AIC                             76.817
Time:                                   14:41:24   BIC                             79.642
Sample:                                        0   HQIC                            76.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4301      0.198     -2.177      0.029      -0.817      -0.043
ma.L1          1.0000   1.14e+04   8.78e-05      1.000   -2.23e+04    2.23e+04
ar.S.L7       -0.7306      0.239     -3.062      0.002      -1.198      -0.263
ma.S.L7       -0.2710      1.109     -0.244      0.807      -2.446       1.904
sigma2         8.8590   1.01e+05   8.78e-05      1.000   -1.98e+05    1.98e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.80   Prob(JB):                         0.56
Heteroskedasticity (H):               1.27   Skew:                             0.50
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.85351650937648, Current Price: 182.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.343
Date:                           Wed, 09 Oct 2024   AIC                             76.686
Time:                                   14:41:24   BIC                             79.511
Sample:                                        0   HQIC                            76.106
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2496      0.449     -0.556      0.578      -1.129       0.630
ma.L1          1.0000    1.5e+04   6.67e-05      1.000   -2.94e+04    2.94e+04
ar.S.L7       -0.8008      0.088     -9.118      0.000      -0.973      -0.629
ma.S.L7       -0.0240      0.706     -0.034      0.973      -1.409       1.361
sigma2         8.8222   1.32e+05   6.67e-05      1.000   -2.59e+05    2.59e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.77   Prob(JB):                         0.51
Heteroskedasticity (H):               1.74   Skew:                             0.52
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.97864461894164, Current Price: 181.14
SELL EXECUTED at 181.14
SELL ORDER COMPLETED at 180.95
OPERATION PROFIT, GROSS -2.8000000000000114, NET -3.1647000000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.381
Date:                           Wed, 09 Oct 2024   AIC                             74.762
Time:                                   14:41:24   BIC                             77.586
Sample:                                        0   HQIC                            74.181
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0805      0.700     -0.115      0.908      -1.453       1.292
ma.L1          1.0000    4.7e+04   2.13e-05      1.000   -9.22e+04    9.22e+04
ar.S.L7       -0.8668      0.118     -7.334      0.000      -1.098      -0.635
ma.S.L7        0.3423      0.962      0.356      0.722      -1.543       2.228
sigma2         6.9831   3.28e+05   2.13e-05      1.000   -6.44e+05    6.44e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.85   Prob(JB):                         0.61
Heteroskedasticity (H):               1.01   Skew:                             0.48
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.49251286785577, Current Price: 181.64
BUY EXECUTED at 181.64
BUY ORDER COMPLETED at 179.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.532
Date:                           Wed, 09 Oct 2024   AIC                             77.065
Time:                                   14:41:24   BIC                             79.889
Sample:                                        0   HQIC                            76.484
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0351      0.950     -0.037      0.971      -1.897       1.827
ma.L1          1.0000   3.11e+04   3.22e-05      1.000   -6.09e+04    6.09e+04
ar.S.L7       -0.9012      0.118     -7.611      0.000      -1.133      -0.669
ma.S.L7        1.0000   5.83e+04   1.72e-05      1.000   -1.14e+05    1.14e+05
sigma2         5.1911   2.87e+05   1.81e-05      1.000   -5.62e+05    5.62e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.96   Prob(JB):                         0.59
Heteroskedasticity (H):               0.52   Skew:                             0.49
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.37078385053576, Current Price: 181.29
SELL EXECUTED at 181.29
SELL ORDER COMPLETED at 182.5
OPERATION PROFIT, GROSS 3.0, NET 2.638
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.807
Date:                           Wed, 09 Oct 2024   AIC                             75.614
Time:                                   14:41:24   BIC                             78.439
Sample:                                        0   HQIC                            75.034
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0597      0.915     -0.065      0.948      -1.853       1.734
ma.L1          1.0000    6.5e+04   1.54e-05      1.000   -1.27e+05    1.27e+05
ar.S.L7       -0.8878      0.119     -7.474      0.000      -1.121      -0.655
ma.S.L7        1.0000   5.12e+04   1.95e-05      1.000      -1e+05       1e+05
sigma2         4.6457   4.18e+05   1.11e-05      1.000    -8.2e+05     8.2e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.74   Prob(JB):                         0.65
Heteroskedasticity (H):               0.66   Skew:                             0.41
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.67797100736973, Current Price: 183.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.455
Date:                           Wed, 09 Oct 2024   AIC                             72.910
Time:                                   14:41:24   BIC                             75.734
Sample:                                        0   HQIC                            72.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0625      0.842      0.074      0.941      -1.589       1.714
ma.L1          1.0000   2.19e+04   4.57e-05      1.000   -4.29e+04    4.29e+04
ar.S.L7       -0.7993      0.120     -6.646      0.000      -1.035      -0.564
ma.S.L7        1.0001   1.04e+04   9.59e-05      1.000   -2.04e+04    2.04e+04
sigma2         3.7601    9.5e+04   3.96e-05      1.000   -1.86e+05    1.86e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.58   Prob(JB):                         0.83
Heteroskedasticity (H):               1.53   Skew:                            -0.04
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.4993533008203, Current Price: 182.46
BUY EXECUTED at 182.46
BUY ORDER COMPLETED at 183.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.526
Date:                           Wed, 09 Oct 2024   AIC                             71.052
Time:                                   14:41:24   BIC                             73.877
Sample:                                        0   HQIC                            70.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0363      0.542     -0.067      0.947      -1.098       1.026
ma.L1         -1.0000   1.26e+04  -7.96e-05      1.000   -2.46e+04    2.46e+04
ar.S.L7        0.3005      0.328      0.915      0.360      -0.343       0.944
ma.S.L7       -0.2993      0.545     -0.549      0.583      -1.367       0.769
sigma2         5.3035   6.67e+04   7.96e-05      1.000   -1.31e+05    1.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.41   Prob(JB):                         0.69
Heteroskedasticity (H):               0.39   Skew:                            -0.58
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.1212755426611, Current Price: 182.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.671
Date:                           Wed, 09 Oct 2024   AIC                             69.342
Time:                                   14:41:24   BIC                             72.166
Sample:                                        0   HQIC                            68.761
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2545      1.044     -0.244      0.807      -2.301       1.792
ma.L1          0.6151      0.963      0.639      0.523      -1.272       2.502
ar.S.L7       -0.4704      0.134     -3.502      0.000      -0.734      -0.207
ma.S.L7        1.0000   3.83e+04   2.61e-05      1.000   -7.51e+04    7.51e+04
sigma2         3.3697   1.29e+05   2.61e-05      1.000   -2.53e+05    2.53e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 2.15
Prob(Q):                              0.81   Prob(JB):                         0.34
Heteroskedasticity (H):               0.36   Skew:                             0.93
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.07806742840273, Current Price: 183.89
SELL EXECUTED at 183.89
SELL ORDER COMPLETED at 184.46
OPERATION PROFIT, GROSS 1.3200000000000216, NET 0.9524000000000216
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.762
Date:                           Wed, 09 Oct 2024   AIC                             71.524
Time:                                   14:41:24   BIC                             74.349
Sample:                                        0   HQIC                            70.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2852      0.748     -0.381      0.703      -1.752       1.182
ma.L1          0.7769      0.793      0.979      0.327      -0.778       2.332
ar.S.L7       -0.5255      0.160     -3.281      0.001      -0.839      -0.212
ma.S.L7        1.1391      6.167      0.185      0.853     -10.947      13.226
sigma2         3.3826     20.014      0.169      0.866     -35.844      42.610
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.84   Prob(JB):                         0.76
Heteroskedasticity (H):               0.73   Skew:                             0.34
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.03036512689042, Current Price: 183.45
BUY EXECUTED at 183.45
BUY ORDER COMPLETED at 184.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.656
Date:                           Wed, 09 Oct 2024   AIC                             73.312
Time:                                   14:41:24   BIC                             76.137
Sample:                                        0   HQIC                            72.732
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0993      1.984     -0.050      0.960      -3.988       3.790
ma.L1          0.3531      1.750      0.202      0.840      -3.077       3.783
ar.S.L7       -0.3909      0.242     -1.616      0.106      -0.865       0.083
ma.S.L7        0.0574      0.489      0.117      0.906      -0.901       1.015
sigma2         7.6214      3.977      1.916      0.055      -0.174      15.417
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.08
Prob(Q):                              0.75   Prob(JB):                         0.35
Heteroskedasticity (H):               0.24   Skew:                             0.87
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.29277859637776, Current Price: 183.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.248
Date:                           Wed, 09 Oct 2024   AIC                             70.496
Time:                                   14:41:24   BIC                             73.321
Sample:                                        0   HQIC                            69.915
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1887      0.833      0.227      0.821      -1.444       1.821
ma.L1         -1.0000   1.88e+04  -5.33e-05      1.000   -3.68e+04    3.68e+04
ar.S.L7        0.1571      0.321      0.489      0.625      -0.473       0.787
ma.S.L7       -0.5052      1.441     -0.351      0.726      -3.330       2.320
sigma2         4.6924    8.8e+04   5.33e-05      1.000   -1.72e+05    1.72e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.29   Prob(JB):                         0.66
Heteroskedasticity (H):               0.41   Skew:                             0.62
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.29123979521273, Current Price: 182.96
SELL EXECUTED at 182.96
SELL ORDER COMPLETED at 183.07
OPERATION PROFIT, GROSS -1.9099999999999966, NET -2.278049999999997
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.359
Date:                           Wed, 09 Oct 2024   AIC                             54.718
Time:                                   14:41:24   BIC                             57.543
Sample:                                        0   HQIC                            54.137
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7454      0.213      3.502      0.000       0.328       1.163
ma.L1         -1.0000   2146.002     -0.000      1.000   -4207.087    4205.087
ar.S.L7        0.0037      0.007      0.550      0.582      -0.010       0.017
ma.S.L7       -0.3275      0.410     -0.799      0.424      -1.131       0.476
sigma2         1.5857   3402.958      0.000      1.000   -6668.089    6671.260
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.43   Prob(JB):                         0.70
Heteroskedasticity (H):               1.59   Skew:                             0.57
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.19083502415674, Current Price: 183.2
BUY EXECUTED at 183.2
BUY ORDER COMPLETED at 179.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.344
Date:                           Wed, 09 Oct 2024   AIC                             54.688
Time:                                   14:41:24   BIC                             57.513
Sample:                                        0   HQIC                            54.107
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7076      0.474      1.492      0.136      -0.222       1.637
ma.L1         -1.0000   8838.806     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.0022      0.003     -0.848      0.397      -0.007       0.003
ma.S.L7       -1.7610      1.203     -1.464      0.143      -4.118       0.596
sigma2         0.4723   4175.111      0.000      1.000   -8182.595    8183.539
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.53   Prob(JB):                         0.88
Heteroskedasticity (H):               0.11   Skew:                             0.10
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.73247227196924, Current Price: 179.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.818
Date:                           Wed, 09 Oct 2024   AIC                             57.635
Time:                                   14:41:24   BIC                             60.460
Sample:                                        0   HQIC                            57.055
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3314      0.539     -0.614      0.539      -1.389       0.726
ma.L1          1.0000   6306.629      0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7       -0.4137      0.237     -1.744      0.081      -0.879       0.051
ma.S.L7       -1.0000   2.28e+04  -4.38e-05      1.000   -4.47e+04    4.47e+04
sigma2         1.3113    3.5e+04   3.75e-05      1.000   -6.86e+04    6.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.18
Prob(Q):                              1.00   Prob(JB):                         0.55
Heteroskedasticity (H):               0.59   Skew:                            -0.25
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.85798914817389, Current Price: 178.65
SELL EXECUTED at 178.65
SELL ORDER COMPLETED at 176.98
OPERATION PROFIT, GROSS -2.8600000000000136, NET -3.2168200000000136
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.805
Date:                           Wed, 09 Oct 2024   AIC                             57.611
Time:                                   14:41:24   BIC                             60.435
Sample:                                        0   HQIC                            57.030
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4646      0.972      0.478      0.633      -1.440       2.369
ma.L1        -10.8608    131.968     -0.082      0.934    -269.513     247.792
ar.S.L7       -0.1976      0.294     -0.671      0.502      -0.775       0.379
ma.S.L7       -3.9103      7.051     -0.555      0.579     -17.731       9.910
sigma2         0.0012      0.030      0.040      0.968      -0.058       0.061
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.99   Prob(JB):                         0.85
Heteroskedasticity (H):               2.17   Skew:                             0.37
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.14145796930643, Current Price: 174.79
BUY EXECUTED at 174.79
BUY ORDER COMPLETED at 174.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.706
Date:                           Wed, 09 Oct 2024   AIC                             61.413
Time:                                   14:41:24   BIC                             64.238
Sample:                                        0   HQIC                            60.832
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4404      0.370      1.189      0.234      -0.285       1.166
ma.L1         -0.1366      1.106     -0.123      0.902      -2.304       2.031
ar.S.L7       -0.2319      0.414     -0.560      0.576      -1.044       0.580
ma.S.L7       -1.6024      4.581     -0.350      0.726     -10.581       7.376
sigma2         0.9901      4.593      0.216      0.829      -8.011       9.992
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.73   Prob(JB):                         0.91
Heteroskedasticity (H):               3.59   Skew:                             0.05
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.1181572701491, Current Price: 175.44
SELL EXECUTED at 175.44
SELL ORDER COMPLETED at 174.41
OPERATION PROFIT, GROSS 0.04999999999998295, NET -0.2987700000000171
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.276
Date:                           Wed, 09 Oct 2024   AIC                             62.551
Time:                                   14:41:24   BIC                             65.376
Sample:                                        0   HQIC                            61.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3755      6.634     -0.057      0.955     -13.377      12.626
ma.L1          0.5715      6.153      0.093      0.926     -11.487      12.630
ar.S.L7       -0.2754      0.411     -0.671      0.503      -1.080       0.530
ma.S.L7       -1.0002   1.01e+04  -9.95e-05      1.000   -1.97e+04    1.97e+04
sigma2         2.0115   2.02e+04   9.95e-05      1.000   -3.96e+04    3.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.86   Prob(JB):                         0.93
Heteroskedasticity (H):               8.91   Skew:                            -0.16
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.50554143802177, Current Price: 174.94
BUY EXECUTED at 174.94
BUY ORDER COMPLETED at 175.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -33578.884
Date:                           Wed, 09 Oct 2024   AIC                          67167.768
Time:                                   14:41:24   BIC                          67170.593
Sample:                                        0   HQIC                         67167.187
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1055   3.98e-05  -2.78e+04      0.000      -1.106      -1.105
ma.L1          1.1579      0.000   9336.560      0.000       1.158       1.158
ar.S.L7      -51.0000      0.272   -187.614      0.000     -51.533     -50.467
ma.S.L7     9.059e-12      0.000   6.77e-08      1.000      -0.000       0.000
sigma2         3.6767      0.039     93.278      0.000       3.599       3.754
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.80   Prob(JB):                         0.94
Heteroskedasticity (H):               0.30   Skew:                             0.03
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 133.23284432762168, Current Price: 176.7
SELL EXECUTED at 176.7
SELL ORDER COMPLETED at 177.19
OPERATION PROFIT, GROSS 1.3599999999999852, NET 1.0069799999999853
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.588
Date:                           Wed, 09 Oct 2024   AIC                             63.176
Time:                                   14:41:24   BIC                             66.001
Sample:                                        0   HQIC                            62.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3443      1.649     -0.209      0.835      -3.577       2.888
ma.L1          5.4830     55.006      0.100      0.921    -102.327     113.293
ar.S.L7       -0.8021      0.930     -0.863      0.388      -2.624       1.020
ma.S.L7       -0.4385      1.893     -0.232      0.817      -4.148       3.271
sigma2         0.1070      2.173      0.049      0.961      -4.152       4.366
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.73   Prob(JB):                         0.67
Heteroskedasticity (H):               1.09   Skew:                            -0.52
Prob(H) (two-sided):                  0.93   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.92300674565274, Current Price: 178.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.438
Date:                           Wed, 09 Oct 2024   AIC                             62.875
Time:                                   14:41:24   BIC                             65.700
Sample:                                        0   HQIC                            62.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4381      0.232     -1.889      0.059      -0.893       0.016
ma.L1          0.3043      0.387      0.785      0.432      -0.455       1.064
ar.S.L7       -0.7511      1.162     -0.647      0.518      -3.028       1.525
ma.S.L7       -0.7375      5.555     -0.133      0.894     -11.625      10.150
sigma2         2.6015     11.375      0.229      0.819     -19.694      24.897
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.71   Prob(JB):                         0.70
Heteroskedasticity (H):               0.97   Skew:                            -0.48
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.64181367796365, Current Price: 177.12
BUY EXECUTED at 177.12
BUY ORDER COMPLETED at 178.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.544
Date:                           Wed, 09 Oct 2024   AIC                             63.088
Time:                                   14:41:24   BIC                             65.913
Sample:                                        0   HQIC                            62.507
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2975      1.565      0.190      0.849      -2.769       3.364
ma.L1         -0.0667      1.450     -0.046      0.963      -2.909       2.775
ar.S.L7       -1.0097      0.455     -2.221      0.026      -1.901      -0.118
ma.S.L7        0.3119      0.763      0.408      0.683      -1.184       1.808
sigma2         3.3388      2.374      1.406      0.160      -1.314       7.992
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.56   Prob(JB):                         0.70
Heteroskedasticity (H):               0.48   Skew:                             0.12
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.8001671067095, Current Price: 178.7
SELL EXECUTED at 178.7
SELL ORDER COMPLETED at 178.69
OPERATION PROFIT, GROSS -0.020000000000010232, NET -0.3774000000000102
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.873
Date:                           Wed, 09 Oct 2024   AIC                             59.745
Time:                                   14:41:24   BIC                             62.570
Sample:                                        0   HQIC                            59.164
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3863      3.214     -0.120      0.904      -6.686       5.914
ma.L1          0.3007      3.284      0.092      0.927      -6.135       6.737
ar.S.L7       -0.3741      0.523     -0.715      0.475      -1.400       0.651
ma.S.L7       -1.0001   2.57e+04  -3.89e-05      1.000   -5.03e+04    5.03e+04
sigma2         1.6185   4.16e+04   3.89e-05      1.000   -8.15e+04    8.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.97   Prob(JB):                         0.87
Heteroskedasticity (H):               2.31   Skew:                             0.01
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.13712678347196, Current Price: 178.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.855
Date:                           Wed, 09 Oct 2024   AIC                             59.710
Time:                                   14:41:24   BIC                             62.534
Sample:                                        0   HQIC                            59.129
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3535      5.587      0.063      0.950     -10.598      11.305
ma.L1         -0.2769      5.665     -0.049      0.961     -11.380      10.826
ar.S.L7       -0.3451      0.615     -0.561      0.575      -1.550       0.860
ma.S.L7       -1.0000   3.47e+04  -2.88e-05      1.000   -6.81e+04    6.81e+04
sigma2         1.6161   5.62e+04   2.88e-05      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.52   Prob(JB):                         0.81
Heteroskedasticity (H):               0.29   Skew:                             0.26
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.7579907389279, Current Price: 179.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.567
Date:                           Wed, 09 Oct 2024   AIC                             59.134
Time:                                   14:41:24   BIC                             61.958
Sample:                                        0   HQIC                            58.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8216      0.250      3.289      0.001       0.332       1.311
ma.L1         -0.7993      0.544     -1.470      0.142      -1.865       0.266
ar.S.L7       -0.9161      0.331     -2.763      0.006      -1.566      -0.266
ma.S.L7        1.0000   1.46e+05   6.85e-06      1.000   -2.86e+05    2.86e+05
sigma2         1.4729   2.15e+05   6.85e-06      1.000   -4.21e+05    4.21e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.47   Prob(JB):                         0.62
Heteroskedasticity (H):               0.43   Skew:                            -0.55
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.29617319962557, Current Price: 177.3
BUY EXECUTED at 177.3
BUY ORDER COMPLETED at 177.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.465
Date:                           Wed, 09 Oct 2024   AIC                             58.930
Time:                                   14:41:25   BIC                             61.755
Sample:                                        0   HQIC                            58.349
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7092      0.172      4.122      0.000       0.372       1.046
ma.L1         -1.0000   7797.149     -0.000      1.000   -1.53e+04    1.53e+04
ar.S.L7       -0.9994      0.477     -2.094      0.036      -1.935      -0.064
ma.S.L7        1.0000   3.84e+04    2.6e-05      1.000   -7.53e+04    7.53e+04
sigma2         1.3431   4.88e+04   2.75e-05      1.000   -9.56e+04    9.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.35   Prob(JB):                         0.79
Heteroskedasticity (H):               0.53   Skew:                            -0.04
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.79542354843457, Current Price: 177.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.473
Date:                           Wed, 09 Oct 2024   AIC                             56.947
Time:                                   14:41:25   BIC                             59.771
Sample:                                        0   HQIC                            56.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6664      0.183      3.638      0.000       0.307       1.025
ma.L1         -1.0000   5223.786     -0.000      1.000   -1.02e+04    1.02e+04
ar.S.L7       -0.9921      0.473     -2.096      0.036      -1.920      -0.064
ma.S.L7        1.0001   9115.993      0.000      1.000   -1.79e+04    1.79e+04
sigma2         1.1529   1.27e+04   9.07e-05      1.000   -2.49e+04    2.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.81   Prob(JB):                         0.83
Heteroskedasticity (H):               0.26   Skew:                            -0.38
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.70730041151103, Current Price: 177.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.501
Date:                           Wed, 09 Oct 2024   AIC                             53.001
Time:                                   14:41:25   BIC                             55.826
Sample:                                        0   HQIC                            52.421
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7053      0.653     -1.080      0.280      -1.986       0.575
ma.L1          0.4021      0.661      0.608      0.543      -0.893       1.698
ar.S.L7       -0.9690      0.209     -4.634      0.000      -1.379      -0.559
ma.S.L7        0.0885      0.568      0.156      0.876      -1.025       1.202
sigma2         1.5907      1.431      1.112      0.266      -1.214       4.396
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.62   Prob(JB):                         0.63
Heteroskedasticity (H):               0.59   Skew:                            -0.14
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.38567471849268, Current Price: 181.08
SELL EXECUTED at 181.08
SELL ORDER COMPLETED at 180.57
OPERATION PROFIT, GROSS 3.4799999999999898, NET 3.1223399999999897
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.488
Date:                           Wed, 09 Oct 2024   AIC                             62.976
Time:                                   14:41:25   BIC                             65.801
Sample:                                        0   HQIC                            62.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0265      0.264     -3.887      0.000      -1.544      -0.509
ma.L1          0.6331      0.546      1.159      0.246      -0.437       1.704
ar.S.L7       -0.7493      0.547     -1.370      0.171      -1.821       0.323
ma.S.L7       -1.0002   8528.784     -0.000      1.000   -1.67e+04    1.67e+04
sigma2         1.9991   1.71e+04      0.000      1.000   -3.34e+04    3.34e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 3.38
Prob(Q):                              0.69   Prob(JB):                         0.18
Heteroskedasticity (H):              15.71   Skew:                             1.11
Prob(H) (two-sided):                  0.02   Kurtosis:                         4.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.46171485146454, Current Price: 180.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.002
Date:                           Wed, 09 Oct 2024   AIC                             64.004
Time:                                   14:41:25   BIC                             66.829
Sample:                                        0   HQIC                            63.423
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8036      0.659     -1.219      0.223      -2.096       0.489
ma.L1          0.6509      1.418      0.459      0.646      -2.128       3.430
ar.S.L7       -0.4337      0.898     -0.483      0.629      -2.194       1.326
ma.S.L7       -0.2175      1.026     -0.212      0.832      -2.229       1.794
sigma2         3.5977      1.755      2.050      0.040       0.158       7.038
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 5.23
Prob(Q):                              0.86   Prob(JB):                         0.07
Heteroskedasticity (H):               5.76   Skew:                             1.11
Prob(H) (two-sided):                  0.12   Kurtosis:                         5.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.36017173771745, Current Price: 177.72
BUY EXECUTED at 177.72
BUY ORDER COMPLETED at 179.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.249
Date:                           Wed, 09 Oct 2024   AIC                             64.497
Time:                                   14:41:25   BIC                             67.322
Sample:                                        0   HQIC                            63.916
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3754      3.188      0.118      0.906      -5.874       6.624
ma.L1         -0.5329      2.999     -0.178      0.859      -6.412       5.346
ar.S.L7       -0.6067      0.911     -0.666      0.505      -2.392       1.179
ma.S.L7        0.2103      2.087      0.101      0.920      -3.881       4.301
sigma2         3.8058      2.595      1.466      0.143      -1.281       8.893
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 4.59
Prob(Q):                              0.64   Prob(JB):                         0.10
Heteroskedasticity (H):               4.62   Skew:                             1.25
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.51700761742475, Current Price: 178.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.099
Date:                           Wed, 09 Oct 2024   AIC                             62.197
Time:                                   14:41:25   BIC                             65.022
Sample:                                        0   HQIC                            61.616
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7798      0.423      1.845      0.065      -0.049       1.608
ma.L1         -1.0000   1.54e+04  -6.51e-05      1.000   -3.01e+04    3.01e+04
ar.S.L7       -0.4792      0.551     -0.869      0.385      -1.559       0.601
ma.S.L7        0.3435      1.460      0.235      0.814      -2.518       3.205
sigma2         2.7015   4.15e+04   6.51e-05      1.000   -8.13e+04    8.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 8.40
Prob(Q):                              0.66   Prob(JB):                         0.01
Heteroskedasticity (H):               4.81   Skew:                             1.59
Prob(H) (two-sided):                  0.16   Kurtosis:                         5.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.31994001713707, Current Price: 178.92
SELL EXECUTED at 178.92
SELL ORDER COMPLETED at 179.22
OPERATION PROFIT, GROSS 0.12999999999999545, NET -0.22831000000000456
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.582
Date:                           Wed, 09 Oct 2024   AIC                             63.163
Time:                                   14:41:25   BIC                             65.988
Sample:                                        0   HQIC                            62.583
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8082      0.461      1.754      0.079      -0.095       1.711
ma.L1         -1.0000   9855.785     -0.000      1.000   -1.93e+04    1.93e+04
ar.S.L7       -0.4525      0.591     -0.766      0.444      -1.610       0.705
ma.S.L7        0.0963      0.814      0.118      0.906      -1.499       1.691
sigma2         3.0053   2.96e+04      0.000      1.000   -5.81e+04    5.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 4.39
Prob(Q):                              0.72   Prob(JB):                         0.11
Heteroskedasticity (H):               1.54   Skew:                             1.24
Prob(H) (two-sided):                  0.69   Kurtosis:                         4.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.29671090283233, Current Price: 178.3
BUY EXECUTED at 178.3
BUY ORDER COMPLETED at 179.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.152
Date:                           Wed, 09 Oct 2024   AIC                             64.305
Time:                                   14:41:25   BIC                             67.130
Sample:                                        0   HQIC                            63.724
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2919      2.760      0.106      0.916      -5.117       5.701
ma.L1         -0.5047      2.002     -0.252      0.801      -4.428       3.419
ar.S.L7       -0.5503      0.609     -0.903      0.366      -1.745       0.644
ma.S.L7        0.2201      1.106      0.199      0.842      -1.947       2.387
sigma2         3.7431      2.652      1.412      0.158      -1.454       8.940
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 2.97
Prob(Q):                              0.69   Prob(JB):                         0.23
Heteroskedasticity (H):               0.61   Skew:                             1.10
Prob(H) (two-sided):                  0.64   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.41522991866856, Current Price: 178.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.766
Date:                           Wed, 09 Oct 2024   AIC                             61.531
Time:                                   14:41:25   BIC                             64.356
Sample:                                        0   HQIC                            60.950
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6067      0.314      1.932      0.053      -0.009       1.222
ma.L1         -1.0000   7.03e+04  -1.42e-05      1.000   -1.38e+05    1.38e+05
ar.S.L7       -0.3296      0.360     -0.916      0.360      -1.035       0.376
ma.S.L7       -0.1248      0.789     -0.158      0.874      -1.672       1.422
sigma2         2.5834   1.82e+05   1.42e-05      1.000   -3.56e+05    3.56e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.33
Prob(Q):                              0.82   Prob(JB):                         0.19
Heteroskedasticity (H):               0.60   Skew:                             1.18
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.69307473454663, Current Price: 179.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.595
Date:                           Wed, 09 Oct 2024   AIC                             63.190
Time:                                   14:41:25   BIC                             66.015
Sample:                                        0   HQIC                            62.610
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5297      4.255     -0.124      0.901      -8.870       7.811
ma.L1          0.4789      4.729      0.101      0.919      -8.790       9.748
ar.S.L7       -0.4066      0.542     -0.750      0.453      -1.469       0.655
ma.S.L7       -0.1272      0.942     -0.135      0.893      -1.974       1.719
sigma2         3.4577      1.884      1.835      0.066      -0.235       7.150
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 8.48
Prob(Q):                              0.74   Prob(JB):                         0.01
Heteroskedasticity (H):               0.79   Skew:                             1.61
Prob(H) (two-sided):                  0.83   Kurtosis:                         5.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.6863177883594, Current Price: 180.6
SELL EXECUTED at 180.6
SELL ORDER COMPLETED at 178.8767
OPERATION PROFIT, GROSS -0.533299999999997, NET -0.8915866999999971
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.953
Date:                           Wed, 09 Oct 2024   AIC                             51.905
Time:                                   14:41:25   BIC                             54.730
Sample:                                        0   HQIC                            51.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1774      0.493      0.360      0.719      -0.789       1.144
ma.L1         -1.0000   2.23e+05  -4.48e-06      1.000   -4.37e+05    4.37e+05
ar.S.L7       -0.1395      0.218     -0.640      0.522      -0.566       0.287
ma.S.L7       -1.0000   8.02e+04  -1.25e-05      1.000   -1.57e+05    1.57e+05
sigma2         0.7530   1.08e+05      7e-06      1.000   -2.11e+05    2.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.98   Prob(JB):                         0.58
Heteroskedasticity (H):               0.42   Skew:                             0.54
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.96e+17. Standard errors may be unstable.
Predicted Price: 178.41839172717096, Current Price: 178.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.992
Date:                           Wed, 09 Oct 2024   AIC                             51.985
Time:                                   14:41:25   BIC                             54.809
Sample:                                        0   HQIC                            51.404
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0755      0.939      0.080      0.936      -1.764       1.915
ma.L1         -1.0000   1.48e+04  -6.74e-05      1.000   -2.91e+04    2.91e+04
ar.S.L7       -0.1825      0.403     -0.453      0.651      -0.972       0.607
ma.S.L7       -1.0000   1.53e+04  -6.55e-05      1.000   -2.99e+04    2.99e+04
sigma2         0.7547   1.35e+04   5.57e-05      1.000   -2.65e+04    2.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 4.04
Prob(Q):                              0.72   Prob(JB):                         0.13
Heteroskedasticity (H):               0.18   Skew:                             1.20
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.38843661813317, Current Price: 178.64
BUY EXECUTED at 178.64
BUY ORDER COMPLETED at 178.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.025
Date:                           Wed, 09 Oct 2024   AIC                             54.049
Time:                                   14:41:25   BIC                             56.874
Sample:                                        0   HQIC                            53.468
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0990      0.624      0.159      0.874      -1.125       1.323
ma.L1         -1.0000    1.5e+04  -6.67e-05      1.000   -2.94e+04    2.94e+04
ar.S.L7       -0.2327      0.174     -1.338      0.181      -0.574       0.108
ma.S.L7       -1.0001   5492.338     -0.000      1.000   -1.08e+04    1.08e+04
sigma2         0.8852   1.43e+04   6.17e-05      1.000   -2.81e+04    2.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.79
Prob(Q):                              0.96   Prob(JB):                         0.41
Heteroskedasticity (H):               0.06   Skew:                             0.88
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.27451109557532, Current Price: 178.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.923
Date:                           Wed, 09 Oct 2024   AIC                             51.847
Time:                                   14:41:25   BIC                             54.671
Sample:                                        0   HQIC                            51.266
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0247      0.538      0.046      0.963      -1.030       1.080
ma.L1         -1.0000   1.06e+04  -9.43e-05      1.000   -2.08e+04    2.08e+04
ar.S.L7       -0.1956      0.116     -1.686      0.092      -0.423       0.032
ma.S.L7       -1.0001   5700.156     -0.000      1.000   -1.12e+04    1.12e+04
sigma2         0.7457   8964.695   8.32e-05      1.000   -1.76e+04    1.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 2.18
Prob(Q):                              0.51   Prob(JB):                         0.34
Heteroskedasticity (H):               0.06   Skew:                             0.95
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.8724745259334, Current Price: 179.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.641
Date:                           Wed, 09 Oct 2024   AIC                             59.282
Time:                                   14:41:25   BIC                             62.107
Sample:                                        0   HQIC                            58.702
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8569      0.241     -3.552      0.000      -1.330      -0.384
ma.L1          1.0000   3.96e+04   2.52e-05      1.000   -7.76e+04    7.76e+04
ar.S.L7       -0.1963      0.304     -0.646      0.518      -0.792       0.399
ma.S.L7       -0.7007      2.023     -0.346      0.729      -4.665       3.264
sigma2         1.8023   7.14e+04   2.52e-05      1.000    -1.4e+05     1.4e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 2.09
Prob(Q):                              0.60   Prob(JB):                         0.35
Heteroskedasticity (H):               0.07   Skew:                             0.90
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.58517640606226, Current Price: 176.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.732
Date:                           Wed, 09 Oct 2024   AIC                             49.464
Time:                                   14:41:25   BIC                             52.289
Sample:                                        0   HQIC                            48.884
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2343      0.490      0.478      0.632      -0.725       1.194
ma.L1         -1.0000   9576.527     -0.000      1.000   -1.88e+04    1.88e+04
ar.S.L7       -0.2921      0.232     -1.259      0.208      -0.747       0.163
ma.S.L7       -0.1162      0.341     -0.341      0.733      -0.784       0.552
sigma2         1.0673   1.02e+04      0.000      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 1.84
Prob(Q):                              0.46   Prob(JB):                         0.40
Heteroskedasticity (H):               1.78   Skew:                            -0.62
Prob(H) (two-sided):                  0.59   Kurtosis:                         4.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.6026336325979, Current Price: 175.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.306
Date:                           Wed, 09 Oct 2024   AIC                             56.612
Time:                                   14:41:25   BIC                             59.437
Sample:                                        0   HQIC                            56.031
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4316      0.169      2.555      0.011       0.100       0.763
ma.L1         -0.6299      0.807     -0.780      0.435      -2.212       0.952
ar.S.L7       -0.5599      0.544     -1.029      0.304      -1.627       0.507
ma.S.L7        1.0000   3.06e+04   3.26e-05      1.000      -6e+04       6e+04
sigma2         1.2516   3.83e+04   3.27e-05      1.000   -7.51e+04    7.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.65   Prob(JB):                         0.84
Heteroskedasticity (H):               3.66   Skew:                            -0.02
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.18319505969401, Current Price: 176.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.879
Date:                           Wed, 09 Oct 2024   AIC                             55.758
Time:                                   14:41:25   BIC                             58.583
Sample:                                        0   HQIC                            55.178
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4684      0.452      1.036      0.300      -0.417       1.354
ma.L1         -0.5083      0.560     -0.907      0.364      -1.606       0.590
ar.S.L7       -0.3764      0.297     -1.266      0.206      -0.959       0.206
ma.S.L7        0.3047      1.906      0.160      0.873      -3.430       4.040
sigma2         1.8877      2.516      0.750      0.453      -3.044       6.819
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.92   Prob(JB):                         0.96
Heteroskedasticity (H):               2.48   Skew:                            -0.07
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.20378369827768, Current Price: 177.91
SELL EXECUTED at 177.91
SELL ORDER COMPLETED at 178.95
OPERATION PROFIT, GROSS 0.19999999999998863, NET -0.1577000000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.096
Date:                           Wed, 09 Oct 2024   AIC                             58.192
Time:                                   14:41:25   BIC                             61.016
Sample:                                        0   HQIC                            57.611
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3785      1.098      0.345      0.730      -1.773       2.530
ma.L1         -1.2902      1.355     -0.952      0.341      -3.946       1.365
ar.S.L7       -0.1791      0.342     -0.525      0.600      -0.848       0.490
ma.S.L7        1.0001    2.8e+04   3.57e-05      1.000   -5.49e+04    5.49e+04
sigma2         0.8705   2.44e+04   3.57e-05      1.000   -4.78e+04    4.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.04
Prob(Q):                              1.00   Prob(JB):                         0.59
Heteroskedasticity (H):               2.83   Skew:                             0.04
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.28422261686669, Current Price: 178.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.964
Date:                           Wed, 09 Oct 2024   AIC                             57.927
Time:                                   14:41:25   BIC                             60.752
Sample:                                        0   HQIC                            57.347
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5374      0.623      0.862      0.389      -0.684       1.759
ma.L1         -1.0000   4315.433     -0.000      1.000   -8459.093    8457.093
ar.S.L7       -0.0348      0.280     -0.124      0.901      -0.584       0.514
ma.S.L7        0.2693      0.693      0.388      0.698      -1.090       1.628
sigma2         2.1134   9121.207      0.000      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.72   Prob(JB):                         0.52
Heteroskedasticity (H):               2.68   Skew:                            -0.29
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.21375100319793, Current Price: 178.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.046
Date:                           Wed, 09 Oct 2024   AIC                             58.092
Time:                                   14:41:25   BIC                             60.916
Sample:                                        0   HQIC                            57.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5494      0.585      0.939      0.348      -0.598       1.696
ma.L1         -1.0000   1.74e+04  -5.74e-05      1.000   -3.41e+04    3.41e+04
ar.S.L7       -0.0253      0.272     -0.093      0.926      -0.558       0.507
ma.S.L7        0.2293      0.650      0.353      0.724      -1.045       1.504
sigma2         2.1556   3.75e+04   5.74e-05      1.000   -7.36e+04    7.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.60   Prob(JB):                         0.50
Heteroskedasticity (H):               1.40   Skew:                            -0.32
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.1575596609103, Current Price: 182.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.224
Date:                           Wed, 09 Oct 2024   AIC                             62.448
Time:                                   14:41:25   BIC                             65.273
Sample:                                        0   HQIC                            61.868
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2184     28.451      0.008      0.994     -55.545      55.982
ma.L1         -0.1994     28.482     -0.007      0.994     -56.023      55.624
ar.S.L7       -0.1166      0.447     -0.261      0.794      -0.993       0.759
ma.S.L7        0.9997   5803.137      0.000      1.000   -1.14e+04    1.14e+04
sigma2         1.9935   1.16e+04      0.000      1.000   -2.27e+04    2.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.83   Prob(JB):                         0.82
Heteroskedasticity (H):               3.91   Skew:                             0.14
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.6278817991117, Current Price: 183.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.772
Date:                           Wed, 09 Oct 2024   AIC                             61.544
Time:                                   14:41:25   BIC                             64.369
Sample:                                        0   HQIC                            60.964
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1683      0.793     -0.212      0.832      -1.722       1.385
ma.L1          1.0000   1.82e+04   5.49e-05      1.000   -3.57e+04    3.57e+04
ar.S.L7       -0.5831      0.452     -1.291      0.197      -1.469       0.302
ma.S.L7        0.1312      1.319      0.099      0.921      -2.453       2.716
sigma2         2.6864   4.89e+04   5.49e-05      1.000   -9.59e+04    9.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.83   Prob(JB):                         0.90
Heteroskedasticity (H):               7.40   Skew:                             0.31
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.41448923696842, Current Price: 175.08
BUY EXECUTED at 175.08
BUY ORDER COMPLETED at 176.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.886
Date:                           Wed, 09 Oct 2024   AIC                             71.772
Time:                                   14:41:25   BIC                             74.597
Sample:                                        0   HQIC                            71.192
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1832      0.841      0.218      0.828      -1.465       1.831
ma.L1          1.0000   2.14e+04   4.67e-05      1.000   -4.19e+04    4.19e+04
ar.S.L7       -0.7984      0.224     -3.559      0.000      -1.238      -0.359
ma.S.L7        0.0869      1.094      0.079      0.937      -2.057       2.231
sigma2         5.8594   1.25e+05   4.67e-05      1.000   -2.46e+05    2.46e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.64   Prob(JB):                         0.80
Heteroskedasticity (H):              12.36   Skew:                            -0.39
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.50261393820128, Current Price: 175.66
SELL EXECUTED at 175.66
SELL ORDER COMPLETED at 174.695
OPERATION PROFIT, GROSS -2.055000000000007, NET -2.406445000000007
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.519
Date:                           Wed, 09 Oct 2024   AIC                             71.039
Time:                                   14:41:25   BIC                             73.863
Sample:                                        0   HQIC                            70.458
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5294      0.912      0.581      0.561      -1.257       2.316
ma.L1         -1.0000   1.79e+04   -5.6e-05      1.000    -3.5e+04     3.5e+04
ar.S.L7     5.361e-07      0.085   6.29e-06      1.000      -0.167       0.167
ma.S.L7        0.1561      0.751      0.208      0.835      -1.315       1.627
sigma2         6.0368   1.08e+05    5.6e-05      1.000   -2.11e+05    2.11e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.70   Prob(JB):                         0.76
Heteroskedasticity (H):               7.28   Skew:                             0.47
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.798117689203, Current Price: 174.9
BUY EXECUTED at 174.9
BUY ORDER COMPLETED at 176.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.139
Date:                           Wed, 09 Oct 2024   AIC                             72.278
Time:                                   14:41:26   BIC                             75.103
Sample:                                        0   HQIC                            71.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5295      0.634      0.835      0.404      -0.713       1.772
ma.L1         -1.0000   3170.552     -0.000      1.000   -6215.168    6213.168
ar.S.L7     5.269e-05      0.078      0.001      0.999      -0.153       0.153
ma.S.L7        0.0821      0.662      0.124      0.901      -1.216       1.380
sigma2         6.6150    2.1e+04      0.000      1.000   -4.11e+04    4.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.68   Prob(JB):                         0.71
Heteroskedasticity (H):               3.95   Skew:                             0.47
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.24817382011437, Current Price: 175.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.257
Date:                           Wed, 09 Oct 2024   AIC                             72.514
Time:                                   14:41:26   BIC                             75.339
Sample:                                        0   HQIC                            71.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5643      0.659      0.856      0.392      -0.727       1.856
ma.L1         -0.9997    183.579     -0.005      0.996    -360.808     358.809
ar.S.L7        0.0002      0.052      0.004      0.997      -0.102       0.103
ma.S.L7        0.0932      0.663      0.141      0.888      -1.207       1.393
sigma2         6.7567   1238.116      0.005      0.996   -2419.907    2433.420
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.63   Prob(JB):                         0.73
Heteroskedasticity (H):               1.66   Skew:                             0.42
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.0487437929726, Current Price: 177.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -50708.235
Date:                           Wed, 09 Oct 2024   AIC                         101426.470
Time:                                   14:41:26   BIC                         101429.294
Sample:                                        0   HQIC                        101425.889
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7747      0.000   4180.220      0.000       0.774       0.775
ma.L1         -0.8547      0.000  -4661.266      0.000      -0.855      -0.854
ar.S.L7     -130.0000      0.115  -1127.270      0.000    -130.226    -129.774
ma.S.L7     1.859e-05      0.000      0.170      0.865      -0.000       0.000
sigma2         6.4543      0.012    544.863      0.000       6.431       6.477
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.62   Prob(JB):                         0.83
Heteroskedasticity (H):               1.01   Skew:                             0.21
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -300.98962974773985, Current Price: 177.15
SELL EXECUTED at 177.15
SELL ORDER COMPLETED at 177.25
OPERATION PROFIT, GROSS 1.210000000000008, NET 0.856710000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.859
Date:                           Wed, 09 Oct 2024   AIC                             73.717
Time:                                   14:41:26   BIC                             76.542
Sample:                                        0   HQIC                            73.137
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5745      1.037      0.554      0.580      -1.458       2.607
ma.L1         -1.0000    1.3e+04  -7.68e-05      1.000   -2.55e+04    2.55e+04
ar.S.L7        0.0236      0.583      0.040      0.968      -1.119       1.166
ma.S.L7       -0.4979      1.064     -0.468      0.640      -2.583       1.587
sigma2         6.1887   8.06e+04   7.68e-05      1.000   -1.58e+05    1.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.65   Prob(JB):                         0.96
Heteroskedasticity (H):               0.89   Skew:                            -0.17
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.54313832931769, Current Price: 176.5
BUY EXECUTED at 176.5
BUY ORDER COMPLETED at 176.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.559
Date:                           Wed, 09 Oct 2024   AIC                             73.118
Time:                                   14:41:26   BIC                             75.943
Sample:                                        0   HQIC                            72.537
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5878      0.902      0.652      0.515      -1.180       2.355
ma.L1         -1.0000   7.75e+04  -1.29e-05      1.000   -1.52e+05    1.52e+05
ar.S.L7        0.0536      0.754      0.071      0.943      -1.425       1.532
ma.S.L7       -1.0000   3.48e+04  -2.87e-05      1.000   -6.83e+04    6.83e+04
sigma2         3.8824   3.71e+05   1.05e-05      1.000   -7.28e+05    7.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.74   Prob(JB):                         0.54
Heteroskedasticity (H):               0.70   Skew:                            -0.71
Prob(H) (two-sided):                  0.74   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.80088829473712, Current Price: 175.49
SELL EXECUTED at 175.49
SELL ORDER COMPLETED at 174.3
OPERATION PROFIT, GROSS -1.9599999999999795, NET -2.3105599999999793
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.110
Date:                           Wed, 09 Oct 2024   AIC                             72.220
Time:                                   14:41:26   BIC                             75.045
Sample:                                        0   HQIC                            71.639
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3172      0.711     -0.446      0.656      -1.712       1.077
ma.L1          1.0000   2.18e+04   4.58e-05      1.000   -4.28e+04    4.28e+04
ar.S.L7       -1.1530      0.458     -2.517      0.012      -2.051      -0.255
ma.S.L7        0.4163      0.794      0.524      0.600      -1.140       1.973
sigma2         5.6411   1.23e+05   4.58e-05      1.000   -2.41e+05    2.41e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.45   Prob(JB):                         0.73
Heteroskedasticity (H):               0.40   Skew:                            -0.53
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.1205072281762, Current Price: 175.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.686
Date:                           Wed, 09 Oct 2024   AIC                             69.371
Time:                                   14:41:26   BIC                             72.196
Sample:                                        0   HQIC                            68.791
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5189      0.222      2.335      0.020       0.083       0.954
ma.L1         -1.0000   2876.233     -0.000      1.000   -5638.314    5636.314
ar.S.L7       -0.2910      0.719     -0.405      0.685      -1.699       1.117
ma.S.L7       -1.0001   2.12e+04  -4.72e-05      1.000   -4.15e+04    4.15e+04
sigma2         2.8377   5.83e+04   4.87e-05      1.000   -1.14e+05    1.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.69   Prob(JB):                         0.63
Heteroskedasticity (H):               0.19   Skew:                            -0.57
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.34822596006788, Current Price: 175.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.277
Date:                           Wed, 09 Oct 2024   AIC                             68.554
Time:                                   14:41:26   BIC                             71.379
Sample:                                        0   HQIC                            67.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5015      0.156      3.214      0.001       0.196       0.807
ma.L1         -1.0000   4002.561     -0.000      1.000   -7845.876    7843.876
ar.S.L7       -0.3104      0.640     -0.485      0.628      -1.565       0.944
ma.S.L7       -1.0000   3.26e+04  -3.07e-05      1.000   -6.39e+04    6.39e+04
sigma2         2.6655    8.5e+04   3.14e-05      1.000   -1.67e+05    1.67e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.73   Prob(JB):                         0.63
Heteroskedasticity (H):               0.04   Skew:                            -0.49
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.54251467818438, Current Price: 172.23
BUY EXECUTED at 172.23
BUY ORDER COMPLETED at 169.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.028
Date:                           Wed, 09 Oct 2024   AIC                             74.056
Time:                                   14:41:26   BIC                             76.881
Sample:                                        0   HQIC                            73.475
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4158      0.567      0.733      0.464      -0.696       1.528
ma.L1         -0.8456      0.716     -1.182      0.237      -2.248       0.557
ar.S.L7       -0.5284      0.853     -0.620      0.536      -2.200       1.143
ma.S.L7       -7.1453     50.871     -0.140      0.888    -106.851      92.560
sigma2         0.1531      2.160      0.071      0.944      -4.081       4.388
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.80   Prob(JB):                         0.93
Heteroskedasticity (H):               0.33   Skew:                            -0.21
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.4799830823925, Current Price: 169.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.582
Date:                           Wed, 09 Oct 2024   AIC                             71.164
Time:                                   14:41:26   BIC                             73.989
Sample:                                        0   HQIC                            70.584
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3935      0.942     -0.418      0.676      -2.240       1.452
ma.L1          0.7344      0.669      1.098      0.272      -0.577       2.046
ar.S.L7       -0.5717      0.696     -0.822      0.411      -1.935       0.791
ma.S.L7       -1.0001   2.78e+04   -3.6e-05      1.000   -5.44e+04    5.44e+04
sigma2         3.9331   1.09e+05    3.6e-05      1.000   -2.14e+05    2.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 3.64
Prob(Q):                              0.23   Prob(JB):                         0.16
Heteroskedasticity (H):               0.34   Skew:                            -1.19
Prob(H) (two-sided):                  0.32   Kurtosis:                         4.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.90349130083095, Current Price: 169.51
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.128
Date:                           Wed, 09 Oct 2024   AIC                             72.255
Time:                                   14:41:26   BIC                             75.080
Sample:                                        0   HQIC                            71.675
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4043      1.975     -0.205      0.838      -4.276       3.467
ma.L1          0.6192      1.709      0.362      0.717      -2.730       3.968
ar.S.L7       -0.4408      0.634     -0.695      0.487      -1.684       0.802
ma.S.L7       -1.0000   3.25e+04  -3.07e-05      1.000   -6.38e+04    6.38e+04
sigma2         4.2567   1.39e+05   3.07e-05      1.000   -2.72e+05    2.72e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 3.59
Prob(Q):                              0.71   Prob(JB):                         0.17
Heteroskedasticity (H):               0.49   Skew:                            -1.20
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.88032433061773, Current Price: 167.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.652
Date:                           Wed, 09 Oct 2024   AIC                             61.305
Time:                                   14:41:26   BIC                             64.129
Sample:                                        0   HQIC                            60.724
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4336      1.118      0.388      0.698      -1.757       2.625
ma.L1         -0.1816      1.207     -0.150      0.880      -2.547       2.184
ar.S.L7       -0.6846      0.438     -1.564      0.118      -1.542       0.173
ma.S.L7       -0.2209      0.883     -0.250      0.802      -1.951       1.509
sigma2         2.9732      1.449      2.052      0.040       0.133       5.814
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.60   Prob(JB):                         0.66
Heteroskedasticity (H):               5.79   Skew:                            -0.58
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.33938395129658, Current Price: 166.67
SELL EXECUTED at 166.67
SELL ORDER COMPLETED at 169.76
OPERATION PROFIT, GROSS 0.45999999999997954, NET 0.12093999999997951
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.393
Date:                           Wed, 09 Oct 2024   AIC                             64.786
Time:                                   14:41:26   BIC                             67.611
Sample:                                        0   HQIC                            64.205
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3755      0.341     -1.100      0.271      -1.045       0.294
ma.L1          0.8029      0.420      1.910      0.056      -0.021       1.627
ar.S.L7       -0.6230      0.260     -2.395      0.017      -1.133      -0.113
ma.S.L7       -1.0000    1.2e+04  -8.34e-05      1.000   -2.35e+04    2.35e+04
sigma2         2.4073   2.89e+04   8.34e-05      1.000   -5.66e+04    5.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.91   Prob(JB):                         0.99
Heteroskedasticity (H):               3.99   Skew:                             0.02
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.81897789323958, Current Price: 170.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.520
Date:                           Wed, 09 Oct 2024   AIC                             67.040
Time:                                   14:41:26   BIC                             69.865
Sample:                                        0   HQIC                            66.460
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2850      0.905     -0.315      0.753      -2.058       1.488
ma.L1          1.0000   4.34e+04    2.3e-05      1.000   -8.51e+04    8.51e+04
ar.S.L7       -0.6961      0.336     -2.071      0.038      -1.355      -0.037
ma.S.L7        0.1238      1.707      0.073      0.942      -3.221       3.469
sigma2         4.1317   1.79e+05    2.3e-05      1.000   -3.51e+05    3.51e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.88   Prob(JB):                         0.80
Heteroskedasticity (H):               2.47   Skew:                            -0.46
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.98943198022602, Current Price: 171.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.106
Date:                           Wed, 09 Oct 2024   AIC                             68.212
Time:                                   14:41:26   BIC                             71.037
Sample:                                        0   HQIC                            67.632
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2656      1.026      0.259      0.796      -1.745       2.276
ma.L1          0.2239      0.912      0.246      0.806      -1.563       2.011
ar.S.L7       -0.6166      0.250     -2.471      0.013      -1.106      -0.128
ma.S.L7        0.2013      1.331      0.151      0.880      -2.407       2.810
sigma2         5.0725      2.601      1.950      0.051      -0.026      10.171
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.95   Prob(JB):                         0.99
Heteroskedasticity (H):               1.70   Skew:                            -0.07
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.34790381200125, Current Price: 172.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.293
Date:                           Wed, 09 Oct 2024   AIC                             68.586
Time:                                   14:41:26   BIC                             71.411
Sample:                                        0   HQIC                            68.005
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3775      0.860      0.439      0.661      -1.308       2.063
ma.L1          0.1041      0.908      0.115      0.909      -1.675       1.883
ar.S.L7       -0.6527      0.240     -2.720      0.007      -1.123      -0.182
ma.S.L7     2.521e-05      0.887   2.84e-05      1.000      -1.739       1.739
sigma2         5.3055      2.821      1.881      0.060      -0.223      10.834
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.89   Prob(JB):                         0.90
Heteroskedasticity (H):               1.78   Skew:                             0.28
Prob(H) (two-sided):                  0.59   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.50653486958527, Current Price: 172.32
BUY EXECUTED at 172.32
BUY ORDER COMPLETED at 172.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.837
Date:                           Wed, 09 Oct 2024   AIC                             67.674
Time:                                   14:41:26   BIC                             70.498
Sample:                                        0   HQIC                            67.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5160      0.851      0.606      0.544      -1.153       2.185
ma.L1         -0.0298      0.809     -0.037      0.971      -1.616       1.556
ar.S.L7       -0.6154      0.177     -3.476      0.001      -0.962      -0.268
ma.S.L7        0.1250      0.775      0.161      0.872      -1.395       1.645
sigma2         4.8996      2.494      1.965      0.049       0.012       9.787
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.77   Prob(JB):                         0.99
Heteroskedasticity (H):               0.51   Skew:                             0.06
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.11573602442272, Current Price: 174.89
SELL EXECUTED at 174.89
SELL ORDER COMPLETED at 175.51
OPERATION PROFIT, GROSS 2.9499999999999886, NET 2.6019299999999888
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -13498.502
Date:                           Wed, 09 Oct 2024   AIC                          27007.005
Time:                                   14:41:26   BIC                          27009.830
Sample:                                        0   HQIC                         27006.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -9.0551      0.025   -361.847      0.000      -9.104      -9.006
ma.L1          9.1584      0.030    304.279      0.000       9.099       9.217
ar.S.L7      -37.8570      1.578    -23.995      0.000     -40.949     -34.765
ma.S.L7    -8.446e-05      0.001     -0.087      0.931      -0.002       0.002
sigma2         8.8884      0.749     11.867      0.000       7.420      10.356
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.43   Prob(JB):                         0.92
Heteroskedasticity (H):               0.58   Skew:                             0.27
Prob(H) (two-sided):                  0.61   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 92.17150765971499, Current Price: 175.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.338
Date:                           Wed, 09 Oct 2024   AIC                             62.675
Time:                                   14:41:26   BIC                             65.500
Sample:                                        0   HQIC                            62.094
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5627      1.038      0.542      0.588      -1.471       2.597
ma.L1         -0.1212      1.072     -0.113      0.910      -2.222       1.980
ar.S.L7    -2.382e-06      0.123  -1.94e-05      1.000      -0.240       0.240
ma.S.L7       -1.0000   1.13e+04  -8.84e-05      1.000   -2.22e+04    2.22e+04
sigma2         2.3918    2.7e+04   8.84e-05      1.000    -5.3e+04     5.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.63   Prob(JB):                         0.66
Heteroskedasticity (H):               0.17   Skew:                            -0.62
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.70539018040753, Current Price: 172.5
BUY EXECUTED at 172.5
BUY ORDER COMPLETED at 172.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.050
Date:                           Wed, 09 Oct 2024   AIC                             62.100
Time:                                   14:41:26   BIC                             64.925
Sample:                                        0   HQIC                            61.519
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6053      0.551      1.098      0.272      -0.475       1.685
ma.L1         -0.0965      0.656     -0.147      0.883      -1.382       1.189
ar.S.L7       -0.3271      0.235     -1.392      0.164      -0.788       0.134
ma.S.L7       -1.0001   1.57e+04  -6.36e-05      1.000   -3.08e+04    3.08e+04
sigma2         1.8568   2.92e+04   6.36e-05      1.000   -5.72e+04    5.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.82   Prob(JB):                         0.72
Heteroskedasticity (H):               0.51   Skew:                            -0.45
Prob(H) (two-sided):                  0.54   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.51178714527197, Current Price: 172.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.365
Date:                           Wed, 09 Oct 2024   AIC                             60.730
Time:                                   14:41:26   BIC                             63.554
Sample:                                        0   HQIC                            60.149
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1288      0.906     -0.142      0.887      -1.905       1.647
ma.L1          1.0000   1.05e+04   9.49e-05      1.000   -2.07e+04    2.07e+04
ar.S.L7       -0.6118      0.129     -4.741      0.000      -0.865      -0.359
ma.S.L7       -1.0000   2.41e+04  -4.15e-05      1.000   -4.73e+04    4.73e+04
sigma2         1.6435   5.18e+04   3.17e-05      1.000   -1.01e+05    1.01e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.89   Prob(JB):                         0.71
Heteroskedasticity (H):               0.28   Skew:                            -0.55
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.57889548917936, Current Price: 172.49
SELL EXECUTED at 172.49
SELL ORDER COMPLETED at 171.91
OPERATION PROFIT, GROSS -0.9900000000000091, NET -1.3348100000000092
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.639
Date:                           Wed, 09 Oct 2024   AIC                             55.279
Time:                                   14:41:26   BIC                             58.104
Sample:                                        0   HQIC                            54.698
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2977      1.302      0.229      0.819      -2.254       2.850
ma.L1          0.2689      1.183      0.227      0.820      -2.049       2.587
ar.S.L7       -0.3808      0.134     -2.834      0.005      -0.644      -0.117
ma.S.L7       -1.0001   9959.122     -0.000      1.000   -1.95e+04    1.95e+04
sigma2         1.1481   1.14e+04      0.000      1.000   -2.24e+04    2.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.64
Prob(Q):                              0.83   Prob(JB):                         0.44
Heteroskedasticity (H):               0.10   Skew:                             0.83
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.6193312819153, Current Price: 171.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.083
Date:                           Wed, 09 Oct 2024   AIC                             54.166
Time:                                   14:41:27   BIC                             56.990
Sample:                                        0   HQIC                            53.585
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3346      1.096      0.305      0.760      -1.813       2.482
ma.L1          0.0133      1.151      0.012      0.991      -2.242       2.269
ar.S.L7       -0.3610      0.106     -3.404      0.001      -0.569      -0.153
ma.S.L7       -1.0000   2.12e+04  -4.72e-05      1.000   -4.16e+04    4.16e+04
sigma2         1.0548   2.24e+04   4.72e-05      1.000   -4.38e+04    4.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.34
Prob(Q):                              0.74   Prob(JB):                         0.51
Heteroskedasticity (H):               0.15   Skew:                             0.61
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.909744368914, Current Price: 173.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.326
Date:                           Wed, 09 Oct 2024   AIC                             60.651
Time:                                   14:41:27   BIC                             63.476
Sample:                                        0   HQIC                            60.071
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3602      1.405      0.256      0.798      -2.393       3.114
ma.L1          0.1173      1.185      0.099      0.921      -2.205       2.439
ar.S.L7       -0.4268      0.197     -2.172      0.030      -0.812      -0.042
ma.S.L7       -1.0000   1.82e+04  -5.49e-05      1.000   -3.57e+04    3.57e+04
sigma2         1.7368   3.16e+04   5.49e-05      1.000    -6.2e+04     6.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.30   Prob(JB):                         0.70
Heteroskedasticity (H):               0.72   Skew:                             0.16
Prob(H) (two-sided):                  0.75   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.65688832002337, Current Price: 174.9
BUY EXECUTED at 174.9
BUY ORDER COMPLETED at 177.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.579
Date:                           Wed, 09 Oct 2024   AIC                             61.158
Time:                                   14:41:27   BIC                             63.983
Sample:                                        0   HQIC                            60.578
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0687      0.814     -0.084      0.933      -1.664       1.527
ma.L1          0.6504      0.807      0.806      0.420      -0.932       2.233
ar.S.L7       -0.5402      0.166     -3.259      0.001      -0.865      -0.215
ma.S.L7       -1.0000   2.19e+04  -4.57e-05      1.000   -4.29e+04    4.29e+04
sigma2         1.8062   3.96e+04   4.57e-05      1.000   -7.75e+04    7.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.31   Prob(JB):                         0.69
Heteroskedasticity (H):               0.92   Skew:                             0.46
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.94151102380275, Current Price: 176.74
SELL EXECUTED at 176.74
SELL ORDER COMPLETED at 176.65
OPERATION PROFIT, GROSS -0.5, NET -0.8538
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.098
Date:                           Wed, 09 Oct 2024   AIC                             56.196
Time:                                   14:41:27   BIC                             59.021
Sample:                                        0   HQIC                            55.615
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9332      0.199      4.695      0.000       0.544       1.323
ma.L1         -0.4895      0.369     -1.328      0.184      -1.212       0.233
ar.S.L7       -0.7490      0.329     -2.275      0.023      -1.394      -0.104
ma.S.L7       -1.0000   1.57e+04  -6.37e-05      1.000   -3.08e+04    3.08e+04
sigma2         1.1904   1.87e+04   6.37e-05      1.000   -3.66e+04    3.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.54   Prob(JB):                         0.72
Heteroskedasticity (H):               2.38   Skew:                             0.49
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.40758612766086, Current Price: 176.44
BUY EXECUTED at 176.44
BUY ORDER COMPLETED at 176.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.591
Date:                           Wed, 09 Oct 2024   AIC                             61.182
Time:                                   14:41:27   BIC                             64.007
Sample:                                        0   HQIC                            60.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4330      0.319      1.359      0.174      -0.192       1.058
ma.L1         -0.0959      0.653     -0.147      0.883      -1.375       1.183
ar.S.L7       -0.5915      0.391     -1.514      0.130      -1.357       0.174
ma.S.L7       -0.4174      1.207     -0.346      0.730      -2.783       1.949
sigma2         2.7929      1.954      1.429      0.153      -1.037       6.623
===================================================================================
Ljung-Box (L1) (Q):                   1.16   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.28   Prob(JB):                         0.70
Heteroskedasticity (H):               2.42   Skew:                             0.43
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.1333498027147, Current Price: 175.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.311
Date:                           Wed, 09 Oct 2024   AIC                             62.622
Time:                                   14:41:27   BIC                             65.446
Sample:                                        0   HQIC                            62.041
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7044      0.171      4.131      0.000       0.370       1.039
ma.L1         -1.0000   5648.368     -0.000      1.000   -1.11e+04    1.11e+04
ar.S.L7       -0.4001      0.264     -1.515      0.130      -0.918       0.117
ma.S.L7        0.0506      0.624      0.081      0.935      -1.172       1.273
sigma2         2.8794   1.63e+04      0.000      1.000   -3.19e+04    3.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.66   Prob(JB):                         0.60
Heteroskedasticity (H):               1.64   Skew:                             0.03
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.12947169997986, Current Price: 174.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.989
Date:                           Wed, 09 Oct 2024   AIC                             63.977
Time:                                   14:41:27   BIC                             66.802
Sample:                                        0   HQIC                            63.397
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3701      1.507     -0.246      0.806      -3.324       2.584
ma.L1          0.5561      1.276      0.436      0.663      -1.945       3.057
ar.S.L7       -0.4281      0.582     -0.736      0.462      -1.568       0.712
ma.S.L7        0.0585      0.927      0.063      0.950      -1.758       1.875
sigma2         3.7146      2.430      1.529      0.126      -1.048       8.477
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.94   Prob(JB):                         0.54
Heteroskedasticity (H):               1.13   Skew:                             0.51
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.29184052170993, Current Price: 175.65
SELL EXECUTED at 175.65
SELL ORDER COMPLETED at 175.55
OPERATION PROFIT, GROSS -0.7399999999999807, NET -1.0918399999999808
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.352
Date:                           Wed, 09 Oct 2024   AIC                             62.704
Time:                                   14:41:27   BIC                             65.529
Sample:                                        0   HQIC                            62.123
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5720      0.173      3.315      0.001       0.234       0.910
ma.L1         -1.0000   1.02e+04  -9.81e-05      1.000      -2e+04       2e+04
ar.S.L7       -0.3336      0.230     -1.450      0.147      -0.784       0.117
ma.S.L7       -0.0058      0.582     -0.010      0.992      -1.147       1.135
sigma2         2.8946   2.95e+04   9.81e-05      1.000   -5.78e+04    5.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.42   Prob(JB):                         0.55
Heteroskedasticity (H):               0.70   Skew:                            -0.01
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.70966651209474, Current Price: 176.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.701
Date:                           Wed, 09 Oct 2024   AIC                             61.401
Time:                                   14:41:27   BIC                             64.226
Sample:                                        0   HQIC                            60.821
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4528      0.131      3.448      0.001       0.195       0.710
ma.L1         -1.0000   9770.494     -0.000      1.000   -1.92e+04    1.91e+04
ar.S.L7       -0.2572      0.138     -1.867      0.062      -0.527       0.013
ma.S.L7        0.1846      0.626      0.295      0.768      -1.042       1.412
sigma2         2.7545   2.69e+04      0.000      1.000   -5.27e+04    5.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.89   Prob(JB):                         0.59
Heteroskedasticity (H):               0.37   Skew:                             0.18
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.26231704550165, Current Price: 175.71
BUY EXECUTED at 175.71
BUY ORDER COMPLETED at 176.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.239
Date:                           Wed, 09 Oct 2024   AIC                             60.477
Time:                                   14:41:27   BIC                             63.302
Sample:                                        0   HQIC                            59.897
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3980      0.428      0.930      0.352      -0.441       1.237
ma.L1         -1.0000   9316.359     -0.000      1.000   -1.83e+04    1.83e+04
ar.S.L7       -0.2448      0.121     -2.028      0.043      -0.481      -0.008
ma.S.L7        0.0660      0.540      0.122      0.903      -0.992       1.124
sigma2         2.5804    2.4e+04      0.000      1.000   -4.71e+04    4.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.43   Prob(JB):                         0.65
Heteroskedasticity (H):               0.45   Skew:                             0.30
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.23967231795453, Current Price: 176.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.885
Date:                           Wed, 09 Oct 2024   AIC                             61.770
Time:                                   14:41:27   BIC                             64.595
Sample:                                        0   HQIC                            61.189
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3463      0.937     -0.369      0.712      -2.183       1.491
ma.L1          0.5994      0.826      0.726      0.468      -1.019       2.218
ar.S.L7       -0.4801      0.421     -1.141      0.254      -1.305       0.345
ma.S.L7        0.1567      0.690      0.227      0.820      -1.196       1.509
sigma2         3.1089      1.597      1.946      0.052      -0.022       6.240
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 2.11
Prob(Q):                              0.68   Prob(JB):                         0.35
Heteroskedasticity (H):               0.43   Skew:                             0.98
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.02266938615972, Current Price: 177.7
SELL EXECUTED at 177.7
SELL ORDER COMPLETED at 178.07
OPERATION PROFIT, GROSS 1.8199999999999932, NET 1.4656799999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.621
Date:                           Wed, 09 Oct 2024   AIC                             59.243
Time:                                   14:41:27   BIC                             62.067
Sample:                                        0   HQIC                            58.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5255      0.249      2.113      0.035       0.038       1.013
ma.L1         -1.0000   1.41e+04  -7.07e-05      1.000   -2.77e+04    2.77e+04
ar.S.L7       -0.1512      0.347     -0.436      0.663      -0.831       0.528
ma.S.L7        0.0093      0.697      0.013      0.989      -1.357       1.376
sigma2         2.2770   3.22e+04   7.07e-05      1.000   -6.31e+04    6.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.83   Prob(JB):                         0.54
Heteroskedasticity (H):               0.62   Skew:                             0.32
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.25858496349701, Current Price: 178.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.083
Date:                           Wed, 09 Oct 2024   AIC                             58.166
Time:                                   14:41:27   BIC                             60.991
Sample:                                        0   HQIC                            57.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4149      0.425      0.976      0.329      -0.418       1.248
ma.L1         -1.0000   8691.959     -0.000      1.000    -1.7e+04     1.7e+04
ar.S.L7       -0.1321      0.158     -0.834      0.404      -0.442       0.178
ma.S.L7        0.2197      0.413      0.532      0.595      -0.590       1.030
sigma2         2.1468   1.87e+04      0.000      1.000   -3.66e+04    3.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.76   Prob(JB):                         0.69
Heteroskedasticity (H):               0.61   Skew:                            -0.07
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.58675657369642, Current Price: 182.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.279
Date:                           Wed, 09 Oct 2024   AIC                             66.557
Time:                                   14:41:27   BIC                             69.382
Sample:                                        0   HQIC                            65.977
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0297     10.236      0.003      0.998     -20.032      20.091
ma.L1         -0.0922     10.492     -0.009      0.993     -20.656      20.472
ar.S.L7       -0.1085      0.724     -0.150      0.881      -1.528       1.311
ma.S.L7       -1.0004   2248.041     -0.000      1.000   -4407.079    4405.078
sigma2         2.7329   6144.823      0.000      1.000    -1.2e+04     1.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.85   Prob(JB):                         0.78
Heteroskedasticity (H):               1.90   Skew:                            -0.01
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.37739637068836, Current Price: 182.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.186
Date:                           Wed, 09 Oct 2024   AIC                             64.371
Time:                                   14:41:27   BIC                             67.196
Sample:                                        0   HQIC                            63.791
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4306      1.361     -0.316      0.752      -3.098       2.237
ma.L1          0.5127      1.495      0.343      0.732      -2.418       3.443
ar.S.L7       -0.2420      0.577     -0.419      0.675      -1.374       0.890
ma.S.L7       -0.3976      1.207     -0.330      0.742      -2.762       1.967
sigma2         3.5835      2.062      1.738      0.082      -0.458       7.625
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.91   Prob(JB):                         0.74
Heteroskedasticity (H):               2.90   Skew:                             0.42
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.76386180030227, Current Price: 179.9
BUY EXECUTED at 179.9
BUY ORDER COMPLETED at 179.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.309
Date:                           Wed, 09 Oct 2024   AIC                             66.617
Time:                                   14:41:27   BIC                             69.442
Sample:                                        0   HQIC                            66.037
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6049      0.556      1.088      0.277      -0.485       1.695
ma.L1         -1.0000   1.11e+04  -8.99e-05      1.000   -2.18e+04    2.18e+04
ar.S.L7       -0.1356      0.750     -0.181      0.857      -1.606       1.335
ma.S.L7        0.0328      1.157      0.028      0.977      -2.235       2.301
sigma2         3.9558    4.4e+04   8.99e-05      1.000   -8.62e+04    8.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.45   Prob(JB):                         0.50
Heteroskedasticity (H):               4.45   Skew:                             0.78
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.27154917750312, Current Price: 179.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.153
Date:                           Wed, 09 Oct 2024   AIC                             66.306
Time:                                   14:41:27   BIC                             69.131
Sample:                                        0   HQIC                            65.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5580      1.155      0.483      0.629      -1.705       2.821
ma.L1         -1.0000   1.61e+04   -6.2e-05      1.000   -3.16e+04    3.16e+04
ar.S.L7       -0.0420      0.493     -0.085      0.932      -1.008       0.924
ma.S.L7        0.1679      1.422      0.118      0.906      -2.619       2.954
sigma2         4.0621   6.55e+04    6.2e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 2.74
Prob(Q):                              0.58   Prob(JB):                         0.25
Heteroskedasticity (H):               3.35   Skew:                             1.04
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.47161059441737, Current Price: 173.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.877
Date:                           Wed, 09 Oct 2024   AIC                             73.754
Time:                                   14:41:27   BIC                             76.579
Sample:                                        0   HQIC                            73.173
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7810      1.838     -0.425      0.671      -4.384       2.822
ma.L1          1.0000   6664.693      0.000      1.000   -1.31e+04    1.31e+04
ar.S.L7       -0.0057      0.051     -0.112      0.911      -0.105       0.094
ma.S.L7        0.3229      1.941      0.166      0.868      -3.481       4.127
sigma2         6.9159   4.61e+04      0.000      1.000   -9.03e+04    9.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.62   Prob(JB):                         0.65
Heteroskedasticity (H):               3.86   Skew:                             0.42
Prob(H) (two-sided):                  0.22   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.33701985551153, Current Price: 173.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.178
Date:                           Wed, 09 Oct 2024   AIC                             74.355
Time:                                   14:41:27   BIC                             77.180
Sample:                                        0   HQIC                            73.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2907      2.374      0.122      0.903      -4.363       4.945
ma.L1         -0.1441      2.333     -0.062      0.951      -4.716       4.428
ar.S.L7       -0.1278      1.333     -0.096      0.924      -2.740       2.484
ma.S.L7        0.0459      1.738      0.026      0.979      -3.361       3.452
sigma2         8.2623      4.478      1.845      0.065      -0.515      17.040
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.82   Prob(JB):                         0.92
Heteroskedasticity (H):               4.92   Skew:                            -0.23
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.18390663865537, Current Price: 174.12
SELL EXECUTED at 174.12
SELL ORDER COMPLETED at 173.68
OPERATION PROFIT, GROSS -6.009999999999991, NET -6.363369999999991
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.634
Date:                           Wed, 09 Oct 2024   AIC                             73.269
Time:                                   14:41:27   BIC                             76.094
Sample:                                        0   HQIC                            72.688
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6746      0.580     -1.164      0.245      -1.811       0.462
ma.L1          1.0000   5963.267      0.000      1.000   -1.17e+04    1.17e+04
ar.S.L7        0.1722      1.284      0.134      0.893      -2.345       2.689
ma.S.L7        0.0548      3.457      0.016      0.987      -6.721       6.831
sigma2         6.4915   3.87e+04      0.000      1.000   -7.59e+04    7.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.90   Prob(JB):                         0.70
Heteroskedasticity (H):               4.25   Skew:                             0.12
Prob(H) (two-sided):                  0.19   Kurtosis:                         4.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.63632432665528, Current Price: 173.37
BUY EXECUTED at 173.37
BUY ORDER COMPLETED at 173.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.315
Date:                           Wed, 09 Oct 2024   AIC                             74.630
Time:                                   14:41:27   BIC                             77.454
Sample:                                        0   HQIC                            74.049
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3314      1.814      0.183      0.855      -3.224       3.887
ma.L1         -6.1332     90.704     -0.068      0.946    -183.910     171.644
ar.S.L7       -0.3116      1.002     -0.311      0.756      -2.276       1.653
ma.S.L7       -0.2547      1.331     -0.191      0.848      -2.863       2.354
sigma2         0.2187      6.458      0.034      0.973     -12.439      12.876
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.90   Prob(JB):                         0.62
Heteroskedasticity (H):               4.95   Skew:                            -0.65
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.70340878252875, Current Price: 173.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.442
Date:                           Wed, 09 Oct 2024   AIC                             74.884
Time:                                   14:41:27   BIC                             77.708
Sample:                                        0   HQIC                            74.303
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3318      1.889      0.176      0.861      -3.371       4.034
ma.L1         -6.2290    111.271     -0.056      0.955    -224.315     211.857
ar.S.L7       -0.2624      1.031     -0.254      0.799      -2.284       1.759
ma.S.L7       -0.1699      1.668     -0.102      0.919      -3.438       3.099
sigma2         0.2194      7.826      0.028      0.978     -15.119      15.558
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.85   Prob(JB):                         0.75
Heteroskedasticity (H):               0.82   Skew:                            -0.50
Prob(H) (two-sided):                  0.85   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.80170675008787, Current Price: 171.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.171
Date:                           Wed, 09 Oct 2024   AIC                             74.343
Time:                                   14:41:27   BIC                             77.167
Sample:                                        0   HQIC                            73.762
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6186      0.950      0.651      0.515      -1.244       2.481
ma.L1         -0.4520      1.139     -0.397      0.691      -2.684       1.780
ar.S.L7       -0.2192      0.872     -0.251      0.802      -1.929       1.490
ma.S.L7       -0.3141      1.418     -0.221      0.825      -3.093       2.465
sigma2         7.8136      5.492      1.423      0.155      -2.951      18.578
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.90   Prob(JB):                         0.63
Heteroskedasticity (H):               0.29   Skew:                            -0.63
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.42472138251784, Current Price: 172.58
SELL EXECUTED at 172.58
SELL ORDER COMPLETED at 174.37
OPERATION PROFIT, GROSS 0.9300000000000068, NET 0.5821900000000069
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.866
Date:                           Wed, 09 Oct 2024   AIC                             71.732
Time:                                   14:41:27   BIC                             74.557
Sample:                                        0   HQIC                            71.152
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5091      0.587     -0.867      0.386      -1.660       0.642
ma.L1          1.0000   7260.218      0.000      1.000   -1.42e+04    1.42e+04
ar.S.L7        0.0768      0.755      0.102      0.919      -1.403       1.557
ma.S.L7       -1.0001    1.2e+04  -8.33e-05      1.000   -2.35e+04    2.35e+04
sigma2         3.9126   6.41e+04   6.11e-05      1.000   -1.26e+05    1.26e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.62   Prob(JB):                         0.54
Heteroskedasticity (H):               0.14   Skew:                            -0.47
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.09681295950108, Current Price: 175.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.817
Date:                           Wed, 09 Oct 2024   AIC                             73.633
Time:                                   14:41:27   BIC                             76.458
Sample:                                        0   HQIC                            73.053
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5231      0.398     -1.315      0.189      -1.303       0.257
ma.L1          0.8479      0.580      1.461      0.144      -0.289       1.985
ar.S.L7       -0.2344      0.663     -0.353      0.724      -1.534       1.065
ma.S.L7       -1.0001   1.36e+04  -7.37e-05      1.000   -2.66e+04    2.66e+04
sigma2         4.6522   6.31e+04   7.37e-05      1.000   -1.24e+05    1.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 2.56
Prob(Q):                              0.65   Prob(JB):                         0.28
Heteroskedasticity (H):               0.45   Skew:                            -0.87
Prob(H) (two-sided):                  0.46   Kurtosis:                         4.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.16028275034867, Current Price: 175.28
BUY EXECUTED at 175.28
BUY ORDER COMPLETED at 172.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.266
Date:                           Wed, 09 Oct 2024   AIC                             72.532
Time:                                   14:41:27   BIC                             75.356
Sample:                                        0   HQIC                            71.951
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4478      0.694     -0.645      0.519      -1.808       0.912
ma.L1          0.7811      0.666      1.172      0.241      -0.525       2.087
ar.S.L7       -0.2838      0.431     -0.659      0.510      -1.128       0.561
ma.S.L7       -1.0000    3.3e+04  -3.03e-05      1.000   -6.47e+04    6.47e+04
sigma2         4.3724   1.44e+05   3.03e-05      1.000   -2.83e+05    2.83e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.48   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.49   Prob(JB):                         0.77
Heteroskedasticity (H):               0.60   Skew:                            -0.46
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.89661584248728, Current Price: 173.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.239
Date:                           Wed, 09 Oct 2024   AIC                             70.479
Time:                                   14:41:27   BIC                             73.303
Sample:                                        0   HQIC                            69.898
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4560      0.638     -0.715      0.475      -1.706       0.794
ma.L1          0.7809      0.584      1.337      0.181      -0.364       1.926
ar.S.L7       -0.2298      0.389     -0.590      0.555      -0.993       0.533
ma.S.L7       -1.0000   3.11e+04  -3.21e-05      1.000    -6.1e+04     6.1e+04
sigma2         3.7344   1.16e+05   3.21e-05      1.000   -2.28e+05    2.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 2.20
Prob(Q):                              0.47   Prob(JB):                         0.33
Heteroskedasticity (H):               0.32   Skew:                            -0.83
Prob(H) (two-sided):                  0.29   Kurtosis:                         4.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.86851355656123, Current Price: 174.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.149
Date:                           Wed, 09 Oct 2024   AIC                             70.297
Time:                                   14:41:27   BIC                             73.122
Sample:                                        0   HQIC                            69.717
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4262      0.636     -0.670      0.503      -1.674       0.821
ma.L1          0.7905      0.542      1.459      0.145      -0.272       1.853
ar.S.L7       -0.1988      0.354     -0.562      0.574      -0.892       0.495
ma.S.L7       -1.0000   3.55e+04  -2.81e-05      1.000   -6.97e+04    6.97e+04
sigma2         3.6984   1.31e+05   2.81e-05      1.000   -2.58e+05    2.58e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.42   Prob(JB):                         0.45
Heteroskedasticity (H):               0.30   Skew:                            -0.66
Prob(H) (two-sided):                  0.27   Kurtosis:                         4.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.39454161604954, Current Price: 173.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.987
Date:                           Wed, 09 Oct 2024   AIC                             67.974
Time:                                   14:41:28   BIC                             70.799
Sample:                                        0   HQIC                            67.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5986      0.279     -2.147      0.032      -1.145      -0.052
ma.L1          1.0000   6731.198      0.000      1.000   -1.32e+04    1.32e+04
ar.S.L7       -0.5427      0.545     -0.995      0.320      -1.611       0.526
ma.S.L7       -1.2924      5.060     -0.255      0.798     -11.210       8.626
sigma2         1.9896   1.34e+04      0.000      1.000   -2.63e+04    2.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.98   Prob(JB):                         0.47
Heteroskedasticity (H):               0.37   Skew:                            -0.73
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.67158082922646, Current Price: 172.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.787
Date:                           Wed, 09 Oct 2024   AIC                             63.574
Time:                                   14:41:28   BIC                             66.399
Sample:                                        0   HQIC                            62.994
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5285      0.166     -3.182      0.001      -0.854      -0.203
ma.L1          1.0000   9020.242      0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7       -0.6678      0.506     -1.318      0.187      -1.660       0.325
ma.S.L7       -1.0001   1.48e+04  -6.76e-05      1.000    -2.9e+04     2.9e+04
sigma2         1.8721   3.25e+04   5.77e-05      1.000   -6.36e+04    6.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 3.52
Prob(Q):                              0.75   Prob(JB):                         0.17
Heteroskedasticity (H):               0.32   Skew:                            -1.14
Prob(H) (two-sided):                  0.30   Kurtosis:                         4.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.2272278905406, Current Price: 172.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.450
Date:                           Wed, 09 Oct 2024   AIC                             48.899
Time:                                   14:41:28   BIC                             51.724
Sample:                                        0   HQIC                            48.319
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4235      0.056     -7.582      0.000      -0.533      -0.314
ma.L1          1.0000   1.15e+04   8.72e-05      1.000   -2.25e+04    2.25e+04
ar.S.L7       -0.6980      0.253     -2.755      0.006      -1.195      -0.201
ma.S.L7       -1.0001   5474.571     -0.000      1.000   -1.07e+04    1.07e+04
sigma2         0.6342   9120.066   6.95e-05      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 1.64
Prob(Q):                              0.37   Prob(JB):                         0.44
Heteroskedasticity (H):               4.04   Skew:                            -0.85
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.00780544135029, Current Price: 172.61
SELL EXECUTED at 172.61
SELL ORDER COMPLETED at 175.02
OPERATION PROFIT, GROSS 2.130000000000024, NET 1.782090000000024
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.809
Date:                           Wed, 09 Oct 2024   AIC                             55.618
Time:                                   14:41:28   BIC                             58.443
Sample:                                        0   HQIC                            55.038
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3189      0.696     -0.458      0.647      -1.684       1.046
ma.L1          1.0000   9277.376      0.000      1.000   -1.82e+04    1.82e+04
ar.S.L7       -0.5576      0.327     -1.704      0.088      -1.199       0.084
ma.S.L7       -1.0001   6805.926     -0.000      1.000   -1.33e+04    1.33e+04
sigma2         1.1228   7984.198      0.000      1.000   -1.56e+04    1.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.89   Prob(JB):                         0.60
Heteroskedasticity (H):               7.58   Skew:                             0.47
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.91565726771591, Current Price: 174.23
BUY EXECUTED at 174.23
BUY ORDER COMPLETED at 172.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.309
Date:                           Wed, 09 Oct 2024   AIC                             62.618
Time:                                   14:41:28   BIC                             65.443
Sample:                                        0   HQIC                            62.037
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4352      0.168     -2.585      0.010      -0.765      -0.105
ma.L1          0.9933     13.479      0.074      0.941     -25.426      27.412
ar.S.L7       -0.5918      0.275     -2.149      0.032      -1.132      -0.052
ma.S.L7       -7.4513     51.161     -0.146      0.884    -107.725      92.822
sigma2         0.0531      1.071      0.050      0.960      -2.045       2.152
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.79   Prob(JB):                         0.53
Heteroskedasticity (H):               0.87   Skew:                             0.60
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.927231812758, Current Price: 172.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.666
Date:                           Wed, 09 Oct 2024   AIC                             61.333
Time:                                   14:41:28   BIC                             64.158
Sample:                                        0   HQIC                            60.752
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4370      0.150     -2.909      0.004      -0.732      -0.143
ma.L1          1.0000   1.63e+05   6.13e-06      1.000    -3.2e+05     3.2e+05
ar.S.L7       -0.6084      0.229     -2.653      0.008      -1.058      -0.159
ma.S.L7        0.4838      1.033      0.468      0.640      -1.541       2.509
sigma2         2.3009   3.75e+05   6.13e-06      1.000   -7.35e+05    7.35e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.25
Prob(Q):                              0.88   Prob(JB):                         0.54
Heteroskedasticity (H):               0.43   Skew:                             0.51
Prob(H) (two-sided):                  0.43   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.38538359305946, Current Price: 171.85
SELL EXECUTED at 171.85
SELL ORDER COMPLETED at 168.29
OPERATION PROFIT, GROSS -4.200000000000017, NET -4.540780000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.646
Date:                           Wed, 09 Oct 2024   AIC                             61.293
Time:                                   14:41:28   BIC                             64.118
Sample:                                        0   HQIC                            60.712
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3548      0.499     -0.711      0.477      -1.333       0.623
ma.L1          1.0000   1.92e+04   5.22e-05      1.000   -3.76e+04    3.76e+04
ar.S.L7       -0.6012      0.228     -2.634      0.008      -1.049      -0.154
ma.S.L7        0.3396      0.915      0.371      0.710      -1.453       2.132
sigma2         2.5141   4.82e+04   5.22e-05      1.000   -9.44e+04    9.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.45   Prob(JB):                         0.59
Heteroskedasticity (H):               0.42   Skew:                             0.21
Prob(H) (two-sided):                  0.42   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.59312278701782, Current Price: 168.15
BUY EXECUTED at 168.15
BUY ORDER COMPLETED at 168.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.297
Date:                           Wed, 09 Oct 2024   AIC                             66.594
Time:                                   14:41:28   BIC                             69.418
Sample:                                        0   HQIC                            66.013
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4029      2.257     -0.178      0.858      -4.827       4.021
ma.L1          0.5846      2.318      0.252      0.801      -3.958       5.127
ar.S.L7       -0.5898      0.303     -1.949      0.051      -1.183       0.003
ma.S.L7        0.3728      0.803      0.464      0.642      -1.201       1.947
sigma2         4.2817      4.113      1.041      0.298      -3.780      12.343
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.84   Prob(JB):                         0.87
Heteroskedasticity (H):               0.79   Skew:                             0.18
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.3469891963026, Current Price: 169.81
SELL EXECUTED at 169.81
SELL ORDER COMPLETED at 171.9799
OPERATION PROFIT, GROSS 2.9898999999999774, NET 2.648930099999977
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.221
Date:                           Wed, 09 Oct 2024   AIC                             62.442
Time:                                   14:41:28   BIC                             65.267
Sample:                                        0   HQIC                            61.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3746      0.547      0.685      0.494      -0.698       1.447
ma.L1         -1.0000   1.17e+04  -8.53e-05      1.000    -2.3e+04     2.3e+04
ar.S.L7       -0.6185      0.183     -3.376      0.001      -0.978      -0.259
ma.S.L7        1.0000   4.77e+05    2.1e-06      1.000   -9.34e+05    9.34e+05
sigma2         1.8943   9.09e+05   2.08e-06      1.000   -1.78e+06    1.78e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.79   Prob(JB):                         0.79
Heteroskedasticity (H):               0.43   Skew:                             0.42
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.55603965478932, Current Price: 171.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.981
Date:                           Wed, 09 Oct 2024   AIC                             53.962
Time:                                   14:41:28   BIC                             56.787
Sample:                                        0   HQIC                            53.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4333      0.077      5.616      0.000       0.282       0.584
ma.L1         -1.0000   8520.105     -0.000      1.000   -1.67e+04    1.67e+04
ar.S.L7       -0.4286      0.223     -1.922      0.055      -0.866       0.008
ma.S.L7        0.3989      0.897      0.445      0.657      -1.359       2.157
sigma2         1.4405   1.23e+04      0.000      1.000   -2.41e+04    2.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.45   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.23   Prob(JB):                         0.61
Heteroskedasticity (H):               3.78   Skew:                            -0.68
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.68339366834547, Current Price: 172.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.207
Date:                           Wed, 09 Oct 2024   AIC                             50.414
Time:                                   14:41:28   BIC                             53.239
Sample:                                        0   HQIC                            49.834
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0831      0.574      0.145      0.885      -1.042       1.208
ma.L1         -1.0000   1040.239     -0.001      0.999   -2039.832    2037.832
ar.S.L7       -0.3961      0.155     -2.554      0.011      -0.700      -0.092
ma.S.L7        0.4191      0.746      0.561      0.574      -1.044       1.882
sigma2         1.1121   1156.352      0.001      0.999   -2265.295    2267.520
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 2.21
Prob(Q):                              0.70   Prob(JB):                         0.33
Heteroskedasticity (H):               2.98   Skew:                            -0.99
Prob(H) (two-sided):                  0.32   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.06900034576213, Current Price: 172.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.991
Date:                           Wed, 09 Oct 2024   AIC                             51.982
Time:                                   14:41:28   BIC                             54.806
Sample:                                        0   HQIC                            51.401
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4953      0.186      2.658      0.008       0.130       0.860
ma.L1         -1.0000   5555.436     -0.000      1.000   -1.09e+04    1.09e+04
ar.S.L7       -0.3300      0.206     -1.605      0.109      -0.733       0.073
ma.S.L7        0.7181      2.643      0.272      0.786      -4.463       5.899
sigma2         1.0085   5602.438      0.000      1.000    -1.1e+04     1.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 3.14
Prob(Q):                              0.41   Prob(JB):                         0.21
Heteroskedasticity (H):               2.15   Skew:                            -1.04
Prob(H) (two-sided):                  0.48   Kurtosis:                         4.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.59139747404808, Current Price: 171.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.944
Date:                           Wed, 09 Oct 2024   AIC                             47.888
Time:                                   14:41:28   BIC                             50.713
Sample:                                        0   HQIC                            47.307
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0343      0.859      0.040      0.968      -1.649       1.717
ma.L1         -1.0000   8806.127     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.3933      0.142     -2.775      0.006      -0.671      -0.115
ma.S.L7        1.0000   3.58e+04   2.79e-05      1.000   -7.02e+04    7.02e+04
sigma2         0.6093   2.24e+04   2.72e-05      1.000   -4.38e+04    4.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 4.43
Prob(Q):                              0.72   Prob(JB):                         0.11
Heteroskedasticity (H):               0.81   Skew:                            -1.27
Prob(H) (two-sided):                  0.84   Kurtosis:                         4.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.03343706553846, Current Price: 170.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.627
Date:                           Wed, 09 Oct 2024   AIC                             49.254
Time:                                   14:41:28   BIC                             52.079
Sample:                                        0   HQIC                            48.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0150      0.955     -0.016      0.988      -1.887       1.857
ma.L1         -1.0000   4535.813     -0.000      1.000   -8891.030    8889.030
ar.S.L7       -0.3667      0.067     -5.445      0.000      -0.499      -0.235
ma.S.L7        1.0000   4.05e+04   2.47e-05      1.000   -7.94e+04    7.94e+04
sigma2         0.6755   2.71e+04    2.5e-05      1.000    -5.3e+04     5.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 6.64
Prob(Q):                              0.89   Prob(JB):                         0.04
Heteroskedasticity (H):               0.36   Skew:                            -1.30
Prob(H) (two-sided):                  0.34   Kurtosis:                         5.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.2504189166268, Current Price: 168.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.356
Date:                           Wed, 09 Oct 2024   AIC                             50.712
Time:                                   14:41:28   BIC                             53.537
Sample:                                        0   HQIC                            50.132
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1045      1.326      0.079      0.937      -2.494       2.703
ma.L1         -1.0000   9217.944     -0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.3344      0.077     -4.344      0.000      -0.485      -0.183
ma.S.L7        0.1501      0.569      0.264      0.792      -0.964       1.264
sigma2         1.1904    1.1e+04      0.000      1.000   -2.15e+04    2.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                15.78
Prob(Q):                              1.00   Prob(JB):                         0.00
Heteroskedasticity (H):               0.29   Skew:                            -1.83
Prob(H) (two-sided):                  0.26   Kurtosis:                         6.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.75701639861498, Current Price: 166.33
BUY EXECUTED at 166.33
BUY ORDER COMPLETED at 166.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.282
Date:                           Wed, 09 Oct 2024   AIC                             54.564
Time:                                   14:41:28   BIC                             57.389
Sample:                                        0   HQIC                            53.983
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0363      0.998     -0.036      0.971      -1.993       1.921
ma.L1         -1.0000   1.74e+04  -5.76e-05      1.000    -3.4e+04     3.4e+04
ar.S.L7       -0.3431      0.105     -3.268      0.001      -0.549      -0.137
ma.S.L7        0.2166      0.675      0.321      0.748      -1.106       1.540
sigma2         1.5846   2.75e+04   5.76e-05      1.000   -5.39e+04    5.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 3.53
Prob(Q):                              0.99   Prob(JB):                         0.17
Heteroskedasticity (H):               2.10   Skew:                            -1.21
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.09777923873102, Current Price: 166.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.691
Date:                           Wed, 09 Oct 2024   AIC                             55.381
Time:                                   14:41:28   BIC                             58.206
Sample:                                        0   HQIC                            54.801
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5640      0.657      0.858      0.391      -0.724       1.852
ma.L1         -1.0005    433.850     -0.002      0.998    -851.331     849.330
ar.S.L7       -0.0606      0.472     -0.129      0.898      -0.985       0.864
ma.S.L7       -1.0000   4.29e+04  -2.33e-05      1.000   -8.42e+04    8.42e+04
sigma2         0.9771   4.23e+04   2.31e-05      1.000   -8.29e+04    8.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.95   Prob(JB):                         0.83
Heteroskedasticity (H):               0.72   Skew:                            -0.34
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.07186116911228, Current Price: 167.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.285
Date:                           Wed, 09 Oct 2024   AIC                             54.571
Time:                                   14:41:28   BIC                             57.396
Sample:                                        0   HQIC                            53.990
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6657      0.380      1.752      0.080      -0.079       1.411
ma.L1         -0.9106      2.231     -0.408      0.683      -5.284       3.463
ar.S.L7       -0.0932      0.365     -0.255      0.799      -0.809       0.623
ma.S.L7       -1.0001   1.79e+04  -5.58e-05      1.000   -3.51e+04    3.51e+04
sigma2         0.9481    1.7e+04   5.58e-05      1.000   -3.33e+04    3.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.81   Prob(JB):                         1.00
Heteroskedasticity (H):               0.45   Skew:                            -0.05
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.84837873198327, Current Price: 169.51
SELL EXECUTED at 169.51
SELL ORDER COMPLETED at 169.48
OPERATION PROFIT, GROSS 2.5, NET 2.1635400000000002
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.794
Date:                           Wed, 09 Oct 2024   AIC                             55.588
Time:                                   14:41:28   BIC                             58.412
Sample:                                        0   HQIC                            55.007
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4942      0.923      0.535      0.593      -1.316       2.304
ma.L1         -1.0000   8773.262     -0.000      1.000   -1.72e+04    1.72e+04
ar.S.L7       -0.0755      0.458     -0.165      0.869      -0.973       0.822
ma.S.L7       -1.0002   1.15e+04  -8.72e-05      1.000   -2.25e+04    2.25e+04
sigma2         1.0149   1.96e+04   5.18e-05      1.000   -3.84e+04    3.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.43   Prob(JB):                         0.58
Heteroskedasticity (H):               0.80   Skew:                            -0.61
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.86829447778405, Current Price: 169.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.659
Date:                           Wed, 09 Oct 2024   AIC                             55.318
Time:                                   14:41:28   BIC                             58.143
Sample:                                        0   HQIC                            54.738
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5301      0.152      3.482      0.000       0.232       0.828
ma.L1         -1.0000   5161.259     -0.000      1.000   -1.01e+04    1.01e+04
ar.S.L7       -0.3209      0.455     -0.705      0.481      -1.213       0.571
ma.S.L7       -1.0005   1725.891     -0.001      1.000   -3383.685    3381.684
sigma2         0.9369   5755.887      0.000      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.58   Prob(JB):                         0.85
Heteroskedasticity (H):               0.39   Skew:                            -0.08
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.25946941655036, Current Price: 169.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.643
Date:                           Wed, 09 Oct 2024   AIC                             51.287
Time:                                   14:41:28   BIC                             54.112
Sample:                                        0   HQIC                            50.706
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4131      0.898      0.460      0.646      -1.347       2.173
ma.L1         -1.9204      4.268     -0.450      0.653     -10.286       6.446
ar.S.L7       -0.2763      0.551     -0.501      0.616      -1.356       0.804
ma.S.L7       -1.0003   3196.368     -0.000      1.000   -6265.767    6263.767
sigma2         0.2284    730.328      0.000      1.000   -1431.189    1431.645
===================================================================================
Ljung-Box (L1) (Q):                   4.94   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.03   Prob(JB):                         0.77
Heteroskedasticity (H):               0.63   Skew:                             0.27
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.96224716865248, Current Price: 165.82
BUY EXECUTED at 165.82
BUY ORDER COMPLETED at 165.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.475
Date:                           Wed, 09 Oct 2024   AIC                             34.950
Time:                                   14:41:28   BIC                             37.775
Sample:                                        0   HQIC                            34.370
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5030      0.258      1.949      0.051      -0.003       1.009
ma.L1        -28.7929    209.272     -0.138      0.891    -438.958     381.373
ar.S.L7       -0.3477      0.210     -1.657      0.098      -0.759       0.064
ma.S.L7       -0.9696     16.502     -0.059      0.953     -33.313      31.374
sigma2         0.0003      0.006      0.048      0.962      -0.011       0.012
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.21   Prob(JB):                         0.53
Heteroskedasticity (H):               3.00   Skew:                             0.73
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.1864446782793, Current Price: 161.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.605
Date:                           Wed, 09 Oct 2024   AIC                             51.209
Time:                                   14:41:28   BIC                             54.034
Sample:                                        0   HQIC                            50.629
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5380      0.339      1.586      0.113      -0.127       1.203
ma.L1        -15.0116    123.943     -0.121      0.904    -257.935     227.912
ar.S.L7       -0.3761      0.299     -1.257      0.209      -0.962       0.210
ma.S.L7        1.0383     23.545      0.044      0.965     -45.108      47.185
sigma2         0.0035      0.113      0.031      0.975      -0.218       0.225
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.44   Prob(JB):                         0.79
Heteroskedasticity (H):               2.98   Skew:                            -0.45
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.07033272254063, Current Price: 161.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.066
Date:                           Wed, 09 Oct 2024   AIC                             50.132
Time:                                   14:41:29   BIC                             52.957
Sample:                                        0   HQIC                            49.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4876      0.648      0.752      0.452      -0.782       1.758
ma.L1        -32.4438    446.210     -0.073      0.942    -906.998     842.111
ar.S.L7       -0.3872      0.232     -1.666      0.096      -0.843       0.068
ma.S.L7        1.0144     84.767      0.012      0.990    -165.126     167.155
sigma2         0.0007      0.060      0.012      0.991      -0.117       0.119
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.71   Prob(JB):                         0.61
Heteroskedasticity (H):              11.37   Skew:                            -0.67
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.6380092141785, Current Price: 162.41
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.247
Date:                           Wed, 09 Oct 2024   AIC                             48.493
Time:                                   14:41:29   BIC                             51.318
Sample:                                        0   HQIC                            47.913
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4089      1.429      0.286      0.775      -2.392       3.210
ma.L1        -24.7099    844.964     -0.029      0.977   -1680.809    1631.389
ar.S.L7       -0.3740      0.098     -3.833      0.000      -0.565      -0.183
ma.S.L7        0.9418     14.827      0.064      0.949     -28.119      30.002
sigma2         0.0012      0.076      0.015      0.988      -0.149       0.151
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.68
Prob(Q):                              0.61   Prob(JB):                         0.43
Heteroskedasticity (H):               0.93   Skew:                            -0.88
Prob(H) (two-sided):                  0.94   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.25628859684534, Current Price: 160.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.639
Date:                           Wed, 09 Oct 2024   AIC                             59.278
Time:                                   14:41:29   BIC                             62.102
Sample:                                        0   HQIC                            58.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5279      2.078      0.254      0.799      -3.544       4.600
ma.L1         -5.5413     71.140     -0.078      0.938    -144.972     133.890
ar.S.L7       -0.4928      0.276     -1.786      0.074      -1.034       0.048
ma.S.L7        0.3024      1.268      0.238      0.812      -2.183       2.788
sigma2         0.0807      2.023      0.040      0.968      -3.884       4.045
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.38
Prob(Q):                              0.92   Prob(JB):                         0.30
Heteroskedasticity (H):               5.91   Skew:                            -1.05
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.74993612176175, Current Price: 159.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.367
Date:                           Wed, 09 Oct 2024   AIC                             56.734
Time:                                   14:41:29   BIC                             59.558
Sample:                                        0   HQIC                            56.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3036      0.911     -0.333      0.739      -2.089       1.482
ma.L1          1.0000   2.73e+04   3.66e-05      1.000   -5.35e+04    5.35e+04
ar.S.L7       -0.4691      0.147     -3.182      0.001      -0.758      -0.180
ma.S.L7        0.3662      0.957      0.383      0.702      -1.509       2.241
sigma2         1.7471   4.77e+04   3.66e-05      1.000   -9.35e+04    9.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.84
Prob(Q):                              0.55   Prob(JB):                         0.40
Heteroskedasticity (H):               2.35   Skew:                            -0.87
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.56813773531312, Current Price: 159.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.428
Date:                           Wed, 09 Oct 2024   AIC                             56.856
Time:                                   14:41:29   BIC                             59.681
Sample:                                        0   HQIC                            56.276
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3288      0.943     -0.349      0.727      -2.178       1.520
ma.L1          1.0000   6630.450      0.000      1.000    -1.3e+04     1.3e+04
ar.S.L7       -0.4767      0.186     -2.566      0.010      -0.841      -0.113
ma.S.L7        3.4511     11.636      0.297      0.767     -19.355      26.257
sigma2         0.1524   1011.022      0.000      1.000   -1981.413    1981.718
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.63
Prob(Q):                              0.73   Prob(JB):                         0.44
Heteroskedasticity (H):               1.60   Skew:                            -0.82
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.8780999380993, Current Price: 157.49
SELL EXECUTED at 157.49
SELL ORDER COMPLETED at 160.75
OPERATION PROFIT, GROSS -4.25, NET -4.57575
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.408
Date:                           Wed, 09 Oct 2024   AIC                             56.817
Time:                                   14:41:29   BIC                             59.641
Sample:                                        0   HQIC                            56.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0500      1.326     -0.038      0.970      -2.648       2.548
ma.L1          0.4238      1.219      0.348      0.728      -1.965       2.812
ar.S.L7      8.07e-07      0.922   8.75e-07      1.000      -1.807       1.807
ma.S.L7       -0.1591      1.387     -0.115      0.909      -2.877       2.558
sigma2         2.1448      1.254      1.710      0.087      -0.314       4.603
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 5.82
Prob(Q):                              0.88   Prob(JB):                         0.05
Heteroskedasticity (H):               5.95   Skew:                            -1.44
Prob(H) (two-sided):                  0.11   Kurtosis:                         4.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.43914118540522, Current Price: 160.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.176
Date:                           Wed, 09 Oct 2024   AIC                             60.351
Time:                                   14:41:29   BIC                             63.176
Sample:                                        0   HQIC                            59.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1450      0.562     -0.258      0.796      -1.246       0.957
ma.L1          1.0000   7885.298      0.000      1.000   -1.55e+04    1.55e+04
ar.S.L7       -0.3108      0.264     -1.177      0.239      -0.828       0.207
ma.S.L7       -1.0000   9266.009     -0.000      1.000   -1.82e+04    1.82e+04
sigma2         1.5975   1.63e+04   9.78e-05      1.000    -3.2e+04     3.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.93   Prob(JB):                         0.74
Heteroskedasticity (H):               7.10   Skew:                            -0.52
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.47988616412982, Current Price: 161.66
BUY EXECUTED at 161.66
BUY ORDER COMPLETED at 161.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.395
Date:                           Wed, 09 Oct 2024   AIC                             60.790
Time:                                   14:41:29   BIC                             63.615
Sample:                                        0   HQIC                            60.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5465      0.918     -0.595      0.552      -2.345       1.252
ma.L1          1.0000   1.76e+04    5.7e-05      1.000   -3.44e+04    3.44e+04
ar.S.L7       -0.6599      0.544     -1.213      0.225      -1.726       0.407
ma.S.L7       -1.0000   3.92e+04  -2.55e-05      1.000   -7.68e+04    7.68e+04
sigma2         1.5529   7.31e+04   2.13e-05      1.000   -1.43e+05    1.43e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.87   Prob(JB):                         0.52
Heteroskedasticity (H):               6.60   Skew:                            -0.45
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.4862965213974, Current Price: 161.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.059
Date:                           Wed, 09 Oct 2024   AIC                             60.117
Time:                                   14:41:29   BIC                             62.942
Sample:                                        0   HQIC                            59.537
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3856      0.612     -0.630      0.528      -1.584       0.813
ma.L1          1.0000   9435.522      0.000      1.000   -1.85e+04    1.85e+04
ar.S.L7       -0.4383      0.222     -1.972      0.049      -0.874      -0.003
ma.S.L7       -1.0000   2.06e+04  -4.86e-05      1.000   -4.03e+04    4.03e+04
sigma2         1.5852   3.25e+04   4.88e-05      1.000   -6.37e+04    6.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.68   Prob(JB):                         0.93
Heteroskedasticity (H):               1.59   Skew:                             0.11
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.13679060042602, Current Price: 161.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.141
Date:                           Wed, 09 Oct 2024   AIC                             62.282
Time:                                   14:41:29   BIC                             65.107
Sample:                                        0   HQIC                            61.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3994      1.139     -0.351      0.726      -2.631       1.833
ma.L1          1.0000   4474.545      0.000      1.000   -8768.947    8770.947
ar.S.L7       -0.3465      0.243     -1.425      0.154      -0.823       0.130
ma.S.L7       -1.0001   8775.841     -0.000      1.000   -1.72e+04    1.72e+04
sigma2         1.8789   1.09e+04      0.000      1.000   -2.14e+04    2.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.88   Prob(JB):                         0.65
Heteroskedasticity (H):               3.06   Skew:                             0.61
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.89063750581093, Current Price: 162.2
SELL EXECUTED at 162.2
SELL ORDER COMPLETED at 162.36
OPERATION PROFIT, GROSS 0.8900000000000148, NET 0.5661700000000147
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.383
Date:                           Wed, 09 Oct 2024   AIC                             64.767
Time:                                   14:41:29   BIC                             67.592
Sample:                                        0   HQIC                            64.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3811      1.389     -0.274      0.784      -3.104       2.342
ma.L1          0.6831      1.229      0.556      0.578      -1.725       3.091
ar.S.L7       -0.5144      0.250     -2.059      0.039      -1.004      -0.025
ma.S.L7       -1.0001   9174.732     -0.000      1.000    -1.8e+04     1.8e+04
sigma2         2.3901   2.19e+04      0.000      1.000    -4.3e+04     4.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.75   Prob(JB):                         0.95
Heteroskedasticity (H):               0.95   Skew:                             0.21
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.75769487402806, Current Price: 162.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.258
Date:                           Wed, 09 Oct 2024   AIC                             64.516
Time:                                   14:41:29   BIC                             67.340
Sample:                                        0   HQIC                            63.935
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3563      1.685     -0.211      0.833      -3.658       2.946
ma.L1          1.6430      3.601      0.456      0.648      -5.414       8.700
ar.S.L7       -0.5593      0.229     -2.446      0.014      -1.007      -0.111
ma.S.L7       -1.0000   1.98e+04  -5.04e-05      1.000   -3.89e+04    3.89e+04
sigma2         0.8672   1.72e+04   5.04e-05      1.000   -3.37e+04    3.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.96   Prob(JB):                         0.96
Heteroskedasticity (H):               0.49   Skew:                             0.19
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.85065840501906, Current Price: 163.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.844
Date:                           Wed, 09 Oct 2024   AIC                             65.687
Time:                                   14:41:29   BIC                             68.512
Sample:                                        0   HQIC                            65.106
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2433      4.238      0.057      0.954      -8.064       8.550
ma.L1         -0.0070      4.486     -0.002      0.999      -8.798       8.784
ar.S.L7       -0.8605      1.039     -0.829      0.407      -2.896       1.175
ma.S.L7       -0.3500      1.154     -0.303      0.762      -2.612       1.912
sigma2         4.0310      3.815      1.057      0.291      -3.445      11.507
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.79   Prob(JB):                         0.81
Heteroskedasticity (H):               3.83   Skew:                             0.42
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.2240653998296, Current Price: 162.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.022
Date:                           Wed, 09 Oct 2024   AIC                             66.043
Time:                                   14:41:29   BIC                             68.868
Sample:                                        0   HQIC                            65.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2664      3.362      0.079      0.937      -6.323       6.856
ma.L1          0.0123      3.488      0.004      0.997      -6.824       6.849
ar.S.L7       -0.6624      1.005     -0.659      0.510      -2.633       1.308
ma.S.L7       -0.3974      1.671     -0.238      0.812      -3.673       2.878
sigma2         4.0758      5.066      0.804      0.421      -5.854      14.006
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.80   Prob(JB):                         0.84
Heteroskedasticity (H):               2.25   Skew:                             0.37
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.1087266246211, Current Price: 163.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.624
Date:                           Wed, 09 Oct 2024   AIC                             65.249
Time:                                   14:41:29   BIC                             68.074
Sample:                                        0   HQIC                            64.668
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2392      4.176      0.057      0.954      -7.946       8.425
ma.L1         -0.1122      4.331     -0.026      0.979      -8.601       8.377
ar.S.L7       -0.9913      0.311     -3.185      0.001      -1.601      -0.381
ma.S.L7        1.0000   5.22e+04   1.92e-05      1.000   -1.02e+05    1.02e+05
sigma2         2.4718   1.29e+05   1.92e-05      1.000   -2.53e+05    2.53e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.68
Prob(Q):                              1.00   Prob(JB):                         0.43
Heteroskedasticity (H):               2.90   Skew:                             0.88
Prob(H) (two-sided):                  0.33   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.42578222261633, Current Price: 163.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.563
Date:                           Wed, 09 Oct 2024   AIC                             63.125
Time:                                   14:41:29   BIC                             65.950
Sample:                                        0   HQIC                            62.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1752      4.159      0.042      0.966      -7.976       8.326
ma.L1         -0.0375      4.192     -0.009      0.993      -8.254       8.179
ar.S.L7       -0.9600      0.276     -3.476      0.001      -1.501      -0.419
ma.S.L7        1.0000      1e+05   9.95e-06      1.000   -1.97e+05    1.97e+05
sigma2         2.0993   2.11e+05   9.95e-06      1.000   -4.13e+05    4.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 4.10
Prob(Q):                              0.50   Prob(JB):                         0.13
Heteroskedasticity (H):               0.74   Skew:                             1.34
Prob(H) (two-sided):                  0.77   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.4848098912656, Current Price: 161.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.747
Date:                           Wed, 09 Oct 2024   AIC                             63.493
Time:                                   14:41:29   BIC                             66.318
Sample:                                        0   HQIC                            62.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1626      8.638      0.019      0.985     -16.768      17.093
ma.L1         -0.0754      8.327     -0.009      0.993     -16.395      16.245
ar.S.L7       -0.8896      0.282     -3.153      0.002      -1.443      -0.337
ma.S.L7        1.0000   1.74e+05   5.76e-06      1.000    -3.4e+05     3.4e+05
sigma2         2.1596   3.75e+05   5.76e-06      1.000   -7.34e+05    7.34e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 3.87
Prob(Q):                              0.40   Prob(JB):                         0.14
Heteroskedasticity (H):               0.10   Skew:                             1.30
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.44638868789497, Current Price: 162.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.363
Date:                           Wed, 09 Oct 2024   AIC                             64.726
Time:                                   14:41:29   BIC                             67.550
Sample:                                        0   HQIC                            64.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1606      8.010      0.020      0.984     -15.540      15.861
ma.L1         -0.0834      7.842     -0.011      0.992     -15.453      15.286
ar.S.L7       -0.8399      0.242     -3.465      0.001      -1.315      -0.365
ma.S.L7        1.0000   8.41e+04   1.19e-05      1.000   -1.65e+05    1.65e+05
sigma2         2.3744      2e+05   1.19e-05      1.000   -3.91e+05    3.91e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 2.13
Prob(Q):                              0.45   Prob(JB):                         0.34
Heteroskedasticity (H):               0.11   Skew:                             0.98
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.5198638290539, Current Price: 161.78
BUY EXECUTED at 161.78
BUY ORDER COMPLETED at 161.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.435
Date:                           Wed, 09 Oct 2024   AIC                             62.870
Time:                                   14:41:29   BIC                             65.695
Sample:                                        0   HQIC                            62.290
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7603      0.464     -1.638      0.102      -1.670       0.150
ma.L1          1.0000   1.36e+04   7.35e-05      1.000   -2.66e+04    2.67e+04
ar.S.L7       -0.8039      0.266     -3.028      0.002      -1.324      -0.283
ma.S.L7        0.9091      8.681      0.105      0.917     -16.106      17.924
sigma2         1.8100   2.46e+04   7.36e-05      1.000   -4.82e+04    4.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.97   Prob(JB):                         0.45
Heteroskedasticity (H):               0.20   Skew:                             0.85
Prob(H) (two-sided):                  0.15   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.29864268395502, Current Price: 162.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.290
Date:                           Wed, 09 Oct 2024   AIC                             52.580
Time:                                   14:41:29   BIC                             55.405
Sample:                                        0   HQIC                            51.999
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0630    489.427     -0.000      1.000    -959.323     959.197
ma.L1          0.0625    489.377      0.000      1.000    -959.099     959.224
ar.S.L7       -0.5184      0.495     -1.048      0.295      -1.488       0.451
ma.S.L7        0.1080      0.666      0.162      0.871      -1.197       1.413
sigma2         1.5418      0.605      2.548      0.011       0.356       2.728
===================================================================================
Ljung-Box (L1) (Q):                   2.06   Jarque-Bera (JB):                 4.10
Prob(Q):                              0.15   Prob(JB):                         0.13
Heteroskedasticity (H):               0.31   Skew:                             1.24
Prob(H) (two-sided):                  0.28   Kurtosis:                         4.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.39434128141625, Current Price: 160.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.360
Date:                           Wed, 09 Oct 2024   AIC                             48.719
Time:                                   14:41:29   BIC                             51.544
Sample:                                        0   HQIC                            48.138
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3415      0.851     -0.401      0.688      -2.009       1.326
ma.L1         -0.0278      0.864     -0.032      0.974      -1.722       1.666
ar.S.L7       -0.0956      0.173     -0.551      0.581      -0.435       0.244
ma.S.L7       -1.0001   4397.225     -0.000      1.000   -8619.403    8617.403
sigma2         0.6935   3049.468      0.000      1.000   -5976.154    5977.542
===================================================================================
Ljung-Box (L1) (Q):                   1.13   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.29   Prob(JB):                         0.89
Heteroskedasticity (H):               0.40   Skew:                             0.09
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.18089022382006, Current Price: 157.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -177.493
Date:                           Wed, 09 Oct 2024   AIC                            364.986
Time:                                   14:41:29   BIC                            367.810
Sample:                                        0   HQIC                           364.405
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1       -100.3003   2.91e+05     -0.000      1.000   -5.71e+05    5.71e+05
ma.L1       -139.6710   8.89e+05     -0.000      1.000   -1.74e+06    1.74e+06
ar.S.L7     -147.3610   4.26e+05     -0.000      1.000   -8.35e+05    8.35e+05
ma.S.L7     -121.3929   3.57e+05     -0.000      1.000   -7.01e+05       7e+05
sigma2       393.5849   3.78e+06      0.000      1.000    -7.4e+06     7.4e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.74   Prob(JB):                         0.80
Heteroskedasticity (H):               1.55   Skew:                             0.36
Prob(H) (two-sided):                  0.68   Kurtosis:                         3.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 2900.4434352138287, Current Price: 159.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.863
Date:                           Wed, 09 Oct 2024   AIC                             61.726
Time:                                   14:41:30   BIC                             64.551
Sample:                                        0   HQIC                            61.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4253      2.200     -0.193      0.847      -4.738       3.887
ma.L1          0.1986      2.130      0.093      0.926      -3.976       4.373
ar.S.L7       -0.2657      0.249     -1.066      0.286      -0.754       0.223
ma.S.L7        0.3989      1.277      0.312      0.755      -2.104       2.902
sigma2         2.9244      2.233      1.310      0.190      -1.452       7.301
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.92   Prob(JB):                         0.98
Heteroskedasticity (H):               1.41   Skew:                             0.11
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.98739741595017, Current Price: 161.98
SELL EXECUTED at 161.98
SELL ORDER COMPLETED at 161.52
OPERATION PROFIT, GROSS -0.18999999999999773, NET -0.5132299999999977
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.062
Date:                           Wed, 09 Oct 2024   AIC                             62.123
Time:                                   14:41:30   BIC                             64.948
Sample:                                        0   HQIC                            61.543
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6605      0.556     -1.188      0.235      -1.750       0.429
ma.L1          1.0000   7.59e+04   1.32e-05      1.000   -1.49e+05    1.49e+05
ar.S.L7       -0.3823      0.321     -1.192      0.233      -1.011       0.246
ma.S.L7       -0.0462      0.905     -0.051      0.959      -1.820       1.727
sigma2         2.7703    2.1e+05   1.32e-05      1.000   -4.12e+05    4.12e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.88   Prob(JB):                         0.84
Heteroskedasticity (H):               2.30   Skew:                            -0.06
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.59018929062924, Current Price: 161.92
BUY EXECUTED at 161.92
BUY ORDER COMPLETED at 162.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.252
Date:                           Wed, 09 Oct 2024   AIC                             60.504
Time:                                   14:41:30   BIC                             63.329
Sample:                                        0   HQIC                            59.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6064      0.368     -1.647      0.100      -1.328       0.115
ma.L1          1.0000   2568.936      0.000      1.000   -5034.022    5036.022
ar.S.L7       -0.3105      0.273     -1.136      0.256      -0.846       0.225
ma.S.L7       -8.8583     66.298     -0.134      0.894    -138.799     121.083
sigma2         0.0310     79.486      0.000      1.000    -155.759     155.821
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.70   Prob(JB):                         0.82
Heteroskedasticity (H):               1.91   Skew:                             0.06
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.39051710111048, Current Price: 163.22
SELL EXECUTED at 163.22
SELL ORDER COMPLETED at 162.82
OPERATION PROFIT, GROSS 0.030000000000001137, NET -0.2956099999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.666
Date:                           Wed, 09 Oct 2024   AIC                             59.333
Time:                                   14:41:30   BIC                             62.157
Sample:                                        0   HQIC                            58.752
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5360      0.452     -1.185      0.236      -1.422       0.350
ma.L1          1.0000   9857.947      0.000      1.000   -1.93e+04    1.93e+04
ar.S.L7       -0.3385      0.426     -0.794      0.427      -1.174       0.497
ma.S.L7       -0.1110      0.930     -0.119      0.905      -1.934       1.712
sigma2         2.2426   2.21e+04      0.000      1.000   -4.33e+04    4.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.86   Prob(JB):                         0.86
Heteroskedasticity (H):               3.94   Skew:                            -0.06
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.77783419881783, Current Price: 162.76
BUY EXECUTED at 162.76
BUY ORDER COMPLETED at 164.1679
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.187
Date:                           Wed, 09 Oct 2024   AIC                             58.375
Time:                                   14:41:30   BIC                             61.199
Sample:                                        0   HQIC                            57.794
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5247      0.282     -1.864      0.062      -1.076       0.027
ma.L1          1.0000   3949.196      0.000      1.000   -7739.281    7741.281
ar.S.L7       -0.1402      0.327     -0.428      0.668      -0.781       0.501
ma.S.L7       -0.1589      0.782     -0.203      0.839      -1.691       1.373
sigma2         2.1406   8453.097      0.000      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.69   Prob(JB):                         0.84
Heteroskedasticity (H):               7.51   Skew:                             0.39
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.22694662185089, Current Price: 164.51
SELL EXECUTED at 164.51
SELL ORDER COMPLETED at 162.75
OPERATION PROFIT, GROSS -1.417900000000003, NET -1.744817900000003
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.777
Date:                           Wed, 09 Oct 2024   AIC                             61.553
Time:                                   14:41:30   BIC                             64.378
Sample:                                        0   HQIC                            60.973
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3844      1.029     -0.373      0.709      -2.402       1.633
ma.L1          0.6807      1.191      0.572      0.568      -1.654       3.015
ar.S.L7       -0.5183      0.600     -0.864      0.388      -1.695       0.658
ma.S.L7       -1.0001   1.47e+04  -6.82e-05      1.000   -2.87e+04    2.87e+04
sigma2         1.8659   2.74e+04   6.82e-05      1.000   -5.36e+04    5.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.70   Prob(JB):                         0.67
Heteroskedasticity (H):               4.05   Skew:                            -0.59
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.3821634705954, Current Price: 163.27
BUY EXECUTED at 163.27
BUY ORDER COMPLETED at 162.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.909
Date:                           Wed, 09 Oct 2024   AIC                             61.818
Time:                                   14:41:30   BIC                             64.642
Sample:                                        0   HQIC                            61.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7157      1.062      0.674      0.500      -1.365       2.796
ma.L1         -0.9724      6.916     -0.141      0.888     -14.528      12.583
ar.S.L7       -0.0020      0.007     -0.276      0.783      -0.016       0.012
ma.S.L7       -0.9703     29.661     -0.033      0.974     -59.104      57.163
sigma2         1.9789     63.839      0.031      0.975    -123.143     127.101
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.62   Prob(JB):                         0.74
Heteroskedasticity (H):               3.95   Skew:                            -0.51
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.77098598616828, Current Price: 162.28
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.248
Date:                           Wed, 09 Oct 2024   AIC                             60.496
Time:                                   14:41:30   BIC                             63.321
Sample:                                        0   HQIC                            59.915
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4375      0.606      0.722      0.470      -0.750       1.625
ma.L1         -1.0000   1.19e+04  -8.41e-05      1.000   -2.33e+04    2.33e+04
ar.S.L7       -0.3652      0.295     -1.237      0.216      -0.944       0.214
ma.S.L7       -1.0001   1.35e+04  -7.42e-05      1.000   -2.64e+04    2.64e+04
sigma2         1.4621   3.14e+04   4.66e-05      1.000   -6.15e+04    6.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.55   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.46   Prob(JB):                         0.57
Heteroskedasticity (H):               1.18   Skew:                            -0.70
Prob(H) (two-sided):                  0.87   Kurtosis:                         3.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.633624626019, Current Price: 163.43
SELL EXECUTED at 163.43
SELL ORDER COMPLETED at 162.77
OPERATION PROFIT, GROSS 0.040000000000020464, NET -0.28549999999997955
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.787
Date:                           Wed, 09 Oct 2024   AIC                             61.575
Time:                                   14:41:30   BIC                             64.399
Sample:                                        0   HQIC                            60.994
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4410      0.954      0.462      0.644      -1.430       2.312
ma.L1         -0.8334      1.407     -0.592      0.554      -3.591       1.924
ar.S.L7       -0.2936      0.497     -0.591      0.555      -1.268       0.680
ma.S.L7       -1.0002   4687.635     -0.000      1.000   -9188.597    9186.596
sigma2         1.7812   8350.576      0.000      1.000   -1.64e+04    1.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.69   Prob(JB):                         0.73
Heteroskedasticity (H):               0.56   Skew:                            -0.54
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.3723716488049, Current Price: 162.72
BUY EXECUTED at 162.72
BUY ORDER COMPLETED at 164.07
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.569
Date:                           Wed, 09 Oct 2024   AIC                             61.138
Time:                                   14:41:30   BIC                             63.963
Sample:                                        0   HQIC                            60.558
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4209      0.573      0.734      0.463      -0.702       1.544
ma.L1         -1.0000   3061.180     -0.000      1.000   -6000.802    5998.802
ar.S.L7       -0.3779      0.320     -1.180      0.238      -1.006       0.250
ma.S.L7       -1.0001   1.43e+04  -7.01e-05      1.000    -2.8e+04     2.8e+04
sigma2         1.5416   2.33e+04   6.62e-05      1.000   -4.57e+04    4.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.59   Prob(JB):                         0.55
Heteroskedasticity (H):               0.18   Skew:                            -0.74
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.4524949045367, Current Price: 165.35
SELL EXECUTED at 165.35
SELL ORDER COMPLETED at 166.24
OPERATION PROFIT, GROSS 2.170000000000016, NET 1.839690000000016
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.909
Date:                           Wed, 09 Oct 2024   AIC                             63.817
Time:                                   14:41:30   BIC                             66.642
Sample:                                        0   HQIC                            63.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3943      1.080      0.365      0.715      -1.722       2.511
ma.L1         -0.7144      0.790     -0.904      0.366      -2.263       0.834
ar.S.L7       -0.2301      0.467     -0.493      0.622      -1.145       0.685
ma.S.L7       -0.7214      2.521     -0.286      0.775      -5.663       4.220
sigma2         2.8145      5.105      0.551      0.581      -7.190      12.819
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.99   Prob(JB):                         0.73
Heteroskedasticity (H):               0.42   Skew:                            -0.47
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.07337110479185, Current Price: 166.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.605
Date:                           Wed, 09 Oct 2024   AIC                             63.210
Time:                                   14:41:30   BIC                             66.035
Sample:                                        0   HQIC                            62.629
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4043      0.726      0.557      0.577      -1.018       1.827
ma.L1         -0.6496      0.746     -0.871      0.384      -2.112       0.813
ar.S.L7       -0.3282      0.537     -0.611      0.541      -1.381       0.725
ma.S.L7       -1.0019    475.589     -0.002      0.998    -933.139     931.135
sigma2         2.0946    997.300      0.002      0.998   -1952.578    1956.767
===================================================================================
Ljung-Box (L1) (Q):                   1.29   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.26   Prob(JB):                         0.64
Heteroskedasticity (H):               0.60   Skew:                            -0.62
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.97314647474025, Current Price: 165.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.684
Date:                           Wed, 09 Oct 2024   AIC                             57.369
Time:                                   14:41:30   BIC                             60.193
Sample:                                        0   HQIC                            56.788
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2616      0.816      0.321      0.748      -1.337       1.860
ma.L1         -0.6502      0.698     -0.932      0.351      -2.018       0.717
ar.S.L7       -0.6270      0.634     -0.989      0.323      -1.870       0.616
ma.S.L7       -0.0931      0.636     -0.146      0.884      -1.340       1.153
sigma2         2.2232      1.276      1.742      0.081      -0.278       4.724
===================================================================================
Ljung-Box (L1) (Q):                   2.20   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.14   Prob(JB):                         0.67
Heteroskedasticity (H):               1.30   Skew:                            -0.13
Prob(H) (two-sided):                  0.81   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.09969523161445, Current Price: 166.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.559
Date:                           Wed, 09 Oct 2024   AIC                             61.118
Time:                                   14:41:30   BIC                             63.943
Sample:                                        0   HQIC                            60.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2693     13.457      0.020      0.984     -26.106      26.645
ma.L1         -0.2903     13.514     -0.021      0.983     -26.777      26.196
ar.S.L7       -0.1983      0.749     -0.265      0.791      -1.666       1.270
ma.S.L7       -1.0002   4428.081     -0.000      1.000   -8679.880    8677.879
sigma2         1.7991   7967.654      0.000      1.000   -1.56e+04    1.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.79   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.05   Prob(JB):                         0.60
Heteroskedasticity (H):               0.98   Skew:                             0.07
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.16002629457589, Current Price: 168.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.025
Date:                           Wed, 09 Oct 2024   AIC                             58.050
Time:                                   14:41:30   BIC                             60.875
Sample:                                        0   HQIC                            57.470
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3737      1.598     -0.234      0.815      -3.506       2.758
ma.L1          0.1162      1.545      0.075      0.940      -2.912       3.144
ar.S.L7       -0.5350      0.608     -0.879      0.379      -1.727       0.657
ma.S.L7       -0.1291      1.308     -0.099      0.921      -2.693       2.435
sigma2         2.3467      1.648      1.424      0.155      -0.884       5.578
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.32   Prob(JB):                         0.80
Heteroskedasticity (H):               1.07   Skew:                            -0.20
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.51077043116868, Current Price: 167.04
BUY EXECUTED at 167.04
BUY ORDER COMPLETED at 167.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.084
Date:                           Wed, 09 Oct 2024   AIC                             60.169
Time:                                   14:41:30   BIC                             62.994
Sample:                                        0   HQIC                            59.588
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0252      0.838      0.030      0.976      -1.617       1.668
ma.L1         -0.5058      0.753     -0.672      0.502      -1.982       0.971
ar.S.L7       -0.4961      0.207     -2.395      0.017      -0.902      -0.090
ma.S.L7        1.0001   2.07e+04   4.82e-05      1.000   -4.06e+04    4.06e+04
sigma2         1.6726   3.47e+04   4.82e-05      1.000    -6.8e+04     6.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.62   Prob(JB):                         0.48
Heteroskedasticity (H):               1.44   Skew:                             0.12
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.71363439290576, Current Price: 166.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.909
Date:                           Wed, 09 Oct 2024   AIC                             59.818
Time:                                   14:41:30   BIC                             62.643
Sample:                                        0   HQIC                            59.238
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2944      1.947      0.151      0.880      -3.522       4.110
ma.L1         -0.6233      1.434     -0.435      0.664      -3.435       2.188
ar.S.L7       -0.4228      0.335     -1.263      0.207      -1.079       0.233
ma.S.L7        0.0737      0.849      0.087      0.931      -1.590       1.737
sigma2         2.6931      1.926      1.398      0.162      -1.082       6.468
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.71   Prob(JB):                         0.60
Heteroskedasticity (H):               1.05   Skew:                             0.15
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.81400344460056, Current Price: 166.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.781
Date:                           Wed, 09 Oct 2024   AIC                             57.562
Time:                                   14:41:30   BIC                             60.387
Sample:                                        0   HQIC                            56.982
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5793      0.479      1.209      0.227      -0.360       1.518
ma.L1         -1.0000   7280.201     -0.000      1.000   -1.43e+04    1.43e+04
ar.S.L7       -0.4159      0.445     -0.934      0.350      -1.288       0.457
ma.S.L7       -1.0006   2115.867     -0.000      1.000   -4148.025    4146.023
sigma2         1.0945   8491.617      0.000      1.000   -1.66e+04    1.66e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.60   Prob(JB):                         0.71
Heteroskedasticity (H):               0.57   Skew:                             0.24
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.6829521165328, Current Price: 166.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.319
Date:                           Wed, 09 Oct 2024   AIC                             52.638
Time:                                   14:41:30   BIC                             55.463
Sample:                                        0   HQIC                            52.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3636      0.546     -0.665      0.506      -1.435       0.707
ma.L1          0.7518      0.448      1.677      0.094      -0.127       1.631
ar.S.L7       -0.3661      0.270     -1.356      0.175      -0.895       0.163
ma.S.L7       -1.0000   1.48e+04  -6.74e-05      1.000   -2.91e+04    2.91e+04
sigma2         0.9471   1.41e+04   6.74e-05      1.000   -2.76e+04    2.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.88   Prob(JB):                         0.77
Heteroskedasticity (H):               1.70   Skew:                             0.30
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.44166159433203, Current Price: 166.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.855
Date:                           Wed, 09 Oct 2024   AIC                             53.709
Time:                                   14:41:30   BIC                             56.534
Sample:                                        0   HQIC                            53.129
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3458      0.970     -0.356      0.722      -2.248       1.556
ma.L1          0.7222      0.433      1.668      0.095      -0.127       1.571
ar.S.L7       -0.4216      0.613     -0.688      0.492      -1.623       0.780
ma.S.L7       -1.0002   5647.296     -0.000      1.000   -1.11e+04    1.11e+04
sigma2         1.0265   5797.137      0.000      1.000   -1.14e+04    1.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.64   Prob(JB):                         0.83
Heteroskedasticity (H):               0.11   Skew:                             0.14
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.15700706633837, Current Price: 166.22
SELL EXECUTED at 166.22
SELL ORDER COMPLETED at 165.86
OPERATION PROFIT, GROSS -1.509999999999991, NET -1.8432299999999908
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.405
Date:                           Wed, 09 Oct 2024   AIC                             50.809
Time:                                   14:41:30   BIC                             53.634
Sample:                                        0   HQIC                            50.228
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5444      0.743     -0.732      0.464      -2.001       0.912
ma.L1          0.7782      0.788      0.987      0.324      -0.767       2.324
ar.S.L7       -0.4345      0.664     -0.654      0.513      -1.736       0.867
ma.S.L7       -1.0003   3481.342     -0.000      1.000   -6824.305    6822.304
sigma2         0.7760   2702.119      0.000      1.000   -5295.280    5296.832
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.60   Prob(JB):                         0.90
Heteroskedasticity (H):               0.40   Skew:                            -0.29
Prob(H) (two-sided):                  0.40   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.72294524391035, Current Price: 165.66
BUY EXECUTED at 165.66
BUY ORDER COMPLETED at 167.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.849
Date:                           Wed, 09 Oct 2024   AIC                             51.697
Time:                                   14:41:30   BIC                             54.522
Sample:                                        0   HQIC                            51.117
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3845      0.466     -0.825      0.409      -1.298       0.529
ma.L1          0.6541      0.632      1.036      0.300      -0.584       1.892
ar.S.L7       -0.3760      0.329     -1.143      0.253      -1.020       0.268
ma.S.L7       -1.0001   4812.039     -0.000      1.000   -9432.423    9430.423
sigma2         0.8745   4208.443      0.000      1.000   -8247.523    8249.272
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.45   Prob(JB):                         0.84
Heteroskedasticity (H):               0.37   Skew:                             0.40
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.62232644848896, Current Price: 167.81
SELL EXECUTED at 167.81
SELL ORDER COMPLETED at 167.69
OPERATION PROFIT, GROSS 0.07999999999998408, NET -0.25530000000001596
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.203
Date:                           Wed, 09 Oct 2024   AIC                             52.407
Time:                                   14:41:30   BIC                             55.231
Sample:                                        0   HQIC                            51.826
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3014     13.058      0.023      0.982     -25.292      25.895
ma.L1         -0.3289     12.844     -0.026      0.980     -25.502      24.844
ar.S.L7       -0.4723      0.299     -1.581      0.114      -1.058       0.113
ma.S.L7       -1.0000   1.52e+04  -6.59e-05      1.000   -2.98e+04    2.98e+04
sigma2         0.9204    1.4e+04   6.59e-05      1.000   -2.74e+04    2.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.66   Prob(JB):                         0.96
Heteroskedasticity (H):               0.15   Skew:                            -0.16
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.5933544314963, Current Price: 166.58
BUY EXECUTED at 166.58
BUY ORDER COMPLETED at 166.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.282
Date:                           Wed, 09 Oct 2024   AIC                             50.565
Time:                                   14:41:30   BIC                             53.389
Sample:                                        0   HQIC                            49.984
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1458     16.016      0.009      0.993     -31.245      31.536
ma.L1         -0.1658     15.839     -0.010      0.992     -31.210      30.878
ar.S.L7       -0.4752      0.348     -1.364      0.173      -1.158       0.208
ma.S.L7       -1.0001   4768.831     -0.000      1.000   -9347.738    9345.737
sigma2         0.7987   3808.815      0.000      1.000   -7464.342    7465.939
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.81   Prob(JB):                         1.00
Heteroskedasticity (H):               0.42   Skew:                             0.02
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.37486213639124, Current Price: 167.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.960
Date:                           Wed, 09 Oct 2024   AIC                             49.920
Time:                                   14:41:31   BIC                             52.745
Sample:                                        0   HQIC                            49.339
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0407      3.943      0.010      0.992      -7.688       7.769
ma.L1         -0.1312      3.727     -0.035      0.972      -7.436       7.174
ar.S.L7       -0.4375      0.326     -1.341      0.180      -1.077       0.202
ma.S.L7       -1.0000   1.81e+04  -5.53e-05      1.000   -3.54e+04    3.54e+04
sigma2         0.7601   1.37e+04   5.53e-05      1.000   -2.69e+04    2.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.97   Prob(JB):                         0.89
Heteroskedasticity (H):               0.26   Skew:                             0.33
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.74177646386028, Current Price: 170.06
SELL EXECUTED at 170.06
SELL ORDER COMPLETED at 171.53
OPERATION PROFIT, GROSS 4.900000000000006, NET 4.5618400000000054
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.639
Date:                           Wed, 09 Oct 2024   AIC                             55.279
Time:                                   14:41:31   BIC                             58.103
Sample:                                        0   HQIC                            54.698
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5356      0.499     -1.074      0.283      -1.513       0.442
ma.L1          0.5597      0.775      0.722      0.470      -0.960       2.079
ar.S.L7       -0.4831      0.385     -1.255      0.210      -1.238       0.272
ma.S.L7       -1.0001   7369.146     -0.000      1.000   -1.44e+04    1.44e+04
sigma2         1.1085   8168.999      0.000      1.000    -1.6e+04     1.6e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.59   Prob(JB):                         0.84
Heteroskedasticity (H):               0.79   Skew:                             0.05
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.13255427314581, Current Price: 171.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.322
Date:                           Wed, 09 Oct 2024   AIC                             52.645
Time:                                   14:41:31   BIC                             55.469
Sample:                                        0   HQIC                            52.064
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3517      1.323     -0.266      0.790      -2.944       2.241
ma.L1          0.6065      1.113      0.545      0.586      -1.574       2.787
ar.S.L7       -0.5209      0.586     -0.889      0.374      -1.670       0.628
ma.S.L7       -1.0004   3504.374     -0.000      1.000   -6869.447    6867.447
sigma2         0.9410   3297.705      0.000      1.000   -6462.441    6464.323
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.36   Prob(JB):                         0.86
Heteroskedasticity (H):               1.15   Skew:                             0.18
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.90923417060907, Current Price: 172.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.324
Date:                           Wed, 09 Oct 2024   AIC                             52.648
Time:                                   14:41:31   BIC                             55.473
Sample:                                        0   HQIC                            52.068
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2924      0.757     -0.386      0.699      -1.775       1.190
ma.L1          0.6107      0.687      0.889      0.374      -0.735       1.957
ar.S.L7       -0.8461      0.380     -2.227      0.026      -1.591      -0.102
ma.S.L7       -0.0992      0.541     -0.183      0.855      -1.159       0.961
sigma2         1.5516      1.107      1.401      0.161      -0.619       3.722
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.47   Prob(JB):                         0.87
Heteroskedasticity (H):               0.99   Skew:                             0.07
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.42820824761486, Current Price: 172.14
BUY EXECUTED at 172.14
BUY ORDER COMPLETED at 171.4321
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.634
Date:                           Wed, 09 Oct 2024   AIC                             47.267
Time:                                   14:41:31   BIC                             50.092
Sample:                                        0   HQIC                            46.687
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6344      0.316     -2.006      0.045      -1.254      -0.015
ma.L1          1.0000    4.7e+04   2.13e-05      1.000   -9.22e+04    9.22e+04
ar.S.L7       -0.7460      0.404     -1.846      0.065      -1.538       0.046
ma.S.L7       -0.1838      0.628     -0.293      0.770      -1.414       1.047
sigma2         0.8815   4.15e+04   2.13e-05      1.000   -8.12e+04    8.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.93   Prob(JB):                         0.42
Heteroskedasticity (H):               4.06   Skew:                             0.83
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.3042692104152, Current Price: 170.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.840
Date:                           Wed, 09 Oct 2024   AIC                             45.679
Time:                                   14:41:31   BIC                             48.504
Sample:                                        0   HQIC                            45.099
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5559      0.326     -1.707      0.088      -1.194       0.082
ma.L1          1.0000   1.52e+04   6.57e-05      1.000   -2.98e+04    2.98e+04
ar.S.L7       -0.8095      0.314     -2.577      0.010      -1.425      -0.194
ma.S.L7       -0.3656      0.732     -0.499      0.617      -1.800       1.069
sigma2         0.7536   1.15e+04   6.57e-05      1.000   -2.25e+04    2.25e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.89   Prob(JB):                         0.74
Heteroskedasticity (H):               4.79   Skew:                             0.46
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.21174153637722, Current Price: 171.13
SELL EXECUTED at 171.13
SELL ORDER COMPLETED at 172.05
OPERATION PROFIT, GROSS 0.6179000000000201, NET 0.2744179000000201
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.014
Date:                           Wed, 09 Oct 2024   AIC                             48.028
Time:                                   14:41:31   BIC                             50.853
Sample:                                        0   HQIC                            47.447
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3770      0.262      1.440      0.150      -0.136       0.890
ma.L1         -1.0000   4997.503     -0.000      1.000   -9795.927    9793.927
ar.S.L7       -1.0001      0.612     -1.634      0.102      -2.200       0.200
ma.S.L7       -0.3963      0.829     -0.478      0.632      -2.020       1.228
sigma2         0.8686   4341.226      0.000      1.000   -8507.778    8509.515
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.67   Prob(JB):                         0.77
Heteroskedasticity (H):               1.32   Skew:                            -0.43
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.92874869163495, Current Price: 172.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.883
Date:                           Wed, 09 Oct 2024   AIC                             47.766
Time:                                   14:41:31   BIC                             50.590
Sample:                                        0   HQIC                            47.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2290      0.824      0.278      0.781      -1.386       1.844
ma.L1         -1.0000   4401.426     -0.000      1.000   -8627.637    8625.637
ar.S.L7       -1.0649      0.340     -3.133      0.002      -1.731      -0.399
ma.S.L7       -0.8226      3.420     -0.241      0.810      -7.526       5.881
sigma2         0.6492   2855.769      0.000      1.000   -5596.555    5597.854
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.89   Prob(JB):                         0.50
Heteroskedasticity (H):               0.67   Skew:                            -0.80
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.62529089587548, Current Price: 174.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.497
Date:                           Wed, 09 Oct 2024   AIC                             50.994
Time:                                   14:41:31   BIC                             53.819
Sample:                                        0   HQIC                            50.414
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4108      0.505     -0.814      0.416      -1.400       0.579
ma.L1          1.0000   2.11e+04   4.74e-05      1.000   -4.13e+04    4.13e+04
ar.S.L7       -0.8702      0.475     -1.834      0.067      -1.800       0.060
ma.S.L7       -0.0980      0.508     -0.193      0.847      -1.094       0.898
sigma2         1.2003   2.53e+04   4.74e-05      1.000   -4.96e+04    4.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.89   Prob(JB):                         0.78
Heteroskedasticity (H):               1.85   Skew:                             0.06
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.3246220199947, Current Price: 175.04
BUY EXECUTED at 175.04
BUY ORDER COMPLETED at 175.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.840
Date:                           Wed, 09 Oct 2024   AIC                             51.680
Time:                                   14:41:31   BIC                             54.505
Sample:                                        0   HQIC                            51.099
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3515      0.710     -0.495      0.621      -1.744       1.041
ma.L1          1.0000   1.25e+04   7.97e-05      1.000   -2.46e+04    2.46e+04
ar.S.L7       -0.9332      0.517     -1.806      0.071      -1.946       0.080
ma.S.L7       -0.1905      0.641     -0.297      0.766      -1.447       1.066
sigma2         1.2964   1.63e+04   7.97e-05      1.000   -3.19e+04    3.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.38   Prob(JB):                         0.78
Heteroskedasticity (H):               2.24   Skew:                             0.18
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.20300806390662, Current Price: 175.16
SELL EXECUTED at 175.16
SELL ORDER COMPLETED at 175.32
OPERATION PROFIT, GROSS 0.18000000000000682, NET -0.17045999999999317
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.460
Date:                           Wed, 09 Oct 2024   AIC                             52.919
Time:                                   14:41:31   BIC                             55.744
Sample:                                        0   HQIC                            52.339
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4263      1.123     -0.380      0.704      -2.628       1.775
ma.L1          0.6597      1.165      0.566      0.571      -1.623       2.942
ar.S.L7       -0.7622      0.519     -1.468      0.142      -1.780       0.256
ma.S.L7       -0.0891      0.756     -0.118      0.906      -1.572       1.394
sigma2         1.5697      1.288      1.219      0.223      -0.955       4.094
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.66   Prob(JB):                         0.53
Heteroskedasticity (H):               0.58   Skew:                             0.00
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.20516873787517, Current Price: 175.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.293
Date:                           Wed, 09 Oct 2024   AIC                             50.586
Time:                                   14:41:31   BIC                             53.411
Sample:                                        0   HQIC                            50.005
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3455      0.736     -0.470      0.639      -1.787       1.097
ma.L1          0.5579      0.732      0.763      0.446      -0.876       1.992
ar.S.L7       -0.4204      0.696     -0.604      0.546      -1.785       0.944
ma.S.L7       -1.0001   8707.393     -0.000      1.000   -1.71e+04    1.71e+04
sigma2         0.8022   6985.292      0.000      1.000   -1.37e+04    1.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.79   Prob(JB):                         0.69
Heteroskedasticity (H):               0.69   Skew:                             0.29
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.76254321189455, Current Price: 176.04
BUY EXECUTED at 176.04
BUY ORDER COMPLETED at 176.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.447
Date:                           Wed, 09 Oct 2024   AIC                             50.894
Time:                                   14:41:31   BIC                             53.718
Sample:                                        0   HQIC                            50.313
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3202      1.417     -0.226      0.821      -3.098       2.457
ma.L1          0.5241      1.329      0.394      0.693      -2.081       3.130
ar.S.L7       -0.4268      0.817     -0.523      0.601      -2.027       1.174
ma.S.L7       -0.5877      2.737     -0.215      0.830      -5.951       4.776
sigma2         1.1599      1.653      0.702      0.483      -2.079       4.399
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.26   Prob(JB):                         0.82
Heteroskedasticity (H):               0.26   Skew:                             0.15
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.97002173628823, Current Price: 176.35
SELL EXECUTED at 176.35
SELL ORDER COMPLETED at 176.15
OPERATION PROFIT, GROSS 0.0, NET -0.3523
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.617
Date:                           Wed, 09 Oct 2024   AIC                             51.234
Time:                                   14:41:31   BIC                             54.058
Sample:                                        0   HQIC                            50.653
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3592      0.533     -0.674      0.500      -1.404       0.685
ma.L1          0.8644      0.582      1.486      0.137      -0.276       2.004
ar.S.L7       -0.7028      0.297     -2.367      0.018      -1.285      -0.121
ma.S.L7        0.6699      2.210      0.303      0.762      -3.661       5.001
sigma2         1.0653      1.733      0.615      0.539      -2.330       4.461
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.74   Prob(JB):                         0.87
Heteroskedasticity (H):               0.32   Skew:                            -0.01
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.35607262302528, Current Price: 177.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.089
Date:                           Wed, 09 Oct 2024   AIC                             46.178
Time:                                   14:41:31   BIC                             49.003
Sample:                                        0   HQIC                            45.597
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3288      0.431     -0.763      0.445      -1.173       0.516
ma.L1          0.6466      0.461      1.404      0.160      -0.256       1.549
ar.S.L7       -0.6213      0.233     -2.668      0.008      -1.078      -0.165
ma.S.L7        0.3502      0.624      0.561      0.575      -0.872       1.573
sigma2         0.8951      0.832      1.076      0.282      -0.736       2.526
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.53   Prob(JB):                         0.93
Heteroskedasticity (H):               0.33   Skew:                            -0.18
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.54432007731583, Current Price: 177.64
BUY EXECUTED at 177.64
BUY ORDER COMPLETED at 177.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.541
Date:                           Wed, 09 Oct 2024   AIC                             49.081
Time:                                   14:41:31   BIC                             51.906
Sample:                                        0   HQIC                            48.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4638      0.097      4.783      0.000       0.274       0.654
ma.L1         -1.0002    474.447     -0.002      0.998    -930.900     928.900
ar.S.L7       -0.3254      0.291     -1.119      0.263      -0.895       0.245
ma.S.L7       -1.0010   1192.304     -0.001      0.999   -2337.874    2335.872
sigma2         0.5832    819.931      0.001      0.999   -1606.452    1607.618
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 3.55
Prob(Q):                              0.40   Prob(JB):                         0.17
Heteroskedasticity (H):               0.79   Skew:                            -1.26
Prob(H) (two-sided):                  0.83   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.01214832659076, Current Price: 177.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.897
Date:                           Wed, 09 Oct 2024   AIC                             49.793
Time:                                   14:41:31   BIC                             52.618
Sample:                                        0   HQIC                            49.213
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3252      0.435      0.748      0.454      -0.527       1.177
ma.L1         -1.0000   3285.608     -0.000      1.000   -6440.674    6438.674
ar.S.L7       -0.2749      0.330     -0.833      0.405      -0.922       0.372
ma.S.L7       -0.2044      0.754     -0.271      0.786      -1.683       1.274
sigma2         1.0800   3548.924      0.000      1.000   -6954.684    6956.844
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 2.24
Prob(Q):                              0.85   Prob(JB):                         0.33
Heteroskedasticity (H):               1.02   Skew:                            -1.00
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.88223396773594, Current Price: 178.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.109
Date:                           Wed, 09 Oct 2024   AIC                             50.218
Time:                                   14:41:31   BIC                             53.043
Sample:                                        0   HQIC                            49.638
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3635      0.485      0.749      0.454      -0.587       1.314
ma.L1         -1.0000   3578.493     -0.000      1.000   -7014.717    7012.717
ar.S.L7       -0.3126      0.327     -0.956      0.339      -0.953       0.328
ma.S.L7       -0.1246      0.682     -0.183      0.855      -1.461       1.211
sigma2         1.1388   4075.419      0.000      1.000   -7986.536    7988.814
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 1.74
Prob(Q):                              0.49   Prob(JB):                         0.42
Heteroskedasticity (H):               0.80   Skew:                            -0.87
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.46338624225103, Current Price: 177.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.975
Date:                           Wed, 09 Oct 2024   AIC                             45.950
Time:                                   14:41:31   BIC                             48.775
Sample:                                        0   HQIC                            45.370
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3670      0.563      0.652      0.515      -0.737       1.471
ma.L1         -0.7387      0.611     -1.209      0.227      -1.937       0.459
ar.S.L7       -0.2245      0.416     -0.539      0.590      -1.041       0.592
ma.S.L7       -0.2346      0.733     -0.320      0.749      -1.672       1.202
sigma2         0.9031      0.589      1.533      0.125      -0.252       2.058
===================================================================================
Ljung-Box (L1) (Q):                   1.67   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.20   Prob(JB):                         0.49
Heteroskedasticity (H):               4.20   Skew:                            -0.71
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.13193758302262, Current Price: 178.77
SELL EXECUTED at 178.77
SELL ORDER COMPLETED at 175.83
OPERATION PROFIT, GROSS -1.5599999999999739, NET -1.9132199999999737
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.731
Date:                           Wed, 09 Oct 2024   AIC                             45.462
Time:                                   14:41:31   BIC                             48.286
Sample:                                        0   HQIC                            44.881
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3646      1.193     -0.306      0.760      -2.703       1.974
ma.L1          0.5678      0.973      0.584      0.560      -1.339       2.475
ar.S.L7       -0.1617      0.499     -0.324      0.746      -1.139       0.815
ma.S.L7       -0.2771      0.810     -0.342      0.732      -1.865       1.311
sigma2         0.8695      0.298      2.916      0.004       0.285       1.454
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 4.28
Prob(Q):                              0.45   Prob(JB):                         0.12
Heteroskedasticity (H):               2.44   Skew:                            -1.21
Prob(H) (two-sided):                  0.41   Kurtosis:                         4.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.3865232813431, Current Price: 175.27
BUY EXECUTED at 175.27
BUY ORDER COMPLETED at 176.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.559
Date:                           Wed, 09 Oct 2024   AIC                             55.118
Time:                                   14:41:31   BIC                             57.943
Sample:                                        0   HQIC                            54.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1011      0.801      0.126      0.900      -1.470       1.672
ma.L1         -2.0261      2.797     -0.724      0.469      -7.508       3.455
ar.S.L7       -0.3959      0.561     -0.705      0.481      -1.496       0.704
ma.S.L7       -1.0006   2206.279     -0.000      1.000   -4325.227    4323.226
sigma2         0.2758    608.651      0.000      1.000   -1192.658    1193.209
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.94   Prob(JB):                         0.55
Heteroskedasticity (H):               6.21   Skew:                            -0.70
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.3204917786421, Current Price: 177.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.714
Date:                           Wed, 09 Oct 2024   AIC                             55.429
Time:                                   14:41:31   BIC                             58.253
Sample:                                        0   HQIC                            54.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0149      1.015     -0.015      0.988      -2.005       1.975
ma.L1         -2.5090      7.470     -0.336      0.737     -17.150      12.132
ar.S.L7       -0.5859      0.896     -0.654      0.513      -2.343       1.171
ma.S.L7       -1.5018      5.643     -0.266      0.790     -12.562       9.559
sigma2         0.1096      0.799      0.137      0.891      -1.456       1.675
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.71   Prob(JB):                         0.50
Heteroskedasticity (H):              10.04   Skew:                            -0.79
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.6624131319268, Current Price: 177.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.710
Date:                           Wed, 09 Oct 2024   AIC                             55.420
Time:                                   14:41:31   BIC                             58.244
Sample:                                        0   HQIC                            54.839
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3960      4.252     -0.093      0.926      -8.729       7.937
ma.L1          0.1554      4.632      0.034      0.973      -8.923       9.234
ar.S.L7       -0.2922      0.606     -0.482      0.630      -1.480       0.896
ma.S.L7       -0.1297      1.603     -0.081      0.935      -3.271       3.011
sigma2         1.9146      1.271      1.507      0.132      -0.576       4.405
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 2.41
Prob(Q):                              0.72   Prob(JB):                         0.30
Heteroskedasticity (H):               7.73   Skew:                            -1.05
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.14699578158064, Current Price: 177.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.777
Date:                           Wed, 09 Oct 2024   AIC                             55.554
Time:                                   14:41:31   BIC                             58.379
Sample:                                        0   HQIC                            54.974
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3275      3.954     -0.083      0.934      -8.077       7.422
ma.L1          0.0676      4.188      0.016      0.987      -8.141       8.276
ar.S.L7       -0.2185      0.415     -0.527      0.599      -1.032       0.595
ma.S.L7       -0.1221      1.131     -0.108      0.914      -2.340       2.095
sigma2         1.9357      1.499      1.291      0.197      -1.002       4.874
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.94
Prob(Q):                              0.77   Prob(JB):                         0.38
Heteroskedasticity (H):               6.06   Skew:                            -0.95
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.0154662910883, Current Price: 176.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.774
Date:                           Wed, 09 Oct 2024   AIC                             55.549
Time:                                   14:41:31   BIC                             58.373
Sample:                                        0   HQIC                            54.968
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3948      3.509     -0.113      0.910      -7.272       6.483
ma.L1          0.1586      3.656      0.043      0.965      -7.008       7.325
ar.S.L7       -0.2575      0.433     -0.594      0.553      -1.107       0.592
ma.S.L7       -0.2229      1.236     -0.180      0.857      -2.646       2.200
sigma2         1.9078      1.433      1.331      0.183      -0.901       4.717
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.36   Prob(JB):                         0.48
Heteroskedasticity (H):               0.30   Skew:                            -0.82
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.18053067273084, Current Price: 177.74
SELL EXECUTED at 177.74
SELL ORDER COMPLETED at 176.33
OPERATION PROFIT, GROSS -0.3199999999999932, NET -0.6729799999999933
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.382
Date:                           Wed, 09 Oct 2024   AIC                             54.764
Time:                                   14:41:31   BIC                             57.588
Sample:                                        0   HQIC                            54.183
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3664      3.360     -0.109      0.913      -6.951       6.218
ma.L1          0.0576      3.555      0.016      0.987      -6.911       7.026
ar.S.L7       -0.0383      0.832     -0.046      0.963      -1.669       1.593
ma.S.L7       -0.3089      1.166     -0.265      0.791      -2.594       1.976
sigma2         1.7612      1.571      1.121      0.262      -1.319       4.841
===================================================================================
Ljung-Box (L1) (Q):                   1.46   Jarque-Bera (JB):                 1.94
Prob(Q):                              0.23   Prob(JB):                         0.38
Heteroskedasticity (H):               0.36   Skew:                            -0.93
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.890196489644, Current Price: 175.74
BUY EXECUTED at 175.74
BUY ORDER COMPLETED at 173.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.213
Date:                           Wed, 09 Oct 2024   AIC                             56.427
Time:                                   14:41:31   BIC                             59.251
Sample:                                        0   HQIC                            55.846
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6984      0.995     -0.702      0.483      -2.648       1.251
ma.L1          0.4629      1.240      0.373      0.709      -1.967       2.893
ar.S.L7       -0.1356      0.459     -0.296      0.768      -1.035       0.764
ma.S.L7       -1.1915     13.715     -0.087      0.931     -28.073      25.690
sigma2         0.9985     14.471      0.069      0.945     -27.364      29.360
===================================================================================
Ljung-Box (L1) (Q):                   2.94   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.09   Prob(JB):                         0.77
Heteroskedasticity (H):               1.37   Skew:                            -0.35
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.58512942140322, Current Price: 174.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.214
Date:                           Wed, 09 Oct 2024   AIC                             56.428
Time:                                   14:41:31   BIC                             59.253
Sample:                                        0   HQIC                            55.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6367      0.976     -0.652      0.514      -2.550       1.276
ma.L1          0.4719      1.304      0.362      0.717      -2.084       3.028
ar.S.L7       -0.1591      0.510     -0.312      0.755      -1.159       0.841
ma.S.L7       -1.0007   2394.484     -0.000      1.000   -4694.102    4692.101
sigma2         1.2045   2884.968      0.000      1.000   -5653.229    5655.638
===================================================================================
Ljung-Box (L1) (Q):                   2.73   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.10   Prob(JB):                         0.76
Heteroskedasticity (H):               0.86   Skew:                            -0.45
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.50215858108737, Current Price: 174.05
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.293
Date:                           Wed, 09 Oct 2024   AIC                             56.586
Time:                                   14:41:32   BIC                             59.411
Sample:                                        0   HQIC                            56.006
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2642      2.180     -0.121      0.904      -4.536       4.008
ma.L1        -11.7140    282.913     -0.041      0.967    -566.214     542.786
ar.S.L7       -0.0391      0.771     -0.051      0.960      -1.551       1.473
ma.S.L7       -0.5254      2.414     -0.218      0.828      -5.257       4.206
sigma2         0.0135      0.670      0.020      0.984      -1.300       1.327
===================================================================================
Ljung-Box (L1) (Q):                   3.93   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.05   Prob(JB):                         0.56
Heteroskedasticity (H):               4.49   Skew:                            -0.70
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.554751060728, Current Price: 171.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.964
Date:                           Wed, 09 Oct 2024   AIC                             61.928
Time:                                   14:41:32   BIC                             64.752
Sample:                                        0   HQIC                            61.347
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4227      2.680     -0.158      0.875      -5.675       4.829
ma.L1          0.2328      2.743      0.085      0.932      -5.144       5.610
ar.S.L7       -0.7104      0.818     -0.869      0.385      -2.313       0.893
ma.S.L7        0.0938      0.635      0.148      0.883      -1.150       1.338
sigma2         3.1700      1.696      1.869      0.062      -0.154       6.493
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.32   Prob(JB):                         0.89
Heteroskedasticity (H):               1.29   Skew:                            -0.23
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.37183801132642, Current Price: 165.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.831
Date:                           Wed, 09 Oct 2024   AIC                             59.663
Time:                                   14:41:32   BIC                             62.487
Sample:                                        0   HQIC                            59.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.3107      0.198      6.614      0.000       0.922       1.699
ma.L1         -1.0000   8349.807     -0.000      1.000   -1.64e+04    1.64e+04
ar.S.L7       -0.4831      0.535     -0.902      0.367      -1.532       0.566
ma.S.L7       -1.0001   1.26e+04  -7.91e-05      1.000   -2.48e+04    2.48e+04
sigma2         1.2933   1.61e+04   8.05e-05      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.49   Jarque-Bera (JB):                 1.99
Prob(Q):                              0.11   Prob(JB):                         0.37
Heteroskedasticity (H):               0.20   Skew:                            -0.93
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.31353710296565, Current Price: 164.93
SELL EXECUTED at 164.93
SELL ORDER COMPLETED at 166.52
OPERATION PROFIT, GROSS -6.639999999999986, NET -6.979679999999986
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.573
Date:                           Wed, 09 Oct 2024   AIC                             63.147
Time:                                   14:41:32   BIC                             65.971
Sample:                                        0   HQIC                            62.566
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1351      0.383      2.961      0.003       0.384       1.886
ma.L1         -1.0000    2.9e+04  -3.45e-05      1.000   -5.69e+04    5.69e+04
ar.S.L7       -0.5221      0.877     -0.596      0.551      -2.240       1.196
ma.S.L7       -0.5407      1.309     -0.413      0.680      -3.107       2.026
sigma2         2.4925   7.23e+04   3.45e-05      1.000   -1.42e+05    1.42e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.09   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.15   Prob(JB):                         0.62
Heteroskedasticity (H):               0.91   Skew:                            -0.63
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.45802222111243, Current Price: 166.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.540
Date:                           Wed, 09 Oct 2024   AIC                             67.080
Time:                                   14:41:32   BIC                             69.904
Sample:                                        0   HQIC                            66.499
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4219      0.714      0.591      0.555      -0.977       1.821
ma.L1         -0.0493      0.823     -0.060      0.952      -1.663       1.565
ar.S.L7       -0.3245      1.007     -0.322      0.747      -2.298       1.649
ma.S.L7       -1.0003   4235.517     -0.000      1.000   -8302.462    8300.461
sigma2         2.8454   1.21e+04      0.000      1.000   -2.36e+04    2.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.92   Prob(JB):                         0.81
Heteroskedasticity (H):               1.64   Skew:                            -0.16
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.8370987902481, Current Price: 166.25
BUY EXECUTED at 166.25
BUY ORDER COMPLETED at 166.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.850
Date:                           Wed, 09 Oct 2024   AIC                             61.700
Time:                                   14:41:32   BIC                             64.525
Sample:                                        0   HQIC                            61.120
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5539      0.345     -1.605      0.109      -1.230       0.123
ma.L1          1.0000   3.08e+04   3.25e-05      1.000   -6.03e+04    6.03e+04
ar.S.L7       -0.8779      0.457     -1.920      0.055      -1.774       0.018
ma.S.L7        0.9999   2.16e+04   4.63e-05      1.000   -4.23e+04    4.23e+04
sigma2         1.5068   6.09e+04   2.48e-05      1.000   -1.19e+05    1.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 3.02
Prob(Q):                              0.70   Prob(JB):                         0.22
Heteroskedasticity (H):              21.81   Skew:                            -0.96
Prob(H) (two-sided):                  0.01   Kurtosis:                         4.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.71439547631047, Current Price: 166.14
SELL EXECUTED at 166.14
SELL ORDER COMPLETED at 167.0
OPERATION PROFIT, GROSS 0.030000000000001137, NET -0.30396999999999885
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.890
Date:                           Wed, 09 Oct 2024   AIC                             63.779
Time:                                   14:41:32   BIC                             66.604
Sample:                                        0   HQIC                            63.198
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4627      0.333      1.390      0.164      -0.190       1.115
ma.L1         -0.0559      0.559     -0.100      0.920      -1.152       1.040
ar.S.L7       -0.5778      0.387     -1.492      0.136      -1.337       0.181
ma.S.L7        0.2715      0.883      0.307      0.759      -1.460       2.003
sigma2         3.5489      2.074      1.711      0.087      -0.516       7.614
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.73   Prob(JB):                         0.68
Heteroskedasticity (H):               8.16   Skew:                            -0.21
Prob(H) (two-sided):                  0.07   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.1020969007134, Current Price: 166.04
BUY EXECUTED at 166.04
BUY ORDER COMPLETED at 167.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.922
Date:                           Wed, 09 Oct 2024   AIC                             61.845
Time:                                   14:41:32   BIC                             64.669
Sample:                                        0   HQIC                            61.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5843      0.383      1.528      0.127      -0.165       1.334
ma.L1         -0.0949      0.599     -0.158      0.874      -1.270       1.080
ar.S.L7       -0.5155      0.279     -1.848      0.065      -1.062       0.031
ma.S.L7        0.9999   1.29e+04   7.73e-05      1.000   -2.54e+04    2.54e+04
sigma2         1.8450   2.39e+04   7.73e-05      1.000   -4.68e+04    4.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.90   Prob(JB):                         0.63
Heteroskedasticity (H):               1.07   Skew:                            -0.21
Prob(H) (two-sided):                  0.95   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.558963588158, Current Price: 166.59
SELL EXECUTED at 166.59
SELL ORDER COMPLETED at 166.68
OPERATION PROFIT, GROSS -0.7699999999999818, NET -1.1041299999999818
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.055
Date:                           Wed, 09 Oct 2024   AIC                             64.110
Time:                                   14:41:32   BIC                             66.935
Sample:                                        0   HQIC                            63.530
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6442      0.389      1.655      0.098      -0.119       1.407
ma.L1         -0.1989      0.696     -0.286      0.775      -1.563       1.165
ar.S.L7       -0.5800      0.399     -1.452      0.146      -1.363       0.203
ma.S.L7        0.8599     10.310      0.083      0.934     -19.347      21.067
sigma2         2.5128     23.712      0.106      0.916     -43.963      48.988
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.93   Prob(JB):                         0.63
Heteroskedasticity (H):               1.47   Skew:                            -0.19
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.65155634886472, Current Price: 166.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.096
Date:                           Wed, 09 Oct 2024   AIC                             66.192
Time:                                   14:41:32   BIC                             69.016
Sample:                                        0   HQIC                            65.611
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6505      0.625      1.041      0.298      -0.575       1.876
ma.L1         -0.3400      1.115     -0.305      0.760      -2.525       1.845
ar.S.L7       -0.6209      0.541     -1.147      0.251      -1.682       0.440
ma.S.L7       -0.0143      0.809     -0.018      0.986      -1.600       1.571
sigma2         4.4080      4.956      0.889      0.374      -5.305      14.121
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.85   Prob(JB):                         0.66
Heteroskedasticity (H):               1.27   Skew:                            -0.14
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.8526127107235, Current Price: 164.83
BUY EXECUTED at 164.83
BUY ORDER COMPLETED at 164.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.415
Date:                           Wed, 09 Oct 2024   AIC                             66.830
Time:                                   14:41:32   BIC                             69.655
Sample:                                        0   HQIC                            66.249
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6454      0.920      0.702      0.483      -1.157       2.448
ma.L1         -0.4238      1.506     -0.281      0.778      -3.376       2.529
ar.S.L7       -0.6170      0.652     -0.946      0.344      -1.895       0.661
ma.S.L7       -0.1220      0.986     -0.124      0.902      -2.055       1.811
sigma2         4.5910      5.279      0.870      0.384      -5.756      14.938
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.90   Prob(JB):                         0.73
Heteroskedasticity (H):               0.61   Skew:                             0.13
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.7073151908643, Current Price: 165.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.686
Date:                           Wed, 09 Oct 2024   AIC                             65.372
Time:                                   14:41:32   BIC                             68.197
Sample:                                        0   HQIC                            64.792
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4449      1.125      0.395      0.692      -1.760       2.650
ma.L1         -0.2487      1.449     -0.172      0.864      -3.090       2.592
ar.S.L7       -0.4305      0.607     -0.709      0.478      -1.620       0.759
ma.S.L7       -0.4275      1.329     -0.322      0.748      -3.033       2.178
sigma2         3.8176      4.539      0.841      0.400      -5.078      12.713
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.82   Prob(JB):                         0.68
Heteroskedasticity (H):               0.20   Skew:                            -0.16
Prob(H) (two-sided):                  0.15   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.71286598031648, Current Price: 166.2
SELL EXECUTED at 166.2
SELL ORDER COMPLETED at 167.35
OPERATION PROFIT, GROSS 2.780000000000001, NET 2.448080000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.143
Date:                           Wed, 09 Oct 2024   AIC                             64.286
Time:                                   14:41:32   BIC                             67.111
Sample:                                        0   HQIC                            63.705
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3820      1.378      0.277      0.782      -2.319       3.083
ma.L1         -0.1593      1.316     -0.121      0.904      -2.739       2.421
ar.S.L7       -0.2695      0.512     -0.526      0.599      -1.274       0.735
ma.S.L7       -1.0000   7.64e+04  -1.31e-05      1.000    -1.5e+05     1.5e+05
sigma2         2.2960   1.75e+05   1.31e-05      1.000   -3.44e+05    3.44e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.92   Prob(JB):                         0.63
Heteroskedasticity (H):               0.28   Skew:                            -0.14
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.53237686533438, Current Price: 167.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.139
Date:                           Wed, 09 Oct 2024   AIC                             60.278
Time:                                   14:41:32   BIC                             63.103
Sample:                                        0   HQIC                            59.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0747      0.369     -0.202      0.840      -0.799       0.649
ma.L1          1.0000   2.24e+04   4.47e-05      1.000   -4.39e+04    4.39e+04
ar.S.L7       -0.2452      0.210     -1.169      0.242      -0.656       0.166
ma.S.L7       -0.3919      0.559     -0.701      0.484      -1.488       0.705
sigma2         2.3933   5.36e+04   4.47e-05      1.000   -1.05e+05    1.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.57   Prob(JB):                         0.60
Heteroskedasticity (H):               0.31   Skew:                            -0.69
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.18417575133944, Current Price: 168.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.541
Date:                           Wed, 09 Oct 2024   AIC                             53.081
Time:                                   14:41:32   BIC                             55.906
Sample:                                        0   HQIC                            52.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0278      0.278      0.100      0.920      -0.518       0.573
ma.L1          1.0000   4130.748      0.000      1.000   -8095.117    8097.117
ar.S.L7       -0.1661      0.076     -2.197      0.028      -0.314      -0.018
ma.S.L7       -1.0001   9622.740     -0.000      1.000   -1.89e+04    1.89e+04
sigma2         0.9063   1.08e+04   8.41e-05      1.000   -2.11e+04    2.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.85   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.17   Prob(JB):                         0.74
Heteroskedasticity (H):               0.31   Skew:                            -0.51
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.9349059617478, Current Price: 168.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.998
Date:                           Wed, 09 Oct 2024   AIC                             49.997
Time:                                   14:41:32   BIC                             52.821
Sample:                                        0   HQIC                            49.416
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2532      0.462     -0.548      0.584      -1.159       0.653
ma.L1          1.0000   2718.340      0.000      1.000   -5326.848    5328.848
ar.S.L7       -0.1506      0.123     -1.226      0.220      -0.391       0.090
ma.S.L7       -1.1923      2.334     -0.511      0.610      -5.767       3.383
sigma2         0.5934   1613.150      0.000      1.000   -3161.123    3162.309
===================================================================================
Ljung-Box (L1) (Q):                   1.54   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.21   Prob(JB):                         0.48
Heteroskedasticity (H):               3.72   Skew:                            -0.82
Prob(H) (two-sided):                  0.23   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.70439674613863, Current Price: 168.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.863
Date:                           Wed, 09 Oct 2024   AIC                             49.726
Time:                                   14:41:32   BIC                             52.550
Sample:                                        0   HQIC                            49.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0233      0.492     -0.047      0.962      -0.988       0.942
ma.L1          1.0000   5594.416      0.000      1.000    -1.1e+04     1.1e+04
ar.S.L7       -0.1673      0.083     -2.013      0.044      -0.330      -0.004
ma.S.L7       -0.6918      0.974     -0.710      0.478      -2.601       1.218
sigma2         0.9165   5128.080      0.000      1.000      -1e+04    1.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.68   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.19   Prob(JB):                         0.82
Heteroskedasticity (H):               4.61   Skew:                            -0.41
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.24856280785573, Current Price: 169.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.863
Date:                           Wed, 09 Oct 2024   AIC                             53.725
Time:                                   14:41:32   BIC                             56.550
Sample:                                        0   HQIC                            53.145
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0755      0.106     10.128      0.000       0.867       1.284
ma.L1         -1.0000   3997.000     -0.000      1.000   -7834.977    7832.977
ar.S.L7       -0.4882      0.162     -3.021      0.003      -0.805      -0.171
ma.S.L7        0.3097      0.466      0.664      0.507      -0.604       1.224
sigma2         1.4200   5675.996      0.000      1.000   -1.11e+04    1.11e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.38   Prob(JB):                         0.63
Heteroskedasticity (H):               0.15   Skew:                            -0.50
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.88475800589342, Current Price: 169.0
BUY EXECUTED at 169.0
BUY ORDER COMPLETED at 169.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.144
Date:                           Wed, 09 Oct 2024   AIC                             58.288
Time:                                   14:41:32   BIC                             61.112
Sample:                                        0   HQIC                            57.707
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1572      0.673     -0.234      0.815      -1.476       1.161
ma.L1          1.0000   2.17e+05   4.61e-06      1.000   -4.25e+05    4.25e+05
ar.S.L7       -0.2722      0.172     -1.584      0.113      -0.609       0.065
ma.S.L7       -0.1949      0.576     -0.338      0.735      -1.324       0.934
sigma2         2.1327   4.63e+05   4.61e-06      1.000   -9.07e+05    9.07e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.15   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.28   Prob(JB):                         0.80
Heteroskedasticity (H):               0.57   Skew:                            -0.45
Prob(H) (two-sided):                  0.60   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.99630401441237, Current Price: 169.22
SELL EXECUTED at 169.22
SELL ORDER COMPLETED at 170.91
OPERATION PROFIT, GROSS 1.4000000000000057, NET 1.0595800000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.980
Date:                           Wed, 09 Oct 2024   AIC                             55.960
Time:                                   14:41:32   BIC                             58.785
Sample:                                        0   HQIC                            55.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4856      0.169     -2.876      0.004      -0.816      -0.155
ma.L1          0.8400      0.640      1.312      0.190      -0.415       2.095
ar.S.L7       -0.4947      0.202     -2.452      0.014      -0.890      -0.099
ma.S.L7        0.7468      1.996      0.374      0.708      -3.165       4.659
sigma2         1.3919      1.960      0.710      0.478      -2.450       5.234
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.35   Prob(JB):                         0.58
Heteroskedasticity (H):               1.12   Skew:                            -0.67
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.81698364422948, Current Price: 171.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.282
Date:                           Wed, 09 Oct 2024   AIC                             54.565
Time:                                   14:41:32   BIC                             57.389
Sample:                                        0   HQIC                            53.984
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3167      0.846     -0.374      0.708      -1.975       1.341
ma.L1          1.0000   1.92e+05    5.2e-06      1.000   -3.77e+05    3.77e+05
ar.S.L7       -0.5681      0.183     -3.103      0.002      -0.927      -0.209
ma.S.L7        0.4457      0.784      0.568      0.570      -1.091       1.982
sigma2         1.4290   2.75e+05    5.2e-06      1.000   -5.38e+05    5.38e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 2.92
Prob(Q):                              0.49   Prob(JB):                         0.23
Heteroskedasticity (H):               1.11   Skew:                            -1.13
Prob(H) (two-sided):                  0.92   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.63413158325005, Current Price: 171.07
BUY EXECUTED at 171.07
BUY ORDER COMPLETED at 170.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.131
Date:                           Wed, 09 Oct 2024   AIC                             54.263
Time:                                   14:41:32   BIC                             57.087
Sample:                                        0   HQIC                            53.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2797      0.591     -0.473      0.636      -1.438       0.878
ma.L1          0.8302      0.792      1.048      0.295      -0.723       2.383
ar.S.L7       -0.4964      0.215     -2.309      0.021      -0.918      -0.075
ma.S.L7        0.3327      0.612      0.543      0.587      -0.867       1.533
sigma2         1.6265      1.378      1.180      0.238      -1.075       4.328
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 2.42
Prob(Q):                              0.25   Prob(JB):                         0.30
Heteroskedasticity (H):               0.76   Skew:                            -1.06
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.95223965207785, Current Price: 169.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.787
Date:                           Wed, 09 Oct 2024   AIC                             51.574
Time:                                   14:41:32   BIC                             54.398
Sample:                                        0   HQIC                            50.993
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5442      0.285      1.909      0.056      -0.014       1.103
ma.L1         -1.3272      0.967     -1.373      0.170      -3.222       0.567
ar.S.L7        0.0837      0.362      0.231      0.817      -0.625       0.793
ma.S.L7       -3.2166      6.022     -0.534      0.593     -15.020       8.587
sigma2         0.0598      0.273      0.219      0.827      -0.475       0.595
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.58   Prob(JB):                         0.86
Heteroskedasticity (H):               1.77   Skew:                            -0.35
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.5169483714558, Current Price: 169.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.840
Date:                           Wed, 09 Oct 2024   AIC                             49.680
Time:                                   14:41:32   BIC                             52.504
Sample:                                        0   HQIC                            49.099
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3520      0.595     -0.591      0.554      -1.519       0.815
ma.L1          0.6302      0.591      1.066      0.286      -0.529       1.789
ar.S.L7       -0.0106      2.300     -0.005      0.996      -4.519       4.498
ma.S.L7       -0.1113      2.206     -0.050      0.960      -4.435       4.213
sigma2         1.2308      1.048      1.174      0.240      -0.824       3.285
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.53   Prob(JB):                         0.63
Heteroskedasticity (H):               2.22   Skew:                            -0.65
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.31830501779964, Current Price: 169.39
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.106
Date:                           Wed, 09 Oct 2024   AIC                             50.213
Time:                                   14:41:32   BIC                             53.037
Sample:                                        0   HQIC                            49.632
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6517      1.449     -0.450      0.653      -3.492       2.189
ma.L1          0.7156      1.508      0.474      0.635      -2.241       3.672
ar.S.L7       -0.0153      0.496     -0.031      0.975      -0.987       0.957
ma.S.L7       -0.2646      0.898     -0.295      0.768      -2.025       1.496
sigma2         1.2482      0.746      1.672      0.095      -0.215       2.711
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.76   Prob(JB):                         0.71
Heteroskedasticity (H):               1.54   Skew:                            -0.56
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.44619779058567, Current Price: 168.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.593
Date:                           Wed, 09 Oct 2024   AIC                             49.186
Time:                                   14:41:32   BIC                             52.010
Sample:                                        0   HQIC                            48.605
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4373      1.705     -0.257      0.798      -3.779       2.904
ma.L1          0.6149      1.606      0.383      0.702      -2.532       3.762
ar.S.L7       -0.0591      1.044     -0.057      0.955      -2.105       1.987
ma.S.L7       -0.0724      1.392     -0.052      0.959      -2.800       2.656
sigma2         1.1908      1.040      1.146      0.252      -0.847       3.228
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.52   Prob(JB):                         0.94
Heteroskedasticity (H):               3.09   Skew:                            -0.22
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.0628242217274, Current Price: 169.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.969
Date:                           Wed, 09 Oct 2024   AIC                             47.938
Time:                                   14:41:32   BIC                             50.763
Sample:                                        0   HQIC                            47.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5111      3.580     -0.143      0.886      -7.527       6.505
ma.L1          0.6194      2.766      0.224      0.823      -4.802       6.041
ar.S.L7       -0.0323      1.891     -0.017      0.986      -3.739       3.674
ma.S.L7       -0.2509      3.461     -0.073      0.942      -7.034       6.532
sigma2         1.0567      0.606      1.743      0.081      -0.132       2.245
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.09
Prob(Q):                              0.40   Prob(JB):                         0.96
Heteroskedasticity (H):               0.13   Skew:                            -0.08
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.63421681277399, Current Price: 168.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.668
Date:                           Wed, 09 Oct 2024   AIC                             49.335
Time:                                   14:41:33   BIC                             52.160
Sample:                                        0   HQIC                            48.755
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7712      0.328     -2.353      0.019      -1.414      -0.129
ma.L1          1.0000   1.29e+04   7.75e-05      1.000   -2.53e+04    2.53e+04
ar.S.L7       -0.0880      0.305     -0.289      0.773      -0.685       0.509
ma.S.L7       -1.0006   1108.941     -0.001      0.999   -2174.485    2172.484
sigma2         0.6423   8536.663   7.52e-05      1.000   -1.67e+04    1.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.50   Prob(JB):                         0.91
Heteroskedasticity (H):               0.71   Skew:                            -0.24
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.51087423909624, Current Price: 168.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.093
Date:                           Wed, 09 Oct 2024   AIC                             50.186
Time:                                   14:41:33   BIC                             53.011
Sample:                                        0   HQIC                            49.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7699      0.556     -1.385      0.166      -1.859       0.320
ma.L1          1.0000   4231.035      0.000      1.000   -8291.676    8293.676
ar.S.L7       -0.1325      0.326     -0.406      0.685      -0.772       0.507
ma.S.L7       -1.0008   1408.612     -0.001      0.999   -2761.829    2759.828
sigma2         0.6853   3246.226      0.000      1.000   -6361.801    6363.171
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.39   Prob(JB):                         0.99
Heteroskedasticity (H):               0.73   Skew:                            -0.02
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.29983963313637, Current Price: 168.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.332
Date:                           Wed, 09 Oct 2024   AIC                             48.664
Time:                                   14:41:33   BIC                             51.489
Sample:                                        0   HQIC                            48.084
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5569      0.368     -1.515      0.130      -1.277       0.163
ma.L1          1.0000   9507.258      0.000      1.000   -1.86e+04    1.86e+04
ar.S.L7       -0.4725      0.451     -1.048      0.295      -1.356       0.411
ma.S.L7       -0.1503      0.420     -0.358      0.721      -0.974       0.674
sigma2         0.9832   9347.676      0.000      1.000   -1.83e+04    1.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.71   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.19   Prob(JB):                         0.74
Heteroskedasticity (H):               0.67   Skew:                            -0.22
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.3442074343009, Current Price: 169.29
SELL EXECUTED at 169.29
SELL ORDER COMPLETED at 170.7
OPERATION PROFIT, GROSS 0.04999999999998295, NET -0.29135000000001704
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.093
Date:                           Wed, 09 Oct 2024   AIC                             46.186
Time:                                   14:41:33   BIC                             49.011
Sample:                                        0   HQIC                            45.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6999      0.478     -1.464      0.143      -1.637       0.237
ma.L1          1.0000   8812.348      0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.0153      0.114     -0.134      0.893      -0.239       0.208
ma.S.L7       -1.4959      2.865     -0.522      0.602      -7.111       4.119
sigma2         0.3112   2741.781      0.000      1.000   -5373.481    5374.103
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.96   Prob(JB):                         0.80
Heteroskedasticity (H):               2.95   Skew:                            -0.20
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.1736410718254, Current Price: 171.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.875
Date:                           Wed, 09 Oct 2024   AIC                             45.750
Time:                                   14:41:33   BIC                             48.575
Sample:                                        0   HQIC                            45.170
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4985      0.114     -4.368      0.000      -0.722      -0.275
ma.L1          1.0000   1.03e+04   9.68e-05      1.000   -2.02e+04    2.02e+04
ar.S.L7       -0.2895      0.356     -0.813      0.416      -0.987       0.408
ma.S.L7       -0.8500      4.860     -0.175      0.861     -10.375       8.674
sigma2         0.5539   5721.548   9.68e-05      1.000   -1.12e+04    1.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.63   Prob(JB):                         0.83
Heteroskedasticity (H):               0.89   Skew:                             0.04
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.61751051693287, Current Price: 169.82
BUY EXECUTED at 169.82
BUY ORDER COMPLETED at 169.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.016
Date:                           Wed, 09 Oct 2024   AIC                             48.032
Time:                                   14:41:33   BIC                             50.857
Sample:                                        0   HQIC                            47.451
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3354      0.438     -0.765      0.444      -1.195       0.524
ma.L1          1.0000   2.04e+04   4.91e-05      1.000   -3.99e+04    3.99e+04
ar.S.L7       -0.6593      0.523     -1.261      0.207      -1.684       0.365
ma.S.L7        0.1059      0.540      0.196      0.845      -0.952       1.164
sigma2         0.9646   1.96e+04   4.91e-05      1.000   -3.85e+04    3.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.40   Prob(JB):                         0.58
Heteroskedasticity (H):               0.58   Skew:                            -0.60
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.23165353658274, Current Price: 169.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.133
Date:                           Wed, 09 Oct 2024   AIC                             46.266
Time:                                   14:41:33   BIC                             49.091
Sample:                                        0   HQIC                            45.685
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3820      0.400     -0.955      0.339      -1.166       0.402
ma.L1          1.0000   6081.277      0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.3532      0.393     -0.900      0.368      -1.123       0.416
ma.S.L7       -0.9999   7546.672     -0.000      1.000   -1.48e+04    1.48e+04
sigma2         0.5474   4863.971      0.000      1.000   -9532.660    9533.755
===================================================================================
Ljung-Box (L1) (Q):                   0.90   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.34   Prob(JB):                         0.73
Heteroskedasticity (H):               1.73   Skew:                            -0.08
Prob(H) (two-sided):                  0.61   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.622623804527, Current Price: 169.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.515
Date:                           Wed, 09 Oct 2024   AIC                             49.029
Time:                                   14:41:33   BIC                             51.854
Sample:                                        0   HQIC                            48.449
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3735      0.928     -0.402      0.687      -2.192       1.445
ma.L1          1.3982      2.612      0.535      0.592      -3.721       6.517
ar.S.L7       -0.3261      0.642     -0.508      0.612      -1.585       0.933
ma.S.L7       -0.2341      1.040     -0.225      0.822      -2.272       1.803
sigma2         0.5918      2.288      0.259      0.796      -3.892       5.075
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.37   Prob(JB):                         0.80
Heteroskedasticity (H):               1.40   Skew:                            -0.08
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.91511328807678, Current Price: 169.53
SELL EXECUTED at 169.53
SELL ORDER COMPLETED at 169.37
OPERATION PROFIT, GROSS 0.06999999999999318, NET -0.26867000000000685
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.274
Date:                           Wed, 09 Oct 2024   AIC                             42.548
Time:                                   14:41:33   BIC                             45.373
Sample:                                        0   HQIC                            41.967
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4646      0.571     -0.814      0.416      -1.584       0.654
ma.L1          1.6154      2.067      0.782      0.434      -2.435       5.666
ar.S.L7       -0.7536      0.312     -2.417      0.016      -1.365      -0.142
ma.S.L7        1.0001   9101.231      0.000      1.000   -1.78e+04    1.78e+04
sigma2         0.1578   1436.061      0.000      1.000   -2814.470    2814.786
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.88   Prob(JB):                         0.67
Heteroskedasticity (H):               0.44   Skew:                            -0.52
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.15804103667253, Current Price: 168.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.253
Date:                           Wed, 09 Oct 2024   AIC                             42.506
Time:                                   14:41:33   BIC                             45.331
Sample:                                        0   HQIC                            41.926
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0967      0.701      0.138      0.890      -1.278       1.471
ma.L1          0.2278      0.785      0.290      0.772      -1.311       1.767
ar.S.L7       -0.8281      0.212     -3.901      0.000      -1.244      -0.412
ma.S.L7        1.0000   3.34e+04   2.99e-05      1.000   -6.55e+04    6.55e+04
sigma2         0.4298   1.44e+04   2.99e-05      1.000   -2.82e+04    2.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.36   Prob(JB):                         0.74
Heteroskedasticity (H):               0.17   Skew:                            -0.33
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.62980148302995, Current Price: 164.64
BUY EXECUTED at 164.64
BUY ORDER COMPLETED at 163.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.500
Date:                           Wed, 09 Oct 2024   AIC                             59.001
Time:                                   14:41:33   BIC                             61.826
Sample:                                        0   HQIC                            58.420
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3175      9.789      0.032      0.974     -18.869      19.504
ma.L1         -0.4250      9.660     -0.044      0.965     -19.358      18.508
ar.S.L7       -0.7895      0.831     -0.951      0.342      -2.417       0.838
ma.S.L7        0.1372      1.303      0.105      0.916      -2.416       2.690
sigma2         2.5198      1.504      1.676      0.094      -0.427       5.467
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 5.54
Prob(Q):                              0.89   Prob(JB):                         0.06
Heteroskedasticity (H):               3.83   Skew:                            -1.28
Prob(H) (two-sided):                  0.22   Kurtosis:                         4.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.53016370924087, Current Price: 161.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.040
Date:                           Wed, 09 Oct 2024   AIC                             58.080
Time:                                   14:41:33   BIC                             60.905
Sample:                                        0   HQIC                            57.499
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2905      0.809     -0.359      0.719      -1.876       1.295
ma.L1          1.0000   3.08e+04   3.25e-05      1.000   -6.03e+04    6.03e+04
ar.S.L7       -0.7936      0.723     -1.098      0.272      -2.211       0.623
ma.S.L7        0.1474      0.762      0.193      0.847      -1.346       1.641
sigma2         2.0646   6.35e+04   3.25e-05      1.000   -1.25e+05    1.25e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 2.27
Prob(Q):                              0.65   Prob(JB):                         0.32
Heteroskedasticity (H):               3.52   Skew:                            -0.99
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.8693873253806, Current Price: 161.77
SELL EXECUTED at 161.77
SELL ORDER COMPLETED at 163.15
OPERATION PROFIT, GROSS 0.14000000000001478, NET -0.18615999999998523
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.699
Date:                           Wed, 09 Oct 2024   AIC                             57.398
Time:                                   14:41:33   BIC                             60.223
Sample:                                        0   HQIC                            56.818
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3456      0.677     -0.510      0.610      -1.673       0.982
ma.L1          1.0000   1.59e+04   6.29e-05      1.000   -3.12e+04    3.12e+04
ar.S.L7       -0.9308      0.877     -1.062      0.288      -2.649       0.788
ma.S.L7       -0.2408      1.038     -0.232      0.817      -2.275       1.794
sigma2         2.0013   3.18e+04   6.29e-05      1.000   -6.24e+04    6.24e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.42   Prob(JB):                         0.72
Heteroskedasticity (H):               2.75   Skew:                            -0.51
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.3271444524088, Current Price: 164.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.681
Date:                           Wed, 09 Oct 2024   AIC                             57.361
Time:                                   14:41:33   BIC                             60.186
Sample:                                        0   HQIC                            56.780
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3234      0.740     -0.437      0.662      -1.774       1.128
ma.L1          1.0000   5110.502      0.000      1.000      -1e+04       1e+04
ar.S.L7       -0.8316      1.314     -0.633      0.527      -3.407       1.743
ma.S.L7       -0.2545      1.715     -0.148      0.882      -3.616       3.107
sigma2         1.9944   1.02e+04      0.000      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.09
Prob(Q):                              0.72   Prob(JB):                         0.58
Heteroskedasticity (H):               8.89   Skew:                            -0.67
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.84406774346255, Current Price: 164.04
BUY EXECUTED at 164.04
BUY ORDER COMPLETED at 165.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.752
Date:                           Wed, 09 Oct 2024   AIC                             57.505
Time:                                   14:41:33   BIC                             60.330
Sample:                                        0   HQIC                            56.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3263      0.668     -0.489      0.625      -1.635       0.983
ma.L1          1.0000   8549.731      0.000      1.000   -1.68e+04    1.68e+04
ar.S.L7       -0.8298      1.049     -0.791      0.429      -2.886       1.226
ma.S.L7       -0.1457      1.174     -0.124      0.901      -2.446       2.154
sigma2         2.0341   1.74e+04      0.000      1.000   -3.41e+04    3.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.76   Prob(JB):                         0.56
Heteroskedasticity (H):               1.15   Skew:                            -0.71
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.13692177446413, Current Price: 166.39
SELL EXECUTED at 166.39
SELL ORDER COMPLETED at 166.73
OPERATION PROFIT, GROSS 1.7099999999999795, NET 1.3782499999999795
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.506
Date:                           Wed, 09 Oct 2024   AIC                             61.012
Time:                                   14:41:33   BIC                             63.836
Sample:                                        0   HQIC                            60.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2329      6.569     -0.035      0.972     -13.108      12.642
ma.L1          0.1325      6.711      0.020      0.984     -13.020      13.285
ar.S.L7       -1.4124      0.430     -3.288      0.001      -2.254      -0.571
ma.S.L7       -1.0000   2.92e+04  -3.43e-05      1.000   -5.72e+04    5.72e+04
sigma2         1.7842    5.2e+04   3.43e-05      1.000   -1.02e+05    1.02e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.94   Prob(JB):                         0.83
Heteroskedasticity (H):               2.68   Skew:                            -0.22
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.06321442053857, Current Price: 167.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.682
Date:                           Wed, 09 Oct 2024   AIC                             61.364
Time:                                   14:41:33   BIC                             64.188
Sample:                                        0   HQIC                            60.783
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2185      1.861     -0.117      0.907      -3.867       3.430
ma.L1          0.4991      2.669      0.187      0.852      -4.732       5.730
ar.S.L7       -0.9409      1.023     -0.919      0.358      -2.947       1.065
ma.S.L7       -0.3519      2.822     -0.125      0.901      -5.883       5.179
sigma2         2.8886      2.970      0.972      0.331      -2.933       8.711
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.87   Prob(JB):                         0.60
Heteroskedasticity (H):               1.99   Skew:                            -0.60
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.0279052305534, Current Price: 166.97
BUY EXECUTED at 166.97
BUY ORDER COMPLETED at 167.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.179
Date:                           Wed, 09 Oct 2024   AIC                             60.359
Time:                                   14:41:33   BIC                             63.184
Sample:                                        0   HQIC                            59.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1150      0.845     -0.136      0.892      -1.771       1.541
ma.L1          0.6422      0.911      0.705      0.481      -1.143       2.427
ar.S.L7       -0.4576      1.014     -0.451      0.652      -2.446       1.530
ma.S.L7       -0.4425      2.104     -0.210      0.833      -4.566       3.681
sigma2         2.5818      2.062      1.252      0.211      -1.460       6.623
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.96   Prob(JB):                         0.73
Heteroskedasticity (H):               2.84   Skew:                            -0.38
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.82652007317617, Current Price: 167.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.169
Date:                           Wed, 09 Oct 2024   AIC                             58.338
Time:                                   14:41:33   BIC                             61.163
Sample:                                        0   HQIC                            57.758
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0365      0.726      0.050      0.960      -1.386       1.458
ma.L1          0.5991      0.704      0.851      0.395      -0.780       1.978
ar.S.L7       -0.3043      0.528     -0.576      0.564      -1.339       0.731
ma.S.L7       -1.0001   5541.877     -0.000      1.000   -1.09e+04    1.09e+04
sigma2         1.4523   8049.045      0.000      1.000   -1.58e+04    1.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.95   Prob(JB):                         0.91
Heteroskedasticity (H):               9.56   Skew:                            -0.14
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.7042190009811, Current Price: 166.61
SELL EXECUTED at 166.61
SELL ORDER COMPLETED at 166.8
OPERATION PROFIT, GROSS -0.4399999999999977, NET -0.7740399999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.088
Date:                           Wed, 09 Oct 2024   AIC                             60.177
Time:                                   14:41:33   BIC                             63.001
Sample:                                        0   HQIC                            59.596
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0131      0.937      0.014      0.989      -1.823       1.850
ma.L1          0.5864      1.054      0.556      0.578      -1.480       2.653
ar.S.L7       -0.2965      0.867     -0.342      0.732      -1.995       1.402
ma.S.L7       -1.0003   3248.154     -0.000      1.000   -6367.266    6365.265
sigma2         1.6727   5433.465      0.000      1.000   -1.06e+04    1.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.87   Prob(JB):                         0.64
Heteroskedasticity (H):               0.15   Skew:                            -0.51
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.26781255149473, Current Price: 166.7
BUY EXECUTED at 166.7
BUY ORDER COMPLETED at 168.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.216
Date:                           Wed, 09 Oct 2024   AIC                             60.432
Time:                                   14:41:33   BIC                             63.257
Sample:                                        0   HQIC                            59.852
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0360      0.950     -0.038      0.970      -1.899       1.827
ma.L1          0.4656      1.074      0.434      0.665      -1.638       2.570
ar.S.L7       -0.8234      0.999     -0.824      0.410      -2.782       1.135
ma.S.L7        0.1110      1.410      0.079      0.937      -2.652       2.874
sigma2         2.8178      1.215      2.320      0.020       0.437       5.199
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 5.89
Prob(Q):                              0.94   Prob(JB):                         0.05
Heteroskedasticity (H):               0.10   Skew:                            -1.26
Prob(H) (two-sided):                  0.05   Kurtosis:                         5.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.34632392434702, Current Price: 168.73
SELL EXECUTED at 168.73
SELL ORDER COMPLETED at 169.04
OPERATION PROFIT, GROSS 0.21999999999999886, NET -0.11786000000000113
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.137
Date:                           Wed, 09 Oct 2024   AIC                             62.274
Time:                                   14:41:33   BIC                             65.099
Sample:                                        0   HQIC                            61.694
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0071      0.868      0.008      0.993      -1.695       1.709
ma.L1          0.4931      0.822      0.600      0.548      -1.117       2.104
ar.S.L7       -0.6030      0.757     -0.796      0.426      -2.087       0.881
ma.S.L7       -3.1733     13.482     -0.235      0.814     -29.597      23.250
sigma2         0.3043      2.381      0.128      0.898      -4.362       4.970
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.77
Prob(Q):                              0.99   Prob(JB):                         0.41
Heteroskedasticity (H):               0.33   Skew:                            -0.76
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.06709362839126, Current Price: 168.65
BUY EXECUTED at 168.65
BUY ORDER COMPLETED at 167.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.098
Date:                           Wed, 09 Oct 2024   AIC                             62.197
Time:                                   14:41:33   BIC                             65.021
Sample:                                        0   HQIC                            61.616
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0064      9.848     -0.001      0.999     -19.308      19.295
ma.L1          0.0723      9.846      0.007      0.994     -19.225      19.370
ar.S.L7       -1.1295      0.502     -2.250      0.024      -2.113      -0.146
ma.S.L7        0.5736      1.275      0.450      0.653      -1.924       3.072
sigma2         2.7838      3.420      0.814      0.416      -3.919       9.487
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.67   Prob(JB):                         0.75
Heteroskedasticity (H):               0.29   Skew:                            -0.51
Prob(H) (two-sided):                  0.26   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.63267902728325, Current Price: 167.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.513
Date:                           Wed, 09 Oct 2024   AIC                             53.026
Time:                                   14:41:33   BIC                             55.850
Sample:                                        0   HQIC                            52.445
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0380      1.315      0.029      0.977      -2.540       2.616
ma.L1          0.2284      1.318      0.173      0.862      -2.354       2.811
ar.S.L7       -1.1004      0.413     -2.662      0.008      -1.911      -0.290
ma.S.L7        0.4932      1.552      0.318      0.751      -2.549       3.536
sigma2         1.4364      1.841      0.780      0.435      -2.172       5.045
===================================================================================
Ljung-Box (L1) (Q):                   3.01   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.08   Prob(JB):                         0.68
Heteroskedasticity (H):               1.49   Skew:                             0.21
Prob(H) (two-sided):                  0.71   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.90705263495022, Current Price: 167.67
SELL EXECUTED at 167.67
SELL ORDER COMPLETED at 167.58
OPERATION PROFIT, GROSS -0.29999999999998295, NET -0.6354599999999829
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.891
Date:                           Wed, 09 Oct 2024   AIC                             53.781
Time:                                   14:41:33   BIC                             56.606
Sample:                                        0   HQIC                            53.201
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3383      3.382     -0.100      0.920      -6.968       6.291
ma.L1          0.4215      3.375      0.125      0.901      -6.194       7.037
ar.S.L7       -0.3031      0.495     -0.612      0.541      -1.274       0.668
ma.S.L7       -1.0000   1.24e+04  -8.05e-05      1.000   -2.43e+04    2.43e+04
sigma2         1.0245   1.27e+04   8.05e-05      1.000   -2.49e+04    2.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.41   Prob(JB):                         0.56
Heteroskedasticity (H):               0.98   Skew:                             0.17
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.34862186562503, Current Price: 170.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.216
Date:                           Wed, 09 Oct 2024   AIC                             58.431
Time:                                   14:41:33   BIC                             61.256
Sample:                                        0   HQIC                            57.850
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1246      0.681      0.183      0.855      -1.210       1.459
ma.L1          0.3964      0.611      0.648      0.517      -0.802       1.595
ar.S.L7       -0.3722      0.638     -0.583      0.560      -1.623       0.879
ma.S.L7       -1.0001   1.07e+04  -9.31e-05      1.000   -2.11e+04    2.11e+04
sigma2         1.4631   1.57e+04   9.31e-05      1.000   -3.08e+04    3.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.22   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.14   Prob(JB):                         0.63
Heteroskedasticity (H):               2.24   Skew:                             0.04
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.62461822866118, Current Price: 169.35
BUY EXECUTED at 169.35
BUY ORDER COMPLETED at 169.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.385
Date:                           Wed, 09 Oct 2024   AIC                             60.771
Time:                                   14:41:34   BIC                             63.595
Sample:                                        0   HQIC                            60.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1308      2.179     -0.060      0.952      -4.402       4.141
ma.L1          0.3877      2.428      0.160      0.873      -4.372       5.147
ar.S.L7       -0.4672      0.564     -0.828      0.407      -1.573       0.638
ma.S.L7       -0.1518      0.779     -0.195      0.845      -1.678       1.374
sigma2         2.8816      2.299      1.253      0.210      -1.625       7.388
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.33   Prob(JB):                         0.60
Heteroskedasticity (H):               2.12   Skew:                             0.21
Prob(H) (two-sided):                  0.49   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.1101311977171, Current Price: 169.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.409
Date:                           Wed, 09 Oct 2024   AIC                             60.817
Time:                                   14:41:34   BIC                             63.642
Sample:                                        0   HQIC                            60.236
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0956      1.767     -0.054      0.957      -3.559       3.368
ma.L1          0.3912      2.001      0.195      0.845      -3.531       4.314
ar.S.L7       -0.4657      0.566     -0.823      0.410      -1.575       0.643
ma.S.L7       -0.1975      0.777     -0.254      0.799      -1.720       1.325
sigma2         2.8734      2.115      1.359      0.174      -1.271       7.018
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.59   Prob(JB):                         0.58
Heteroskedasticity (H):               2.08   Skew:                             0.23
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.31274245685896, Current Price: 169.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.383
Date:                           Wed, 09 Oct 2024   AIC                             58.767
Time:                                   14:41:34   BIC                             61.591
Sample:                                        0   HQIC                            58.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1562      1.650     -0.095      0.925      -3.390       3.077
ma.L1          0.4433      1.996      0.222      0.824      -3.470       4.356
ar.S.L7       -0.5067      0.506     -1.002      0.316      -1.498       0.484
ma.S.L7       -0.0908      0.695     -0.131      0.896      -1.454       1.272
sigma2         2.4843      1.697      1.464      0.143      -0.841       5.810
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.66   Prob(JB):                         0.57
Heteroskedasticity (H):               6.12   Skew:                             0.54
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.72149526367642, Current Price: 169.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.621
Date:                           Wed, 09 Oct 2024   AIC                             59.243
Time:                                   14:41:34   BIC                             62.067
Sample:                                        0   HQIC                            58.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1686      1.749     -0.096      0.923      -3.597       3.260
ma.L1          0.4158      2.031      0.205      0.838      -3.565       4.396
ar.S.L7       -0.4411      0.336     -1.314      0.189      -1.099       0.217
ma.S.L7        0.1146      0.604      0.190      0.849      -1.068       1.298
sigma2         2.5720      1.958      1.314      0.189      -1.266       6.409
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.77   Prob(JB):                         0.61
Heteroskedasticity (H):               1.05   Skew:                             0.42
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.63319820969116, Current Price: 171.06
SELL EXECUTED at 171.06
SELL ORDER COMPLETED at 169.56
OPERATION PROFIT, GROSS 0.3300000000000125, NET -0.00878999999998753
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.913
Date:                           Wed, 09 Oct 2024   AIC                             59.826
Time:                                   14:41:34   BIC                             62.651
Sample:                                        0   HQIC                            59.245
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4040      0.833     -0.485      0.628      -2.036       1.228
ma.L1          0.5991      0.825      0.726      0.468      -1.018       2.216
ar.S.L7       -0.3734      0.405     -0.922      0.356      -1.167       0.420
ma.S.L7        0.1028      0.765      0.134      0.893      -1.397       1.603
sigma2         2.6902      1.661      1.620      0.105      -0.566       5.946
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.53   Prob(JB):                         0.57
Heteroskedasticity (H):               1.21   Skew:                             0.39
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.72146721561242, Current Price: 167.71
BUY EXECUTED at 167.71
BUY ORDER COMPLETED at 168.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.371
Date:                           Wed, 09 Oct 2024   AIC                             52.741
Time:                                   14:41:34   BIC                             55.566
Sample:                                        0   HQIC                            52.160
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1043      0.418     -0.250      0.803      -0.923       0.714
ma.L1         -1.0000   1.03e+04  -9.73e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.1412      0.128     -1.101      0.271      -0.393       0.110
ma.S.L7        1.0000   4.08e+04   2.45e-05      1.000   -7.99e+04    7.99e+04
sigma2         0.8802   3.24e+04   2.72e-05      1.000   -6.35e+04    6.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.93   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.34   Prob(JB):                         0.57
Heteroskedasticity (H):               1.23   Skew:                             0.10
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.57288376101448, Current Price: 167.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.197
Date:                           Wed, 09 Oct 2024   AIC                             62.393
Time:                                   14:41:34   BIC                             65.218
Sample:                                        0   HQIC                            61.813
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5419      0.742     -0.730      0.465      -1.996       0.913
ma.L1          0.3253      0.984      0.331      0.741      -1.603       2.254
ar.S.L7       -0.3797      0.327     -1.162      0.245      -1.020       0.261
ma.S.L7       -1.0001   9133.346     -0.000      1.000   -1.79e+04    1.79e+04
sigma2         1.9053   1.74e+04      0.000      1.000   -3.41e+04    3.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.51
Prob(Q):                              0.94   Prob(JB):                         0.47
Heteroskedasticity (H):               1.29   Skew:                             0.83
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.3854463194414, Current Price: 168.03
SELL EXECUTED at 168.03
SELL ORDER COMPLETED at 167.81
OPERATION PROFIT, GROSS -0.21000000000000796, NET -0.545830000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.444
Date:                           Wed, 09 Oct 2024   AIC                             58.888
Time:                                   14:41:34   BIC                             61.713
Sample:                                        0   HQIC                            58.307
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7194      0.273     -2.638      0.008      -1.254      -0.185
ma.L1          1.0000   8.34e+04    1.2e-05      1.000   -1.63e+05    1.63e+05
ar.S.L7       -0.2319      0.321     -0.721      0.471      -0.862       0.398
ma.S.L7       -1.0000   3.16e+04  -3.17e-05      1.000   -6.19e+04    6.19e+04
sigma2         1.3395   1.22e+05    1.1e-05      1.000   -2.39e+05    2.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.27   Prob(JB):                         0.82
Heteroskedasticity (H):               1.56   Skew:                             0.05
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.25751518136727, Current Price: 167.18
BUY EXECUTED at 167.18
BUY ORDER COMPLETED at 167.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.635
Date:                           Wed, 09 Oct 2024   AIC                             57.271
Time:                                   14:41:34   BIC                             60.096
Sample:                                        0   HQIC                            56.690
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5923      0.186     -3.184      0.001      -0.957      -0.228
ma.L1          1.0000   4.08e+05   2.45e-06      1.000      -8e+05       8e+05
ar.S.L7       -0.2248      0.275     -0.817      0.414      -0.764       0.315
ma.S.L7       -1.0001    1.8e+04  -5.56e-05      1.000   -3.53e+04    3.53e+04
sigma2         1.1841   4.98e+05   2.38e-06      1.000   -9.76e+05    9.76e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.35   Prob(JB):                         0.91
Heteroskedasticity (H):               1.12   Skew:                            -0.17
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.44352393718103, Current Price: 167.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.282
Date:                           Wed, 09 Oct 2024   AIC                             56.564
Time:                                   14:41:34   BIC                             59.389
Sample:                                        0   HQIC                            55.984
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5365      0.176     -3.047      0.002      -0.882      -0.191
ma.L1          1.0000   2.61e+05   3.83e-06      1.000   -5.12e+05    5.12e+05
ar.S.L7       -0.1563      0.365     -0.428      0.669      -0.872       0.559
ma.S.L7       -1.0001   2.92e+04  -3.43e-05      1.000   -5.72e+04    5.72e+04
sigma2         1.1658   3.33e+05    3.5e-06      1.000   -6.53e+05    6.53e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.70   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.19   Prob(JB):                         0.83
Heteroskedasticity (H):               0.15   Skew:                            -0.40
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.1413758803387, Current Price: 168.82
SELL EXECUTED at 168.82
SELL ORDER COMPLETED at 168.1332
OPERATION PROFIT, GROSS 0.6831999999999994, NET 0.3476167999999994
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.901
Date:                           Wed, 09 Oct 2024   AIC                             55.801
Time:                                   14:41:34   BIC                             58.626
Sample:                                        0   HQIC                            55.221
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5800      0.372     -1.559      0.119      -1.309       0.149
ma.L1          1.0000   2.91e+04   3.43e-05      1.000   -5.71e+04    5.71e+04
ar.S.L7       -0.1337      0.347     -0.386      0.700      -0.813       0.546
ma.S.L7       -1.0000   2.18e+04  -4.58e-05      1.000   -4.28e+04    4.28e+04
sigma2         1.0661   3.58e+04   2.98e-05      1.000   -7.02e+04    7.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.39   Prob(JB):                         0.56
Heteroskedasticity (H):               0.38   Skew:                            -0.73
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.5462209501361, Current Price: 167.83
BUY EXECUTED at 167.83
BUY ORDER COMPLETED at 164.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.061
Date:                           Wed, 09 Oct 2024   AIC                             56.123
Time:                                   14:41:34   BIC                             58.947
Sample:                                        0   HQIC                            55.542
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3846      0.461     -0.834      0.404      -1.288       0.519
ma.L1          0.7383      0.502      1.470      0.141      -0.246       1.722
ar.S.L7       -0.3770      0.344     -1.097      0.273      -1.051       0.297
ma.S.L7       -1.0001   1.55e+04  -6.44e-05      1.000   -3.04e+04    3.04e+04
sigma2         1.2422   1.93e+04   6.44e-05      1.000   -3.78e+04    3.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.87   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.05   Prob(JB):                         0.97
Heteroskedasticity (H):               0.43   Skew:                            -0.00
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.967387538598, Current Price: 164.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.524
Date:                           Wed, 09 Oct 2024   AIC                             57.047
Time:                                   14:41:34   BIC                             59.872
Sample:                                        0   HQIC                            56.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1113      1.718      0.065      0.948      -3.255       3.478
ma.L1         -0.3295      1.721     -0.191      0.848      -3.703       3.045
ar.S.L7       -0.4450      0.564     -0.789      0.430      -1.550       0.660
ma.S.L7       -0.3679      0.824     -0.447      0.655      -1.982       1.246
sigma2         2.0616      1.217      1.695      0.090      -0.323       4.446
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.25   Prob(JB):                         0.88
Heteroskedasticity (H):               2.63   Skew:                            -0.07
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.85462390653018, Current Price: 163.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.068
Date:                           Wed, 09 Oct 2024   AIC                             56.136
Time:                                   14:41:34   BIC                             58.961
Sample:                                        0   HQIC                            55.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4164      0.777     -0.536      0.592      -1.940       1.107
ma.L1          1.0000   3015.617      0.000      1.000   -5909.501    5911.501
ar.S.L7       -0.1140      0.332     -0.344      0.731      -0.765       0.536
ma.S.L7       -1.0001   7246.509     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         1.1768   1.05e+04      0.000      1.000   -2.05e+04    2.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.39   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.12   Prob(JB):                         0.64
Heteroskedasticity (H):               1.05   Skew:                            -0.47
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.14451037339992, Current Price: 164.94
SELL EXECUTED at 164.94
SELL ORDER COMPLETED at 165.81
OPERATION PROFIT, GROSS 1.4300000000000068, NET 1.0998100000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.876
Date:                           Wed, 09 Oct 2024   AIC                             57.753
Time:                                   14:41:34   BIC                             60.577
Sample:                                        0   HQIC                            57.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1313      1.409     -0.093      0.926      -2.893       2.630
ma.L1         -0.1056      1.507     -0.070      0.944      -3.058       2.847
ar.S.L7       -0.6003      0.231     -2.601      0.009      -1.053      -0.148
ma.S.L7        1.0000   1.41e+04   7.09e-05      1.000   -2.76e+04    2.76e+04
sigma2         1.3886   1.96e+04   7.09e-05      1.000   -3.84e+04    3.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.40   Prob(JB):                         0.65
Heteroskedasticity (H):               0.41   Skew:                             0.50
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.41826715365877, Current Price: 166.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.146
Date:                           Wed, 09 Oct 2024   AIC                             58.291
Time:                                   14:41:34   BIC                             61.116
Sample:                                        0   HQIC                            57.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0393      1.634      0.024      0.981      -3.163       3.242
ma.L1         -0.2691      1.743     -0.154      0.877      -3.686       3.148
ar.S.L7       -0.6241      0.229     -2.730      0.006      -1.072      -0.176
ma.S.L7        1.0000   1.72e+04   5.83e-05      1.000   -3.36e+04    3.36e+04
sigma2         1.4473   2.48e+04   5.83e-05      1.000   -4.87e+04    4.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.63   Prob(JB):                         0.66
Heteroskedasticity (H):               0.44   Skew:                             0.28
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.66733911271783, Current Price: 165.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.646
Date:                           Wed, 09 Oct 2024   AIC                             57.292
Time:                                   14:41:34   BIC                             60.117
Sample:                                        0   HQIC                            56.712
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0344      1.206      0.029      0.977      -2.329       2.398
ma.L1         -0.2853      1.329     -0.215      0.830      -2.889       2.319
ar.S.L7       -0.6561      0.231     -2.846      0.004      -1.108      -0.204
ma.S.L7        1.0001   6671.375      0.000      1.000   -1.31e+04    1.31e+04
sigma2         1.3403   8942.323      0.000      1.000   -1.75e+04    1.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.90   Prob(JB):                         0.72
Heteroskedasticity (H):               0.50   Skew:                             0.25
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.0249027857891, Current Price: 163.51
BUY EXECUTED at 163.51
BUY ORDER COMPLETED at 163.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.240
Date:                           Wed, 09 Oct 2024   AIC                             58.481
Time:                                   14:41:34   BIC                             61.305
Sample:                                        0   HQIC                            57.900
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8355      0.275      3.036      0.002       0.296       1.375
ma.L1         -1.0000   4.48e+04  -2.23e-05      1.000   -8.77e+04    8.77e+04
ar.S.L7       -0.6578      0.433     -1.520      0.129      -1.506       0.191
ma.S.L7        0.1616      0.806      0.200      0.841      -1.419       1.742
sigma2         2.0918   9.36e+04   2.23e-05      1.000   -1.84e+05    1.84e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.71   Prob(JB):                         0.64
Heteroskedasticity (H):               0.79   Skew:                             0.21
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.40188062314039, Current Price: 163.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.653
Date:                           Wed, 09 Oct 2024   AIC                             47.305
Time:                                   14:41:34   BIC                             50.130
Sample:                                        0   HQIC                            46.725
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1187      0.441     -0.269      0.788      -0.982       0.745
ma.L1          0.8124      0.734      1.107      0.268      -0.626       2.250
ar.S.L7       -0.7449      0.210     -3.553      0.000      -1.156      -0.334
ma.S.L7        1.0000   3.62e+04   2.76e-05      1.000   -7.09e+04    7.09e+04
sigma2         0.5968   2.16e+04   2.76e-05      1.000   -4.23e+04    4.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.61   Prob(JB):                         0.82
Heteroskedasticity (H):               1.70   Skew:                             0.15
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.31459034175577, Current Price: 163.64
SELL EXECUTED at 163.64
SELL ORDER COMPLETED at 162.73
OPERATION PROFIT, GROSS -0.27000000000001023, NET -0.5957300000000102
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.475
Date:                           Wed, 09 Oct 2024   AIC                             56.950
Time:                                   14:41:34   BIC                             59.774
Sample:                                        0   HQIC                            56.369
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3898      1.256      0.310      0.756      -2.071       2.851
ma.L1         -1.5246      2.631     -0.579      0.562      -6.682       3.633
ar.S.L7        0.0010      0.005      0.193      0.847      -0.009       0.011
ma.S.L7       -1.0000   1.07e+04  -9.35e-05      1.000    -2.1e+04     2.1e+04
sigma2         0.6425   6871.445   9.35e-05      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.67   Prob(JB):                         0.71
Heteroskedasticity (H):               3.67   Skew:                             0.22
Prob(H) (two-sided):                  0.24   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.7079207502191, Current Price: 162.05
BUY EXECUTED at 162.05
BUY ORDER COMPLETED at 162.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.500
Date:                           Wed, 09 Oct 2024   AIC                             59.000
Time:                                   14:41:34   BIC                             61.824
Sample:                                        0   HQIC                            58.419
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5607      0.576     -0.974      0.330      -1.689       0.568
ma.L1          0.4013      0.841      0.477      0.633      -1.248       2.050
ar.S.L7       -0.4265      0.357     -1.195      0.232      -1.126       0.273
ma.S.L7       -1.0004   4820.281     -0.000      1.000   -9448.577    9446.576
sigma2         1.4638   7055.654      0.000      1.000   -1.38e+04    1.38e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 1.80
Prob(Q):                              0.63   Prob(JB):                         0.41
Heteroskedasticity (H):               4.17   Skew:                             0.87
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.80706455404402, Current Price: 161.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.425
Date:                           Wed, 09 Oct 2024   AIC                             54.850
Time:                                   14:41:34   BIC                             57.675
Sample:                                        0   HQIC                            54.270
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1819      0.928      0.196      0.845      -1.637       2.000
ma.L1         -1.0000   1.02e+04  -9.77e-05      1.000   -2.01e+04    2.01e+04
ar.S.L7       -0.0029      0.004     -0.793      0.428      -0.010       0.004
ma.S.L7       -1.0001   1.74e+04  -5.75e-05      1.000   -3.41e+04    3.41e+04
sigma2         1.0039   2.46e+04   4.08e-05      1.000   -4.83e+04    4.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.92   Prob(JB):                         0.63
Heteroskedasticity (H):               2.01   Skew:                             0.56
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.20717867489458, Current Price: 164.22
SELL EXECUTED at 164.22
SELL ORDER COMPLETED at 164.27
OPERATION PROFIT, GROSS 1.920000000000016, NET 1.5933800000000158
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.494
Date:                           Wed, 09 Oct 2024   AIC                             56.987
Time:                                   14:41:34   BIC                             59.812
Sample:                                        0   HQIC                            56.407
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0888      0.813      0.109      0.913      -1.505       1.683
ma.L1         -1.0000   1.09e+04  -9.15e-05      1.000   -2.14e+04    2.14e+04
ar.S.L7        0.0026      0.005      0.572      0.567      -0.006       0.012
ma.S.L7       -0.6075      0.715     -0.849      0.396      -2.010       0.795
sigma2         1.6403   1.79e+04   9.15e-05      1.000   -3.51e+04    3.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.97   Prob(JB):                         0.60
Heteroskedasticity (H):               1.21   Skew:                             0.27
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.92921866482297, Current Price: 164.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.026
Date:                           Wed, 09 Oct 2024   AIC                             58.052
Time:                                   14:41:34   BIC                             60.877
Sample:                                        0   HQIC                            57.471
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1913      0.619      0.309      0.757      -1.022       1.405
ma.L1         -1.0000   8840.070     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.0847      0.363     -0.233      0.816      -0.797       0.627
ma.S.L7       -0.2503      0.626     -0.400      0.689      -1.476       0.976
sigma2         1.9994   1.77e+04      0.000      1.000   -3.46e+04    3.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.64   Prob(JB):                         0.60
Heteroskedasticity (H):               1.14   Skew:                             0.36
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.29840567797825, Current Price: 165.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.584
Date:                           Wed, 09 Oct 2024   AIC                             59.168
Time:                                   14:41:34   BIC                             61.992
Sample:                                        0   HQIC                            58.587
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4197      0.648      0.648      0.517      -0.851       1.690
ma.L1         -1.0000   4301.281     -0.000      1.000   -8431.356    8429.356
ar.S.L7       -0.2892      0.409     -0.707      0.480      -1.091       0.513
ma.S.L7       -0.5572      1.347     -0.414      0.679      -3.198       2.083
sigma2         1.9148   8235.783      0.000      1.000   -1.61e+04    1.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.80   Prob(JB):                         0.50
Heteroskedasticity (H):               2.13   Skew:                             0.36
Prob(H) (two-sided):                  0.48   Kurtosis:                         1.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.24795077290773, Current Price: 164.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.874
Date:                           Wed, 09 Oct 2024   AIC                             57.747
Time:                                   14:41:34   BIC                             60.572
Sample:                                        0   HQIC                            57.166
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4113      0.508      0.810      0.418      -0.583       1.406
ma.L1         -1.0000   1.51e+04  -6.61e-05      1.000   -2.97e+04    2.97e+04
ar.S.L7       -0.4669      0.834     -0.560      0.575      -2.101       1.167
ma.S.L7       -1.7502      4.342     -0.403      0.687     -10.260       6.759
sigma2         0.5499   8321.278   6.61e-05      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.92   Prob(JB):                         0.61
Heteroskedasticity (H):               2.17   Skew:                             0.25
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.8682994774173, Current Price: 165.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.395
Date:                           Wed, 09 Oct 2024   AIC                             60.790
Time:                                   14:41:34   BIC                             63.615
Sample:                                        0   HQIC                            60.209
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2051      1.549      0.132      0.895      -2.831       3.241
ma.L1         -0.5634      1.241     -0.454      0.650      -2.995       1.868
ar.S.L7       -0.4225      0.576     -0.734      0.463      -1.550       0.706
ma.S.L7       -0.0909      0.737     -0.123      0.902      -1.536       1.354
sigma2         2.8988      1.810      1.602      0.109      -0.649       6.446
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.97   Prob(JB):                         0.74
Heteroskedasticity (H):               1.34   Skew:                            -0.16
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.16044358562874, Current Price: 164.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.822
Date:                           Wed, 09 Oct 2024   AIC                             59.645
Time:                                   14:41:34   BIC                             62.469
Sample:                                        0   HQIC                            59.064
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2766      2.420      0.114      0.909      -4.467       5.021
ma.L1         -0.4713      2.179     -0.216      0.829      -4.741       3.799
ar.S.L7       -0.6482      0.271     -2.388      0.017      -1.180      -0.116
ma.S.L7        1.0001   9015.887      0.000      1.000   -1.77e+04    1.77e+04
sigma2         1.6067   1.45e+04      0.000      1.000   -2.84e+04    2.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.92   Prob(JB):                         0.75
Heteroskedasticity (H):               1.05   Skew:                            -0.29
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.94443205295374, Current Price: 164.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.884
Date:                           Wed, 09 Oct 2024   AIC                             59.769
Time:                                   14:41:34   BIC                             62.594
Sample:                                        0   HQIC                            59.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2191      1.575      0.139      0.889      -2.868       3.306
ma.L1         -0.4592      1.467     -0.313      0.754      -3.334       2.416
ar.S.L7       -0.5794      0.395     -1.466      0.143      -1.354       0.195
ma.S.L7        0.3461      0.827      0.419      0.676      -1.274       1.967
sigma2         2.5600      2.523      1.015      0.310      -2.385       7.505
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.97   Prob(JB):                         0.83
Heteroskedasticity (H):               0.23   Skew:                            -0.08
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.7348223811611, Current Price: 163.92
BUY EXECUTED at 163.92
BUY ORDER COMPLETED at 164.5701
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.939
Date:                           Wed, 09 Oct 2024   AIC                             61.877
Time:                                   14:41:34   BIC                             64.702
Sample:                                        0   HQIC                            61.297
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3477      2.077      0.167      0.867      -3.722       4.418
ma.L1         -0.6134      1.778     -0.345      0.730      -4.099       2.872
ar.S.L7       -0.5079      0.591     -0.859      0.390      -1.666       0.651
ma.S.L7        0.0702      1.067      0.066      0.948      -2.021       2.161
sigma2         3.1586      3.424      0.922      0.356      -3.553       9.870
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.82   Prob(JB):                         0.71
Heteroskedasticity (H):               0.60   Skew:                            -0.02
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.3074874223662, Current Price: 164.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.174
Date:                           Wed, 09 Oct 2024   AIC                             58.347
Time:                                   14:41:35   BIC                             61.172
Sample:                                        0   HQIC                            57.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3658      3.226      0.113      0.910      -5.957       6.688
ma.L1         -0.6452      2.569     -0.251      0.802      -5.680       4.390
ar.S.L7       -0.0446      1.014     -0.044      0.965      -2.031       1.942
ma.S.L7       -1.0001   8985.892     -0.000      1.000   -1.76e+04    1.76e+04
sigma2         1.4455    1.3e+04      0.000      1.000   -2.55e+04    2.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.53   Prob(JB):                         0.92
Heteroskedasticity (H):               0.35   Skew:                             0.19
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.64244241680123, Current Price: 167.59
SELL EXECUTED at 167.59
SELL ORDER COMPLETED at 168.19
OPERATION PROFIT, GROSS 3.6199000000000012, NET 3.2871399000000014
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.960
Date:                           Wed, 09 Oct 2024   AIC                             61.919
Time:                                   14:41:35   BIC                             64.744
Sample:                                        0   HQIC                            61.339
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0641      1.314      0.049      0.961      -2.511       2.639
ma.L1         -0.4691      0.953     -0.492      0.623      -2.337       1.399
ar.S.L7       -0.0002      0.044     -0.003      0.997      -0.086       0.086
ma.S.L7       -0.4266      0.409     -1.044      0.297      -1.228       0.375
sigma2         3.1272      2.074      1.508      0.132      -0.938       7.192
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.91   Prob(JB):                         0.80
Heteroskedasticity (H):               0.66   Skew:                            -0.29
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.9879530116301, Current Price: 168.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.151
Date:                           Wed, 09 Oct 2024   AIC                             58.303
Time:                                   14:41:35   BIC                             61.127
Sample:                                        0   HQIC                            57.722
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3241      1.339      0.242      0.809      -2.300       2.949
ma.L1         -0.5113      1.123     -0.455      0.649      -2.712       1.690
ar.S.L7       -0.2084      0.514     -0.406      0.685      -1.215       0.798
ma.S.L7        0.1311      0.670      0.196      0.845      -1.182       1.444
sigma2         2.3890      1.467      1.629      0.103      -0.485       5.263
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.45
Prob(Q):                              0.81   Prob(JB):                         0.48
Heteroskedasticity (H):               2.04   Skew:                            -0.82
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.07263123462306, Current Price: 165.33
BUY EXECUTED at 165.33
BUY ORDER COMPLETED at 165.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                -127.477
Date:                           Wed, 09 Oct 2024   AIC                            264.954
Time:                                   14:41:35   BIC                            267.779
Sample:                                        0   HQIC                           264.374
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         28.8461    495.596      0.058      0.954    -942.504    1000.197
ma.L1         39.4489   1025.734      0.038      0.969   -1970.952    2049.850
ar.S.L7       80.2813   1368.133      0.059      0.953   -2601.211    2761.774
ma.S.L7       -1.5736      4.943     -0.318      0.750     -11.261       8.114
sigma2      4617.8032   2.35e+05      0.020      0.984   -4.55e+05    4.65e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.56   Prob(JB):                         0.85
Heteroskedasticity (H):               2.22   Skew:                             0.32
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -5332.007878614597, Current Price: 164.92
SELL EXECUTED at 164.92
SELL ORDER COMPLETED at 166.5
OPERATION PROFIT, GROSS 1.0800000000000125, NET 0.7480800000000125
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.464
Date:                           Wed, 09 Oct 2024   AIC                             58.929
Time:                                   14:41:35   BIC                             61.753
Sample:                                        0   HQIC                            58.348
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4221      1.235      0.342      0.733      -1.999       2.843
ma.L1         -0.7517      0.975     -0.771      0.441      -2.663       1.159
ar.S.L7       -0.0947      0.487     -0.195      0.846      -1.049       0.859
ma.S.L7       -0.0940      0.667     -0.141      0.888      -1.401       1.213
sigma2         2.5003      2.209      1.132      0.258      -1.829       6.830
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.57
Prob(Q):                              0.97   Prob(JB):                         0.46
Heteroskedasticity (H):               1.41   Skew:                            -0.85
Prob(H) (two-sided):                  0.75   Kurtosis:                         3.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.9288098943404, Current Price: 165.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.221
Date:                           Wed, 09 Oct 2024   AIC                             58.441
Time:                                   14:41:35   BIC                             61.266
Sample:                                        0   HQIC                            57.861
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4278      3.397      0.126      0.900      -6.231       7.087
ma.L1         -0.5903      3.222     -0.183      0.855      -6.906       5.725
ar.S.L7       -0.2613      0.320     -0.817      0.414      -0.888       0.366
ma.S.L7       -0.1715      0.637     -0.269      0.788      -1.421       1.078
sigma2         2.4020      2.084      1.152      0.249      -1.683       6.487
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.99   Prob(JB):                         0.66
Heteroskedasticity (H):               1.24   Skew:                            -0.61
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.27774182389422, Current Price: 166.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.876
Date:                           Wed, 09 Oct 2024   AIC                             55.752
Time:                                   14:41:35   BIC                             58.577
Sample:                                        0   HQIC                            55.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5918      0.280      2.114      0.035       0.043       1.141
ma.L1         -1.0000   1.25e+04  -8.02e-05      1.000   -2.44e+04    2.44e+04
ar.S.L7       -0.2775      0.333     -0.834      0.405      -0.930       0.375
ma.S.L7       -0.1514      0.708     -0.214      0.831      -1.540       1.237
sigma2         1.6505   2.06e+04   8.02e-05      1.000   -4.03e+04    4.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.80   Prob(JB):                         0.66
Heteroskedasticity (H):               2.59   Skew:                            -0.61
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.05935855506084, Current Price: 166.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.955
Date:                           Wed, 09 Oct 2024   AIC                             53.909
Time:                                   14:41:35   BIC                             56.734
Sample:                                        0   HQIC                            53.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1575      0.745      0.211      0.833      -1.303       1.618
ma.L1         -1.0000   4712.544     -0.000      1.000   -9237.416    9235.416
ar.S.L7        0.0555      0.287      0.193      0.847      -0.507       0.618
ma.S.L7        1.0000   2.74e+04   3.65e-05      1.000   -5.37e+04    5.37e+04
sigma2         0.9721   2.81e+04   3.45e-05      1.000   -5.52e+04    5.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.81   Prob(JB):                         0.68
Heteroskedasticity (H):               0.97   Skew:                            -0.21
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.45151452181233, Current Price: 167.77
BUY EXECUTED at 167.77
BUY ORDER COMPLETED at 168.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.822
Date:                           Wed, 09 Oct 2024   AIC                             53.643
Time:                                   14:41:35   BIC                             56.468
Sample:                                        0   HQIC                            53.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0031      0.413      0.008      0.994      -0.806       0.813
ma.L1         -1.0000   1.04e+04  -9.63e-05      1.000   -2.04e+04    2.04e+04
ar.S.L7        0.0290      0.184      0.158      0.875      -0.332       0.390
ma.S.L7       -0.1413      0.404     -0.350      0.727      -0.933       0.650
sigma2         1.4481    1.5e+04   9.63e-05      1.000   -2.95e+04    2.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.95   Prob(JB):                         0.60
Heteroskedasticity (H):               0.54   Skew:                            -0.10
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.17164492605278, Current Price: 168.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.972
Date:                           Wed, 09 Oct 2024   AIC                             49.943
Time:                                   14:41:35   BIC                             52.768
Sample:                                        0   HQIC                            49.363
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0257      0.481     -0.053      0.957      -0.968       0.916
ma.L1         -1.0000   1.35e+04  -7.41e-05      1.000   -2.64e+04    2.64e+04
ar.S.L7       -0.0851      0.142     -0.601      0.548      -0.363       0.192
ma.S.L7       -0.8841      4.568     -0.194      0.847      -9.838       8.070
sigma2         0.7203   9720.137   7.41e-05      1.000   -1.91e+04    1.91e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.84   Prob(JB):                         0.69
Heteroskedasticity (H):               0.27   Skew:                            -0.21
Prob(H) (two-sided):                  0.23   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.6367738413087, Current Price: 167.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.806
Date:                           Wed, 09 Oct 2024   AIC                             49.613
Time:                                   14:41:35   BIC                             52.438
Sample:                                        0   HQIC                            49.032
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0228      0.452     -0.050      0.960      -0.909       0.863
ma.L1         -1.0000   7573.646     -0.000      1.000   -1.48e+04    1.48e+04
ar.S.L7       -0.0964      0.153     -0.628      0.530      -0.397       0.204
ma.S.L7       -0.8809      4.131     -0.213      0.831      -8.977       7.216
sigma2         0.7040   5332.504      0.000      1.000   -1.05e+04    1.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.71   Prob(JB):                         0.79
Heteroskedasticity (H):               0.22   Skew:                            -0.10
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.65395424658158, Current Price: 168.12
SELL EXECUTED at 168.12
SELL ORDER COMPLETED at 168.98
OPERATION PROFIT, GROSS 0.3199999999999932, NET -0.017640000000006817
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.347
Date:                           Wed, 09 Oct 2024   AIC                             50.695
Time:                                   14:41:35   BIC                             53.519
Sample:                                        0   HQIC                            50.114
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0267      0.438     -0.061      0.951      -0.885       0.832
ma.L1         -1.0000   1.12e+04  -8.94e-05      1.000   -2.19e+04    2.19e+04
ar.S.L7        0.0053      0.025      0.209      0.834      -0.044       0.055
ma.S.L7       -1.0001   7762.925     -0.000      1.000   -1.52e+04    1.52e+04
sigma2         0.6988   7139.573   9.79e-05      1.000    -1.4e+04     1.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.80   Prob(JB):                         0.74
Heteroskedasticity (H):               0.38   Skew:                            -0.17
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.8095164200609, Current Price: 168.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.315
Date:                           Wed, 09 Oct 2024   AIC                             46.630
Time:                                   14:41:35   BIC                             49.455
Sample:                                        0   HQIC                            46.050
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2583      0.596      0.434      0.665      -0.910       1.426
ma.L1         -1.0000   1.04e+04  -9.58e-05      1.000   -2.05e+04    2.05e+04
ar.S.L7        0.0513      0.207      0.247      0.805      -0.355       0.458
ma.S.L7       -1.0002   5786.315     -0.000      1.000   -1.13e+04    1.13e+04
sigma2         0.5029   4486.610      0.000      1.000   -8793.090    8794.096
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.83   Prob(JB):                         0.64
Heteroskedasticity (H):               0.40   Skew:                            -0.52
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.7909574510714, Current Price: 166.65
BUY EXECUTED at 166.65
BUY ORDER COMPLETED at 167.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.107
Date:                           Wed, 09 Oct 2024   AIC                             50.214
Time:                                   14:41:35   BIC                             53.039
Sample:                                        0   HQIC                            49.633
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0244      0.406      0.060      0.952      -0.771       0.819
ma.L1         -1.0000   9041.429     -0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7        0.0391      0.190      0.206      0.837      -0.333       0.411
ma.S.L7       -0.6167      1.095     -0.563      0.573      -2.762       1.528
sigma2         0.9150   8272.660      0.000      1.000   -1.62e+04    1.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.93   Prob(JB):                         0.66
Heteroskedasticity (H):               1.06   Skew:                            -0.40
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.37874441115684, Current Price: 167.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.085
Date:                           Wed, 09 Oct 2024   AIC                             46.169
Time:                                   14:41:35   BIC                             48.994
Sample:                                        0   HQIC                            45.589
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4218      0.046      9.234      0.000       0.332       0.511
ma.L1         -1.0000   4267.103     -0.000      1.000   -8364.367    8362.367
ar.S.L7       -0.8932      0.303     -2.952      0.003      -1.486      -0.300
ma.S.L7        0.4035      0.389      1.038      0.299      -0.358       1.165
sigma2         0.7687   3280.447      0.000      1.000   -6428.789    6430.326
===================================================================================
Ljung-Box (L1) (Q):                   2.25   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.13   Prob(JB):                         0.66
Heteroskedasticity (H):               0.23   Skew:                            -0.57
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.88597804427903, Current Price: 167.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.502
Date:                           Wed, 09 Oct 2024   AIC                             49.004
Time:                                   14:41:35   BIC                             51.829
Sample:                                        0   HQIC                            48.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0501      0.575      0.087      0.931      -1.078       1.178
ma.L1         -1.0000   1560.403     -0.001      0.999   -3059.334    3057.334
ar.S.L7       -0.7345      0.371     -1.977      0.048      -1.462      -0.006
ma.S.L7        0.4301      0.619      0.695      0.487      -0.783       1.643
sigma2         0.9927   1548.865      0.001      0.999   -3034.726    3036.712
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.47   Prob(JB):                         0.44
Heteroskedasticity (H):               3.48   Skew:                            -0.87
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.61579597813144, Current Price: 165.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.305
Date:                           Wed, 09 Oct 2024   AIC                             52.610
Time:                                   14:41:35   BIC                             55.435
Sample:                                        0   HQIC                            52.029
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3586     14.415      0.025      0.980     -27.895      28.612
ma.L1         -0.3265     14.573     -0.022      0.982     -28.888      28.235
ar.S.L7       -0.5269      0.426     -1.237      0.216      -1.362       0.308
ma.S.L7        0.0650      0.737      0.088      0.930      -1.380       1.510
sigma2         1.5499      0.985      1.573      0.116      -0.381       3.481
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.65   Prob(JB):                         0.58
Heteroskedasticity (H):               6.75   Skew:                            -0.43
Prob(H) (two-sided):                  0.09   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.6740743742931, Current Price: 167.65
SELL EXECUTED at 167.65
SELL ORDER COMPLETED at 168.42
OPERATION PROFIT, GROSS 1.039999999999992, NET 0.704199999999992
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.513
Date:                           Wed, 09 Oct 2024   AIC                             57.025
Time:                                   14:41:35   BIC                             59.850
Sample:                                        0   HQIC                            56.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3582      2.686      0.133      0.894      -4.906       5.623
ma.L1         -0.7305      2.227     -0.328      0.743      -5.095       3.634
ar.S.L7       -0.3214      0.744     -0.432      0.666      -1.780       1.137
ma.S.L7       -0.8199      4.640     -0.177      0.860      -9.913       8.274
sigma2         1.5347      6.856      0.224      0.823     -11.903      14.972
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.81   Prob(JB):                         0.68
Heteroskedasticity (H):              10.61   Skew:                            -0.42
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.80444033766378, Current Price: 169.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.099
Date:                           Wed, 09 Oct 2024   AIC                             58.198
Time:                                   14:41:35   BIC                             61.022
Sample:                                        0   HQIC                            57.617
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4267      0.509      0.839      0.401      -0.570       1.423
ma.L1         -1.0000   4394.093     -0.000      1.000   -8613.263    8611.263
ar.S.L7       -0.3065      0.592     -0.518      0.605      -1.467       0.854
ma.S.L7        0.1591      1.326      0.120      0.905      -2.440       2.758
sigma2         2.1534   9462.675      0.000      1.000   -1.85e+04    1.85e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 2.11
Prob(Q):                              0.55   Prob(JB):                         0.35
Heteroskedasticity (H):               8.01   Skew:                            -0.98
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.3501648729509, Current Price: 170.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.103
Date:                           Wed, 09 Oct 2024   AIC                             58.207
Time:                                   14:41:35   BIC                             61.031
Sample:                                        0   HQIC                            57.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4482      0.567      0.791      0.429      -0.662       1.559
ma.L1         -1.0000   5.84e+04  -1.71e-05      1.000   -1.15e+05    1.15e+05
ar.S.L7       -0.1434      0.764     -0.188      0.851      -1.641       1.355
ma.S.L7        0.1699      1.328      0.128      0.898      -2.432       2.772
sigma2         2.1656   1.27e+05   1.71e-05      1.000   -2.48e+05    2.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 1.87
Prob(Q):                              0.49   Prob(JB):                         0.39
Heteroskedasticity (H):               5.63   Skew:                            -0.91
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.29980677173359, Current Price: 171.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.155
Date:                           Wed, 09 Oct 2024   AIC                             56.309
Time:                                   14:41:35   BIC                             59.134
Sample:                                        0   HQIC                            55.728
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2905      0.740     -0.392      0.695      -1.741       1.160
ma.L1          1.0000    1.4e+04   7.14e-05      1.000   -2.75e+04    2.75e+04
ar.S.L7       -0.2938      0.216     -1.363      0.173      -0.716       0.129
ma.S.L7       -0.4848      1.761     -0.275      0.783      -3.937       2.967
sigma2         1.7287   2.42e+04   7.14e-05      1.000   -4.75e+04    4.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.71   Prob(JB):                         0.84
Heteroskedasticity (H):               3.10   Skew:                            -0.24
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.75854991086428, Current Price: 173.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.632
Date:                           Wed, 09 Oct 2024   AIC                             57.264
Time:                                   14:41:35   BIC                             60.089
Sample:                                        0   HQIC                            56.684
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3307      0.830     -0.398      0.690      -1.957       1.296
ma.L1          1.0000   1.55e+04   6.47e-05      1.000   -3.03e+04    3.03e+04
ar.S.L7       -0.2615      0.300     -0.873      0.383      -0.849       0.326
ma.S.L7       -0.3069      1.375     -0.223      0.823      -3.001       2.388
sigma2         1.9640   3.04e+04   6.47e-05      1.000   -5.95e+04    5.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.78   Prob(JB):                         0.73
Heteroskedasticity (H):               0.53   Skew:                            -0.50
Prob(H) (two-sided):                  0.55   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.54930717082968, Current Price: 174.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.239
Date:                           Wed, 09 Oct 2024   AIC                             56.478
Time:                                   14:41:35   BIC                             59.302
Sample:                                        0   HQIC                            55.897
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3223      0.822     -0.392      0.695      -1.933       1.289
ma.L1          1.0000   3.11e+04   3.21e-05      1.000    -6.1e+04     6.1e+04
ar.S.L7       -0.2532      0.316     -0.801      0.423      -0.873       0.367
ma.S.L7       -0.2196      1.074     -0.204      0.838      -2.325       1.886
sigma2         1.8701   5.82e+04   3.21e-05      1.000   -1.14e+05    1.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.71   Prob(JB):                         0.86
Heteroskedasticity (H):               0.45   Skew:                            -0.31
Prob(H) (two-sided):                  0.46   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.54531120048395, Current Price: 174.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.383
Date:                           Wed, 09 Oct 2024   AIC                             56.766
Time:                                   14:41:35   BIC                             59.591
Sample:                                        0   HQIC                            56.186
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3531      0.774     -0.456      0.648      -1.871       1.165
ma.L1          1.0000   1.83e+04   5.47e-05      1.000   -3.58e+04    3.58e+04
ar.S.L7       -0.3231      0.357     -0.904      0.366      -1.024       0.378
ma.S.L7       -0.2007      1.315     -0.153      0.879      -2.777       2.376
sigma2         1.9196   3.51e+04   5.47e-05      1.000   -6.88e+04    6.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.67   Prob(JB):                         0.83
Heteroskedasticity (H):               0.47   Skew:                            -0.38
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.21927534455742, Current Price: 174.18
BUY EXECUTED at 174.18
BUY ORDER COMPLETED at 173.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.578
Date:                           Wed, 09 Oct 2024   AIC                             57.156
Time:                                   14:41:35   BIC                             59.980
Sample:                                        0   HQIC                            56.575
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3895      0.693     -0.562      0.574      -1.748       0.969
ma.L1          1.0000   8794.301      0.000      1.000   -1.72e+04    1.72e+04
ar.S.L7       -0.3377      0.449     -0.751      0.452      -1.219       0.543
ma.S.L7       -0.3208      0.903     -0.355      0.722      -2.090       1.449
sigma2         1.9471   1.71e+04      0.000      1.000   -3.36e+04    3.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.62   Prob(JB):                         0.99
Heteroskedasticity (H):               0.27   Skew:                            -0.09
Prob(H) (two-sided):                  0.23   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.43023331656576, Current Price: 172.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.784
Date:                           Wed, 09 Oct 2024   AIC                             55.569
Time:                                   14:41:35   BIC                             58.394
Sample:                                        0   HQIC                            54.988
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3717      0.604     -0.616      0.538      -1.555       0.812
ma.L1          1.0000   1.58e+04   6.34e-05      1.000   -3.09e+04    3.09e+04
ar.S.L7       -0.1131      0.389     -0.290      0.771      -0.876       0.650
ma.S.L7       -1.0000   3.32e+04  -3.01e-05      1.000   -6.51e+04    6.51e+04
sigma2         1.1211   5.04e+04   2.22e-05      1.000   -9.89e+04    9.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.55   Prob(JB):                         0.88
Heteroskedasticity (H):               0.24   Skew:                            -0.05
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.74372890404047, Current Price: 174.5
SELL EXECUTED at 174.5
SELL ORDER COMPLETED at 173.96
OPERATION PROFIT, GROSS -0.009999999999990905, NET -0.3579299999999909
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.660
Date:                           Wed, 09 Oct 2024   AIC                             55.320
Time:                                   14:41:36   BIC                             58.144
Sample:                                        0   HQIC                            54.739
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4690      0.487     -0.963      0.336      -1.424       0.486
ma.L1          1.0000   1.07e+04   9.38e-05      1.000   -2.09e+04    2.09e+04
ar.S.L7       -0.0560      0.472     -0.119      0.906      -0.981       0.869
ma.S.L7       -1.0000   1.36e+05  -7.34e-06      1.000   -2.67e+05    2.67e+05
sigma2         1.1057   1.55e+05   7.11e-06      1.000   -3.05e+05    3.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.65   Prob(JB):                         0.73
Heteroskedasticity (H):               0.57   Skew:                            -0.32
Prob(H) (two-sided):                  0.60   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.7474322442248, Current Price: 173.94
BUY EXECUTED at 173.94
BUY ORDER COMPLETED at 173.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.002
Date:                           Wed, 09 Oct 2024   AIC                             56.005
Time:                                   14:41:36   BIC                             58.829
Sample:                                        0   HQIC                            55.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5342      0.819     -0.652      0.514      -2.139       1.071
ma.L1          1.0000   2.48e+04   4.04e-05      1.000   -4.86e+04    4.86e+04
ar.S.L7       -0.0173      0.325     -0.053      0.957      -0.654       0.620
ma.S.L7       -1.0000   2.56e+04  -3.91e-05      1.000   -5.02e+04    5.02e+04
sigma2         1.1764   5.16e+04   2.28e-05      1.000   -1.01e+05    1.01e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.75   Prob(JB):                         0.69
Heteroskedasticity (H):               0.88   Skew:                            -0.02
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.63276358514736, Current Price: 172.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.526
Date:                           Wed, 09 Oct 2024   AIC                             57.053
Time:                                   14:41:36   BIC                             59.877
Sample:                                        0   HQIC                            56.472
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4447      0.302     -1.472      0.141      -1.037       0.147
ma.L1          1.0000   1.15e+04   8.69e-05      1.000   -2.26e+04    2.26e+04
ar.S.L7       -0.2005      0.588     -0.341      0.733      -1.352       0.951
ma.S.L7       -1.0001   1.18e+04  -8.47e-05      1.000   -2.31e+04    2.31e+04
sigma2         1.2612   1.86e+04   6.79e-05      1.000   -3.64e+04    3.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.08   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.15   Prob(JB):                         0.71
Heteroskedasticity (H):               0.79   Skew:                             0.39
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.44120801804934, Current Price: 168.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.767
Date:                           Wed, 09 Oct 2024   AIC                             63.534
Time:                                   14:41:36   BIC                             66.359
Sample:                                        0   HQIC                            62.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2341      1.219     -0.192      0.848      -2.623       2.155
ma.L1          0.5837      1.302      0.448      0.654      -1.967       3.135
ar.S.L7       -0.5386      0.765     -0.704      0.481      -2.038       0.961
ma.S.L7       -0.1919      1.636     -0.117      0.907      -3.399       3.016
sigma2         3.5420      1.485      2.385      0.017       0.631       6.453
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.66   Prob(JB):                         0.98
Heteroskedasticity (H):               1.21   Skew:                             0.13
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.01685163960838, Current Price: 167.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.413
Date:                           Wed, 09 Oct 2024   AIC                             56.827
Time:                                   14:41:36   BIC                             59.652
Sample:                                        0   HQIC                            56.246
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0844      1.260      0.067      0.947      -2.386       2.555
ma.L1          0.3393      1.191      0.285      0.776      -1.995       2.673
ar.S.L7       -0.6277      0.523     -1.200      0.230      -1.652       0.397
ma.S.L7       -0.1204      1.145     -0.105      0.916      -2.365       2.124
sigma2         2.1348      1.184      1.803      0.071      -0.186       4.455
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.71   Prob(JB):                         0.83
Heteroskedasticity (H):               6.41   Skew:                            -0.35
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.48226629228517, Current Price: 167.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.087
Date:                           Wed, 09 Oct 2024   AIC                             56.173
Time:                                   14:41:36   BIC                             58.998
Sample:                                        0   HQIC                            55.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4405      0.161      2.741      0.006       0.125       0.755
ma.L1         -0.2339      0.433     -0.540      0.589      -1.083       0.615
ar.S.L7       -0.6991      0.655     -1.067      0.286      -1.983       0.585
ma.S.L7       -1.0004   3139.763     -0.000      1.000   -6154.824    6152.823
sigma2         1.2075   3791.656      0.000      1.000   -7430.301    7432.716
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.93   Prob(JB):                         0.51
Heteroskedasticity (H):               6.56   Skew:                            -0.78
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.06834120951487, Current Price: 166.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.207
Date:                           Wed, 09 Oct 2024   AIC                             56.415
Time:                                   14:41:36   BIC                             59.239
Sample:                                        0   HQIC                            55.834
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2556      0.751      0.340      0.734      -1.217       1.728
ma.L1          0.2114      0.718      0.295      0.768      -1.195       1.618
ar.S.L7       -0.5664      0.522     -1.085      0.278      -1.590       0.457
ma.S.L7       -0.5845      1.671     -0.350      0.727      -3.860       2.691
sigma2         1.7728      2.246      0.789      0.430      -2.629       6.174
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.86   Prob(JB):                         0.90
Heteroskedasticity (H):               7.25   Skew:                            -0.06
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.37462770484436, Current Price: 166.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.900
Date:                           Wed, 09 Oct 2024   AIC                             57.801
Time:                                   14:41:36   BIC                             60.625
Sample:                                        0   HQIC                            57.220
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2500      0.711      0.352      0.725      -1.144       1.644
ma.L1          0.2445      0.717      0.341      0.733      -1.160       1.650
ar.S.L7       -0.5087      0.499     -1.020      0.308      -1.486       0.469
ma.S.L7       -0.3680      1.307     -0.282      0.778      -2.929       2.193
sigma2         2.1844      1.589      1.375      0.169      -0.930       5.299
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.45   Prob(JB):                         0.88
Heteroskedasticity (H):               1.90   Skew:                             0.27
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.52136684047034, Current Price: 165.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.770
Date:                           Wed, 09 Oct 2024   AIC                             57.541
Time:                                   14:41:36   BIC                             60.366
Sample:                                        0   HQIC                            56.960
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3740      1.061      0.353      0.724      -1.705       2.453
ma.L1          0.0649      1.125      0.058      0.954      -2.140       2.270
ar.S.L7       -0.5873      0.630     -0.932      0.351      -1.822       0.648
ma.S.L7       -0.2252      0.866     -0.260      0.795      -1.923       1.472
sigma2         2.2229      1.239      1.794      0.073      -0.206       4.652
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.37   Prob(JB):                         0.83
Heteroskedasticity (H):               0.62   Skew:                             0.40
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.97584955349618, Current Price: 166.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.775
Date:                           Wed, 09 Oct 2024   AIC                             57.551
Time:                                   14:41:36   BIC                             60.375
Sample:                                        0   HQIC                            56.970
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3193      0.930      0.343      0.731      -1.503       2.142
ma.L1          0.1229      0.992      0.124      0.901      -1.822       2.068
ar.S.L7       -0.5803      0.569     -1.020      0.308      -1.695       0.535
ma.S.L7       -0.2546      0.917     -0.278      0.781      -2.052       1.543
sigma2         2.2117      1.198      1.846      0.065      -0.137       4.560
===================================================================================
Ljung-Box (L1) (Q):                   1.07   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.30   Prob(JB):                         0.85
Heteroskedasticity (H):               0.22   Skew:                             0.38
Prob(H) (two-sided):                  0.17   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.97772044913526, Current Price: 165.24
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.902
Date:                           Wed, 09 Oct 2024   AIC                             57.804
Time:                                   14:41:36   BIC                             60.629
Sample:                                        0   HQIC                            57.224
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3355      0.750      0.448      0.654      -1.134       1.805
ma.L1          0.1354      0.795      0.170      0.865      -1.422       1.693
ar.S.L7       -0.5788      0.584     -0.991      0.322      -1.724       0.566
ma.S.L7       -0.1333      1.138     -0.117      0.907      -2.364       2.097
sigma2         2.2990      1.324      1.737      0.082      -0.296       4.894
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.32   Prob(JB):                         0.76
Heteroskedasticity (H):               0.12   Skew:                             0.50
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.73851947512682, Current Price: 166.63
SELL EXECUTED at 166.63
SELL ORDER COMPLETED at 166.14
OPERATION PROFIT, GROSS -7.550000000000011, NET -7.8898300000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.449
Date:                           Wed, 09 Oct 2024   AIC                             58.898
Time:                                   14:41:36   BIC                             61.723
Sample:                                        0   HQIC                            58.317
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3814      1.182      0.323      0.747      -1.936       2.698
ma.L1         -0.0265      1.275     -0.021      0.983      -2.525       2.472
ar.S.L7       -0.7994      0.372     -2.150      0.032      -1.528      -0.071
ma.S.L7        0.4056      1.182      0.343      0.732      -1.912       2.723
sigma2         2.3452      2.290      1.024      0.306      -2.143       6.833
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.77   Prob(JB):                         0.67
Heteroskedasticity (H):               0.32   Skew:                             0.09
Prob(H) (two-sided):                  0.30   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.24588289158524, Current Price: 166.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.402
Date:                           Wed, 09 Oct 2024   AIC                             56.804
Time:                                   14:41:36   BIC                             59.629
Sample:                                        0   HQIC                            56.223
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6230      0.936      0.665      0.506      -1.212       2.458
ma.L1         -0.2658      1.033     -0.257      0.797      -2.291       1.760
ar.S.L7       -0.8884      0.447     -1.989      0.047      -1.764      -0.013
ma.S.L7        0.5070      1.361      0.373      0.710      -2.161       3.175
sigma2         1.8757      2.172      0.863      0.388      -2.382       6.133
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.71   Prob(JB):                         0.71
Heteroskedasticity (H):               0.18   Skew:                            -0.27
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.92094589872193, Current Price: 166.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.123
Date:                           Wed, 09 Oct 2024   AIC                             54.246
Time:                                   14:41:36   BIC                             57.071
Sample:                                        0   HQIC                            53.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8135      0.333      2.445      0.014       0.161       1.466
ma.L1         -0.6086      0.601     -1.012      0.311      -1.787       0.570
ar.S.L7       -0.3711      0.908     -0.409      0.683      -2.150       1.408
ma.S.L7       -1.0002   8235.152     -0.000      1.000   -1.61e+04    1.61e+04
sigma2         1.0164   8370.642      0.000      1.000   -1.64e+04    1.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.65   Prob(JB):                         0.55
Heteroskedasticity (H):               0.48   Skew:                            -0.65
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.3665457587659, Current Price: 166.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.070
Date:                           Wed, 09 Oct 2024   AIC                             56.140
Time:                                   14:41:36   BIC                             58.965
Sample:                                        0   HQIC                            55.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5082      0.640      0.794      0.427      -0.747       1.763
ma.L1          0.0596      0.865      0.069      0.945      -1.635       1.755
ar.S.L7       -0.4717      0.446     -1.057      0.290      -1.346       0.403
ma.S.L7        0.0230      0.670      0.034      0.973      -1.290       1.336
sigma2         2.0357      1.631      1.248      0.212      -1.161       5.232
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.72   Prob(JB):                         0.70
Heteroskedasticity (H):               0.53   Skew:                            -0.17
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.68515946152314, Current Price: 165.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.291
Date:                           Wed, 09 Oct 2024   AIC                             50.582
Time:                                   14:41:36   BIC                             53.406
Sample:                                        0   HQIC                            50.001
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7974      0.178      4.486      0.000       0.449       1.146
ma.L1         -1.0000   2638.317     -0.000      1.000   -5172.007    5170.007
ar.S.L7       -0.6158      0.495     -1.243      0.214      -1.587       0.355
ma.S.L7       -0.2261      0.955     -0.237      0.813      -2.098       1.645
sigma2         1.0918   2880.699      0.000      1.000   -5644.975    5647.158
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.75   Prob(JB):                         0.69
Heteroskedasticity (H):               0.39   Skew:                            -0.18
Prob(H) (two-sided):                  0.38   Kurtosis:                         4.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.07562827761393, Current Price: 166.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.076
Date:                           Wed, 09 Oct 2024   AIC                             44.152
Time:                                   14:41:36   BIC                             46.977
Sample:                                        0   HQIC                            43.572
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3505      1.271      0.276      0.783      -2.140       2.841
ma.L1         -0.2036      1.463     -0.139      0.889      -3.071       2.663
ar.S.L7       -0.3553      0.298     -1.192      0.233      -0.940       0.229
ma.S.L7       -0.2736      0.714     -0.383      0.701      -1.672       1.125
sigma2         0.7870      0.388      2.027      0.043       0.026       1.548
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.56   Prob(JB):                         0.62
Heteroskedasticity (H):               1.31   Skew:                             0.65
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.678551574538, Current Price: 167.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.585
Date:                           Wed, 09 Oct 2024   AIC                             49.171
Time:                                   14:41:36   BIC                             51.995
Sample:                                        0   HQIC                            48.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0933      4.225      0.022      0.982      -8.188       8.374
ma.L1          0.0197      3.825      0.005      0.996      -7.478       7.517
ar.S.L7       -0.2305      0.284     -0.812      0.417      -0.787       0.326
ma.S.L7       -1.0002   2696.442     -0.000      1.000   -5285.929    5283.928
sigma2         0.7175   1934.499      0.000      1.000   -3790.832    3792.267
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.38   Prob(JB):                         0.59
Heteroskedasticity (H):               2.17   Skew:                             0.24
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.76624993049361, Current Price: 165.44
BUY EXECUTED at 165.44
BUY ORDER COMPLETED at 165.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.557
Date:                           Wed, 09 Oct 2024   AIC                             53.114
Time:                                   14:41:36   BIC                             55.938
Sample:                                        0   HQIC                            52.533
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1279      9.105      0.014      0.989     -17.718      17.974
ma.L1         -0.0660      9.362     -0.007      0.994     -18.415      18.283
ar.S.L7       -0.4525      0.368     -1.230      0.219      -1.173       0.268
ma.S.L7       -0.1843      0.914     -0.202      0.840      -1.975       1.606
sigma2         1.5922      1.162      1.370      0.171      -0.685       3.870
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.80   Prob(JB):                         0.65
Heteroskedasticity (H):               3.12   Skew:                             0.49
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.13843490887035, Current Price: 166.15
SELL EXECUTED at 166.15
SELL ORDER COMPLETED at 167.01
OPERATION PROFIT, GROSS 1.7399999999999807, NET 1.4077199999999808
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.675
Date:                           Wed, 09 Oct 2024   AIC                             53.350
Time:                                   14:41:36   BIC                             56.175
Sample:                                        0   HQIC                            52.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5611      0.847      0.663      0.508      -1.099       2.221
ma.L1         -0.5691      1.092     -0.521      0.602      -2.710       1.572
ar.S.L7       -0.5083      0.296     -1.718      0.086      -1.088       0.072
ma.S.L7       -0.0341      1.210     -0.028      0.977      -2.405       2.337
sigma2         1.6274      1.046      1.556      0.120      -0.422       3.677
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.41   Prob(JB):                         0.75
Heteroskedasticity (H):               4.81   Skew:                             0.37
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.24528018795084, Current Price: 168.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.222
Date:                           Wed, 09 Oct 2024   AIC                             54.444
Time:                                   14:41:36   BIC                             57.268
Sample:                                        0   HQIC                            53.863
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1221      4.775     -0.026      0.980      -9.481       9.237
ma.L1          0.0455      4.608      0.010      0.992      -8.986       9.077
ar.S.L7       -0.4346      0.184     -2.364      0.018      -0.795      -0.074
ma.S.L7        0.2093      0.902      0.232      0.817      -1.559       1.978
sigma2         1.7565      0.944      1.860      0.063      -0.094       3.607
===================================================================================
Ljung-Box (L1) (Q):                   1.73   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.19   Prob(JB):                         0.79
Heteroskedasticity (H):               1.92   Skew:                            -0.44
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.96049728688456, Current Price: 167.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.546
Date:                           Wed, 09 Oct 2024   AIC                             53.092
Time:                                   14:41:36   BIC                             55.916
Sample:                                        0   HQIC                            52.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1332      1.789     -0.074      0.941      -3.640       3.373
ma.L1         -0.0808      1.880     -0.043      0.966      -3.766       3.604
ar.S.L7       -0.4632      0.127     -3.636      0.000      -0.713      -0.214
ma.S.L7        0.3568      1.335      0.267      0.789      -2.260       2.973
sigma2         1.5264      0.831      1.838      0.066      -0.101       3.154
===================================================================================
Ljung-Box (L1) (Q):                   2.73   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.10   Prob(JB):                         0.88
Heteroskedasticity (H):               1.21   Skew:                            -0.23
Prob(H) (two-sided):                  0.86   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.84444306379646, Current Price: 167.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.738
Date:                           Wed, 09 Oct 2024   AIC                             51.477
Time:                                   14:41:36   BIC                             54.301
Sample:                                        0   HQIC                            50.896
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1429      1.730     -0.083      0.934      -3.534       3.248
ma.L1         -0.0826      1.691     -0.049      0.961      -3.396       3.231
ar.S.L7     1.222e-06      0.131   9.29e-06      1.000      -0.258       0.258
ma.S.L7       -1.0913      4.295     -0.254      0.799      -9.509       7.327
sigma2         0.9194      4.312      0.213      0.831      -7.532       9.371
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.21   Prob(JB):                         0.80
Heteroskedasticity (H):               1.16   Skew:                             0.33
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.58894408983346, Current Price: 167.02
BUY EXECUTED at 167.02
BUY ORDER COMPLETED at 167.58
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.131
Date:                           Wed, 09 Oct 2024   AIC                             48.262
Time:                                   14:41:36   BIC                             51.087
Sample:                                        0   HQIC                            47.682
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6800      0.157      4.333      0.000       0.372       0.988
ma.L1         -1.0019     68.720     -0.015      0.988    -135.691     133.687
ar.S.L7       -0.1225      0.328     -0.374      0.708      -0.765       0.520
ma.S.L7       -2.9976     11.214     -0.267      0.789     -24.978      18.982
sigma2         0.0965      6.792      0.014      0.989     -13.215      13.408
===================================================================================
Ljung-Box (L1) (Q):                   3.74   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.05   Prob(JB):                         0.94
Heteroskedasticity (H):               1.13   Skew:                            -0.17
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.71589838979793, Current Price: 168.59
SELL EXECUTED at 168.59
SELL ORDER COMPLETED at 168.69
OPERATION PROFIT, GROSS 1.1099999999999852, NET 0.7737299999999852
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.488
Date:                           Wed, 09 Oct 2024   AIC                             42.977
Time:                                   14:41:36   BIC                             45.801
Sample:                                        0   HQIC                            42.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5684      0.482     -1.179      0.239      -1.514       0.377
ma.L1          0.1938      0.418      0.464      0.643      -0.625       1.012
ar.S.L7        0.3879      0.228      1.702      0.089      -0.059       0.835
ma.S.L7       -1.0002   2482.814     -0.000      1.000   -4867.227    4865.226
sigma2         0.4236   1051.656      0.000      1.000   -2060.784    2061.631
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.55   Prob(JB):                         0.95
Heteroskedasticity (H):               0.86   Skew:                             0.22
Prob(H) (two-sided):                  0.88   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.15840258715863, Current Price: 168.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.227
Date:                           Wed, 09 Oct 2024   AIC                             48.454
Time:                                   14:41:36   BIC                             51.279
Sample:                                        0   HQIC                            47.873
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8063      0.358     -2.252      0.024      -1.508      -0.104
ma.L1          1.0000   1.13e+04   8.84e-05      1.000   -2.22e+04    2.22e+04
ar.S.L7       -0.0100      0.040     -0.249      0.804      -0.089       0.069
ma.S.L7       -1.0091     93.639     -0.011      0.991    -184.538     182.520
sigma2         0.6089   6934.719   8.78e-05      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.50   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.11   Prob(JB):                         0.66
Heteroskedasticity (H):               5.18   Skew:                            -0.59
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.63183955789, Current Price: 169.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.655
Date:                           Wed, 09 Oct 2024   AIC                             49.309
Time:                                   14:41:36   BIC                             52.134
Sample:                                        0   HQIC                            48.729
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0172      1.714      0.010      0.992      -3.342       3.376
ma.L1         -0.3102      1.647     -0.188      0.851      -3.538       2.917
ar.S.L7       -0.3613      0.203     -1.783      0.075      -0.758       0.036
ma.S.L7        0.5336      1.085      0.492      0.623      -1.593       2.660
sigma2         1.0569      0.740      1.428      0.153      -0.394       2.508
===================================================================================
Ljung-Box (L1) (Q):                   1.34   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.25   Prob(JB):                         0.85
Heteroskedasticity (H):               0.70   Skew:                             0.33
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.46044878732482, Current Price: 168.64
BUY EXECUTED at 168.64
BUY ORDER COMPLETED at 167.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.854
Date:                           Wed, 09 Oct 2024   AIC                             49.708
Time:                                   14:41:36   BIC                             52.533
Sample:                                        0   HQIC                            49.127
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2073      0.755      0.275      0.784      -1.272       1.686
ma.L1         -1.0000   9094.949     -0.000      1.000   -1.78e+04    1.78e+04
ar.S.L7        0.1450      0.123      1.181      0.237      -0.096       0.385
ma.S.L7       -1.0001   7676.124     -0.000      1.000    -1.5e+04     1.5e+04
sigma2         0.6363   7113.783   8.94e-05      1.000   -1.39e+04    1.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.37
Prob(Q):                              0.96   Prob(JB):                         0.31
Heteroskedasticity (H):               0.87   Skew:                            -1.04
Prob(H) (two-sided):                  0.89   Kurtosis:                         3.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.92207083817743, Current Price: 168.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.554
Date:                           Wed, 09 Oct 2024   AIC                             49.108
Time:                                   14:41:36   BIC                             51.933
Sample:                                        0   HQIC                            48.527
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2049      0.900      0.228      0.820      -1.559       1.969
ma.L1         -1.0000   6026.366     -0.000      1.000   -1.18e+04    1.18e+04
ar.S.L7        0.1011      0.127      0.795      0.427      -0.148       0.350
ma.S.L7       -1.0001   1.34e+04  -7.49e-05      1.000   -2.62e+04    2.62e+04
sigma2         0.6076   7974.359   7.62e-05      1.000   -1.56e+04    1.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.97   Prob(JB):                         0.61
Heteroskedasticity (H):               0.96   Skew:                            -0.66
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.04699294120007, Current Price: 169.8
SELL EXECUTED at 169.8
SELL ORDER COMPLETED at 170.53
OPERATION PROFIT, GROSS 3.1699999999999875, NET 2.8321099999999877
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.714
Date:                           Wed, 09 Oct 2024   AIC                             51.428
Time:                                   14:41:37   BIC                             54.253
Sample:                                        0   HQIC                            50.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0626      0.710      0.088      0.930      -1.329       1.454
ma.L1         -1.0000   3638.022     -0.000      1.000   -7131.391    7129.391
ar.S.L7        0.1191      0.135      0.883      0.377      -0.145       0.384
ma.S.L7       -1.0002   4606.918     -0.000      1.000   -9030.394    9028.393
sigma2         0.7229   3255.639      0.000      1.000   -6380.213    6381.659
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.89   Prob(JB):                         0.69
Heteroskedasticity (H):               1.01   Skew:                            -0.50
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.049229655566, Current Price: 170.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.669
Date:                           Wed, 09 Oct 2024   AIC                             51.337
Time:                                   14:41:37   BIC                             54.162
Sample:                                        0   HQIC                            50.757
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4341      1.868     -0.232      0.816      -4.096       3.227
ma.L1          0.3135      1.992      0.157      0.875      -3.590       4.217
ar.S.L7       -0.8243      0.837     -0.985      0.325      -2.465       0.816
ma.S.L7        0.1738      0.396      0.439      0.661      -0.603       0.950
sigma2         1.3849      0.756      1.832      0.067      -0.097       2.866
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.89   Prob(JB):                         0.95
Heteroskedasticity (H):               1.62   Skew:                             0.04
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.83826826059868, Current Price: 168.33
BUY EXECUTED at 168.33
BUY ORDER COMPLETED at 168.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.889
Date:                           Wed, 09 Oct 2024   AIC                             51.779
Time:                                   14:41:37   BIC                             54.604
Sample:                                        0   HQIC                            51.198
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5681      0.410      1.385      0.166      -0.236       1.372
ma.L1         -1.0000   5492.530     -0.000      1.000   -1.08e+04    1.08e+04
ar.S.L7    -5.365e-05      0.048     -0.001      0.999      -0.093       0.093
ma.S.L7       -1.0001   4034.972     -0.000      1.000   -7909.401    7907.400
sigma2         0.9120   7874.533      0.000      1.000   -1.54e+04    1.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.58   Prob(JB):                         0.76
Heteroskedasticity (H):               6.15   Skew:                            -0.46
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.81376546560358, Current Price: 169.57
SELL EXECUTED at 169.57
SELL ORDER COMPLETED at 170.62
OPERATION PROFIT, GROSS 1.7199999999999989, NET 1.3804799999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.821
Date:                           Wed, 09 Oct 2024   AIC                             51.642
Time:                                   14:41:37   BIC                             54.467
Sample:                                        0   HQIC                            51.062
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2106      0.951      0.222      0.825      -1.653       2.074
ma.L1         -1.0001   1915.016     -0.001      1.000   -3754.362    3752.362
ar.S.L7       -0.0015      0.007     -0.215      0.830      -0.015       0.012
ma.S.L7       -1.0001   7700.101     -0.000      1.000   -1.51e+04    1.51e+04
sigma2         0.8213   6259.807      0.000      1.000   -1.23e+04    1.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.69   Prob(JB):                         0.61
Heteroskedasticity (H):               5.16   Skew:                            -0.64
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.8828869573304, Current Price: 169.06
BUY EXECUTED at 169.06
BUY ORDER COMPLETED at 167.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.403
Date:                           Wed, 09 Oct 2024   AIC                             50.806
Time:                                   14:41:37   BIC                             53.630
Sample:                                        0   HQIC                            50.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1134      1.419     -0.080      0.936      -2.894       2.667
ma.L1         -0.4122      1.341     -0.308      0.758      -3.040       2.215
ar.S.L7       -0.6679      0.637     -1.049      0.294      -1.915       0.580
ma.S.L7       -1.0001   1.31e+04  -7.65e-05      1.000   -2.56e+04    2.56e+04
sigma2         0.8134   1.06e+04   7.65e-05      1.000   -2.08e+04    2.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.47   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.23   Prob(JB):                         0.83
Heteroskedasticity (H):               1.59   Skew:                            -0.41
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.74277884191002, Current Price: 166.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.020
Date:                           Wed, 09 Oct 2024   AIC                             58.041
Time:                                   14:41:37   BIC                             60.866
Sample:                                        0   HQIC                            57.460
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3503      0.739      0.474      0.635      -1.097       1.798
ma.L1         -1.0000   4054.432     -0.000      1.000   -7947.540    7945.540
ar.S.L7       -0.3441      0.651     -0.529      0.597      -1.619       0.931
ma.S.L7       -0.1797      0.935     -0.192      0.848      -2.012       1.652
sigma2         2.0510   8315.628      0.000      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.95   Prob(JB):                         0.56
Heteroskedasticity (H):               3.04   Skew:                            -0.66
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.67154631006437, Current Price: 167.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.046
Date:                           Wed, 09 Oct 2024   AIC                             58.091
Time:                                   14:41:37   BIC                             60.916
Sample:                                        0   HQIC                            57.511
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3774      1.068      0.353      0.724      -1.717       2.471
ma.L1         -1.0000   4990.851     -0.000      1.000   -9782.887    9780.887
ar.S.L7       -0.3940      0.623     -0.632      0.527      -1.615       0.827
ma.S.L7        0.0871      0.720      0.121      0.904      -1.323       1.497
sigma2         2.1341   1.07e+04      0.000      1.000   -2.09e+04    2.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.75   Prob(JB):                         0.64
Heteroskedasticity (H):               2.21   Skew:                            -0.34
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.5695265499224, Current Price: 168.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.162
Date:                           Wed, 09 Oct 2024   AIC                             58.325
Time:                                   14:41:37   BIC                             61.150
Sample:                                        0   HQIC                            57.744
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3534      1.669      0.212      0.832      -2.917       3.624
ma.L1         -0.8030      1.783     -0.450      0.652      -4.297       2.691
ar.S.L7       -0.4053      0.708     -0.572      0.567      -1.794       0.983
ma.S.L7       -0.0328      0.775     -0.042      0.966      -1.552       1.487
sigma2         2.3724      2.342      1.013      0.311      -2.218       6.963
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.85   Prob(JB):                         0.61
Heteroskedasticity (H):               1.57   Skew:                            -0.46
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.44535964489535, Current Price: 170.29
SELL EXECUTED at 170.29
SELL ORDER COMPLETED at 170.19
OPERATION PROFIT, GROSS 3.030000000000001, NET 2.6926500000000013
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.793
Date:                           Wed, 09 Oct 2024   AIC                             57.586
Time:                                   14:41:37   BIC                             60.411
Sample:                                        0   HQIC                            57.006
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3696      0.746      0.495      0.620      -1.093       1.832
ma.L1         -0.8868      0.904     -0.981      0.327      -2.659       0.885
ar.S.L7       -0.4752      0.619     -0.768      0.443      -1.689       0.738
ma.S.L7       -0.0061      0.760     -0.008      0.994      -1.495       1.483
sigma2         2.1995      1.305      1.685      0.092      -0.359       4.758
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.90   Prob(JB):                         0.66
Heteroskedasticity (H):               3.01   Skew:                            -0.45
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.6407969628487, Current Price: 170.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.741
Date:                           Wed, 09 Oct 2024   AIC                             57.482
Time:                                   14:41:37   BIC                             60.307
Sample:                                        0   HQIC                            56.901
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3540      0.530      0.668      0.504      -0.684       1.392
ma.L1         -1.0000   4058.427     -0.000      1.000   -7955.370    7953.370
ar.S.L7       -0.4888      0.826     -0.591      0.554      -2.109       1.131
ma.S.L7       -0.1102      1.015     -0.109      0.914      -2.100       1.880
sigma2         1.9982   8110.474      0.000      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.99   Prob(JB):                         0.66
Heteroskedasticity (H):               0.50   Skew:                            -0.51
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.95039762209979, Current Price: 170.16
BUY EXECUTED at 170.16
BUY ORDER COMPLETED at 170.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.072
Date:                           Wed, 09 Oct 2024   AIC                             58.144
Time:                                   14:41:37   BIC                             60.969
Sample:                                        0   HQIC                            57.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2657      0.521      0.510      0.610      -0.756       1.287
ma.L1         -0.8049      0.442     -1.822      0.068      -1.671       0.061
ar.S.L7       -0.5926      0.552     -1.073      0.283      -1.675       0.490
ma.S.L7        0.2377      1.019      0.233      0.816      -1.760       2.235
sigma2         2.3017      1.738      1.324      0.185      -1.104       5.708
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.94   Prob(JB):                         0.73
Heteroskedasticity (H):               0.65   Skew:                            -0.14
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.15538230129832, Current Price: 169.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.457
Date:                           Wed, 09 Oct 2024   AIC                             56.913
Time:                                   14:41:37   BIC                             59.738
Sample:                                        0   HQIC                            56.332
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2874      0.479      0.600      0.549      -0.652       1.226
ma.L1         -0.8057      0.399     -2.021      0.043      -1.587      -0.024
ar.S.L7       -0.5588      0.493     -1.133      0.257      -1.525       0.408
ma.S.L7        0.3077      0.980      0.314      0.754      -1.614       2.229
sigma2         2.0653      1.466      1.409      0.159      -0.807       4.938
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.84   Prob(JB):                         0.79
Heteroskedasticity (H):               0.41   Skew:                            -0.20
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.87056665381084, Current Price: 169.39
SELL EXECUTED at 169.39
SELL ORDER COMPLETED at 170.3919
OPERATION PROFIT, GROSS 0.17189999999999372, NET -0.16871190000000624
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.432
Date:                           Wed, 09 Oct 2024   AIC                             56.863
Time:                                   14:41:37   BIC                             59.688
Sample:                                        0   HQIC                            56.283
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4287      0.577      0.742      0.458      -0.703       1.560
ma.L1         -1.0000   9133.537     -0.000      1.000   -1.79e+04    1.79e+04
ar.S.L7       -0.2104      1.501     -0.140      0.889      -3.153       2.732
ma.S.L7       -0.4352      2.688     -0.162      0.871      -5.704       4.834
sigma2         1.7084   1.56e+04      0.000      1.000   -3.06e+04    3.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.99   Prob(JB):                         0.51
Heteroskedasticity (H):               0.12   Skew:                            -0.78
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.60510452900328, Current Price: 172.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.786
Date:                           Wed, 09 Oct 2024   AIC                             57.573
Time:                                   14:41:37   BIC                             60.398
Sample:                                        0   HQIC                            56.992
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4034      0.392      1.030      0.303      -0.364       1.171
ma.L1         -1.0000   1.41e+04   -7.1e-05      1.000   -2.76e+04    2.76e+04
ar.S.L7       -0.3310      0.400     -0.828      0.408      -1.115       0.453
ma.S.L7       -0.4224      1.164     -0.363      0.717      -2.703       1.858
sigma2         1.8208   2.57e+04    7.1e-05      1.000   -5.03e+04    5.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.85   Prob(JB):                         0.90
Heteroskedasticity (H):               0.71   Skew:                            -0.22
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.28840616350487, Current Price: 171.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.804
Date:                           Wed, 09 Oct 2024   AIC                             55.608
Time:                                   14:41:37   BIC                             58.432
Sample:                                        0   HQIC                            55.027
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3642      0.803      0.453      0.650      -1.211       1.939
ma.L1         -1.0000   7064.416     -0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.2422      0.528     -0.459      0.646      -1.276       0.792
ma.S.L7       -1.0001   8644.630     -0.000      1.000   -1.69e+04    1.69e+04
sigma2         1.0095   1.35e+04   7.47e-05      1.000   -2.65e+04    2.65e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.33   Prob(JB):                         0.97
Heteroskedasticity (H):               0.48   Skew:                            -0.07
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.7266744329434, Current Price: 171.09
BUY EXECUTED at 171.09
BUY ORDER COMPLETED at 171.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.846
Date:                           Wed, 09 Oct 2024   AIC                             51.693
Time:                                   14:41:37   BIC                             54.518
Sample:                                        0   HQIC                            51.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4567      0.272      1.677      0.094      -0.077       0.990
ma.L1         -1.0001   1537.251     -0.001      0.999   -3013.956    3011.956
ar.S.L7       -0.1820      0.330     -0.551      0.581      -0.829       0.465
ma.S.L7       -1.0001    1.2e+04  -8.31e-05      1.000   -2.36e+04    2.36e+04
sigma2         0.7432   8282.839   8.97e-05      1.000   -1.62e+04    1.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.43   Prob(JB):                         0.59
Heteroskedasticity (H):               1.39   Skew:                             0.66
Prob(H) (two-sided):                  0.76   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.87944620446947, Current Price: 172.03
SELL EXECUTED at 172.03
SELL ORDER COMPLETED at 171.95
OPERATION PROFIT, GROSS 0.1699999999999875, NET -0.17373000000001249
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.214
Date:                           Wed, 09 Oct 2024   AIC                             52.429
Time:                                   14:41:37   BIC                             55.254
Sample:                                        0   HQIC                            51.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4499      0.112      4.027      0.000       0.231       0.669
ma.L1         -0.8040      0.505     -1.591      0.112      -1.794       0.186
ar.S.L7       -0.1889      0.394     -0.480      0.632      -0.961       0.583
ma.S.L7       -1.0001   7842.293     -0.000      1.000   -1.54e+04    1.54e+04
sigma2         0.8868   6955.112      0.000      1.000   -1.36e+04    1.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.82   Prob(JB):                         0.75
Heteroskedasticity (H):               2.19   Skew:                             0.51
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.15893621852047, Current Price: 172.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.170
Date:                           Wed, 09 Oct 2024   AIC                             54.340
Time:                                   14:41:37   BIC                             57.165
Sample:                                        0   HQIC                            53.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3095      1.134      0.273      0.785      -1.914       2.533
ma.L1         -0.7775      0.745     -1.044      0.296      -2.237       0.682
ar.S.L7       -0.3799      0.235     -1.615      0.106      -0.841       0.081
ma.S.L7       -0.3919      1.261     -0.311      0.756      -2.863       2.079
sigma2         1.6257      0.981      1.658      0.097      -0.296       3.548
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.96   Prob(JB):                         0.97
Heteroskedasticity (H):               0.84   Skew:                            -0.04
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.84543254113, Current Price: 169.79
BUY EXECUTED at 169.79
BUY ORDER COMPLETED at 168.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -75190.001
Date:                           Wed, 09 Oct 2024   AIC                         150390.001
Time:                                   14:41:37   BIC                         150392.826
Sample:                                        0   HQIC                        150389.421
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1369      0.000    932.468      0.000       0.137       0.137
ma.L1         -0.3996      0.000  -2889.687      0.000      -0.400      -0.399
ar.S.L7     -115.0002      0.211   -545.421      0.000    -115.413    -114.587
ma.S.L7     9.126e-05   2.54e-05      3.593      0.000    4.15e-05       0.000
sigma2         3.1038      0.012    269.286      0.000       3.081       3.126
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.65   Prob(JB):                         0.97
Heteroskedasticity (H):               0.60   Skew:                            -0.09
Prob(H) (two-sided):                  0.63   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: -30.76929851527146, Current Price: 167.6
SELL EXECUTED at 167.6
SELL ORDER COMPLETED at 166.56
OPERATION PROFIT, GROSS -1.460000000000008, NET -1.7945800000000078
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.044
Date:                           Wed, 09 Oct 2024   AIC                             54.087
Time:                                   14:41:37   BIC                             56.912
Sample:                                        0   HQIC                            53.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3028      0.712      0.425      0.670      -1.092       1.697
ma.L1         -1.0000   4704.774     -0.000      1.000   -9222.187    9220.187
ar.S.L7       -0.7161      0.388     -1.846      0.065      -1.477       0.044
ma.S.L7       -0.1065      0.669     -0.159      0.874      -1.418       1.205
sigma2         1.5339   7217.396      0.000      1.000   -1.41e+04    1.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.90   Prob(JB):                         0.72
Heteroskedasticity (H):               2.32   Skew:                             0.30
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.57401451682992, Current Price: 167.1
BUY EXECUTED at 167.1
BUY ORDER COMPLETED at 167.79
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.181
Date:                           Wed, 09 Oct 2024   AIC                             54.363
Time:                                   14:41:37   BIC                             57.188
Sample:                                        0   HQIC                            53.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3354      0.596     -0.562      0.574      -1.504       0.834
ma.L1          1.0000   2.18e+04    4.6e-05      1.000   -4.26e+04    4.26e+04
ar.S.L7       -0.6153      0.321     -1.915      0.056      -1.245       0.015
ma.S.L7       -0.4375      0.801     -0.546      0.585      -2.007       1.132
sigma2         1.5161    3.3e+04    4.6e-05      1.000   -6.46e+04    6.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.54   Prob(JB):                         0.69
Heteroskedasticity (H):               1.77   Skew:                             0.18
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.0634112737342, Current Price: 168.09
SELL EXECUTED at 168.09
SELL ORDER COMPLETED at 168.57
OPERATION PROFIT, GROSS 0.7800000000000011, NET 0.44364000000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.923
Date:                           Wed, 09 Oct 2024   AIC                             53.846
Time:                                   14:41:37   BIC                             56.671
Sample:                                        0   HQIC                            53.266
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2820      0.935      0.302      0.763      -1.550       2.114
ma.L1         -1.0000   1.93e+04  -5.18e-05      1.000   -3.79e+04    3.79e+04
ar.S.L7       -1.0232      0.437     -2.340      0.019      -1.880      -0.166
ma.S.L7       -0.4758      1.046     -0.455      0.649      -2.525       1.574
sigma2         1.3301   2.57e+04   5.18e-05      1.000   -5.04e+04    5.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 2.94
Prob(Q):                              0.70   Prob(JB):                         0.23
Heteroskedasticity (H):               5.29   Skew:                             1.13
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.45981344075668, Current Price: 168.23
BUY EXECUTED at 168.23
BUY ORDER COMPLETED at 168.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.404
Date:                           Wed, 09 Oct 2024   AIC                             56.809
Time:                                   14:41:37   BIC                             59.634
Sample:                                        0   HQIC                            56.228
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2961      1.789      0.166      0.868      -3.209       3.802
ma.L1         -0.4892      1.484     -0.330      0.742      -3.399       2.420
ar.S.L7       -0.4685      0.788     -0.595      0.552      -2.012       1.075
ma.S.L7       -0.4598      1.821     -0.253      0.801      -4.029       3.109
sigma2         1.9512      2.188      0.892      0.373      -2.337       6.240
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.83   Prob(JB):                         0.56
Heteroskedasticity (H):               0.85   Skew:                             0.67
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.19360478743613, Current Price: 168.84
SELL EXECUTED at 168.84
SELL ORDER COMPLETED at 168.31
OPERATION PROFIT, GROSS -0.030000000000001137, NET -0.36665000000000114
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.252
Date:                           Wed, 09 Oct 2024   AIC                             56.503
Time:                                   14:41:37   BIC                             59.328
Sample:                                        0   HQIC                            55.923
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4490      0.245     -1.834      0.067      -0.929       0.031
ma.L1          0.6607      0.446      1.480      0.139      -0.214       1.536
ar.S.L7       -0.2926      1.159     -0.252      0.801      -2.564       1.979
ma.S.L7       -0.3492      1.531     -0.228      0.820      -3.350       2.652
sigma2         1.9774      2.029      0.975      0.330      -1.999       5.954
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.52   Prob(JB):                         0.57
Heteroskedasticity (H):               1.05   Skew:                             0.11
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.38165435585847, Current Price: 168.6
BUY EXECUTED at 168.6
BUY ORDER COMPLETED at 168.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.558
Date:                           Wed, 09 Oct 2024   AIC                             55.117
Time:                                   14:41:37   BIC                             57.942
Sample:                                        0   HQIC                            54.536
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1999      2.051     -0.097      0.922      -4.220       3.820
ma.L1          0.3490      1.896      0.184      0.854      -3.367       4.065
ar.S.L7       -0.1836      0.467     -0.393      0.694      -1.100       0.732
ma.S.L7       -1.0002   7230.234     -0.000      1.000   -1.42e+04    1.42e+04
sigma2         1.1338   8198.536      0.000      1.000   -1.61e+04    1.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.57   Prob(JB):                         0.61
Heteroskedasticity (H):               0.34   Skew:                             0.06
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.68755256187973, Current Price: 168.86
SELL EXECUTED at 168.86
SELL ORDER COMPLETED at 169.45
OPERATION PROFIT, GROSS 1.4099999999999966, NET 1.0725099999999967
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.419
Date:                           Wed, 09 Oct 2024   AIC                             54.837
Time:                                   14:41:37   BIC                             57.662
Sample:                                        0   HQIC                            54.256
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3676      2.777      0.132      0.895      -5.075       5.810
ma.L1         -0.4525      2.752     -0.164      0.869      -5.847       4.942
ar.S.L7       -0.3152      0.419     -0.752      0.452      -1.137       0.506
ma.S.L7       -1.0000    1.4e+04  -7.16e-05      1.000   -2.74e+04    2.74e+04
sigma2         1.1086   1.55e+04   7.16e-05      1.000   -3.04e+04    3.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.45   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.50   Prob(JB):                         0.77
Heteroskedasticity (H):               0.25   Skew:                            -0.01
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.6565729545708, Current Price: 170.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.696
Date:                           Wed, 09 Oct 2024   AIC                             55.392
Time:                                   14:41:37   BIC                             58.216
Sample:                                        0   HQIC                            54.811
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5136      0.886     -0.580      0.562      -2.250       1.223
ma.L1          0.5885      0.900      0.654      0.513      -1.175       2.352
ar.S.L7       -0.4168      0.414     -1.008      0.314      -1.228       0.394
ma.S.L7       -1.0001   8629.366     -0.000      1.000   -1.69e+04    1.69e+04
sigma2         1.1246   9704.965      0.000      1.000    -1.9e+04     1.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.80   Prob(JB):                         0.65
Heteroskedasticity (H):               0.92   Skew:                             0.19
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.75133531066092, Current Price: 170.63
BUY EXECUTED at 170.63
BUY ORDER COMPLETED at 170.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.575
Date:                           Wed, 09 Oct 2024   AIC                             55.149
Time:                                   14:41:37   BIC                             57.974
Sample:                                        0   HQIC                            54.569
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3395      2.251     -0.151      0.880      -4.751       4.072
ma.L1          0.4719      1.919      0.246      0.806      -3.290       4.234
ar.S.L7       -0.3736      0.626     -0.597      0.551      -1.601       0.854
ma.S.L7       -1.0002   5067.511     -0.000      1.000   -9933.139    9931.139
sigma2         1.1392   5773.209      0.000      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.39   Prob(JB):                         0.56
Heteroskedasticity (H):               0.75   Skew:                             0.19
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.5553022559783, Current Price: 171.21
SELL EXECUTED at 171.21
SELL ORDER COMPLETED at 170.5201
OPERATION PROFIT, GROSS -0.15989999999999327, NET -0.5011000999999933
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.217
Date:                           Wed, 09 Oct 2024   AIC                             54.435
Time:                                   14:41:37   BIC                             57.260
Sample:                                        0   HQIC                            53.854
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0878      1.296     -0.068      0.946      -2.627       2.451
ma.L1         -0.2189      1.131     -0.193      0.847      -2.436       1.998
ar.S.L7       -0.5453      0.566     -0.963      0.335      -1.655       0.564
ma.S.L7       -1.0002   6751.046     -0.000      1.000   -1.32e+04    1.32e+04
sigma2         1.0756   7262.266      0.000      1.000   -1.42e+04    1.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.51   Prob(JB):                         0.75
Heteroskedasticity (H):               0.83   Skew:                             0.08
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.0591477771679, Current Price: 170.56
BUY EXECUTED at 170.56
BUY ORDER COMPLETED at 170.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.188
Date:                           Wed, 09 Oct 2024   AIC                             50.376
Time:                                   14:41:38   BIC                             53.201
Sample:                                        0   HQIC                            49.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6888      0.518      1.330      0.183      -0.326       1.703
ma.L1         -1.0000   8349.355     -0.000      1.000   -1.64e+04    1.64e+04
ar.S.L7       -0.8484      0.204     -4.162      0.000      -1.248      -0.449
ma.S.L7        0.0894      0.499      0.179      0.858      -0.888       1.067
sigma2         1.1239   9384.750      0.000      1.000   -1.84e+04    1.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.93   Prob(JB):                         0.83
Heteroskedasticity (H):               0.75   Skew:                             0.23
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.29235501851923, Current Price: 173.81
SELL EXECUTED at 173.81
SELL ORDER COMPLETED at 173.78
OPERATION PROFIT, GROSS 3.030000000000001, NET 2.6854700000000014
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.302
Date:                           Wed, 09 Oct 2024   AIC                             54.604
Time:                                   14:41:38   BIC                             57.429
Sample:                                        0   HQIC                            54.024
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3205      1.080     -0.297      0.767      -2.437       1.796
ma.L1          0.1349      1.500      0.090      0.928      -2.805       3.074
ar.S.L7       -0.8984      0.410     -2.191      0.028      -1.702      -0.095
ma.S.L7       -0.0485      0.854     -0.057      0.955      -1.722       1.625
sigma2         1.8084      1.005      1.799      0.072      -0.162       3.779
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.96   Prob(JB):                         0.84
Heteroskedasticity (H):               0.92   Skew:                             0.08
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.82255305565386, Current Price: 174.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.980
Date:                           Wed, 09 Oct 2024   AIC                             49.959
Time:                                   14:41:38   BIC                             52.784
Sample:                                        0   HQIC                            49.379
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8658      0.479     -1.806      0.071      -1.806       0.074
ma.L1          0.5866      0.879      0.667      0.504      -1.136       2.309
ar.S.L7       -0.8819      0.270     -3.272      0.001      -1.410      -0.354
ma.S.L7       -1.0007   1675.579     -0.001      1.000   -3285.074    3283.073
sigma2         0.7352   1232.179      0.001      1.000   -2414.292    2415.762
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.86   Prob(JB):                         0.89
Heteroskedasticity (H):               1.64   Skew:                             0.14
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.71721491396315, Current Price: 173.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.203
Date:                           Wed, 09 Oct 2024   AIC                             48.405
Time:                                   14:41:38   BIC                             51.230
Sample:                                        0   HQIC                            47.825
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8467      0.268     -3.164      0.002      -1.371      -0.322
ma.L1          0.6199      0.526      1.179      0.238      -0.410       1.650
ar.S.L7       -0.7962      0.409     -1.947      0.052      -1.598       0.005
ma.S.L7       -0.5238      1.385     -0.378      0.705      -3.239       2.192
sigma2         0.9656      0.857      1.126      0.260      -0.714       2.646
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.70   Prob(JB):                         0.86
Heteroskedasticity (H):               3.80   Skew:                            -0.03
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.50925560020423, Current Price: 174.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.969
Date:                           Wed, 09 Oct 2024   AIC                             51.939
Time:                                   14:41:38   BIC                             54.763
Sample:                                        0   HQIC                            51.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3139      7.068     -0.044      0.965     -14.166      13.538
ma.L1          0.3576      6.919      0.052      0.959     -13.203      13.918
ar.S.L7       -0.7166      0.244     -2.932      0.003      -1.196      -0.238
ma.S.L7        1.0000      0.218      4.589      0.000       0.573       1.427
sigma2         0.8875      0.246      3.615      0.000       0.406       1.369
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.68   Prob(JB):                         0.70
Heteroskedasticity (H):               5.24   Skew:                             0.46
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.34e+19. Standard errors may be unstable.
Predicted Price: 174.47471957568982, Current Price: 177.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.969
Date:                           Wed, 09 Oct 2024   AIC                             53.938
Time:                                   14:41:38   BIC                             56.762
Sample:                                        0   HQIC                            53.357
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3346      0.859     -0.389      0.697      -2.019       1.349
ma.L1          1.5104      1.729      0.874      0.382      -1.878       4.899
ar.S.L7       -0.5097      0.246     -2.072      0.038      -0.992      -0.028
ma.S.L7        1.0000   2.06e+04   4.84e-05      1.000   -4.05e+04    4.05e+04
sigma2         0.4507   9303.398   4.84e-05      1.000   -1.82e+04    1.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.82   Prob(JB):                         0.62
Heteroskedasticity (H):               1.15   Skew:                             0.33
Prob(H) (two-sided):                  0.90   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.36481666588514, Current Price: 177.12
BUY EXECUTED at 177.12
BUY ORDER COMPLETED at 177.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.867
Date:                           Wed, 09 Oct 2024   AIC                             55.734
Time:                                   14:41:38   BIC                             58.558
Sample:                                        0   HQIC                            55.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2326      0.555     -0.419      0.675      -1.321       0.856
ma.L1          1.0000   2.25e+05   4.45e-06      1.000    -4.4e+05     4.4e+05
ar.S.L7       -0.0725      0.207     -0.351      0.726      -0.478       0.333
ma.S.L7       -0.1117      0.881     -0.127      0.899      -1.838       1.615
sigma2         1.7646   3.96e+05   4.45e-06      1.000   -7.77e+05    7.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.66   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.42   Prob(JB):                         0.58
Heteroskedasticity (H):               0.45   Skew:                             0.65
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.43952850301906, Current Price: 177.49
SELL EXECUTED at 177.49
SELL ORDER COMPLETED at 177.39
OPERATION PROFIT, GROSS -0.28000000000000114, NET -0.6350600000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.322
Date:                           Wed, 09 Oct 2024   AIC                             56.643
Time:                                   14:41:38   BIC                             59.468
Sample:                                        0   HQIC                            56.063
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3715      1.635     -0.227      0.820      -3.576       2.833
ma.L1          0.6215      1.630      0.381      0.703      -2.574       3.817
ar.S.L7       -0.4354      0.316     -1.376      0.169      -1.056       0.185
ma.S.L7        0.0875      1.072      0.082      0.935      -2.014       2.189
sigma2         2.1073      1.602      1.315      0.188      -1.032       5.247
===================================================================================
Ljung-Box (L1) (Q):                   1.92   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.17   Prob(JB):                         0.55
Heteroskedasticity (H):               1.04   Skew:                             0.10
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.24486306219114, Current Price: 178.29
BUY EXECUTED at 178.29
BUY ORDER COMPLETED at 182.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.718
Date:                           Wed, 09 Oct 2024   AIC                             57.436
Time:                                   14:41:38   BIC                             60.261
Sample:                                        0   HQIC                            56.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2861      1.400     -0.204      0.838      -3.029       2.457
ma.L1          0.5623      1.370      0.411      0.681      -2.122       3.247
ar.S.L7       -0.4648      0.434     -1.070      0.285      -1.316       0.386
ma.S.L7       -0.2689      1.123     -0.240      0.811      -2.469       1.931
sigma2         2.1846      1.204      1.815      0.070      -0.175       4.544
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.33   Prob(JB):                         0.58
Heteroskedasticity (H):               0.61   Skew:                             0.14
Prob(H) (two-sided):                  0.64   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.12469163533572, Current Price: 177.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.397
Date:                           Wed, 09 Oct 2024   AIC                             54.794
Time:                                   14:41:38   BIC                             57.619
Sample:                                        0   HQIC                            54.214
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1461      0.792     -0.185      0.854      -1.698       1.405
ma.L1          0.6547      0.944      0.693      0.488      -1.196       2.505
ar.S.L7       -0.2005      0.460     -0.435      0.663      -1.103       0.702
ma.S.L7       -1.0004   3320.436     -0.000      1.000   -6508.935    6506.935
sigma2         1.1076   3677.980      0.000      1.000   -7207.601    7209.816
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.35   Prob(JB):                         0.64
Heteroskedasticity (H):               1.98   Skew:                             0.39
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.67386703533128, Current Price: 176.55
SELL EXECUTED at 176.55
SELL ORDER COMPLETED at 178.86
OPERATION PROFIT, GROSS -3.7299999999999898, NET -4.091449999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.688
Date:                           Wed, 09 Oct 2024   AIC                             53.376
Time:                                   14:41:38   BIC                             56.201
Sample:                                        0   HQIC                            52.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7691      0.530     -1.452      0.146      -1.807       0.269
ma.L1          1.0000   2332.464      0.000      1.000   -4570.546    4572.545
ar.S.L7       -0.3876      1.089     -0.356      0.722      -2.521       1.746
ma.S.L7       -0.1911      1.429     -0.134      0.894      -2.992       2.610
sigma2         1.4091   3286.499      0.000      1.000   -6440.010    6442.829
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.99   Prob(JB):                         0.59
Heteroskedasticity (H):               0.58   Skew:                             0.49
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.54757920947205, Current Price: 178.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.949
Date:                           Wed, 09 Oct 2024   AIC                             51.897
Time:                                   14:41:38   BIC                             54.722
Sample:                                        0   HQIC                            51.316
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6279      0.293     -2.141      0.032      -1.203      -0.053
ma.L1          1.0000   1.55e+04   6.45e-05      1.000   -3.04e+04    3.04e+04
ar.S.L7       -0.4763      0.589     -0.809      0.418      -1.630       0.677
ma.S.L7        0.0012      0.906      0.001      0.999      -1.774       1.777
sigma2         1.2587   1.95e+04   6.45e-05      1.000   -3.83e+04    3.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.98   Prob(JB):                         0.73
Heteroskedasticity (H):               0.76   Skew:                             0.26
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.12692109067686, Current Price: 181.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.066
Date:                           Wed, 09 Oct 2024   AIC                             54.132
Time:                                   14:41:38   BIC                             56.957
Sample:                                        0   HQIC                            53.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4221      0.679     -0.622      0.534      -1.752       0.908
ma.L1          0.7633      0.618      1.236      0.217      -0.447       1.974
ar.S.L7       -0.2896      0.465     -0.623      0.533      -1.201       0.622
ma.S.L7       -0.2855      0.635     -0.449      0.653      -1.531       0.960
sigma2         1.6854      1.208      1.395      0.163      -0.682       4.053
===================================================================================
Ljung-Box (L1) (Q):                   0.79   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.37   Prob(JB):                         0.70
Heteroskedasticity (H):               0.56   Skew:                             0.12
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.4514859907213, Current Price: 179.73
BUY EXECUTED at 179.73
BUY ORDER COMPLETED at 179.96
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.167
Date:                           Wed, 09 Oct 2024   AIC                             56.335
Time:                                   14:41:38   BIC                             59.159
Sample:                                        0   HQIC                            55.754
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6990      0.560     -1.249      0.212      -1.796       0.398
ma.L1          1.0000   6716.495      0.000      1.000   -1.32e+04    1.32e+04
ar.S.L7        0.0058      0.018      0.312      0.755      -0.030       0.042
ma.S.L7       -0.4293      0.852     -0.504      0.614      -2.099       1.240
sigma2         1.8240   1.23e+04      0.000      1.000    -2.4e+04     2.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.42   Prob(JB):                         0.72
Heteroskedasticity (H):               0.76   Skew:                            -0.16
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.21719939908397, Current Price: 180.8
SELL EXECUTED at 180.8
SELL ORDER COMPLETED at 182.1137
OPERATION PROFIT, GROSS 2.1536999999999864, NET 1.7916262999999863
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.484
Date:                           Wed, 09 Oct 2024   AIC                             50.969
Time:                                   14:41:38   BIC                             53.794
Sample:                                        0   HQIC                            50.388
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4238      0.481      0.880      0.379      -0.520       1.367
ma.L1         -1.0000   4387.835     -0.000      1.000   -8600.999    8598.999
ar.S.L7        0.0084      0.046      0.181      0.857      -0.083       0.099
ma.S.L7       -1.0003   2137.900     -0.000      1.000   -4191.208    4189.207
sigma2         0.7153   3646.048      0.000      1.000   -7145.407    7146.837
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.45   Prob(JB):                         0.72
Heteroskedasticity (H):               0.89   Skew:                            -0.09
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.34812978258017, Current Price: 183.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.006
Date:                           Wed, 09 Oct 2024   AIC                             50.012
Time:                                   14:41:38   BIC                             52.837
Sample:                                        0   HQIC                            49.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2935      0.375      0.782      0.434      -0.442       1.029
ma.L1         -1.0000   1.35e+04  -7.39e-05      1.000   -2.65e+04    2.65e+04
ar.S.L7       -0.0180      0.134     -0.135      0.893      -0.281       0.245
ma.S.L7       -1.0007   1134.931     -0.001      0.999   -2225.424    2223.423
sigma2         0.6523   8549.880   7.63e-05      1.000   -1.68e+04    1.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.76   Prob(JB):                         0.76
Heteroskedasticity (H):               1.52   Skew:                             0.01
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.99
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.86747969899127, Current Price: 186.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.437
Date:                           Wed, 09 Oct 2024   AIC                             58.874
Time:                                   14:41:38   BIC                             61.699
Sample:                                        0   HQIC                            58.294
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4031      2.367     -0.170      0.865      -5.042       4.236
ma.L1          0.3013      2.576      0.117      0.907      -4.747       5.349
ar.S.L7       -0.1243      0.470     -0.264      0.792      -1.046       0.798
ma.S.L7       -0.6520      2.269     -0.287      0.774      -5.099       3.795
sigma2         2.0489      3.375      0.607      0.544      -4.565       8.663
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.99   Prob(JB):                         0.77
Heteroskedasticity (H):               2.89   Skew:                            -0.20
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.33294658986472, Current Price: 191.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.033
Date:                           Wed, 09 Oct 2024   AIC                             62.065
Time:                                   14:41:38   BIC                             64.890
Sample:                                        0   HQIC                            61.485
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0537      0.553      1.907      0.057      -0.030       2.137
ma.L1         -0.1894      0.716     -0.265      0.791      -1.592       1.214
ar.S.L7       -0.3516      0.312     -1.127      0.260      -0.963       0.260
ma.S.L7        1.0000   1.43e+05   6.98e-06      1.000   -2.81e+05    2.81e+05
sigma2         1.8761   2.69e+05   6.98e-06      1.000   -5.27e+05    5.27e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.62   Prob(JB):                         0.50
Heteroskedasticity (H):               1.31   Skew:                            -0.49
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 198.39181216609128, Current Price: 185.82
BUY EXECUTED at 185.82
BUY ORDER COMPLETED at 186.8799
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood              -41470.924
Date:                           Wed, 09 Oct 2024   AIC                          82951.849
Time:                                   14:41:38   BIC                          82954.673
Sample:                                        0   HQIC                         82951.268
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6019   4.61e-05    1.3e+04      0.000       0.602       0.602
ma.L1         -0.7899      0.000  -6374.973      0.000      -0.790      -0.790
ar.S.L7     -150.4002      0.347   -433.677      0.000    -151.080    -149.720
ma.S.L7    -4.989e-05   9.62e-05     -0.519      0.604      -0.000       0.000
sigma2         7.3434      0.033    223.162      0.000       7.279       7.408
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.88   Prob(JB):                         0.61
Heteroskedasticity (H):               1.16   Skew:                             0.02
Prob(H) (two-sided):                  0.89   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 91.20816947235829, Current Price: 186.4
SELL EXECUTED at 186.4
SELL ORDER COMPLETED at 183.7399
OPERATION PROFIT, GROSS -3.1399999999999864, NET -3.5106197999999864
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.680
Date:                           Wed, 09 Oct 2024   AIC                             71.360
Time:                                   14:41:38   BIC                             74.184
Sample:                                        0   HQIC                            70.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5210      0.375     -1.390      0.165      -1.256       0.214
ma.L1         -0.5361      0.611     -0.878      0.380      -1.733       0.661
ar.S.L7       -1.7951      0.619     -2.902      0.004      -3.008      -0.583
ma.S.L7       -1.0001   1.07e+04  -9.33e-05      1.000    -2.1e+04     2.1e+04
sigma2         3.7594   4.03e+04   9.33e-05      1.000    -7.9e+04     7.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.71
Prob(Q):                              0.51   Prob(JB):                         0.26
Heteroskedasticity (H):               7.42   Skew:                             1.02
Prob(H) (two-sided):                  0.08   Kurtosis:                         3.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.97114237906717, Current Price: 185.09
BUY EXECUTED at 185.09
BUY ORDER COMPLETED at 183.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.283
Date:                           Wed, 09 Oct 2024   AIC                             72.567
Time:                                   14:41:38   BIC                             75.391
Sample:                                        0   HQIC                            71.986
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3094      0.598      0.518      0.605      -0.862       1.481
ma.L1         -1.0000   9392.280     -0.000      1.000   -1.84e+04    1.84e+04
ar.S.L7       -0.9618      1.314     -0.732      0.464      -3.537       1.613
ma.S.L7       -0.2033      1.661     -0.122      0.903      -3.459       3.052
sigma2         6.2233   5.85e+04      0.000      1.000   -1.15e+05    1.15e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                11.00
Prob(Q):                              0.93   Prob(JB):                         0.00
Heteroskedasticity (H):              27.87   Skew:                             1.76
Prob(H) (two-sided):                  0.01   Kurtosis:                         5.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.68344012042806, Current Price: 182.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.785
Date:                           Wed, 09 Oct 2024   AIC                             75.569
Time:                                   14:41:38   BIC                             78.394
Sample:                                        0   HQIC                            74.989
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3048      1.141     -0.267      0.789      -2.540       1.931
ma.L1         -0.0879      1.044     -0.084      0.933      -2.133       1.957
ar.S.L7       -1.3215      1.215     -1.087      0.277      -3.704       1.061
ma.S.L7       -1.0001   2.28e+04  -4.39e-05      1.000   -4.47e+04    4.46e+04
sigma2         5.4673   1.25e+05   4.39e-05      1.000   -2.44e+05    2.44e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.93   Prob(JB):                         0.42
Heteroskedasticity (H):               4.00   Skew:                             0.85
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.5741971264947, Current Price: 178.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.019
Date:                           Wed, 09 Oct 2024   AIC                             78.038
Time:                                   14:41:38   BIC                             80.863
Sample:                                        0   HQIC                            77.457
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4018      2.076     -0.193      0.847      -4.472       3.668
ma.L1          7.7895    115.350      0.068      0.946    -218.293     233.871
ar.S.L7       -1.4480      0.872     -1.660      0.097      -3.157       0.261
ma.S.L7       -2.3391     14.237     -0.164      0.869     -30.244      25.566
sigma2         0.0302      1.170      0.026      0.979      -2.263       2.323
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.86   Prob(JB):                         0.43
Heteroskedasticity (H):               2.09   Skew:                             0.86
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.64742054108999, Current Price: 180.01
SELL EXECUTED at 180.01
SELL ORDER COMPLETED at 181.16
OPERATION PROFIT, GROSS -1.8700000000000045, NET -2.2341900000000043
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.400
Date:                           Wed, 09 Oct 2024   AIC                             78.800
Time:                                   14:41:38   BIC                             81.625
Sample:                                        0   HQIC                            78.220
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6715      2.260     -0.297      0.766      -5.101       3.758
ma.L1          1.5364      5.378      0.286      0.775      -9.005      12.078
ar.S.L7       -0.6985      1.260     -0.555      0.579      -3.167       1.770
ma.S.L7       -0.3176      3.157     -0.101      0.920      -6.505       5.870
sigma2         4.6355     31.563      0.147      0.883     -57.228      66.499
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.72   Prob(JB):                         0.98
Heteroskedasticity (H):               3.97   Skew:                            -0.14
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.1195608220434, Current Price: 180.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.466
Date:                           Wed, 09 Oct 2024   AIC                             78.932
Time:                                   14:41:38   BIC                             81.756
Sample:                                        0   HQIC                            78.351
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4076      4.261      0.096      0.924      -7.943       8.759
ma.L1         -0.5145      4.155     -0.124      0.901      -8.658       7.629
ar.S.L7       -0.7430      1.153     -0.645      0.519      -3.002       1.516
ma.S.L7       -0.1480      1.806     -0.082      0.935      -3.688       3.392
sigma2        11.6530      6.647      1.753      0.080      -1.375      24.681
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.93   Prob(JB):                         0.98
Heteroskedasticity (H):               3.65   Skew:                             0.11
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.89452010418535, Current Price: 179.3
BUY EXECUTED at 179.3
BUY ORDER COMPLETED at 179.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.154
Date:                           Wed, 09 Oct 2024   AIC                             78.307
Time:                                   14:41:38   BIC                             81.132
Sample:                                        0   HQIC                            77.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5794      1.536     -0.377      0.706      -3.589       2.430
ma.L1          0.6813      1.809      0.377      0.706      -2.864       4.227
ar.S.L7       -0.3278      0.953     -0.344      0.731      -2.195       1.539
ma.S.L7       -0.5236      2.768     -0.189      0.850      -5.948       4.901
sigma2         9.5997     19.855      0.484      0.629     -29.314      48.514
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.89   Prob(JB):                         0.94
Heteroskedasticity (H):               2.13   Skew:                            -0.24
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.84761553850217, Current Price: 180.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.421
Date:                           Wed, 09 Oct 2024   AIC                             76.841
Time:                                   14:41:38   BIC                             79.666
Sample:                                        0   HQIC                            76.261
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3649      1.008     -0.362      0.717      -2.341       1.611
ma.L1          0.5715      0.988      0.578      0.563      -1.365       2.508
ar.S.L7       -0.1942      0.798     -0.244      0.808      -1.758       1.369
ma.S.L7       -1.0001    2.6e+04  -3.85e-05      1.000    -5.1e+04     5.1e+04
sigma2         6.0362   1.57e+05   3.85e-05      1.000   -3.08e+05    3.08e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.80   Prob(JB):                         0.76
Heteroskedasticity (H):               0.16   Skew:                            -0.50
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.51482011096758, Current Price: 179.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.455
Date:                           Wed, 09 Oct 2024   AIC                             76.909
Time:                                   14:41:38   BIC                             79.734
Sample:                                        0   HQIC                            76.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3675      1.049     -0.350      0.726      -2.424       1.689
ma.L1          0.5729      1.085      0.528      0.598      -1.554       2.700
ar.S.L7       -0.1812      0.796     -0.228      0.820      -1.742       1.379
ma.S.L7       -1.0000   3.05e+04  -3.27e-05      1.000   -5.99e+04    5.99e+04
sigma2         6.0698   1.85e+05   3.27e-05      1.000   -3.63e+05    3.63e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.72   Prob(JB):                         0.82
Heteroskedasticity (H):               0.03   Skew:                            -0.43
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.51233966308962, Current Price: 181.81
SELL EXECUTED at 181.81
SELL ORDER COMPLETED at 182.35
OPERATION PROFIT, GROSS 3.019999999999982, NET 2.658319999999982
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.236
Date:                           Wed, 09 Oct 2024   AIC                             78.472
Time:                                   14:41:38   BIC                             81.296
Sample:                                        0   HQIC                            77.891
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4659      0.487     -0.957      0.339      -1.421       0.489
ma.L1          0.3704      0.601      0.616      0.538      -0.807       1.548
ar.S.L7       -1.1914      0.790     -1.508      0.132      -2.740       0.357
ma.S.L7        0.9505     27.594      0.034      0.973     -53.133      55.034
sigma2         7.0202    191.465      0.037      0.971    -368.244     382.284
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.81   Prob(JB):                         0.85
Heteroskedasticity (H):               0.20   Skew:                             0.36
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.1855305797635, Current Price: 183.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.160
Date:                           Wed, 09 Oct 2024   AIC                             76.321
Time:                                   14:41:38   BIC                             79.146
Sample:                                        0   HQIC                            75.740
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3068      1.998      0.154      0.878      -3.609       4.223
ma.L1         -0.4893      1.935     -0.253      0.800      -4.282       3.304
ar.S.L7       -1.1872      0.515     -2.304      0.021      -2.197      -0.177
ma.S.L7        1.0000   1.02e+05   9.78e-06      1.000      -2e+05       2e+05
sigma2         5.7962   5.93e+05   9.78e-06      1.000   -1.16e+06    1.16e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.38
Prob(Q):                              0.55   Prob(JB):                         0.50
Heteroskedasticity (H):               0.12   Skew:                             0.76
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.5985145163898, Current Price: 182.38
BUY EXECUTED at 182.38
BUY ORDER COMPLETED at 180.38
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.145
Date:                           Wed, 09 Oct 2024   AIC                             70.290
Time:                                   14:41:39   BIC                             73.115
Sample:                                        0   HQIC                            69.709
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6214      0.224     -2.769      0.006      -1.061      -0.182
ma.L1          1.0000   4.38e+04   2.28e-05      1.000   -8.59e+04    8.59e+04
ar.S.L7       -1.0659      0.350     -3.047      0.002      -1.752      -0.380
ma.S.L7        1.0000   3.92e+04   2.55e-05      1.000   -7.67e+04    7.67e+04
sigma2         2.9236   1.36e+04      0.000      1.000   -2.67e+04    2.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.12   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.29   Prob(JB):                         0.88
Heteroskedasticity (H):               0.43   Skew:                            -0.32
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.89e+16. Standard errors may be unstable.
Predicted Price: 187.27338351321035, Current Price: 179.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.353
Date:                           Wed, 09 Oct 2024   AIC                             68.706
Time:                                   14:41:39   BIC                             71.531
Sample:                                        0   HQIC                            68.126
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2833      1.009      0.281      0.779      -1.695       2.262
ma.L1          0.1498      0.942      0.159      0.874      -1.696       1.995
ar.S.L7       -0.2325      0.865     -0.269      0.788      -1.928       1.463
ma.S.L7       -1.0002   8468.621     -0.000      1.000   -1.66e+04    1.66e+04
sigma2         3.2248   2.73e+04      0.000      1.000   -5.35e+04    5.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.61   Prob(JB):                         0.78
Heteroskedasticity (H):               1.37   Skew:                            -0.25
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.34939777115608, Current Price: 179.14
SELL EXECUTED at 179.14
SELL ORDER COMPLETED at 179.76
OPERATION PROFIT, GROSS -0.6200000000000045, NET -0.9801400000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.072
Date:                           Wed, 09 Oct 2024   AIC                             74.144
Time:                                   14:41:39   BIC                             76.969
Sample:                                        0   HQIC                            73.563
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5311      0.163     -3.260      0.001      -0.850      -0.212
ma.L1          1.0000   6443.379      0.000      1.000   -1.26e+04    1.26e+04
ar.S.L7       -0.3942      0.293     -1.344      0.179      -0.969       0.181
ma.S.L7       -0.1426      0.661     -0.216      0.829      -1.438       1.153
sigma2         7.1438    4.6e+04      0.000      1.000   -9.02e+04    9.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.59   Prob(JB):                         0.67
Heteroskedasticity (H):               1.77   Skew:                             0.06
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.65231652124578, Current Price: 180.58
BUY EXECUTED at 180.58
BUY ORDER COMPLETED at 180.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.251
Date:                           Wed, 09 Oct 2024   AIC                             74.502
Time:                                   14:41:39   BIC                             77.327
Sample:                                        0   HQIC                            73.922
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4395      0.295     -1.492      0.136      -1.017       0.138
ma.L1          1.0000   2.14e+04   4.67e-05      1.000    -4.2e+04     4.2e+04
ar.S.L7       -0.3763      0.285     -1.321      0.187      -0.935       0.182
ma.S.L7        0.1446      0.678      0.213      0.831      -1.184       1.474
sigma2         7.3922   1.58e+05   4.67e-05      1.000    -3.1e+05     3.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 1.54
Prob(Q):                              0.64   Prob(JB):                         0.46
Heteroskedasticity (H):               1.21   Skew:                             0.19
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.39687065008138, Current Price: 180.65
SELL EXECUTED at 180.65
SELL ORDER COMPLETED at 179.5501
OPERATION PROFIT, GROSS -1.3599000000000103, NET -1.7203601000000104
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                   0.000
Date:                           Wed, 09 Oct 2024   AIC                             10.000
Time:                                   14:41:39   BIC                             12.825
Sample:                                        0   HQIC                             9.419
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5580   1.06e-08  -5.26e+07      0.000      -0.558      -0.558
ma.L1          0.7684         -0       -inf      0.000       0.768       0.768
ar.S.L7     4.813e+13   1.17e-55   4.13e+68      0.000    4.81e+13    4.81e+13
ma.S.L7    -4.512e+12         -0        inf      0.000   -4.51e+12   -4.51e+12
sigma2        13.8104         -0       -inf      0.000      13.810      13.810
===================================================================================
Ljung-Box (L1) (Q):                    nan   Jarque-Bera (JB):                  nan
Prob(Q):                               nan   Prob(JB):                          nan
Heteroskedasticity (H):                nan   Skew:                              nan
Prob(H) (two-sided):                   nan   Kurtosis:                          nan
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number    inf. Standard errors may be unstable.
Predicted Price: 1.5818881931228614e+47, Current Price: 179.5
BUY EXECUTED at 179.5
BUY ORDER COMPLETED at 180.2439
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/statespace/mlemodel.py:3016: RuntimeWarning: divide by zero encountered in divide
  return self.params / self.bse
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:1431: RuntimeWarning: invalid value encountered in divide
  test_statistic = numer_squared_sum / denom_squared_sum
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:702: RuntimeWarning: invalid value encountered in divide
  acf = avf[: nlags + 1] / avf[0]
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.974
Date:                           Wed, 09 Oct 2024   AIC                             69.947
Time:                                   14:41:39   BIC                             72.772
Sample:                                        0   HQIC                            69.366
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3356      8.745     -0.038      0.969     -17.475      16.804
ma.L1          0.2795      8.608      0.032      0.974     -16.592      17.151
ar.S.L7       -0.4496      0.598     -0.751      0.452      -1.622       0.723
ma.S.L7       -0.1895      0.948     -0.200      0.842      -2.047       1.668
sigma2         5.8082      3.255      1.785      0.074      -0.571      12.187
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.11
Prob(Q):                              0.87   Prob(JB):                         0.13
Heteroskedasticity (H):               4.71   Skew:                            -1.15
Prob(H) (two-sided):                  0.16   Kurtosis:                         4.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.58559369442972, Current Price: 180.37
SELL EXECUTED at 180.37
SELL ORDER COMPLETED at 180.91
OPERATION PROFIT, GROSS 0.6661000000000001, NET 0.3049461000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.115
Date:                           Wed, 09 Oct 2024   AIC                             70.229
Time:                                   14:41:39   BIC                             73.054
Sample:                                        0   HQIC                            69.649
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5695      0.765     -0.744      0.457      -2.069       0.930
ma.L1          0.5341      0.679      0.787      0.431      -0.796       1.865
ar.S.L7       -0.3834      0.219     -1.752      0.080      -0.812       0.045
ma.S.L7        0.1238      0.719      0.172      0.863      -1.285       1.532
sigma2         5.9145      4.166      1.420      0.156      -2.251      14.080
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.85   Prob(JB):                         0.47
Heteroskedasticity (H):               5.70   Skew:                            -0.79
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.9638951107466, Current Price: 179.24
BUY EXECUTED at 179.24
BUY ORDER COMPLETED at 179.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.569
Date:                           Wed, 09 Oct 2024   AIC                             69.139
Time:                                   14:41:39   BIC                             71.964
Sample:                                        0   HQIC                            68.558
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3269     17.260     -0.019      0.985     -34.156      33.502
ma.L1          0.3534     17.455      0.020      0.984     -33.858      34.565
ar.S.L7       -0.3441      0.182     -1.886      0.059      -0.702       0.013
ma.S.L7        0.5468      1.597      0.342      0.732      -2.584       3.678
sigma2         4.8221      4.286      1.125      0.261      -3.578      13.223
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.90   Prob(JB):                         0.62
Heteroskedasticity (H):               0.96   Skew:                            -0.64
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.95124044735738, Current Price: 179.66
SELL EXECUTED at 179.66
SELL ORDER COMPLETED at 179.87
OPERATION PROFIT, GROSS 0.09000000000000341, NET -0.2696499999999966
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.494
Date:                           Wed, 09 Oct 2024   AIC                             66.988
Time:                                   14:41:39   BIC                             69.813
Sample:                                        0   HQIC                            66.408
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3001      0.857      0.350      0.726      -1.379       1.979
ma.L1         -1.0000   2.27e+04  -4.41e-05      1.000   -4.44e+04    4.44e+04
ar.S.L7       -0.4575      0.155     -2.952      0.003      -0.761      -0.154
ma.S.L7        0.0909      0.430      0.212      0.832      -0.751       0.933
sigma2         4.2102   9.54e+04   4.41e-05      1.000   -1.87e+05    1.87e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.02
Prob(Q):                              0.82   Prob(JB):                         0.22
Heteroskedasticity (H):               0.35   Skew:                            -0.93
Prob(H) (two-sided):                  0.33   Kurtosis:                         4.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.74828322530024, Current Price: 180.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.456
Date:                           Wed, 09 Oct 2024   AIC                             70.911
Time:                                   14:41:39   BIC                             73.736
Sample:                                        0   HQIC                            70.331
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2868     10.171     -0.028      0.978     -20.223      19.649
ma.L1          0.3313     10.301      0.032      0.974     -19.859      20.521
ar.S.L7       -0.2837      0.208     -1.361      0.173      -0.692       0.125
ma.S.L7       -0.1704      0.574     -0.297      0.767      -1.295       0.954
sigma2         6.2721      4.696      1.336      0.182      -2.932      15.476
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.69   Prob(JB):                         0.60
Heteroskedasticity (H):               0.32   Skew:                            -0.68
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.74669415731094, Current Price: 181.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.608
Date:                           Wed, 09 Oct 2024   AIC                             69.216
Time:                                   14:41:39   BIC                             72.041
Sample:                                        0   HQIC                            68.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2523      3.308     -0.076      0.939      -6.736       6.232
ma.L1          0.3603      3.272      0.110      0.912      -6.052       6.773
ar.S.L7       -0.1071      0.198     -0.539      0.590      -0.496       0.282
ma.S.L7       -1.0000   1.94e+04  -5.15e-05      1.000   -3.81e+04    3.81e+04
sigma2         3.3567   6.52e+04   5.15e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.81   Prob(JB):                         0.78
Heteroskedasticity (H):               0.17   Skew:                            -0.34
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.40730315924185, Current Price: 182.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.834
Date:                           Wed, 09 Oct 2024   AIC                             65.668
Time:                                   14:41:39   BIC                             68.492
Sample:                                        0   HQIC                            65.087
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1766      2.143     -0.082      0.934      -4.377       4.023
ma.L1          0.3242      2.084      0.156      0.876      -3.760       4.409
ar.S.L7        0.0331      0.157      0.210      0.834      -0.275       0.342
ma.S.L7       -1.0002   3131.484     -0.000      1.000   -6138.595    6136.595
sigma2         2.5580   8010.874      0.000      1.000   -1.57e+04    1.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.27   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.13   Prob(JB):                         0.70
Heteroskedasticity (H):               0.30   Skew:                            -0.25
Prob(H) (two-sided):                  0.27   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.09858045562947, Current Price: 183.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.271
Date:                           Wed, 09 Oct 2024   AIC                             56.543
Time:                                   14:41:39   BIC                             59.367
Sample:                                        0   HQIC                            55.962
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4799      0.067      7.124      0.000       0.348       0.612
ma.L1         -1.0001    723.461     -0.001      0.999   -1418.958    1416.958
ar.S.L7        0.1436      0.132      1.085      0.278      -0.116       0.403
ma.S.L7       -1.0000   1.89e+04  -5.29e-05      1.000   -3.71e+04    3.71e+04
sigma2         1.0728   2.06e+04   5.21e-05      1.000   -4.03e+04    4.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.87   Prob(JB):                         0.82
Heteroskedasticity (H):               1.98   Skew:                            -0.24
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.38843073614976, Current Price: 184.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.162
Date:                           Wed, 09 Oct 2024   AIC                             62.325
Time:                                   14:41:39   BIC                             65.149
Sample:                                        0   HQIC                            61.744
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4439      1.618      0.274      0.784      -2.727       3.615
ma.L1         -0.7101      1.362     -0.521      0.602      -3.379       1.959
ar.S.L7       -0.0163      0.258     -0.063      0.949      -0.521       0.489
ma.S.L7       -0.5678      0.723     -0.786      0.432      -1.984       0.849
sigma2         2.7928      2.323      1.202      0.229      -1.761       7.347
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 3.38
Prob(Q):                              0.56   Prob(JB):                         0.18
Heteroskedasticity (H):               0.47   Skew:                            -1.25
Prob(H) (two-sided):                  0.48   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.5199173913928, Current Price: 184.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.788
Date:                           Wed, 09 Oct 2024   AIC                             51.577
Time:                                   14:41:39   BIC                             54.402
Sample:                                        0   HQIC                            50.996
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1175      0.490     -0.240      0.811      -1.079       0.844
ma.L1         -0.2549      0.454     -0.562      0.574      -1.145       0.635
ar.S.L7       -0.3839      0.155     -2.476      0.013      -0.688      -0.080
ma.S.L7       -0.1139      0.228     -0.500      0.617      -0.560       0.332
sigma2         1.4265      1.104      1.292      0.196      -0.737       3.590
===================================================================================
Ljung-Box (L1) (Q):                   1.04   Jarque-Bera (JB):                 1.37
Prob(Q):                              0.31   Prob(JB):                         0.50
Heteroskedasticity (H):               1.00   Skew:                            -0.79
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.74100967527704, Current Price: 184.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.385
Date:                           Wed, 09 Oct 2024   AIC                             50.769
Time:                                   14:41:39   BIC                             53.594
Sample:                                        0   HQIC                            50.189
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3778      0.914     -0.414      0.679      -2.169       1.413
ma.L1          0.2605      1.075      0.242      0.809      -1.847       2.368
ar.S.L7       -0.2799      0.206     -1.361      0.173      -0.683       0.123
ma.S.L7       -0.4344      0.850     -0.511      0.609      -2.100       1.231
sigma2         1.2467      0.690      1.806      0.071      -0.106       2.600
===================================================================================
Ljung-Box (L1) (Q):                   0.54   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.46   Prob(JB):                         0.59
Heteroskedasticity (H):               0.63   Skew:                            -0.66
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.07812486919138, Current Price: 181.82
BUY EXECUTED at 181.82
BUY ORDER COMPLETED at 181.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.103
Date:                           Wed, 09 Oct 2024   AIC                             56.207
Time:                                   14:41:39   BIC                             59.032
Sample:                                        0   HQIC                            55.626
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7127      0.220      3.233      0.001       0.281       1.145
ma.L1         -1.0000   1401.750     -0.001      0.999   -2748.379    2746.379
ar.S.L7       -0.5064      0.197     -2.566      0.010      -0.893      -0.120
ma.S.L7       -0.1448      0.735     -0.197      0.844      -1.585       1.296
sigma2         1.7172   2407.513      0.001      0.999   -4716.923    4720.357
===================================================================================
Ljung-Box (L1) (Q):                   2.64   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.10   Prob(JB):                         0.73
Heteroskedasticity (H):               1.63   Skew:                            -0.39
Prob(H) (two-sided):                  0.65   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.1966796069723, Current Price: 182.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.662
Date:                           Wed, 09 Oct 2024   AIC                             55.324
Time:                                   14:41:39   BIC                             58.149
Sample:                                        0   HQIC                            54.744
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3911      1.822     -0.215      0.830      -3.962       3.180
ma.L1          0.0719      2.255      0.032      0.975      -4.348       4.492
ar.S.L7       -0.4595      0.166     -2.764      0.006      -0.785      -0.134
ma.S.L7       -0.1520      0.576     -0.264      0.792      -1.280       0.976
sigma2         1.8958      1.401      1.353      0.176      -0.850       4.641
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.78   Prob(JB):                         0.65
Heteroskedasticity (H):               2.69   Skew:                            -0.49
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.03526432658478, Current Price: 182.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.593
Date:                           Wed, 09 Oct 2024   AIC                             55.187
Time:                                   14:41:39   BIC                             58.012
Sample:                                        0   HQIC                            54.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6938      0.870      0.798      0.425      -1.011       2.399
ma.L1         -1.0000   3.19e+04  -3.13e-05      1.000   -6.26e+04    6.26e+04
ar.S.L7       -0.4324      0.236     -1.835      0.066      -0.894       0.029
ma.S.L7       -0.3916      1.377     -0.284      0.776      -3.090       2.307
sigma2         1.4642   4.68e+04   3.13e-05      1.000   -9.17e+04    9.17e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.29   Prob(JB):                         0.85
Heteroskedasticity (H):               1.87   Skew:                            -0.26
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.54924162427307, Current Price: 180.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.217
Date:                           Wed, 09 Oct 2024   AIC                             56.435
Time:                                   14:41:39   BIC                             59.260
Sample:                                        0   HQIC                            55.854
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6362      0.597      1.066      0.286      -0.533       1.806
ma.L1         -1.0001   2742.573     -0.000      1.000   -5376.344    5374.344
ar.S.L7       -0.6412      0.281     -2.284      0.022      -1.191      -0.091
ma.S.L7       -0.3005      1.882     -0.160      0.873      -3.990       3.389
sigma2         1.6732   4590.542      0.000      1.000   -8995.624    8998.971
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.63   Prob(JB):                         0.83
Heteroskedasticity (H):               1.46   Skew:                             0.31
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.74302714331785, Current Price: 177.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood            -1044654.659
Date:                           Wed, 09 Oct 2024   AIC                        2089319.318
Time:                                   14:41:39   BIC                        2089322.143
Sample:                                        0   HQIC                       2089318.738
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4038   3.94e-07   1.03e+06      0.000       0.404       0.404
ma.L1         -0.2780   2.84e-06   -9.8e+04      0.000      -0.278      -0.278
ar.S.L7     -412.0000      0.000  -8.34e+05      0.000    -412.001    -411.999
ma.S.L7    -2.637e-05    3.1e-06     -8.510      0.000   -3.24e-05   -2.03e-05
sigma2         4.0798   1.52e-05   2.68e+05      0.000       4.080       4.080
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.54   Prob(JB):                         0.74
Heteroskedasticity (H):               0.17   Skew:                            -0.49
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 58.74564120937708, Current Price: 177.32
SELL EXECUTED at 177.32
SELL ORDER COMPLETED at 176.4561
OPERATION PROFIT, GROSS -5.133900000000011, NET -5.491946100000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.735
Date:                           Wed, 09 Oct 2024   AIC                             61.470
Time:                                   14:41:39   BIC                             64.294
Sample:                                        0   HQIC                            60.889
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7039      2.051      0.343      0.731      -3.316       4.724
ma.L1         -0.5107      2.484     -0.206      0.837      -5.378       4.357
ar.S.L7       -0.2876      0.571     -0.504      0.615      -1.407       0.832
ma.S.L7       -0.0414      1.146     -0.036      0.971      -2.287       2.204
sigma2         3.0499      1.338      2.280      0.023       0.428       5.672
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.45   Prob(JB):                         0.61
Heteroskedasticity (H):               6.37   Skew:                            -0.60
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.4152414816993, Current Price: 175.98
BUY EXECUTED at 175.98
BUY ORDER COMPLETED at 175.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.032
Date:                           Wed, 09 Oct 2024   AIC                             60.064
Time:                                   14:41:39   BIC                             62.888
Sample:                                        0   HQIC                            59.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0249      0.152     -6.754      0.000      -1.322      -0.727
ma.L1          1.0000      0.552      1.810      0.070      -0.083       2.083
ar.S.L7       -0.8162      0.311     -2.623      0.009      -1.426      -0.206
ma.S.L7        0.0125      0.713      0.018      0.986      -1.385       1.410
sigma2         2.3563      0.234     10.050      0.000       1.897       2.816
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.59   Prob(JB):                         0.86
Heteroskedasticity (H):               4.45   Skew:                            -0.07
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 6.43e+18. Standard errors may be unstable.
Predicted Price: 177.345528785373, Current Price: 176.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.801
Date:                           Wed, 09 Oct 2024   AIC                             59.602
Time:                                   14:41:39   BIC                             62.426
Sample:                                        0   HQIC                            59.021
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0007      0.149     -6.723      0.000      -1.292      -0.709
ma.L1          1.0000   9.58e+04   1.04e-05      1.000   -1.88e+05    1.88e+05
ar.S.L7       -0.7401      0.322     -2.299      0.021      -1.371      -0.109
ma.S.L7       -0.1804      0.742     -0.243      0.808      -1.635       1.274
sigma2         2.2768   2.18e+05   1.04e-05      1.000   -4.27e+05    4.27e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.85   Prob(JB):                         0.83
Heteroskedasticity (H):               3.27   Skew:                            -0.32
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.13937016944837, Current Price: 176.91
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.731
Date:                           Wed, 09 Oct 2024   AIC                             59.462
Time:                                   14:41:39   BIC                             62.287
Sample:                                        0   HQIC                            58.881
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0061      0.172     -5.849      0.000      -1.343      -0.669
ma.L1          1.0000   3.35e+04   2.98e-05      1.000   -6.57e+04    6.57e+04
ar.S.L7       -0.7965      0.279     -2.850      0.004      -1.344      -0.249
ma.S.L7       -0.0376      0.989     -0.038      0.970      -1.976       1.901
sigma2         2.2577   7.57e+04   2.98e-05      1.000   -1.48e+05    1.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.01
Prob(Q):                              1.00   Prob(JB):                         0.99
Heteroskedasticity (H):               0.05   Skew:                             0.06
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.65557197643048, Current Price: 173.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.683
Date:                           Wed, 09 Oct 2024   AIC                             65.366
Time:                                   14:41:39   BIC                             68.191
Sample:                                        0   HQIC                            64.785
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3704      6.068      0.061      0.951     -11.523      12.264
ma.L1         -0.3061      6.282     -0.049      0.961     -12.619      12.007
ar.S.L7       -0.3743      0.807     -0.464      0.643      -1.955       1.206
ma.S.L7       -0.4795      1.715     -0.280      0.780      -3.842       2.883
sigma2         3.7383      3.100      1.206      0.228      -2.337       9.814
===================================================================================
Ljung-Box (L1) (Q):                   0.92   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.34   Prob(JB):                         0.68
Heteroskedasticity (H):               1.47   Skew:                            -0.35
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.60524692731872, Current Price: 174.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.767
Date:                           Wed, 09 Oct 2024   AIC                             65.533
Time:                                   14:41:40   BIC                             68.358
Sample:                                        0   HQIC                            64.953
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9525      0.511      1.864      0.062      -0.049       1.954
ma.L1         -1.0000   8455.798     -0.000      1.000   -1.66e+04    1.66e+04
ar.S.L7       -0.4986      0.558     -0.894      0.371      -1.592       0.595
ma.S.L7       -0.5065      1.528     -0.332      0.740      -3.501       2.488
sigma2         3.0576   2.59e+04      0.000      1.000   -5.07e+04    5.07e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.63   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.20   Prob(JB):                         0.70
Heteroskedasticity (H):               1.08   Skew:                            -0.29
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.07417177036356, Current Price: 175.8
SELL EXECUTED at 175.8
SELL ORDER COMPLETED at 177.56
OPERATION PROFIT, GROSS 1.6400000000000148, NET 1.2865200000000148
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.967
Date:                           Wed, 09 Oct 2024   AIC                             65.935
Time:                                   14:41:40   BIC                             68.760
Sample:                                        0   HQIC                            65.354
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8947      0.285     -3.137      0.002      -1.454      -0.336
ma.L1          1.0000   1.31e+04   7.64e-05      1.000   -2.57e+04    2.57e+04
ar.S.L7       -0.7350      0.388     -1.894      0.058      -1.496       0.025
ma.S.L7       -0.1113      0.682     -0.163      0.870      -1.449       1.226
sigma2         3.7192   4.87e+04   7.64e-05      1.000   -9.54e+04    9.54e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.72   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.40   Prob(JB):                         0.88
Heteroskedasticity (H):               1.35   Skew:                            -0.10
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.12166354813561, Current Price: 175.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.106
Date:                           Wed, 09 Oct 2024   AIC                             62.211
Time:                                   14:41:40   BIC                             65.036
Sample:                                        0   HQIC                            61.631
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8289      0.187     -4.441      0.000      -1.195      -0.463
ma.L1          1.0000   1.19e+04   8.44e-05      1.000   -2.32e+04    2.32e+04
ar.S.L7       -0.9079      0.641     -1.416      0.157      -2.165       0.349
ma.S.L7       -0.1670      0.847     -0.197      0.844      -1.828       1.494
sigma2         2.7858    3.3e+04   8.44e-05      1.000   -6.47e+04    6.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.52   Prob(JB):                         0.72
Heteroskedasticity (H):               2.33   Skew:                            -0.51
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.8132848788429, Current Price: 175.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.997
Date:                           Wed, 09 Oct 2024   AIC                             59.994
Time:                                   14:41:40   BIC                             62.819
Sample:                                        0   HQIC                            59.413
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8865      0.421      2.107      0.035       0.062       1.711
ma.L1         -1.0000   1.61e+04   -6.2e-05      1.000   -3.16e+04    3.16e+04
ar.S.L7       -0.6467      0.695     -0.931      0.352      -2.008       0.715
ma.S.L7       -0.6266      1.746     -0.359      0.720      -4.050       2.796
sigma2         1.8460   2.98e+04    6.2e-05      1.000   -5.84e+04    5.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 2.29
Prob(Q):                              0.88   Prob(JB):                         0.32
Heteroskedasticity (H):               0.17   Skew:                            -1.03
Prob(H) (two-sided):                  0.11   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.19812663833648, Current Price: 172.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.561
Date:                           Wed, 09 Oct 2024   AIC                             57.122
Time:                                   14:41:40   BIC                             59.946
Sample:                                        0   HQIC                            56.541
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8028      0.223      3.603      0.000       0.366       1.240
ma.L1         -1.0000   2.37e+04  -4.23e-05      1.000   -4.64e+04    4.64e+04
ar.S.L7       -0.7294      0.469     -1.555      0.120      -1.649       0.190
ma.S.L7       -1.0002   5662.478     -0.000      1.000   -1.11e+04    1.11e+04
sigma2         1.0636   2.35e+04   4.52e-05      1.000   -4.61e+04    4.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.53   Jarque-Bera (JB):                 2.23
Prob(Q):                              0.22   Prob(JB):                         0.33
Heteroskedasticity (H):               0.11   Skew:                            -1.01
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.36142093031984, Current Price: 171.42
BUY EXECUTED at 171.42
BUY ORDER COMPLETED at 172.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.762
Date:                           Wed, 09 Oct 2024   AIC                             59.523
Time:                                   14:41:40   BIC                             62.348
Sample:                                        0   HQIC                            58.943
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7647      0.383      1.996      0.046       0.014       1.516
ma.L1         -1.0000   2.29e+04  -4.36e-05      1.000    -4.5e+04     4.5e+04
ar.S.L7       -0.6675      0.443     -1.506      0.132      -1.536       0.201
ma.S.L7       -1.0001   1.93e+04  -5.19e-05      1.000   -3.77e+04    3.77e+04
sigma2         1.2797   2.61e+04   4.89e-05      1.000   -5.12e+04    5.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.32   Prob(JB):                         0.60
Heteroskedasticity (H):               0.33   Skew:                            -0.58
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.97516621564796, Current Price: 172.82
SELL EXECUTED at 172.82
SELL ORDER COMPLETED at 172.072
OPERATION PROFIT, GROSS -0.4379999999999882, NET -0.7825819999999881
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.907
Date:                           Wed, 09 Oct 2024   AIC                             59.814
Time:                                   14:41:40   BIC                             62.639
Sample:                                        0   HQIC                            59.233
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7102      0.197     -3.612      0.000      -1.096      -0.325
ma.L1          1.0000   7819.270      0.000      1.000   -1.53e+04    1.53e+04
ar.S.L7       -0.6575      0.435     -1.510      0.131      -1.511       0.196
ma.S.L7       -1.0000   2.23e+04  -4.49e-05      1.000   -4.37e+04    4.37e+04
sigma2         1.4371   3.38e+04   4.26e-05      1.000   -6.62e+04    6.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.64   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.20   Prob(JB):                         0.69
Heteroskedasticity (H):               0.54   Skew:                            -0.16
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.24263047932655, Current Price: 170.17
BUY EXECUTED at 170.17
BUY ORDER COMPLETED at 168.312
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.529
Date:                           Wed, 09 Oct 2024   AIC                             57.058
Time:                                   14:41:40   BIC                             59.883
Sample:                                        0   HQIC                            56.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1013      0.702     -0.144      0.885      -1.478       1.275
ma.L1         -0.3010      0.589     -0.511      0.609      -1.455       0.853
ar.S.L7       -0.4850      0.300     -1.617      0.106      -1.073       0.103
ma.S.L7       -0.9096      4.800     -0.189      0.850     -10.318       8.498
sigma2         1.4378      6.425      0.224      0.823     -11.155      14.031
===================================================================================
Ljung-Box (L1) (Q):                   1.09   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.30   Prob(JB):                         0.70
Heteroskedasticity (H):               2.62   Skew:                            -0.20
Prob(H) (two-sided):                  0.37   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.62537639231377, Current Price: 168.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.677
Date:                           Wed, 09 Oct 2024   AIC                             57.354
Time:                                   14:41:40   BIC                             60.179
Sample:                                        0   HQIC                            56.774
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7430      0.329     -2.261      0.024      -1.387      -0.099
ma.L1          0.6691      0.616      1.086      0.277      -0.538       1.877
ar.S.L7       -0.7251      0.669     -1.084      0.279      -2.037       0.586
ma.S.L7       -1.0001   1.31e+04  -7.63e-05      1.000   -2.57e+04    2.57e+04
sigma2         1.2955    1.7e+04   7.63e-05      1.000   -3.33e+04    3.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.95   Jarque-Bera (JB):                 4.25
Prob(Q):                              0.33   Prob(JB):                         0.12
Heteroskedasticity (H):               0.56   Skew:                            -1.28
Prob(H) (two-sided):                  0.59   Kurtosis:                         4.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.87365121996353, Current Price: 170.4
SELL EXECUTED at 170.4
SELL ORDER COMPLETED at 170.44
OPERATION PROFIT, GROSS 2.127999999999986, NET 1.789247999999986
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.327
Date:                           Wed, 09 Oct 2024   AIC                             58.655
Time:                                   14:41:40   BIC                             61.479
Sample:                                        0   HQIC                            58.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6327      0.822     -0.769      0.442      -2.245       0.979
ma.L1          0.7015      0.913      0.768      0.442      -1.089       2.492
ar.S.L7       -0.7287      0.402     -1.814      0.070      -1.516       0.058
ma.S.L7       -1.0001   1.26e+04  -7.96e-05      1.000   -2.46e+04    2.46e+04
sigma2         1.4294    1.8e+04   7.96e-05      1.000   -3.52e+04    3.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.56   Prob(JB):                         0.55
Heteroskedasticity (H):               0.58   Skew:                            -0.73
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.47577450427661, Current Price: 169.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.839
Date:                           Wed, 09 Oct 2024   AIC                             55.678
Time:                                   14:41:40   BIC                             58.503
Sample:                                        0   HQIC                            55.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5202      0.727      0.716      0.474      -0.904       1.945
ma.L1         -1.0000   6207.161     -0.000      1.000   -1.22e+04    1.22e+04
ar.S.L7       -0.6505      0.426     -1.526      0.127      -1.486       0.185
ma.S.L7       -1.4792      4.350     -0.340      0.734     -10.006       7.047
sigma2         0.5808   3605.688      0.000      1.000   -7066.438    7067.600
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.84   Prob(JB):                         0.57
Heteroskedasticity (H):               0.47   Skew:                            -0.69
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.66515409305785, Current Price: 169.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.874
Date:                           Wed, 09 Oct 2024   AIC                             55.747
Time:                                   14:41:40   BIC                             58.572
Sample:                                        0   HQIC                            55.166
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2300      0.753      0.306      0.760      -1.245       1.705
ma.L1         -1.0000   1.39e+04  -7.19e-05      1.000   -2.72e+04    2.72e+04
ar.S.L7       -0.4972      0.213     -2.331      0.020      -0.915      -0.079
ma.S.L7       -1.9890      3.959     -0.502      0.615      -9.749       5.771
sigma2         0.3824   5315.384   7.19e-05      1.000   -1.04e+04    1.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.88   Prob(JB):                         0.55
Heteroskedasticity (H):               0.19   Skew:                            -0.64
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.11892552646788, Current Price: 171.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.307
Date:                           Wed, 09 Oct 2024   AIC                             50.614
Time:                                   14:41:40   BIC                             53.438
Sample:                                        0   HQIC                            50.033
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4384      0.061      7.188      0.000       0.319       0.558
ma.L1         -0.5941      0.295     -2.014      0.044      -1.172      -0.016
ar.S.L7       -0.9216      0.246     -3.741      0.000      -1.404      -0.439
ma.S.L7       -1.0008    843.556     -0.001      0.999   -1654.340    1652.339
sigma2         0.7700    649.606      0.001      0.999   -1272.435    1273.975
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.61   Prob(JB):                         0.85
Heteroskedasticity (H):               4.58   Skew:                            -0.06
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.30203279437413, Current Price: 172.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.540
Date:                           Wed, 09 Oct 2024   AIC                             57.080
Time:                                   14:41:40   BIC                             59.905
Sample:                                        0   HQIC                            56.499
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2618      8.369      0.031      0.975     -16.142      16.666
ma.L1         -0.3159      8.275     -0.038      0.970     -16.535      15.903
ar.S.L7       -0.7850      0.347     -2.261      0.024      -1.465      -0.105
ma.S.L7       -0.7326      2.777     -0.264      0.792      -6.175       4.710
sigma2         1.6818      4.028      0.417      0.676      -6.213       9.577
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.66   Prob(JB):                         0.89
Heteroskedasticity (H):               5.63   Skew:                             0.10
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.55290995437036, Current Price: 172.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.021
Date:                           Wed, 09 Oct 2024   AIC                             58.042
Time:                                   14:41:40   BIC                             60.867
Sample:                                        0   HQIC                            57.462
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8893      1.539      0.578      0.563      -2.127       3.905
ma.L1         -0.7149      1.684     -0.425      0.671      -4.015       2.585
ar.S.L7       -0.8750      0.269     -3.251      0.001      -1.403      -0.347
ma.S.L7        0.1938      0.419      0.463      0.644      -0.627       1.015
sigma2         2.2693      1.475      1.538      0.124      -0.622       5.161
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.31   Prob(JB):                         0.78
Heteroskedasticity (H):               2.41   Skew:                             0.30
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.12338933041883, Current Price: 174.13
BUY EXECUTED at 174.13
BUY ORDER COMPLETED at 172.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.101
Date:                           Wed, 09 Oct 2024   AIC                             58.201
Time:                                   14:41:40   BIC                             61.026
Sample:                                        0   HQIC                            57.620
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3865      5.345      0.072      0.942     -10.090      10.863
ma.L1         -0.3135      5.422     -0.058      0.954     -10.940      10.313
ar.S.L7       -0.8253      0.335     -2.466      0.014      -1.481      -0.169
ma.S.L7        0.0246      0.413      0.060      0.952      -0.785       0.834
sigma2         2.3876      1.203      1.985      0.047       0.030       4.745
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.47   Prob(JB):                         0.83
Heteroskedasticity (H):               1.14   Skew:                             0.05
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.9486593420834, Current Price: 173.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.188
Date:                           Wed, 09 Oct 2024   AIC                             58.375
Time:                                   14:41:40   BIC                             61.200
Sample:                                        0   HQIC                            57.795
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4036      4.474      0.090      0.928      -8.366       9.173
ma.L1         -0.3389      4.443     -0.076      0.939      -9.047       8.370
ar.S.L7       -0.8203      0.356     -2.306      0.021      -1.518      -0.123
ma.S.L7       -0.1342      0.474     -0.283      0.777      -1.063       0.794
sigma2         2.4019      1.198      2.005      0.045       0.054       4.750
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.51   Prob(JB):                         0.76
Heteroskedasticity (H):               0.60   Skew:                             0.13
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.1099701569848, Current Price: 172.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.208
Date:                           Wed, 09 Oct 2024   AIC                             58.416
Time:                                   14:41:40   BIC                             61.241
Sample:                                        0   HQIC                            57.835
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2852     17.020     -0.017      0.987     -33.643      33.073
ma.L1          0.3137     16.696      0.019      0.985     -32.410      33.037
ar.S.L7       -0.7898      0.426     -1.856      0.063      -1.624       0.044
ma.S.L7       -0.1813      0.508     -0.357      0.721      -1.177       0.814
sigma2         2.3951      1.262      1.898      0.058      -0.078       4.868
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.42   Prob(JB):                         0.80
Heteroskedasticity (H):               0.08   Skew:                             0.06
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.8094544265192, Current Price: 172.85
SELL EXECUTED at 172.85
SELL ORDER COMPLETED at 172.71
OPERATION PROFIT, GROSS -0.07999999999998408, NET -0.4254999999999841
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.874
Date:                           Wed, 09 Oct 2024   AIC                             55.749
Time:                                   14:41:40   BIC                             58.573
Sample:                                        0   HQIC                            55.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7043      0.277     -2.542      0.011      -1.248      -0.161
ma.L1          1.0000   1.06e+05   9.43e-06      1.000   -2.08e+05    2.08e+05
ar.S.L7       -0.7739      0.191     -4.058      0.000      -1.148      -0.400
ma.S.L7       -0.2346      0.892     -0.263      0.792      -1.983       1.513
sigma2         1.6824   1.78e+05   9.43e-06      1.000    -3.5e+05     3.5e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.94   Prob(JB):                         0.57
Heteroskedasticity (H):               0.54   Skew:                             0.19
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.1059325019874, Current Price: 171.14
BUY EXECUTED at 171.14
BUY ORDER COMPLETED at 172.2099
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.528
Date:                           Wed, 09 Oct 2024   AIC                             53.056
Time:                                   14:41:40   BIC                             55.881
Sample:                                        0   HQIC                            52.476
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5205      0.153     -3.404      0.001      -0.820      -0.221
ma.L1          1.0000   5215.118      0.000      1.000   -1.02e+04    1.02e+04
ar.S.L7       -0.7256      0.256     -2.833      0.005      -1.227      -0.224
ma.S.L7       -0.2960      0.692     -0.427      0.669      -1.653       1.061
sigma2         1.3577   7080.857      0.000      1.000   -1.39e+04    1.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.87   Prob(JB):                         0.72
Heteroskedasticity (H):               1.80   Skew:                             0.37
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.53984780272495, Current Price: 172.23
SELL EXECUTED at 172.23
SELL ORDER COMPLETED at 173.66
OPERATION PROFIT, GROSS 1.450099999999992, NET 1.1042300999999919
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.459
Date:                           Wed, 09 Oct 2024   AIC                             52.918
Time:                                   14:41:40   BIC                             55.743
Sample:                                        0   HQIC                            52.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4387      0.087     -5.043      0.000      -0.609      -0.268
ma.L1          0.7751      0.369      2.102      0.036       0.053       1.498
ar.S.L7       -0.7313      0.248     -2.952      0.003      -1.217      -0.246
ma.S.L7       -0.2227      0.439     -0.507      0.612      -1.083       0.638
sigma2         1.5115      0.882      1.713      0.087      -0.218       3.241
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.54   Prob(JB):                         0.87
Heteroskedasticity (H):               2.74   Skew:                             0.06
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.0007046665131, Current Price: 174.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.657
Date:                           Wed, 09 Oct 2024   AIC                             55.313
Time:                                   14:41:40   BIC                             58.138
Sample:                                        0   HQIC                            54.732
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2976      1.056     -0.282      0.778      -2.368       1.773
ma.L1          1.0000   3387.085      0.000      1.000   -6637.564    6639.564
ar.S.L7       -0.6023      0.352     -1.710      0.087      -1.293       0.088
ma.S.L7       -0.4921      0.814     -0.604      0.546      -2.088       1.104
sigma2         1.5973   5409.794      0.000      1.000   -1.06e+04    1.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.29   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.26   Prob(JB):                         0.71
Heteroskedasticity (H):               2.11   Skew:                            -0.36
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.4531963471936, Current Price: 172.58
BUY EXECUTED at 172.58
BUY ORDER COMPLETED at 172.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.508
Date:                           Wed, 09 Oct 2024   AIC                             57.017
Time:                                   14:41:40   BIC                             59.842
Sample:                                        0   HQIC                            56.436
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3479      0.442     -0.788      0.431      -1.214       0.518
ma.L1          1.0000   5404.134      0.000      1.000   -1.06e+04    1.06e+04
ar.S.L7       -0.6028      0.326     -1.848      0.065      -1.242       0.037
ma.S.L7       -0.3077      0.610     -0.505      0.614      -1.503       0.887
sigma2         1.9302   1.04e+04      0.000      1.000   -2.04e+04    2.04e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.17   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.28   Prob(JB):                         0.59
Heteroskedasticity (H):               2.31   Skew:                            -0.42
Prob(H) (two-sided):                  0.44   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.9985720755753, Current Price: 171.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.421
Date:                           Wed, 09 Oct 2024   AIC                             56.842
Time:                                   14:41:40   BIC                             59.667
Sample:                                        0   HQIC                            56.262
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3331      0.427     -0.780      0.435      -1.170       0.504
ma.L1          1.0000   4217.936      0.000      1.000   -8266.004    8268.003
ar.S.L7       -0.6038      0.281     -2.147      0.032      -1.155      -0.053
ma.S.L7       -0.2549      0.569     -0.448      0.654      -1.370       0.860
sigma2         1.9195   8096.356      0.000      1.000   -1.59e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.40   Prob(JB):                         0.63
Heteroskedasticity (H):               1.50   Skew:                            -0.50
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.47231700962, Current Price: 172.94
SELL EXECUTED at 172.94
SELL ORDER COMPLETED at 172.89
OPERATION PROFIT, GROSS 0.07999999999998408, NET -0.2657000000000159
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.244
Date:                           Wed, 09 Oct 2024   AIC                             58.488
Time:                                   14:41:40   BIC                             61.313
Sample:                                        0   HQIC                            57.908
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3560      0.500     -0.712      0.476      -1.336       0.624
ma.L1          1.0000   9069.276      0.000      1.000   -1.78e+04    1.78e+04
ar.S.L7       -0.5724      0.272     -2.108      0.035      -1.105      -0.040
ma.S.L7       -0.1318      0.523     -0.252      0.801      -1.156       0.892
sigma2         2.1952   1.99e+04      0.000      1.000    -3.9e+04     3.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.18   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.28   Prob(JB):                         0.64
Heteroskedasticity (H):               0.93   Skew:                            -0.44
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.55060865095257, Current Price: 172.78
BUY EXECUTED at 172.78
BUY ORDER COMPLETED at 172.45
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:1431: RuntimeWarning: invalid value encountered in divide
  test_statistic = numer_squared_sum / denom_squared_sum
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/tsa/stattools.py:702: RuntimeWarning: invalid value encountered in divide
  acf = avf[: nlags + 1] / avf[0]
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                   0.000
Date:                           Wed, 09 Oct 2024   AIC                             10.000
Time:                                   14:41:40   BIC                             12.825
Sample:                                        0   HQIC                             9.419
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8817   1.38e-08  -6.41e+07      0.000      -0.882      -0.882
ma.L1          0.8561   3.53e-07   2.43e+06      0.000       0.856       0.856
ar.S.L7    -8.785e+12   7.74e-15  -1.13e+27      0.000   -8.79e+12   -8.79e+12
ma.S.L7    -3.089e+11   5.44e-20  -5.67e+30      0.000   -3.09e+11   -3.09e+11
sigma2         4.8223      0.238     20.272      0.000       4.356       5.289
===================================================================================
Ljung-Box (L1) (Q):                    nan   Jarque-Bera (JB):                  nan
Prob(Q):                               nan   Prob(JB):                          nan
Heteroskedasticity (H):                nan   Skew:                              nan
Prob(H) (two-sided):                   nan   Kurtosis:                          nan
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.84e+53. Standard errors may be unstable.
Predicted Price: 3.265676757548661e+37, Current Price: 172.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.519
Date:                           Wed, 09 Oct 2024   AIC                             55.038
Time:                                   14:41:40   BIC                             57.863
Sample:                                        0   HQIC                            54.458
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4292      0.112     -3.838      0.000      -0.648      -0.210
ma.L1          1.0000    1.8e+04   5.57e-05      1.000   -3.52e+04    3.52e+04
ar.S.L7       -0.5567      0.275     -2.025      0.043      -1.096      -0.018
ma.S.L7        0.0204      0.465      0.044      0.965      -0.890       0.931
sigma2         1.6390   2.94e+04   5.57e-05      1.000   -5.77e+04    5.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.67   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.20   Prob(JB):                         0.63
Heteroskedasticity (H):               0.58   Skew:                            -0.40
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.6789846525633, Current Price: 174.54
SELL EXECUTED at 174.54
SELL ORDER COMPLETED at 171.18
OPERATION PROFIT, GROSS -1.2699999999999818, NET -1.613629999999982
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.128
Date:                           Wed, 09 Oct 2024   AIC                             54.256
Time:                                   14:41:40   BIC                             57.081
Sample:                                        0   HQIC                            53.675
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4936      0.417     -1.184      0.236      -1.311       0.323
ma.L1          1.0000   7.49e+04   1.34e-05      1.000   -1.47e+05    1.47e+05
ar.S.L7       -0.5107      0.250     -2.045      0.041      -1.000      -0.021
ma.S.L7        0.5779      1.372      0.421      0.674      -2.111       3.266
sigma2         1.2338   9.24e+04   1.34e-05      1.000   -1.81e+05    1.81e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.81   Jarque-Bera (JB):                 1.73
Prob(Q):                              0.09   Prob(JB):                         0.42
Heteroskedasticity (H):               1.44   Skew:                            -0.79
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.36053050689745, Current Price: 169.93
BUY EXECUTED at 169.93
BUY ORDER COMPLETED at 169.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.532
Date:                           Wed, 09 Oct 2024   AIC                             57.063
Time:                                   14:41:41   BIC                             59.888
Sample:                                        0   HQIC                            56.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5922      0.916     -0.647      0.518      -2.387       1.203
ma.L1         -1.0000   7871.485     -0.000      1.000   -1.54e+04    1.54e+04
ar.S.L7       -0.4598      0.092     -4.989      0.000      -0.640      -0.279
ma.S.L7       -3.2604     16.208     -0.201      0.841     -35.027      28.506
sigma2         0.1650   1299.568      0.000      1.000   -2546.942    2547.272
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.84
Prob(Q):                              0.51   Prob(JB):                         0.24
Heteroskedasticity (H):               9.39   Skew:                            -1.08
Prob(H) (two-sided):                  0.05   Kurtosis:                         3.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.33524635622447, Current Price: 168.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.616
Date:                           Wed, 09 Oct 2024   AIC                             65.232
Time:                                   14:41:41   BIC                             68.056
Sample:                                        0   HQIC                            64.651
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2125      3.846      0.055      0.956      -7.326       7.751
ma.L1         -0.5830      3.833     -0.152      0.879      -8.096       6.931
ar.S.L7       -0.4828      0.336     -1.438      0.150      -1.141       0.175
ma.S.L7       -1.2972      8.980     -0.144      0.885     -18.898      16.303
sigma2         1.8074     15.652      0.115      0.908     -28.870      32.485
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.96   Prob(JB):                         0.73
Heteroskedasticity (H):               8.67   Skew:                            -0.43
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.22320037373387, Current Price: 170.77
SELL EXECUTED at 170.77
SELL ORDER COMPLETED at 170.56
OPERATION PROFIT, GROSS 0.9499999999999886, NET 0.6098299999999885
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.827
Date:                           Wed, 09 Oct 2024   AIC                             67.654
Time:                                   14:41:41   BIC                             70.479
Sample:                                        0   HQIC                            67.073
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7019      1.082     -0.649      0.516      -2.822       1.419
ma.L1          0.8866      0.882      1.005      0.315      -0.842       2.615
ar.S.L7       -0.5969      0.545     -1.095      0.273      -1.665       0.471
ma.S.L7       -1.0001   1.07e+04  -9.38e-05      1.000   -2.09e+04    2.09e+04
sigma2         2.8011   2.99e+04   9.38e-05      1.000   -5.86e+04    5.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.17   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.14   Prob(JB):                         0.67
Heteroskedasticity (H):               2.57   Skew:                            -0.60
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.54109234896205, Current Price: 172.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.282
Date:                           Wed, 09 Oct 2024   AIC                             68.565
Time:                                   14:41:41   BIC                             71.389
Sample:                                        0   HQIC                            67.984
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4514      1.066     -0.424      0.672      -2.540       1.637
ma.L1          1.5662      2.353      0.666      0.506      -3.045       6.177
ar.S.L7       -0.5111      0.608     -0.841      0.400      -1.702       0.680
ma.S.L7       -0.3904      1.339     -0.292      0.771      -3.014       2.234
sigma2         2.0197      7.638      0.264      0.791     -12.950      16.990
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 1.54
Prob(Q):                              0.43   Prob(JB):                         0.46
Heteroskedasticity (H):               2.58   Skew:                            -0.84
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.88128607110815, Current Price: 171.27
BUY EXECUTED at 171.27
BUY ORDER COMPLETED at 171.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.513
Date:                           Wed, 09 Oct 2024   AIC                             65.025
Time:                                   14:41:41   BIC                             67.850
Sample:                                        0   HQIC                            64.445
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3251      1.240      0.262      0.793      -2.104       2.754
ma.L1         -1.2387      1.313     -0.944      0.345      -3.811       1.334
ar.S.L7       -0.2956      0.366     -0.808      0.419      -1.013       0.422
ma.S.L7       -4.7494     42.451     -0.112      0.911     -87.951      78.453
sigma2         0.1111      2.005      0.055      0.956      -3.819       4.042
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.71
Prob(Q):                              0.97   Prob(JB):                         0.26
Heteroskedasticity (H):               1.99   Skew:                            -1.08
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.83773335377649, Current Price: 170.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.432
Date:                           Wed, 09 Oct 2024   AIC                             64.863
Time:                                   14:41:41   BIC                             67.688
Sample:                                        0   HQIC                            64.283
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2785      1.280      0.218      0.828      -2.229       2.786
ma.L1         -0.8112      0.854     -0.950      0.342      -2.485       0.862
ar.S.L7       -0.2365      0.453     -0.522      0.602      -1.124       0.651
ma.S.L7       -0.1792      1.953     -0.092      0.927      -4.008       3.649
sigma2         3.8415      3.275      1.173      0.241      -2.577      10.260
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 3.17
Prob(Q):                              0.94   Prob(JB):                         0.21
Heteroskedasticity (H):               0.30   Skew:                            -1.17
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.587729134316, Current Price: 171.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.123
Date:                           Wed, 09 Oct 2024   AIC                             62.247
Time:                                   14:41:41   BIC                             65.072
Sample:                                        0   HQIC                            61.666
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3525      0.937      0.376      0.707      -1.483       2.188
ma.L1         -1.0001   1562.989     -0.001      0.999   -3064.403    3062.403
ar.S.L7       -0.4767      0.795     -0.600      0.549      -2.035       1.081
ma.S.L7       -1.0004   3103.112     -0.000      1.000   -6082.989    6080.988
sigma2         1.6799   7011.155      0.000      1.000   -1.37e+04    1.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.82
Prob(Q):                              0.79   Prob(JB):                         0.40
Heteroskedasticity (H):               1.59   Skew:                            -0.91
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.0835629451697, Current Price: 170.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.445
Date:                           Wed, 09 Oct 2024   AIC                             62.890
Time:                                   14:41:41   BIC                             65.715
Sample:                                        0   HQIC                            62.310
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4269      0.929      0.460      0.646      -1.394       2.247
ma.L1         -1.0001   2278.850     -0.000      1.000   -4467.465    4465.465
ar.S.L7       -0.2157      1.076     -0.200      0.841      -2.325       1.894
ma.S.L7       -0.3635      1.698     -0.214      0.831      -3.692       2.965
sigma2         2.8151   6415.440      0.000      1.000   -1.26e+04    1.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 4.43
Prob(Q):                              0.81   Prob(JB):                         0.11
Heteroskedasticity (H):               1.64   Skew:                            -1.31
Prob(H) (two-sided):                  0.64   Kurtosis:                         4.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.70562807262178, Current Price: 170.09
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.502
Date:                           Wed, 09 Oct 2024   AIC                             61.005
Time:                                   14:41:41   BIC                             63.829
Sample:                                        0   HQIC                            60.424
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2040      0.449      0.455      0.649      -0.676       1.084
ma.L1         -0.9998    844.708     -0.001      0.999   -1656.597    1654.598
ar.S.L7        0.0033      0.018      0.184      0.854      -0.032       0.038
ma.S.L7       -1.0004   1606.076     -0.001      1.000   -3148.851    3146.850
sigma2         1.6373   2573.821      0.001      0.999   -5042.960    5046.235
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 4.02
Prob(Q):                              0.60   Prob(JB):                         0.13
Heteroskedasticity (H):               0.09   Skew:                            -1.28
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.28473968870443, Current Price: 169.9
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.077
Date:                           Wed, 09 Oct 2024   AIC                             62.155
Time:                                   14:41:41   BIC                             64.980
Sample:                                        0   HQIC                            61.574
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2746      0.547      0.502      0.615      -0.797       1.346
ma.L1         -1.0000   1.99e+04  -5.04e-05      1.000   -3.89e+04    3.89e+04
ar.S.L7       -0.1019      0.446     -0.229      0.819      -0.976       0.772
ma.S.L7       -1.0005   1558.451     -0.001      0.999   -3055.509    3053.508
sigma2         1.6622   3.38e+04   4.92e-05      1.000   -6.62e+04    6.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 4.44
Prob(Q):                              0.70   Prob(JB):                         0.11
Heteroskedasticity (H):               0.05   Skew:                            -1.30
Prob(H) (two-sided):                  0.01   Kurtosis:                         4.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.6166430738792, Current Price: 169.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.557
Date:                           Wed, 09 Oct 2024   AIC                             61.114
Time:                                   14:41:41   BIC                             63.939
Sample:                                        0   HQIC                            60.533
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2179      0.953      0.229      0.819      -1.651       2.086
ma.L1         -1.0000   1.98e+04  -5.04e-05      1.000   -3.89e+04    3.89e+04
ar.S.L7       -0.0032      0.016     -0.196      0.845      -0.035       0.029
ma.S.L7       -1.0000   2.14e+04  -4.67e-05      1.000    -4.2e+04     4.2e+04
sigma2         1.6498   3.55e+04   4.64e-05      1.000   -6.96e+04    6.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 2.69
Prob(Q):                              0.85   Prob(JB):                         0.26
Heteroskedasticity (H):               0.07   Skew:                            -1.05
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.89846784580766, Current Price: 169.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.612
Date:                           Wed, 09 Oct 2024   AIC                             61.225
Time:                                   14:41:41   BIC                             64.050
Sample:                                        0   HQIC                            60.644
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2673      1.769      0.151      0.880      -3.199       3.734
ma.L1         -1.0000   9247.105     -0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.0026      0.030     -0.084      0.933      -0.062       0.057
ma.S.L7       -0.9999   1.88e+04  -5.33e-05      1.000   -3.68e+04    3.68e+04
sigma2         1.6930   2.59e+04   6.53e-05      1.000   -5.08e+04    5.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 3.22
Prob(Q):                              0.89   Prob(JB):                         0.20
Heteroskedasticity (H):               0.08   Skew:                            -1.12
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.3312370634006, Current Price: 168.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.509
Date:                           Wed, 09 Oct 2024   AIC                             61.019
Time:                                   14:41:41   BIC                             63.844
Sample:                                        0   HQIC                            60.438
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2646      0.848      0.312      0.755      -1.398       1.927
ma.L1         -1.0000   6304.513     -0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7       -0.0777      0.666     -0.117      0.907      -1.383       1.227
ma.S.L7       -1.0001   1.88e+04  -5.32e-05      1.000   -3.69e+04    3.69e+04
sigma2         1.5219   2.72e+04    5.6e-05      1.000   -5.33e+04    5.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.99   Jarque-Bera (JB):                 7.28
Prob(Q):                              0.32   Prob(JB):                         0.03
Heteroskedasticity (H):               0.12   Skew:                            -1.53
Prob(H) (two-sided):                  0.06   Kurtosis:                         5.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.29156997378502, Current Price: 168.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.933
Date:                           Wed, 09 Oct 2024   AIC                             47.865
Time:                                   14:41:41   BIC                             50.690
Sample:                                        0   HQIC                            47.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4971      0.123      4.045      0.000       0.256       0.738
ma.L1         -1.0000   9873.607     -0.000      1.000   -1.94e+04    1.94e+04
ar.S.L7       -0.1511      0.308     -0.490      0.624      -0.756       0.453
ma.S.L7       -1.0001   1.53e+04  -6.52e-05      1.000   -3.01e+04    3.01e+04
sigma2         0.5338   1.05e+04    5.1e-05      1.000   -2.05e+04    2.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.90   Prob(JB):                         0.77
Heteroskedasticity (H):               0.85   Skew:                             0.38
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.73714401543378, Current Price: 164.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.535
Date:                           Wed, 09 Oct 2024   AIC                             51.069
Time:                                   14:41:41   BIC                             53.894
Sample:                                        0   HQIC                            50.489
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2586      0.444      0.582      0.561      -0.612       1.129
ma.L1         -0.6646      0.357     -1.860      0.063      -1.365       0.036
ar.S.L7       -0.4889      0.224     -2.183      0.029      -0.928      -0.050
ma.S.L7       -0.1416      0.298     -0.475      0.635      -0.726       0.443
sigma2         1.3617      0.801      1.699      0.089      -0.209       2.932
===================================================================================
Ljung-Box (L1) (Q):                   1.43   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.23   Prob(JB):                         0.76
Heteroskedasticity (H):               1.33   Skew:                             0.25
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.77202698971834, Current Price: 162.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.912
Date:                           Wed, 09 Oct 2024   AIC                             43.824
Time:                                   14:41:41   BIC                             46.649
Sample:                                        0   HQIC                            43.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3229      0.687     -0.470      0.638      -1.669       1.023
ma.L1          1.0000   4827.165      0.000      1.000   -9460.070    9462.070
ar.S.L7       -0.6012      0.243     -2.479      0.013      -1.077      -0.126
ma.S.L7       -2.1636      5.020     -0.431      0.666     -12.002       7.675
sigma2         0.1444    697.127      0.000      1.000   -1366.199    1366.488
===================================================================================
Ljung-Box (L1) (Q):                   2.04   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.15   Prob(JB):                         0.51
Heteroskedasticity (H):               1.85   Skew:                             0.05
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.2452169993654, Current Price: 162.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.592
Date:                           Wed, 09 Oct 2024   AIC                             47.184
Time:                                   14:41:41   BIC                             50.009
Sample:                                        0   HQIC                            46.603
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2686     23.351      0.012      0.991     -45.498      46.036
ma.L1         -0.2536     23.784     -0.011      0.991     -46.869      46.361
ar.S.L7       -0.4953      0.326     -1.518      0.129      -1.135       0.144
ma.S.L7       -1.0002   4059.820     -0.000      1.000   -7958.102    7956.102
sigma2         0.6158   2500.537      0.000      1.000   -4900.346    4901.578
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.80   Prob(JB):                         0.93
Heteroskedasticity (H):               2.54   Skew:                            -0.03
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.72583151221082, Current Price: 162.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.727
Date:                           Wed, 09 Oct 2024   AIC                             47.454
Time:                                   14:41:41   BIC                             50.278
Sample:                                        0   HQIC                            46.873
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3539      0.772      0.459      0.647      -1.159       1.866
ma.L1         -0.0831      0.799     -0.104      0.917      -1.649       1.483
ar.S.L7       -0.5182      0.230     -2.258      0.024      -0.968      -0.068
ma.S.L7       -0.4239      0.619     -0.685      0.494      -1.637       0.789
sigma2         0.9690      0.654      1.482      0.138      -0.313       2.251
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.58   Prob(JB):                         0.73
Heteroskedasticity (H):               0.79   Skew:                             0.37
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.0637793386388, Current Price: 161.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.893
Date:                           Wed, 09 Oct 2024   AIC                             45.786
Time:                                   14:41:41   BIC                             48.610
Sample:                                        0   HQIC                            45.205
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0162      0.291      3.490      0.000       0.445       1.587
ma.L1         -1.0000   6824.348     -0.000      1.000   -1.34e+04    1.34e+04
ar.S.L7       -0.5716      0.252     -2.270      0.023      -1.065      -0.078
ma.S.L7       -0.1700      0.528     -0.322      0.747      -1.205       0.865
sigma2         0.7659   5227.259      0.000      1.000   -1.02e+04    1.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.63   Prob(JB):                         0.79
Heteroskedasticity (H):               0.54   Skew:                             0.42
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.89690530981437, Current Price: 160.83
SELL EXECUTED at 160.83
SELL ORDER COMPLETED at 160.1
OPERATION PROFIT, GROSS -10.960000000000008, NET -11.291160000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.288
Date:                           Wed, 09 Oct 2024   AIC                             46.577
Time:                                   14:41:41   BIC                             49.402
Sample:                                        0   HQIC                            45.996
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8123      0.815      0.997      0.319      -0.785       2.410
ma.L1         -0.5911      1.099     -0.538      0.591      -2.745       1.562
ar.S.L7       -0.5543      0.225     -2.468      0.014      -0.995      -0.114
ma.S.L7        0.0953      0.437      0.218      0.827      -0.760       0.951
sigma2         0.9626      0.517      1.863      0.063      -0.050       1.975
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.65   Prob(JB):                         0.81
Heteroskedasticity (H):               0.10   Skew:                             0.03
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.85771257056996, Current Price: 161.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.928
Date:                           Wed, 09 Oct 2024   AIC                             43.856
Time:                                   14:41:41   BIC                             46.680
Sample:                                        0   HQIC                            43.275
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1821      0.520     -0.350      0.726      -1.202       0.838
ma.L1          1.0000   9384.409      0.000      1.000   -1.84e+04    1.84e+04
ar.S.L7       -0.3883      0.160     -2.430      0.015      -0.701      -0.075
ma.S.L7        0.0115      0.532      0.022      0.983      -1.031       1.054
sigma2         0.7012   6580.768      0.000      1.000   -1.29e+04    1.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.15   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.28   Prob(JB):                         0.65
Heteroskedasticity (H):               0.23   Skew:                             0.30
Prob(H) (two-sided):                  0.18   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.52238699874715, Current Price: 159.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.218
Date:                           Wed, 09 Oct 2024   AIC                             42.437
Time:                                   14:41:41   BIC                             45.262
Sample:                                        0   HQIC                            41.856
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2787      0.453     -0.615      0.539      -1.167       0.610
ma.L1          1.0000   2848.624      0.000      1.000   -5582.200    5584.200
ar.S.L7       -0.3246      0.297     -1.094      0.274      -0.906       0.257
ma.S.L7       -2.0661      3.875     -0.533      0.594      -9.661       5.529
sigma2         0.1392    396.886      0.000      1.000    -777.742     778.021
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.44   Prob(JB):                         0.54
Heteroskedasticity (H):               0.14   Skew:                             0.70
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.87478287990976, Current Price: 159.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.258
Date:                           Wed, 09 Oct 2024   AIC                             40.516
Time:                                   14:41:41   BIC                             43.341
Sample:                                        0   HQIC                            39.936
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0168      0.464      0.036      0.971      -0.892       0.925
ma.L1          0.6401      0.489      1.308      0.191      -0.319       1.599
ar.S.L7       -0.2880      0.209     -1.378      0.168      -0.698       0.122
ma.S.L7       -0.8976      5.497     -0.163      0.870     -11.671       9.876
sigma2         0.4074      2.233      0.182      0.855      -3.968       4.783
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 1.32
Prob(Q):                              0.32   Prob(JB):                         0.52
Heteroskedasticity (H):               0.27   Skew:                             0.68
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.2920813705773, Current Price: 159.16
BUY EXECUTED at 159.16
BUY ORDER COMPLETED at 159.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.941
Date:                           Wed, 09 Oct 2024   AIC                             39.881
Time:                                   14:41:41   BIC                             42.706
Sample:                                        0   HQIC                            39.301
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6651      0.626      1.062      0.288      -0.563       1.893
ma.L1         -0.4168      1.212     -0.344      0.731      -2.791       1.958
ar.S.L7       -0.5040      0.260     -1.935      0.053      -1.014       0.006
ma.S.L7       -0.4035      0.747     -0.540      0.589      -1.868       1.061
sigma2         0.5361      0.297      1.807      0.071      -0.045       1.118
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.04
Prob(Q):                              0.85   Prob(JB):                         0.98
Heteroskedasticity (H):               0.08   Skew:                            -0.03
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.47239125463264, Current Price: 159.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.285
Date:                           Wed, 09 Oct 2024   AIC                             34.570
Time:                                   14:41:42   BIC                             37.394
Sample:                                        0   HQIC                            33.989
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8079      0.274      2.947      0.003       0.271       1.345
ma.L1         -0.3849      0.452     -0.851      0.395      -1.272       0.502
ar.S.L7       -0.4327      0.225     -1.927      0.054      -0.873       0.007
ma.S.L7       -0.2731      0.382     -0.715      0.475      -1.022       0.475
sigma2         0.3732      0.252      1.482      0.138      -0.120       0.867
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.62   Prob(JB):                         0.66
Heteroskedasticity (H):               0.22   Skew:                            -0.60
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.0704277142568, Current Price: 158.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -12.203
Date:                           Wed, 09 Oct 2024   AIC                             34.406
Time:                                   14:41:42   BIC                             37.231
Sample:                                        0   HQIC                            33.825
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7457      0.345      2.160      0.031       0.069       1.422
ma.L1         -0.1282      0.545     -0.235      0.814      -1.196       0.940
ar.S.L7       -0.4137      0.342     -1.209      0.227      -1.085       0.257
ma.S.L7       -1.0001   9122.884     -0.000      1.000   -1.79e+04    1.79e+04
sigma2         0.2234   2038.392      0.000      1.000   -3994.951    3995.398
===================================================================================
Ljung-Box (L1) (Q):                   1.11   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.29   Prob(JB):                         0.56
Heteroskedasticity (H):               0.63   Skew:                            -0.58
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.7409542485769, Current Price: 160.27
SELL EXECUTED at 160.27
SELL ORDER COMPLETED at 160.55
OPERATION PROFIT, GROSS 1.0800000000000125, NET 0.7599800000000125
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.364
Date:                           Wed, 09 Oct 2024   AIC                             48.729
Time:                                   14:41:42   BIC                             51.553
Sample:                                        0   HQIC                            48.148
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7652      0.467      1.639      0.101      -0.150       1.680
ma.L1         -0.6422      1.111     -0.578      0.563      -2.819       1.534
ar.S.L7       -0.4898      0.646     -0.758      0.448      -1.756       0.776
ma.S.L7       -0.0245      0.988     -0.025      0.980      -1.961       1.913
sigma2         1.1348      0.481      2.359      0.018       0.192       2.078
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 5.38
Prob(Q):                              0.44   Prob(JB):                         0.07
Heteroskedasticity (H):               5.92   Skew:                             1.20
Prob(H) (two-sided):                  0.11   Kurtosis:                         5.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.9265990344963, Current Price: 160.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.333
Date:                           Wed, 09 Oct 2024   AIC                             48.665
Time:                                   14:41:42   BIC                             51.490
Sample:                                        0   HQIC                            48.085
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0428      0.348     -2.996      0.003      -1.725      -0.361
ma.L1          1.0000   9.04e+04   1.11e-05      1.000   -1.77e+05    1.77e+05
ar.S.L7       -0.4510      0.188     -2.400      0.016      -0.819      -0.083
ma.S.L7       -0.2039      0.980     -0.208      0.835      -2.125       1.717
sigma2         0.9794   8.85e+04   1.11e-05      1.000   -1.74e+05    1.74e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.47   Prob(JB):                         0.37
Heteroskedasticity (H):               1.87   Skew:                             0.79
Prob(H) (two-sided):                  0.56   Kurtosis:                         4.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.46539450121563, Current Price: 160.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.484
Date:                           Wed, 09 Oct 2024   AIC                             46.968
Time:                                   14:41:42   BIC                             49.792
Sample:                                        0   HQIC                            46.387
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.2324      0.332     -3.713      0.000      -1.883      -0.582
ma.L1          1.0000   8283.370      0.000      1.000   -1.62e+04    1.62e+04
ar.S.L7       -0.2682      0.320     -0.839      0.402      -0.895       0.358
ma.S.L7       -0.3265      0.687     -0.476      0.634      -1.672       1.019
sigma2         0.8411   6967.091      0.000      1.000   -1.37e+04    1.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.32   Prob(JB):                         0.60
Heteroskedasticity (H):               8.91   Skew:                             0.68
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.98184205265642, Current Price: 160.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.359
Date:                           Wed, 09 Oct 2024   AIC                             50.718
Time:                                   14:41:42   BIC                             53.543
Sample:                                        0   HQIC                            50.137
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5766      1.658      0.348      0.728      -2.672       3.826
ma.L1         -0.4681      1.736     -0.270      0.787      -3.870       2.934
ar.S.L7       -0.3081      0.520     -0.592      0.554      -1.328       0.711
ma.S.L7        0.2836      3.742      0.076      0.940      -7.050       7.617
sigma2         1.2827      1.458      0.880      0.379      -1.575       4.140
===================================================================================
Ljung-Box (L1) (Q):                   6.16   Jarque-Bera (JB):                 1.78
Prob(Q):                              0.01   Prob(JB):                         0.41
Heteroskedasticity (H):              17.62   Skew:                             0.90
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.3382928723313, Current Price: 161.67
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.087
Date:                           Wed, 09 Oct 2024   AIC                             50.175
Time:                                   14:41:42   BIC                             53.000
Sample:                                        0   HQIC                            49.594
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0473      0.828     -1.264      0.206      -2.671       0.577
ma.L1          0.8303      3.921      0.212      0.832      -6.855       8.516
ar.S.L7        0.0150      1.088      0.014      0.989      -2.117       2.147
ma.S.L7        1.1372     11.968      0.095      0.924     -22.320      24.594
sigma2         0.6067      7.634      0.079      0.937     -14.356      15.569
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 2.49
Prob(Q):                              0.95   Prob(JB):                         0.29
Heteroskedasticity (H):               0.06   Skew:                             1.07
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.75963260319722, Current Price: 163.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.579
Date:                           Wed, 09 Oct 2024   AIC                             49.158
Time:                                   14:41:42   BIC                             51.982
Sample:                                        0   HQIC                            48.577
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1153      0.275      4.060      0.000       0.577       1.654
ma.L1         -1.0005    200.894     -0.005      0.996    -394.745     392.744
ar.S.L7       -0.3082      0.507     -0.608      0.543      -1.302       0.686
ma.S.L7        4.5330     34.805      0.130      0.896     -63.683      72.749
sigma2         0.0492     10.281      0.005      0.996     -20.101      20.199
===================================================================================
Ljung-Box (L1) (Q):                   7.32   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.01   Prob(JB):                         0.87
Heteroskedasticity (H):               1.00   Skew:                             0.36
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.71282456908736, Current Price: 164.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.191
Date:                           Wed, 09 Oct 2024   AIC                             48.383
Time:                                   14:41:42   BIC                             51.208
Sample:                                        0   HQIC                            47.802
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1195      0.292      3.836      0.000       0.548       1.691
ma.L1         -1.0000   8673.959     -0.000      1.000    -1.7e+04     1.7e+04
ar.S.L7       -0.3637      0.577     -0.631      0.528      -1.494       0.767
ma.S.L7        0.1050      1.964      0.053      0.957      -3.745       3.955
sigma2         0.9640   8361.692      0.000      1.000   -1.64e+04    1.64e+04
===================================================================================
Ljung-Box (L1) (Q):                   7.40   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.01   Prob(JB):                         0.60
Heteroskedasticity (H):               0.17   Skew:                             0.66
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.55658979644878, Current Price: 165.03
BUY EXECUTED at 165.03
BUY ORDER COMPLETED at 165.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.568
Date:                           Wed, 09 Oct 2024   AIC                             47.136
Time:                                   14:41:42   BIC                             49.960
Sample:                                        0   HQIC                            46.555
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9949      0.194      5.118      0.000       0.614       1.376
ma.L1         -1.0000   1.32e+04  -7.59e-05      1.000   -2.58e+04    2.58e+04
ar.S.L7       -0.2825      0.456     -0.619      0.536      -1.177       0.612
ma.S.L7       -1.0001   8218.824     -0.000      1.000   -1.61e+04    1.61e+04
sigma2         0.4933   6972.193   7.08e-05      1.000   -1.37e+04    1.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   5.99   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.01   Prob(JB):                         0.65
Heteroskedasticity (H):               0.39   Skew:                             0.63
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.2350479739303, Current Price: 164.05
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.707
Date:                           Wed, 09 Oct 2024   AIC                             53.415
Time:                                   14:41:42   BIC                             56.240
Sample:                                        0   HQIC                            52.834
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9072      0.386      2.353      0.019       0.152       1.663
ma.L1         -1.0000   1.12e+04  -8.92e-05      1.000    -2.2e+04     2.2e+04
ar.S.L7       -0.1685      0.831     -0.203      0.839      -1.797       1.460
ma.S.L7       -0.2967      1.031     -0.288      0.774      -2.318       1.725
sigma2         1.3277   1.49e+04   8.92e-05      1.000   -2.92e+04    2.92e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.48   Prob(JB):                         0.81
Heteroskedasticity (H):               2.24   Skew:                            -0.11
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.1948701405699, Current Price: 164.45
SELL EXECUTED at 164.45
SELL ORDER COMPLETED at 165.53
OPERATION PROFIT, GROSS -0.12999999999999545, NET -0.46118999999999544
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.264
Date:                           Wed, 09 Oct 2024   AIC                             52.529
Time:                                   14:41:42   BIC                             55.353
Sample:                                        0   HQIC                            51.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8396      0.153      5.488      0.000       0.540       1.140
ma.L1         -1.0000   4432.128     -0.000      1.000   -8687.812    8685.812
ar.S.L7       -0.0277      0.307     -0.090      0.928      -0.629       0.573
ma.S.L7       -0.6505      1.587     -0.410      0.682      -3.761       2.460
sigma2         1.0205   4522.562      0.000      1.000   -8863.038    8865.079
===================================================================================
Ljung-Box (L1) (Q):                   1.02   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.31   Prob(JB):                         0.74
Heteroskedasticity (H):               1.10   Skew:                            -0.17
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.36953512453482, Current Price: 167.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.302
Date:                           Wed, 09 Oct 2024   AIC                             58.604
Time:                                   14:41:42   BIC                             61.428
Sample:                                        0   HQIC                            58.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0695      9.081      0.008      0.994     -17.730      17.869
ma.L1         -0.0273      9.236     -0.003      0.998     -18.130      18.075
ar.S.L7        0.3022      0.939      0.322      0.748      -1.538       2.143
ma.S.L7       -0.2329      1.324     -0.176      0.860      -2.827       2.362
sigma2         2.4085      1.658      1.452      0.146      -0.841       5.658
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.62   Prob(JB):                         0.70
Heteroskedasticity (H):               1.71   Skew:                            -0.07
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.03160619772345, Current Price: 165.29
BUY EXECUTED at 165.29
BUY ORDER COMPLETED at 166.03
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.882
Date:                           Wed, 09 Oct 2024   AIC                             59.765
Time:                                   14:41:42   BIC                             62.589
Sample:                                        0   HQIC                            59.184
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0397      0.090    -11.540      0.000      -1.216      -0.863
ma.L1          1.0000   5905.702      0.000      1.000   -1.16e+04    1.16e+04
ar.S.L7        0.4907      0.465      1.055      0.291      -0.421       1.402
ma.S.L7       -1.0018    988.820     -0.001      0.999   -1939.053    1937.050
sigma2         1.4298   8297.395      0.000      1.000   -1.63e+04    1.63e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.80   Prob(JB):                         0.57
Heteroskedasticity (H):               4.79   Skew:                            -0.69
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.1502365983944, Current Price: 166.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.086
Date:                           Wed, 09 Oct 2024   AIC                             60.172
Time:                                   14:41:42   BIC                             62.997
Sample:                                        0   HQIC                            59.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9805      0.123     -7.995      0.000      -1.221      -0.740
ma.L1          1.0000   4198.574      0.000      1.000   -8228.055    8230.055
ar.S.L7        0.3068      0.546      0.561      0.574      -0.764       1.378
ma.S.L7       -1.0004   3287.772     -0.000      1.000   -6444.914    6442.914
sigma2         1.4774   9488.217      0.000      1.000   -1.86e+04    1.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.94   Prob(JB):                         0.55
Heteroskedasticity (H):               4.67   Skew:                            -0.73
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.8826863389673, Current Price: 167.2
SELL EXECUTED at 167.2
SELL ORDER COMPLETED at 167.3925
OPERATION PROFIT, GROSS 1.3625000000000114, NET 1.0290775000000112
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.615
Date:                           Wed, 09 Oct 2024   AIC                             59.229
Time:                                   14:41:42   BIC                             62.054
Sample:                                        0   HQIC                            58.649
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9004      0.331     -2.721      0.007      -1.549      -0.252
ma.L1          0.9999   1034.813      0.001      0.999   -2027.196    2029.196
ar.S.L7       -0.0060      0.035     -0.172      0.864      -0.074       0.062
ma.S.L7       -0.1349      0.712     -0.190      0.850      -1.530       1.261
sigma2         2.2844   2363.379      0.001      0.999   -4629.852    4634.421
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.90   Prob(JB):                         0.45
Heteroskedasticity (H):               5.78   Skew:                            -0.85
Prob(H) (two-sided):                  0.12   Kurtosis:                         3.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.32091168554467, Current Price: 166.78
BUY EXECUTED at 166.78
BUY ORDER COMPLETED at 167.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.530
Date:                           Wed, 09 Oct 2024   AIC                             59.060
Time:                                   14:41:42   BIC                             61.885
Sample:                                        0   HQIC                            58.480
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6896      0.498      1.386      0.166      -0.286       1.665
ma.L1         -1.0000   2.37e+04  -4.22e-05      1.000   -4.65e+04    4.65e+04
ar.S.L7        0.0482      0.348      0.139      0.890      -0.633       0.730
ma.S.L7       -0.2161      1.028     -0.210      0.834      -2.232       1.800
sigma2         2.1138   5.01e+04   4.22e-05      1.000   -9.82e+04    9.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.75   Prob(JB):                         0.84
Heteroskedasticity (H):               2.57   Skew:                            -0.10
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.609974574962, Current Price: 166.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.261
Date:                           Wed, 09 Oct 2024   AIC                             56.523
Time:                                   14:41:42   BIC                             59.348
Sample:                                        0   HQIC                            55.942
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7899      0.207      3.808      0.000       0.383       1.197
ma.L1         -1.0000   7066.373     -0.000      1.000   -1.39e+04    1.38e+04
ar.S.L7       -0.5543      0.408     -1.357      0.175      -1.355       0.246
ma.S.L7        0.5129      1.627      0.315      0.753      -2.677       3.703
sigma2         1.6371   1.16e+04      0.000      1.000   -2.27e+04    2.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.45   Prob(JB):                         0.94
Heteroskedasticity (H):               1.62   Skew:                            -0.25
Prob(H) (two-sided):                  0.65   Kurtosis:                         3.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.09139737550595, Current Price: 167.87
SELL EXECUTED at 167.87
SELL ORDER COMPLETED at 165.99
OPERATION PROFIT, GROSS -1.1699999999999875, NET -1.5031499999999876
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.846
Date:                           Wed, 09 Oct 2024   AIC                             59.693
Time:                                   14:41:42   BIC                             62.518
Sample:                                        0   HQIC                            59.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0861      6.590      0.013      0.990     -12.830      13.002
ma.L1         -0.1544      6.263     -0.025      0.980     -12.431      12.122
ar.S.L7       -0.4525      0.656     -0.690      0.490      -1.739       0.834
ma.S.L7        0.3096      0.981      0.315      0.752      -1.614       2.233
sigma2         2.5726      1.926      1.336      0.182      -1.202       6.347
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.89   Prob(JB):                         0.64
Heteroskedasticity (H):               0.62   Skew:                            -0.59
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.00051329055322, Current Price: 165.71
BUY EXECUTED at 165.71
BUY ORDER COMPLETED at 165.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.154
Date:                           Wed, 09 Oct 2024   AIC                             60.308
Time:                                   14:41:42   BIC                             63.133
Sample:                                        0   HQIC                            59.727
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0114      1.615     -0.007      0.994      -3.177       3.154
ma.L1         -0.4545      1.294     -0.351      0.725      -2.992       2.083
ar.S.L7       -0.1686      0.555     -0.304      0.761      -1.255       0.918
ma.S.L7       -1.0000    2.3e+04  -4.35e-05      1.000    -4.5e+04     4.5e+04
sigma2         1.6894   3.88e+04   4.35e-05      1.000   -7.61e+04    7.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.81   Prob(JB):                         0.65
Heteroskedasticity (H):               0.64   Skew:                             0.33
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.9422206816351, Current Price: 165.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.681
Date:                           Wed, 09 Oct 2024   AIC                             59.361
Time:                                   14:41:42   BIC                             62.186
Sample:                                        0   HQIC                            58.780
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1193      1.189      0.100      0.920      -2.211       2.450
ma.L1         -0.5403      1.049     -0.515      0.607      -2.597       1.517
ar.S.L7       -0.2429      0.404     -0.602      0.547      -1.034       0.548
ma.S.L7       -0.7837      3.207     -0.244      0.807      -7.068       5.501
sigma2         1.9179      6.480      0.296      0.767     -10.783      14.619
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.69   Prob(JB):                         0.61
Heteroskedasticity (H):               1.60   Skew:                             0.14
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.3452479857917, Current Price: 164.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.069
Date:                           Wed, 09 Oct 2024   AIC                             62.139
Time:                                   14:41:43   BIC                             64.963
Sample:                                        0   HQIC                            61.558
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0210      1.306      0.016      0.987      -2.539       2.581
ma.L1         -0.3655      1.019     -0.359      0.720      -2.363       1.632
ar.S.L7       -0.2660      0.779     -0.341      0.733      -1.793       1.261
ma.S.L7       -2.5698      6.852     -0.375      0.708     -16.000      10.860
sigma2         0.4583      2.180      0.210      0.834      -3.815       4.731
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.59   Prob(JB):                         0.73
Heteroskedasticity (H):               1.70   Skew:                             0.42
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.42144255049243, Current Price: 163.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.472
Date:                           Wed, 09 Oct 2024   AIC                             62.944
Time:                                   14:41:43   BIC                             65.769
Sample:                                        0   HQIC                            62.363
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0779      2.220      0.035      0.972      -4.274       4.430
ma.L1         -0.3002      2.050     -0.146      0.884      -4.318       3.717
ar.S.L7       -0.3381      0.743     -0.455      0.649      -1.794       1.117
ma.S.L7       -0.4537      1.066     -0.426      0.670      -2.543       1.636
sigma2         3.1379      2.513      1.249      0.212      -1.787       8.063
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.70   Prob(JB):                         0.61
Heteroskedasticity (H):               1.10   Skew:                             0.58
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.07420969642345, Current Price: 162.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.714
Date:                           Wed, 09 Oct 2024   AIC                             63.428
Time:                                   14:41:43   BIC                             66.253
Sample:                                        0   HQIC                            62.848
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1362      1.619     -0.084      0.933      -3.309       3.036
ma.L1         -0.0632      1.527     -0.041      0.967      -3.057       2.931
ar.S.L7       -0.3201      0.952     -0.336      0.737      -2.187       1.546
ma.S.L7       -0.2070      1.044     -0.198      0.843      -2.254       1.840
sigma2         3.5075      2.722      1.289      0.198      -1.827       8.842
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.70   Prob(JB):                         0.62
Heteroskedasticity (H):               0.76   Skew:                             0.61
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.4778456858385, Current Price: 161.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.455
Date:                           Wed, 09 Oct 2024   AIC                             62.911
Time:                                   14:41:43   BIC                             65.736
Sample:                                        0   HQIC                            62.330
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1507      2.818     -0.053      0.957      -5.673       5.372
ma.L1          0.0449      2.694      0.017      0.987      -5.236       5.326
ar.S.L7       -0.3063      1.012     -0.303      0.762      -2.289       1.676
ma.S.L7       -0.4010      1.640     -0.245      0.807      -3.615       2.813
sigma2         3.1984      3.362      0.951      0.341      -3.392       9.789
===================================================================================
Ljung-Box (L1) (Q):                   1.74   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.19   Prob(JB):                         0.52
Heteroskedasticity (H):               0.79   Skew:                             0.77
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.1485211003006, Current Price: 162.77
SELL EXECUTED at 162.77
SELL ORDER COMPLETED at 162.44
OPERATION PROFIT, GROSS -2.8700000000000045, NET -3.1977500000000045
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.833
Date:                           Wed, 09 Oct 2024   AIC                             59.665
Time:                                   14:41:43   BIC                             62.490
Sample:                                        0   HQIC                            59.085
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2784      1.746     -0.159      0.873      -3.701       3.144
ma.L1          0.0479      1.516      0.032      0.975      -2.923       3.019
ar.S.L7       -0.3999      0.725     -0.552      0.581      -1.821       1.021
ma.S.L7       -0.1484      0.713     -0.208      0.835      -1.545       1.248
sigma2         2.6482      2.958      0.895      0.371      -3.150       8.446
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.47   Prob(JB):                         0.75
Heteroskedasticity (H):               0.65   Skew:                             0.45
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.97507646381825, Current Price: 163.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.505
Date:                           Wed, 09 Oct 2024   AIC                             53.010
Time:                                   14:41:43   BIC                             55.834
Sample:                                        0   HQIC                            52.429
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9040      0.520      1.739      0.082      -0.115       1.923
ma.L1         -1.0000    7.9e+04  -1.27e-05      1.000   -1.55e+05    1.55e+05
ar.S.L7       -0.1959      0.466     -0.420      0.674      -1.109       0.718
ma.S.L7       -1.0000   9.69e+04  -1.03e-05      1.000    -1.9e+05     1.9e+05
sigma2         0.7755   1.21e+05   6.39e-06      1.000   -2.38e+05    2.38e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.80   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.37   Prob(JB):                         0.54
Heteroskedasticity (H):               1.46   Skew:                            -0.65
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.32692133864774, Current Price: 163.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.358
Date:                           Wed, 09 Oct 2024   AIC                             58.717
Time:                                   14:41:43   BIC                             61.541
Sample:                                        0   HQIC                            58.136
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3558      4.242      0.084      0.933      -7.959       8.671
ma.L1         -0.3103      4.327     -0.072      0.943      -8.791       8.171
ar.S.L7       -0.5293      0.265     -1.995      0.046      -1.049      -0.009
ma.S.L7        0.1450      0.718      0.202      0.840      -1.262       1.552
sigma2         2.4646      1.249      1.973      0.049       0.016       4.913
===================================================================================
Ljung-Box (L1) (Q):                   1.15   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.28   Prob(JB):                         0.66
Heteroskedasticity (H):               0.36   Skew:                            -0.48
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.65925222642088, Current Price: 161.76
BUY EXECUTED at 161.76
BUY ORDER COMPLETED at 161.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.624
Date:                           Wed, 09 Oct 2024   AIC                             59.247
Time:                                   14:41:43   BIC                             62.072
Sample:                                        0   HQIC                            58.667
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3452      4.406     -0.078      0.938      -8.981       8.290
ma.L1          0.2838      4.793      0.059      0.953      -9.111       9.678
ar.S.L7       -0.5107      0.308     -1.657      0.098      -1.115       0.093
ma.S.L7        0.3519      0.776      0.453      0.650      -1.170       1.874
sigma2         2.4547      1.540      1.594      0.111      -0.563       5.472
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.95   Prob(JB):                         0.85
Heteroskedasticity (H):               0.37   Skew:                             0.02
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.47387623080186, Current Price: 161.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.491
Date:                           Wed, 09 Oct 2024   AIC                             56.982
Time:                                   14:41:43   BIC                             59.807
Sample:                                        0   HQIC                            56.401
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4472      0.308     -1.454      0.146      -1.050       0.156
ma.L1          0.3996      0.554      0.722      0.470      -0.686       1.485
ar.S.L7       -0.6222      0.262     -2.377      0.017      -1.135      -0.109
ma.S.L7        0.9298     12.470      0.075      0.941     -23.512      25.371
sigma2         1.3709     16.400      0.084      0.933     -30.773      33.515
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.27
Prob(Q):                              1.00   Prob(JB):                         0.87
Heteroskedasticity (H):               0.73   Skew:                             0.12
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.57096668040285, Current Price: 160.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.949
Date:                           Wed, 09 Oct 2024   AIC                             55.898
Time:                                   14:41:43   BIC                             58.723
Sample:                                        0   HQIC                            55.318
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2803     10.547     -0.027      0.979     -20.951      20.391
ma.L1          0.2632     10.513      0.025      0.980     -20.342      20.868
ar.S.L7       -0.6403      0.237     -2.702      0.007      -1.105      -0.176
ma.S.L7        1.0000   2.47e+04   4.05e-05      1.000   -4.84e+04    4.84e+04
sigma2         1.2041   2.97e+04   4.05e-05      1.000   -5.83e+04    5.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.89   Prob(JB):                         0.95
Heteroskedasticity (H):               0.39   Skew:                             0.03
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.76632953028368, Current Price: 159.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.564
Date:                           Wed, 09 Oct 2024   AIC                             55.127
Time:                                   14:41:43   BIC                             57.952
Sample:                                        0   HQIC                            54.546
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7062      0.306     -2.308      0.021      -1.306      -0.107
ma.L1          0.7598      0.937      0.811      0.417      -1.076       2.596
ar.S.L7       -0.5277      0.203     -2.599      0.009      -0.926      -0.130
ma.S.L7        0.4320      0.745      0.580      0.562      -1.028       1.893
sigma2         1.6491      1.589      1.038      0.299      -1.466       4.764
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.45   Prob(JB):                         0.86
Heteroskedasticity (H):               0.20   Skew:                             0.26
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.71926611045774, Current Price: 157.87
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.060
Date:                           Wed, 09 Oct 2024   AIC                             52.120
Time:                                   14:41:43   BIC                             54.944
Sample:                                        0   HQIC                            51.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6703      0.145     -4.638      0.000      -0.954      -0.387
ma.L1          0.7630      0.695      1.098      0.272      -0.598       2.124
ar.S.L7       -0.1011      0.711     -0.142      0.887      -1.495       1.292
ma.S.L7       -0.1154      1.372     -0.084      0.933      -2.805       2.574
sigma2         1.4412      0.690      2.089      0.037       0.089       2.793
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.76   Prob(JB):                         0.99
Heteroskedasticity (H):               1.54   Skew:                             0.02
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.58910270458588, Current Price: 159.26
SELL EXECUTED at 159.26
SELL ORDER COMPLETED at 159.17
OPERATION PROFIT, GROSS -2.710000000000008, NET -3.031050000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.228
Date:                           Wed, 09 Oct 2024   AIC                             52.456
Time:                                   14:41:43   BIC                             55.280
Sample:                                        0   HQIC                            51.875
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3227      0.781     -0.413      0.680      -1.854       1.208
ma.L1          0.0863      1.242      0.070      0.945      -2.347       2.520
ar.S.L7        0.2541      0.558      0.456      0.649      -0.839       1.347
ma.S.L7       -1.0002   4012.556     -0.000      1.000   -7865.465    7863.465
sigma2         0.9246   3710.598      0.000      1.000   -7271.713    7273.563
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.74   Prob(JB):                         0.96
Heteroskedasticity (H):               1.46   Skew:                             0.19
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 158.60730225856082, Current Price: 158.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.492
Date:                           Wed, 09 Oct 2024   AIC                             48.984
Time:                                   14:41:43   BIC                             51.809
Sample:                                        0   HQIC                            48.403
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4082      1.382      0.295      0.768      -2.300       3.116
ma.L1         -0.1699      1.913     -0.089      0.929      -3.918       3.579
ar.S.L7       -0.0814      0.294     -0.277      0.782      -0.657       0.494
ma.S.L7        1.0001   1.98e+04   5.05e-05      1.000   -3.88e+04    3.88e+04
sigma2         0.7072    1.4e+04   5.05e-05      1.000   -2.74e+04    2.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.45   Prob(JB):                         0.79
Heteroskedasticity (H):              18.19   Skew:                            -0.27
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.12324634526172, Current Price: 159.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.529
Date:                           Wed, 09 Oct 2024   AIC                             51.058
Time:                                   14:41:43   BIC                             53.883
Sample:                                        0   HQIC                            50.478
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.3011      0.261     -4.983      0.000      -1.813      -0.789
ma.L1          0.7592      0.807      0.941      0.347      -0.822       2.340
ar.S.L7       -0.3720      0.381     -0.976      0.329      -1.119       0.375
ma.S.L7        1.0003   3279.715      0.000      1.000   -6427.124    6429.124
sigma2         0.7737   2537.904      0.000      1.000   -4973.426    4974.974
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.79   Prob(JB):                         0.66
Heteroskedasticity (H):               2.45   Skew:                            -0.59
Prob(H) (two-sided):                  0.41   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.28852853368082, Current Price: 158.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.579
Date:                           Wed, 09 Oct 2024   AIC                             51.159
Time:                                   14:41:43   BIC                             53.984
Sample:                                        0   HQIC                            50.578
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1331      0.328     -3.459      0.001      -1.775      -0.491
ma.L1          1.0000   1.05e+04   9.55e-05      1.000   -2.05e+04    2.05e+04
ar.S.L7       -0.4029      0.318     -1.266      0.205      -1.026       0.221
ma.S.L7       -0.2449      0.652     -0.376      0.707      -1.522       1.032
sigma2         1.1801   1.24e+04   9.55e-05      1.000   -2.42e+04    2.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.43   Prob(JB):                         0.64
Heteroskedasticity (H):               1.47   Skew:                            -0.36
Prob(H) (two-sided):                  0.72   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 159.8578896275829, Current Price: 159.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.802
Date:                           Wed, 09 Oct 2024   AIC                             51.604
Time:                                   14:41:43   BIC                             54.429
Sample:                                        0   HQIC                            51.023
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1403      0.459     -2.487      0.013      -2.039      -0.242
ma.L1          1.0000   4.17e+04    2.4e-05      1.000   -8.17e+04    8.17e+04
ar.S.L7       -0.3925      0.405     -0.968      0.333      -1.187       0.402
ma.S.L7       -0.2676      0.750     -0.357      0.721      -1.738       1.202
sigma2         1.2167   5.07e+04    2.4e-05      1.000   -9.94e+04    9.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.62   Prob(JB):                         0.65
Heteroskedasticity (H):               0.56   Skew:                            -0.50
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.52306875256934, Current Price: 160.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.309
Date:                           Wed, 09 Oct 2024   AIC                             56.618
Time:                                   14:41:43   BIC                             59.443
Sample:                                        0   HQIC                            56.038
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0182      0.216     -4.716      0.000      -1.441      -0.595
ma.L1          1.0000   5005.201      0.000      1.000   -9809.013    9811.013
ar.S.L7       -0.6523      0.709     -0.920      0.357      -2.041       0.737
ma.S.L7       -1.0004   4456.906     -0.000      1.000   -8736.375    8734.374
sigma2         1.1240   9196.520      0.000      1.000    -1.8e+04     1.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.64   Prob(JB):                         0.83
Heteroskedasticity (H):               2.12   Skew:                            -0.07
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.44810117635143, Current Price: 158.54
BUY EXECUTED at 158.54
BUY ORDER COMPLETED at 158.68
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.999
Date:                           Wed, 09 Oct 2024   AIC                             57.997
Time:                                   14:41:43   BIC                             60.822
Sample:                                        0   HQIC                            57.416
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6699      0.660     -1.015      0.310      -1.963       0.623
ma.L1          0.3904      0.995      0.392      0.695      -1.560       2.341
ar.S.L7        0.0018      0.035      0.050      0.960      -0.067       0.071
ma.S.L7       -0.1675      0.852     -0.197      0.844      -1.838       1.503
sigma2         2.3391      1.400      1.670      0.095      -0.406       5.084
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.66   Prob(JB):                         0.92
Heteroskedasticity (H):               3.06   Skew:                             0.16
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.11559067438588, Current Price: 157.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.390
Date:                           Wed, 09 Oct 2024   AIC                             58.779
Time:                                   14:41:43   BIC                             61.604
Sample:                                        0   HQIC                            58.199
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6493      0.669     -0.970      0.332      -1.961       0.662
ma.L1          0.3834      1.040      0.369      0.712      -1.655       2.421
ar.S.L7       -0.1022      0.831     -0.123      0.902      -1.731       1.527
ma.S.L7       -0.3481      1.383     -0.252      0.801      -3.059       2.363
sigma2         2.3461      1.676      1.400      0.162      -0.938       5.631
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.83   Prob(JB):                         0.80
Heteroskedasticity (H):               9.67   Skew:                             0.23
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.58405042926321, Current Price: 154.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.030
Date:                           Wed, 09 Oct 2024   AIC                             60.061
Time:                                   14:41:43   BIC                             62.885
Sample:                                        0   HQIC                            59.480
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9006      0.438     -2.055      0.040      -1.759      -0.042
ma.L1          1.0000   3.21e+05   3.12e-06      1.000   -6.28e+05    6.28e+05
ar.S.L7        0.1098      1.661      0.066      0.947      -3.145       3.365
ma.S.L7        0.2519      2.338      0.108      0.914      -4.330       4.834
sigma2         2.2462    7.2e+05   3.12e-06      1.000   -1.41e+06    1.41e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.81   Prob(JB):                         0.61
Heteroskedasticity (H):               3.26   Skew:                             0.62
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.43827124138778, Current Price: 155.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.076
Date:                           Wed, 09 Oct 2024   AIC                             60.153
Time:                                   14:41:43   BIC                             62.977
Sample:                                        0   HQIC                            59.572
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8862      0.491     -1.807      0.071      -1.848       0.075
ma.L1          1.0000    5.5e+04   1.82e-05      1.000   -1.08e+05    1.08e+05
ar.S.L7       -0.0613      1.487     -0.041      0.967      -2.976       2.853
ma.S.L7        0.0671      1.734      0.039      0.969      -3.332       3.467
sigma2         2.3567    1.3e+05   1.82e-05      1.000   -2.54e+05    2.54e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.80   Prob(JB):                         0.61
Heteroskedasticity (H):               1.82   Skew:                             0.56
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.16759214788817, Current Price: 155.96
SELL EXECUTED at 155.96
SELL ORDER COMPLETED at 155.03
OPERATION PROFIT, GROSS -3.6500000000000057, NET -3.9637100000000056
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.158
Date:                           Wed, 09 Oct 2024   AIC                             60.317
Time:                                   14:41:44   BIC                             63.141
Sample:                                        0   HQIC                            59.736
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8935      0.489     -1.827      0.068      -1.852       0.065
ma.L1          1.0000   2.21e+04   4.53e-05      1.000   -4.32e+04    4.32e+04
ar.S.L7       -0.0283      1.337     -0.021      0.983      -2.649       2.592
ma.S.L7       -0.0399      1.500     -0.027      0.979      -2.980       2.900
sigma2         2.4157   5.33e+04   4.53e-05      1.000   -1.04e+05    1.04e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.88   Prob(JB):                         0.67
Heteroskedasticity (H):               1.51   Skew:                             0.43
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.4287521947789, Current Price: 155.07
BUY EXECUTED at 155.07
BUY ORDER COMPLETED at 155.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.133
Date:                           Wed, 09 Oct 2024   AIC                             60.266
Time:                                   14:41:44   BIC                             63.091
Sample:                                        0   HQIC                            59.685
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8589      0.398     -2.157      0.031      -1.640      -0.078
ma.L1          1.0000    1.4e+04   7.16e-05      1.000   -2.74e+04    2.74e+04
ar.S.L7       -0.0856      1.225     -0.070      0.944      -2.487       2.316
ma.S.L7       -0.2380      1.475     -0.161      0.872      -3.130       2.654
sigma2         2.3780   3.32e+04   7.16e-05      1.000   -6.51e+04    6.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.96   Prob(JB):                         0.68
Heteroskedasticity (H):               0.55   Skew:                             0.30
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.35039268635973, Current Price: 155.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.959
Date:                           Wed, 09 Oct 2024   AIC                             55.918
Time:                                   14:41:44   BIC                             58.742
Sample:                                        0   HQIC                            55.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7788      0.222     -3.504      0.000      -1.214      -0.343
ma.L1          1.0000    2.4e+04   4.17e-05      1.000    -4.7e+04     4.7e+04
ar.S.L7       -0.0775      0.383     -0.202      0.840      -0.828       0.673
ma.S.L7       -1.0002   3931.533     -0.000      1.000   -7706.663    7704.662
sigma2         1.0604    2.4e+04   4.41e-05      1.000   -4.71e+04    4.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.96   Prob(JB):                         0.84
Heteroskedasticity (H):               0.31   Skew:                             0.04
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.73845381133555, Current Price: 155.7
SELL EXECUTED at 155.7
SELL ORDER COMPLETED at 153.9
OPERATION PROFIT, GROSS -2.069999999999993, NET -2.3798699999999933
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.047
Date:                           Wed, 09 Oct 2024   AIC                             56.093
Time:                                   14:41:44   BIC                             58.918
Sample:                                        0   HQIC                            55.513
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6770      0.169     -4.007      0.000      -1.008      -0.346
ma.L1          1.0000   1.42e+04   7.04e-05      1.000   -2.78e+04    2.78e+04
ar.S.L7       -0.1673      0.285     -0.586      0.558      -0.727       0.392
ma.S.L7       -0.4721      0.851     -0.554      0.579      -2.141       1.197
sigma2         1.6064   2.28e+04   7.04e-05      1.000   -4.47e+04    4.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.73   Prob(JB):                         0.66
Heteroskedasticity (H):               0.32   Skew:                            -0.23
Prob(H) (two-sided):                  0.29   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 156.50627388582038, Current Price: 153.01
BUY EXECUTED at 153.01
BUY ORDER COMPLETED at 153.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.911
Date:                           Wed, 09 Oct 2024   AIC                             59.822
Time:                                   14:41:44   BIC                             62.647
Sample:                                        0   HQIC                            59.241
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6596      0.289     -2.282      0.022      -1.226      -0.093
ma.L1          1.0000   4.37e+04   2.29e-05      1.000   -8.56e+04    8.56e+04
ar.S.L7       -0.1201      0.374     -0.321      0.748      -0.854       0.614
ma.S.L7       -0.0360      0.613     -0.059      0.953      -1.237       1.166
sigma2         2.3036   1.01e+05   2.29e-05      1.000   -1.97e+05    1.97e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.85   Prob(JB):                         0.64
Heteroskedasticity (H):               0.82   Skew:                             0.02
Prob(H) (two-sided):                  0.85   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 149.56918903609164, Current Price: 151.23
SELL EXECUTED at 151.23
SELL ORDER COMPLETED at 152.25
OPERATION PROFIT, GROSS -0.9699999999999989, NET -1.275469999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.559
Date:                           Wed, 09 Oct 2024   AIC                             57.119
Time:                                   14:41:44   BIC                             59.944
Sample:                                        0   HQIC                            56.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6400      0.260     -2.465      0.014      -1.149      -0.131
ma.L1          1.0000      0.573      1.746      0.081      -0.122       2.122
ar.S.L7       -0.0581      0.225     -0.258      0.797      -0.500       0.384
ma.S.L7       -0.2973      0.551     -0.539      0.590      -1.378       0.783
sigma2         1.8584      0.308      6.030      0.000       1.254       2.462
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.57   Prob(JB):                         0.62
Heteroskedasticity (H):               1.67   Skew:                            -0.34
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.28e+16. Standard errors may be unstable.
Predicted Price: 153.06647334136744, Current Price: 151.54
BUY EXECUTED at 151.54
BUY ORDER COMPLETED at 153.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.632
Date:                           Wed, 09 Oct 2024   AIC                             57.263
Time:                                   14:41:44   BIC                             60.088
Sample:                                        0   HQIC                            56.683
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7192      0.663     -1.085      0.278      -2.018       0.580
ma.L1          1.0000    1.5e+04   6.67e-05      1.000   -2.94e+04    2.94e+04
ar.S.L7       -0.0100      0.070     -0.143      0.887      -0.147       0.127
ma.S.L7       -0.3726      0.590     -0.631      0.528      -1.529       0.784
sigma2         1.9476   2.92e+04   6.67e-05      1.000   -5.72e+04    5.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.69   Prob(JB):                         0.65
Heteroskedasticity (H):               1.05   Skew:                            -0.26
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.61066415841003, Current Price: 154.69
SELL EXECUTED at 154.69
SELL ORDER COMPLETED at 154.14
OPERATION PROFIT, GROSS 0.9399999999999977, NET 0.6326599999999978
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.592
Date:                           Wed, 09 Oct 2024   AIC                             59.183
Time:                                   14:41:44   BIC                             62.008
Sample:                                        0   HQIC                            58.602
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7131      0.851     -0.838      0.402      -2.381       0.955
ma.L1          0.9999    508.477      0.002      0.998    -995.597     997.597
ar.S.L7       2.8e-06      0.140      2e-05      1.000      -0.275       0.275
ma.S.L7       -0.5916      0.913     -0.648      0.517      -2.381       1.198
sigma2         2.3335   1185.859      0.002      0.998   -2321.908    2326.575
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.73   Prob(JB):                         0.68
Heteroskedasticity (H):               2.79   Skew:                             0.44
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.22074766917663, Current Price: 154.66
BUY EXECUTED at 154.66
BUY ORDER COMPLETED at 154.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.420
Date:                           Wed, 09 Oct 2024   AIC                             58.839
Time:                                   14:41:44   BIC                             61.664
Sample:                                        0   HQIC                            58.259
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4838      2.561     -0.189      0.850      -5.504       4.536
ma.L1          0.3910      2.637      0.148      0.882      -4.778       5.560
ar.S.L7       -0.0014      0.020     -0.068      0.946      -0.040       0.037
ma.S.L7       -0.1042      0.502     -0.207      0.836      -1.088       0.880
sigma2         2.5046      1.871      1.338      0.181      -1.163       6.173
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.88   Prob(JB):                         0.72
Heteroskedasticity (H):               1.04   Skew:                             0.37
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.435981088882, Current Price: 154.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.190
Date:                           Wed, 09 Oct 2024   AIC                             58.381
Time:                                   14:41:44   BIC                             61.206
Sample:                                        0   HQIC                            57.800
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6031      0.263     -2.296      0.022      -1.118      -0.088
ma.L1          0.5308      0.428      1.239      0.215      -0.309       1.370
ar.S.L7       -0.1561      0.658     -0.237      0.812      -1.446       1.134
ma.S.L7        1.7778      6.508      0.273      0.785     -10.978      14.534
sigma2         0.6486      4.012      0.162      0.872      -7.215       8.512
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.97   Prob(JB):                         0.64
Heteroskedasticity (H):               1.06   Skew:                             0.24
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.2899881631753, Current Price: 158.43
SELL EXECUTED at 158.43
SELL ORDER COMPLETED at 159.18
OPERATION PROFIT, GROSS 4.240000000000009, NET 3.925880000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.172
Date:                           Wed, 09 Oct 2024   AIC                             60.344
Time:                                   14:41:44   BIC                             63.169
Sample:                                        0   HQIC                            59.764
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4244      2.270     -0.187      0.852      -4.873       4.024
ma.L1          0.3072      2.436      0.126      0.900      -4.468       5.082
ar.S.L7        0.0252      0.538      0.047      0.963      -1.029       1.079
ma.S.L7        1.0001   4670.115      0.000      1.000   -9152.257    9154.257
sigma2         1.6947   7914.875      0.000      1.000   -1.55e+04    1.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.64   Prob(JB):                         0.53
Heteroskedasticity (H):               2.10   Skew:                            -0.02
Prob(H) (two-sided):                  0.49   Kurtosis:                         1.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.71791702156872, Current Price: 160.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.990
Date:                           Wed, 09 Oct 2024   AIC                             65.980
Time:                                   14:41:44   BIC                             68.805
Sample:                                        0   HQIC                            65.399
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1126      0.437      2.548      0.011       0.257       1.968
ma.L1         -1.3180      1.141     -1.156      0.248      -3.553       0.917
ar.S.L7        0.0024      0.007      0.335      0.737      -0.012       0.017
ma.S.L7        0.6635      1.166      0.569      0.569      -1.622       2.949
sigma2         2.1668      3.446      0.629      0.529      -4.586       8.920
===================================================================================
Ljung-Box (L1) (Q):                   2.49   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.11   Prob(JB):                         0.70
Heteroskedasticity (H):               1.81   Skew:                            -0.02
Prob(H) (two-sided):                  0.58   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.36625753300913, Current Price: 159.81
BUY EXECUTED at 159.81
BUY ORDER COMPLETED at 159.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.880
Date:                           Wed, 09 Oct 2024   AIC                             65.759
Time:                                   14:41:44   BIC                             68.584
Sample:                                        0   HQIC                            65.179
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9827      3.222      0.305      0.760      -5.332       7.298
ma.L1         -1.2667      7.394     -0.171      0.864     -15.759      13.226
ar.S.L7     6.372e-05      0.064      0.001      0.999      -0.126       0.126
ma.S.L7       -0.4726      1.179     -0.401      0.689      -2.783       1.838
sigma2         2.5692     29.349      0.088      0.930     -54.954      60.093
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.55   Prob(JB):                         0.94
Heteroskedasticity (H):               5.06   Skew:                             0.18
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.71215058468476, Current Price: 159.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.491
Date:                           Wed, 09 Oct 2024   AIC                             66.983
Time:                                   14:41:44   BIC                             69.808
Sample:                                        0   HQIC                            66.402
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5179      1.461     -0.354      0.723      -3.382       2.346
ma.L1          0.7040      1.083      0.650      0.516      -1.419       2.827
ar.S.L7       -0.0378      0.599     -0.063      0.950      -1.212       1.136
ma.S.L7        0.0389      1.224      0.032      0.975      -2.359       2.437
sigma2         4.6780      2.575      1.817      0.069      -0.368       9.724
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.63   Prob(JB):                         0.68
Heteroskedasticity (H):               2.81   Skew:                             0.37
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.83426830364132, Current Price: 157.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.322
Date:                           Wed, 09 Oct 2024   AIC                             68.643
Time:                                   14:41:44   BIC                             71.468
Sample:                                        0   HQIC                            68.062
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4222      1.122     -0.376      0.707      -2.621       1.777
ma.L1          0.6637      0.751      0.883      0.377      -0.809       2.136
ar.S.L7       -0.1638      0.943     -0.174      0.862      -2.011       1.684
ma.S.L7       -1.0002   3471.365     -0.000      1.000   -6804.750    6802.750
sigma2         3.2220   1.12e+04      0.000      1.000   -2.19e+04    2.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.60   Prob(JB):                         0.66
Heteroskedasticity (H):               1.31   Skew:                             0.49
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.51724571539395, Current Price: 155.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.015
Date:                           Wed, 09 Oct 2024   AIC                             68.031
Time:                                   14:41:44   BIC                             70.856
Sample:                                        0   HQIC                            67.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6685      1.219     -0.549      0.583      -3.057       1.720
ma.L1          0.8795      0.884      0.995      0.320      -0.853       2.612
ar.S.L7    -4.672e-05      0.077     -0.001      1.000      -0.151       0.151
ma.S.L7       -0.9996   1859.528     -0.001      1.000   -3645.608    3643.609
sigma2         3.6395   6764.923      0.001      1.000   -1.33e+04    1.33e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.75   Prob(JB):                         0.66
Heteroskedasticity (H):               0.92   Skew:                             0.35
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.3852420281169, Current Price: 155.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.043
Date:                           Wed, 09 Oct 2024   AIC                             68.087
Time:                                   14:41:44   BIC                             70.912
Sample:                                        0   HQIC                            67.506
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3547      2.112      0.168      0.867      -3.784       4.493
ma.L1         -0.0470      2.262     -0.021      0.983      -4.481       4.387
ar.S.L7       -0.1840      0.572     -0.322      0.748      -1.305       0.937
ma.S.L7       -1.0003   3117.589     -0.000      1.000   -6111.363    6109.362
sigma2         3.0741   9586.014      0.000      1.000   -1.88e+04    1.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.94
Prob(Q):                              0.79   Prob(JB):                         0.38
Heteroskedasticity (H):               0.52   Skew:                             0.93
Prob(H) (two-sided):                  0.54   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.4869274513675, Current Price: 155.99
SELL EXECUTED at 155.99
SELL ORDER COMPLETED at 153.48
OPERATION PROFIT, GROSS -5.930000000000007, NET -6.242890000000007
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.175
Date:                           Wed, 09 Oct 2024   AIC                             64.351
Time:                                   14:41:44   BIC                             67.176
Sample:                                        0   HQIC                            63.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6243      0.393      1.588      0.112      -0.146       1.395
ma.L1         -0.1295      0.535     -0.242      0.809      -1.179       0.920
ar.S.L7       -0.1936      0.537     -0.361      0.718      -1.245       0.858
ma.S.L7       -1.0000   2.71e+04  -3.69e-05      1.000   -5.31e+04    5.31e+04
sigma2         2.1914   5.94e+04   3.69e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.93   Prob(JB):                         0.49
Heteroskedasticity (H):               0.47   Skew:                             0.81
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.78038543853262, Current Price: 154.91
BUY EXECUTED at 154.91
BUY ORDER COMPLETED at 154.02
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.505
Date:                           Wed, 09 Oct 2024   AIC                             61.010
Time:                                   14:41:44   BIC                             63.835
Sample:                                        0   HQIC                            60.430
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1408      0.778     -0.181      0.856      -1.666       1.384
ma.L1          0.7028      0.368      1.907      0.056      -0.019       1.425
ar.S.L7       -0.2444      0.449     -0.545      0.586      -1.123       0.635
ma.S.L7       -1.0000   3.65e+04  -2.74e-05      1.000   -7.15e+04    7.15e+04
sigma2         1.7884   6.53e+04   2.74e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.76   Prob(JB):                         0.55
Heteroskedasticity (H):               0.06   Skew:                             0.71
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.78402000835644, Current Price: 152.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.512
Date:                           Wed, 09 Oct 2024   AIC                             61.024
Time:                                   14:41:44   BIC                             63.849
Sample:                                        0   HQIC                            60.444
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1786      0.539     -0.331      0.740      -1.236       0.878
ma.L1          1.0000   8121.636      0.000      1.000   -1.59e+04    1.59e+04
ar.S.L7       -0.4179      0.424     -0.986      0.324      -1.249       0.413
ma.S.L7       -1.0000   5998.822     -0.000      1.000   -1.18e+04    1.18e+04
sigma2         1.6854   3577.319      0.000      1.000   -7009.731    7013.102
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.67   Prob(JB):                         0.65
Heteroskedasticity (H):               0.09   Skew:                             0.37
Prob(H) (two-sided):                  0.04   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 8.5e+16. Standard errors may be unstable.
Predicted Price: 153.80642772276923, Current Price: 153.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.739
Date:                           Wed, 09 Oct 2024   AIC                             53.477
Time:                                   14:41:44   BIC                             56.302
Sample:                                        0   HQIC                            52.897
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0238      0.430      0.055      0.956      -0.820       0.867
ma.L1          1.0000   1.23e+04   8.12e-05      1.000   -2.41e+04    2.41e+04
ar.S.L7       -0.4203      0.206     -2.043      0.041      -0.824      -0.017
ma.S.L7       -1.0001   6229.377     -0.000      1.000   -1.22e+04    1.22e+04
sigma2         0.9343    1.6e+04   5.84e-05      1.000   -3.14e+04    3.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 2.57
Prob(Q):                              0.37   Prob(JB):                         0.28
Heteroskedasticity (H):               0.13   Skew:                             0.98
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.80820241450473, Current Price: 153.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.674
Date:                           Wed, 09 Oct 2024   AIC                             53.348
Time:                                   14:41:44   BIC                             56.172
Sample:                                        0   HQIC                            52.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0612      0.858      0.071      0.943      -1.621       1.744
ma.L1          1.0000   2.03e+05   4.92e-06      1.000   -3.98e+05    3.98e+05
ar.S.L7       -0.3908      0.139     -2.802      0.005      -0.664      -0.117
ma.S.L7       -1.0000   1.22e+04   -8.2e-05      1.000   -2.39e+04    2.39e+04
sigma2         0.9238   1.89e+05   4.88e-06      1.000   -3.71e+05    3.71e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 7.57
Prob(Q):                              0.70   Prob(JB):                         0.02
Heteroskedasticity (H):               0.14   Skew:                             1.51
Prob(H) (two-sided):                  0.08   Kurtosis:                         5.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.49672230076854, Current Price: 151.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.315
Date:                           Wed, 09 Oct 2024   AIC                             56.629
Time:                                   14:41:44   BIC                             59.454
Sample:                                        0   HQIC                            56.049
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1258      1.039      0.121      0.904      -1.911       2.162
ma.L1          1.0000   1.29e+04   7.75e-05      1.000   -2.53e+04    2.53e+04
ar.S.L7       -0.3692      0.174     -2.120      0.034      -0.710      -0.028
ma.S.L7       -1.0003   2341.188     -0.000      1.000   -4589.644    4587.643
sigma2         1.1855   1.51e+04   7.85e-05      1.000   -2.96e+04    2.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                10.75
Prob(Q):                              0.97   Prob(JB):                         0.00
Heteroskedasticity (H):               0.12   Skew:                             1.76
Prob(H) (two-sided):                  0.06   Kurtosis:                         5.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.2304111433913, Current Price: 151.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.466
Date:                           Wed, 09 Oct 2024   AIC                             42.932
Time:                                   14:41:44   BIC                             45.757
Sample:                                        0   HQIC                            42.351
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3513      0.568      0.619      0.536      -0.761       1.464
ma.L1          0.4362      0.798      0.547      0.584      -1.127       1.999
ar.S.L7       -0.5878      0.316     -1.858      0.063      -1.208       0.032
ma.S.L7        0.0190      0.407      0.047      0.963      -0.778       0.816
sigma2         0.7354      0.359      2.051      0.040       0.033       1.438
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.82   Prob(JB):                         0.39
Heteroskedasticity (H):               0.28   Skew:                            -0.93
Prob(H) (two-sided):                  0.25   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.11255610312188, Current Price: 154.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.538
Date:                           Wed, 09 Oct 2024   AIC                             41.077
Time:                                   14:41:45   BIC                             43.902
Sample:                                        0   HQIC                            40.496
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1956      0.521      0.375      0.708      -0.826       1.217
ma.L1          1.0000   4397.884      0.000      1.000   -8618.695    8620.695
ar.S.L7       -0.5561      0.070     -7.924      0.000      -0.694      -0.419
ma.S.L7       -0.0280      0.347     -0.081      0.936      -0.708       0.652
sigma2         0.5591   2459.047      0.000      1.000   -4819.084    4820.202
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.40   Prob(JB):                         0.39
Heteroskedasticity (H):               0.32   Skew:                            -0.92
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.35024990909105, Current Price: 153.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.524
Date:                           Wed, 09 Oct 2024   AIC                             43.048
Time:                                   14:41:45   BIC                             45.873
Sample:                                        0   HQIC                            42.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1369      0.559      0.245      0.806      -0.958       1.232
ma.L1          0.6853      0.773      0.887      0.375      -0.830       2.200
ar.S.L7       -0.7105      0.151     -4.719      0.000      -1.006      -0.415
ma.S.L7        1.0000    1.4e+04   7.16e-05      1.000   -2.74e+04    2.74e+04
sigma2         0.4415   6162.345   7.16e-05      1.000   -1.21e+04    1.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.86   Prob(JB):                         0.86
Heteroskedasticity (H):               0.29   Skew:                             0.36
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 150.89037203995622, Current Price: 154.0
SELL EXECUTED at 154.0
SELL ORDER COMPLETED at 154.78
OPERATION PROFIT, GROSS 0.7599999999999909, NET 0.4511999999999909
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.844
Date:                           Wed, 09 Oct 2024   AIC                             49.688
Time:                                   14:41:45   BIC                             52.512
Sample:                                        0   HQIC                            49.107
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0833      1.888      0.044      0.965      -3.618       3.784
ma.L1          0.5026      1.897      0.265      0.791      -3.216       4.221
ar.S.L7       -0.6143      0.346     -1.778      0.075      -1.292       0.063
ma.S.L7        0.0370      0.698      0.053      0.958      -1.331       1.405
sigma2         1.2372      0.655      1.889      0.059      -0.047       2.521
===================================================================================
Ljung-Box (L1) (Q):                   1.20   Jarque-Bera (JB):                 2.78
Prob(Q):                              0.27   Prob(JB):                         0.25
Heteroskedasticity (H):               1.60   Skew:                             0.83
Prob(H) (two-sided):                  0.66   Kurtosis:                         4.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 155.47956921890338, Current Price: 154.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.835
Date:                           Wed, 09 Oct 2024   AIC                             37.671
Time:                                   14:41:45   BIC                             40.495
Sample:                                        0   HQIC                            37.090
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7545      0.153      4.922      0.000       0.454       1.055
ma.L1         -1.0000   3523.995     -0.000      1.000   -6907.904    6905.904
ar.S.L7       -0.5488      0.137     -4.006      0.000      -0.817      -0.280
ma.S.L7        0.2745      1.113      0.247      0.805      -1.907       2.456
sigma2         0.4160   1466.043      0.000      1.000   -2872.976    2873.808
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.59   Prob(JB):                         0.68
Heteroskedasticity (H):              10.70   Skew:                             0.55
Prob(H) (two-sided):                  0.04   Kurtosis:                         3.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.88202328204525, Current Price: 154.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.885
Date:                           Wed, 09 Oct 2024   AIC                             39.771
Time:                                   14:41:45   BIC                             42.596
Sample:                                        0   HQIC                            39.190
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3942      0.445      0.886      0.376      -0.478       1.267
ma.L1         -0.2654      0.720     -0.369      0.712      -1.677       1.146
ar.S.L7       -0.5386      0.161     -3.343      0.001      -0.854      -0.223
ma.S.L7        0.3107      1.453      0.214      0.831      -2.536       3.158
sigma2         0.5585      0.295      1.892      0.059      -0.020       1.137
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 2.57
Prob(Q):                              0.54   Prob(JB):                         0.28
Heteroskedasticity (H):               6.81   Skew:                             0.96
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.4464529028951, Current Price: 153.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.463
Date:                           Wed, 09 Oct 2024   AIC                             40.927
Time:                                   14:41:45   BIC                             43.751
Sample:                                        0   HQIC                            40.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7819      0.608     -1.287      0.198      -1.973       0.409
ma.L1          1.0000   2.06e+04   4.84e-05      1.000   -4.05e+04    4.05e+04
ar.S.L7       -0.5237      0.151     -3.465      0.001      -0.820      -0.227
ma.S.L7        0.1624      0.620      0.262      0.793      -1.053       1.378
sigma2         0.5280   1.09e+04   4.84e-05      1.000   -2.14e+04    2.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.74   Prob(JB):                         0.76
Heteroskedasticity (H):               3.30   Skew:                             0.50
Prob(H) (two-sided):                  0.27   Kurtosis:                         3.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.85706399497903, Current Price: 151.91
BUY EXECUTED at 151.91
BUY ORDER COMPLETED at 153.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.317
Date:                           Wed, 09 Oct 2024   AIC                             40.635
Time:                                   14:41:45   BIC                             43.460
Sample:                                        0   HQIC                            40.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6333      0.460      1.376      0.169      -0.269       1.535
ma.L1         -0.7180      0.473     -1.517      0.129      -1.645       0.209
ar.S.L7       -0.4753      0.137     -3.473      0.001      -0.744      -0.207
ma.S.L7       -0.1035      0.730     -0.142      0.887      -1.535       1.328
sigma2         0.5995      0.347      1.729      0.084      -0.080       1.279
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.84   Prob(JB):                         0.76
Heteroskedasticity (H):               3.36   Skew:                             0.35
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 153.64871385225214, Current Price: 153.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.867
Date:                           Wed, 09 Oct 2024   AIC                             39.734
Time:                                   14:41:45   BIC                             42.559
Sample:                                        0   HQIC                            39.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0413     35.403      0.001      0.999     -69.347      69.429
ma.L1         -0.0319     35.404     -0.001      0.999     -69.422      69.358
ar.S.L7       -0.3926      0.326     -1.203      0.229      -1.032       0.247
ma.S.L7       -0.1938      0.678     -0.286      0.775      -1.524       1.136
sigma2         0.5680      0.314      1.812      0.070      -0.046       1.183
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.60   Prob(JB):                         0.80
Heteroskedasticity (H):               1.43   Skew:                             0.44
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.92184589232056, Current Price: 152.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.740
Date:                           Wed, 09 Oct 2024   AIC                             39.479
Time:                                   14:41:45   BIC                             42.304
Sample:                                        0   HQIC                            38.899
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1393      5.278     -0.026      0.979     -10.485      10.206
ma.L1          0.0588      5.426      0.011      0.991     -10.577      10.694
ar.S.L7       -0.4105      0.180     -2.286      0.022      -0.763      -0.059
ma.S.L7       -0.0466      0.555     -0.084      0.933      -1.134       1.041
sigma2         0.5649      0.310      1.822      0.069      -0.043       1.173
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.97   Prob(JB):                         0.73
Heteroskedasticity (H):               2.86   Skew:                             0.49
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 151.74767542321223, Current Price: 151.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.371
Date:                           Wed, 09 Oct 2024   AIC                             38.741
Time:                                   14:41:45   BIC                             41.566
Sample:                                        0   HQIC                            38.161
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2589     10.443     -0.025      0.980     -20.728      20.210
ma.L1          0.2165     10.638      0.020      0.984     -20.633      21.066
ar.S.L7       -0.3859      0.152     -2.538      0.011      -0.684      -0.088
ma.S.L7       -0.2238      0.738     -0.303      0.762      -1.670       1.223
sigma2         0.5236      0.318      1.647      0.099      -0.099       1.146
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.57
Prob(Q):                              1.00   Prob(JB):                         0.75
Heteroskedasticity (H):               1.57   Skew:                             0.48
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 152.36843769258925, Current Price: 156.47
SELL EXECUTED at 156.47
SELL ORDER COMPLETED at 156.22
OPERATION PROFIT, GROSS 2.4000000000000057, NET 2.089960000000006
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.987
Date:                           Wed, 09 Oct 2024   AIC                             53.974
Time:                                   14:41:45   BIC                             56.799
Sample:                                        0   HQIC                            53.394
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5262      1.487     -0.354      0.723      -3.440       2.388
ma.L1          0.8087      1.324      0.611      0.541      -1.786       3.403
ar.S.L7       -0.0002      0.058     -0.003      0.998      -0.113       0.113
ma.S.L7       -2.4469      7.232     -0.338      0.735     -16.621      11.727
sigma2         0.2830      1.595      0.177      0.859      -2.844       3.410
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 9.26
Prob(Q):                              0.82   Prob(JB):                         0.01
Heteroskedasticity (H):              12.06   Skew:                             1.76
Prob(H) (two-sided):                  0.03   Kurtosis:                         5.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 157.40935855494698, Current Price: 155.85
BUY EXECUTED at 155.85
BUY ORDER COMPLETED at 155.99
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.181
Date:                           Wed, 09 Oct 2024   AIC                             52.363
Time:                                   14:41:45   BIC                             55.187
Sample:                                        0   HQIC                            51.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3408      2.051      0.166      0.868      -3.680       4.361
ma.L1         -0.6744      1.421     -0.475      0.635      -3.460       2.111
ar.S.L7       -0.4005      0.169     -2.367      0.018      -0.732      -0.069
ma.S.L7        1.0002   5289.561      0.000      1.000   -1.04e+04    1.04e+04
sigma2         0.9206   4869.795      0.000      1.000   -9543.702    9545.543
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 1.96
Prob(Q):                              0.42   Prob(JB):                         0.37
Heteroskedasticity (H):               4.00   Skew:                             0.93
Prob(H) (two-sided):                  0.21   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 154.38255557912274, Current Price: 159.45
SELL EXECUTED at 159.45
SELL ORDER COMPLETED at 159.359
OPERATION PROFIT, GROSS 3.3689999999999998, NET 3.053651
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.092
Date:                           Wed, 09 Oct 2024   AIC                             64.184
Time:                                   14:41:45   BIC                             67.009
Sample:                                        0   HQIC                            63.604
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.2083      0.667      1.812      0.070      -0.098       2.515
ma.L1         -1.0000   2.84e+05  -3.53e-06      1.000   -5.56e+05    5.56e+05
ar.S.L7       -0.5377      0.485     -1.108      0.268      -1.489       0.413
ma.S.L7        0.5056      3.629      0.139      0.889      -6.607       7.618
sigma2         2.9621    8.4e+05   3.53e-06      1.000   -1.65e+06    1.65e+06
===================================================================================
Ljung-Box (L1) (Q):                   3.69   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.05   Prob(JB):                         0.55
Heteroskedasticity (H):               5.67   Skew:                             0.72
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.4335678371908, Current Price: 158.65
BUY EXECUTED at 158.65
BUY ORDER COMPLETED at 162.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.627
Date:                           Wed, 09 Oct 2024   AIC                             63.255
Time:                                   14:41:45   BIC                             66.080
Sample:                                        0   HQIC                            62.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7822      3.333     -0.235      0.814      -7.316       5.751
ma.L1          0.5794      4.241      0.137      0.891      -7.733       8.892
ar.S.L7       -0.3911      1.590     -0.246      0.806      -3.508       2.726
ma.S.L7        0.2757      1.443      0.191      0.848      -2.553       3.104
sigma2         3.3603      3.040      1.105      0.269      -2.599       9.319
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.33
Prob(Q):                              0.94   Prob(JB):                         0.31
Heteroskedasticity (H):               9.05   Skew:                             1.04
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.25092915987204, Current Price: 163.48
SELL EXECUTED at 163.48
SELL ORDER COMPLETED at 163.914
OPERATION PROFIT, GROSS 1.9039999999999964, NET 1.5780759999999963
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.593
Date:                           Wed, 09 Oct 2024   AIC                             63.186
Time:                                   14:41:45   BIC                             66.011
Sample:                                        0   HQIC                            62.606
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.0086      0.908     -1.111      0.267      -2.788       0.771
ma.L1          0.8260      1.739      0.475      0.635      -2.582       4.234
ar.S.L7       -0.5731      0.818     -0.701      0.484      -2.176       1.030
ma.S.L7        1.0001   2.81e+04   3.55e-05      1.000   -5.52e+04    5.52e+04
sigma2         1.9202    5.4e+04   3.55e-05      1.000   -1.06e+05    1.06e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.39
Prob(Q):                              0.84   Prob(JB):                         0.50
Heteroskedasticity (H):               5.21   Skew:                             0.79
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.97621602093326, Current Price: 164.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.866
Date:                           Wed, 09 Oct 2024   AIC                             63.731
Time:                                   14:41:45   BIC                             66.556
Sample:                                        0   HQIC                            63.151
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1281      0.626      1.802      0.071      -0.099       2.355
ma.L1         -1.0000   4479.114     -0.000      1.000   -8779.902    8777.902
ar.S.L7       -0.5837      1.108     -0.527      0.598      -2.755       1.588
ma.S.L7        0.3329      3.122      0.107      0.915      -5.786       6.452
sigma2         3.0488   1.37e+04      0.000      1.000   -2.68e+04    2.68e+04
===================================================================================
Ljung-Box (L1) (Q):                   5.91   Jarque-Bera (JB):                 3.31
Prob(Q):                              0.02   Prob(JB):                         0.19
Heteroskedasticity (H):               8.94   Skew:                             1.20
Prob(H) (two-sided):                  0.06   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.7021527258258, Current Price: 164.92
BUY EXECUTED at 164.92
BUY ORDER COMPLETED at 165.27
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.304
Date:                           Wed, 09 Oct 2024   AIC                             64.608
Time:                                   14:41:45   BIC                             67.433
Sample:                                        0   HQIC                            64.027
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0286      0.554      1.858      0.063      -0.056       2.114
ma.L1         -1.0000   1.27e+04  -7.86e-05      1.000   -2.49e+04    2.49e+04
ar.S.L7       -0.6555      1.556     -0.421      0.674      -3.706       2.395
ma.S.L7        0.1240      2.156      0.058      0.954      -4.101       4.349
sigma2         3.3572   4.27e+04   7.86e-05      1.000   -8.37e+04    8.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.93   Jarque-Bera (JB):                 3.65
Prob(Q):                              0.09   Prob(JB):                         0.16
Heteroskedasticity (H):               1.24   Skew:                             1.27
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.95768113600957, Current Price: 165.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.116
Date:                           Wed, 09 Oct 2024   AIC                             66.233
Time:                                   14:41:45   BIC                             69.058
Sample:                                        0   HQIC                            65.652
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6529      1.432     -0.456      0.648      -3.459       2.153
ma.L1          0.4721      1.817      0.260      0.795      -3.088       4.033
ar.S.L7       -0.9907      0.797     -1.244      0.214      -2.552       0.570
ma.S.L7        0.2549      1.191      0.214      0.831      -2.079       2.589
sigma2         4.2738      3.113      1.373      0.170      -1.827      10.375
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.42   Prob(JB):                         0.43
Heteroskedasticity (H):               5.41   Skew:                             0.88
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 165.18132084123542, Current Price: 165.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.061
Date:                           Wed, 09 Oct 2024   AIC                             66.122
Time:                                   14:41:45   BIC                             68.947
Sample:                                        0   HQIC                            65.542
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5662      1.304     -0.434      0.664      -3.122       1.990
ma.L1          0.3803      1.652      0.230      0.818      -2.857       3.618
ar.S.L7       -1.1179      0.641     -1.744      0.081      -2.374       0.138
ma.S.L7        0.3921      1.062      0.369      0.712      -1.689       2.473
sigma2         4.0562      3.368      1.204      0.228      -2.544      10.657
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.55
Prob(Q):                              0.69   Prob(JB):                         0.46
Heteroskedasticity (H):               1.84   Skew:                             0.84
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.7631105497119, Current Price: 163.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.223
Date:                           Wed, 09 Oct 2024   AIC                             64.446
Time:                                   14:41:45   BIC                             67.271
Sample:                                        0   HQIC                            63.866
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5954      1.066     -0.559      0.576      -2.685       1.494
ma.L1          0.4379      1.661      0.264      0.792      -2.818       3.693
ar.S.L7       -0.4261      0.933     -0.457      0.648      -2.255       1.403
ma.S.L7       -1.0000   1.43e+06  -6.99e-07      1.000    -2.8e+06     2.8e+06
sigma2         2.2339   3.19e+06   6.99e-07      1.000   -6.26e+06    6.26e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 2.22
Prob(Q):                              0.94   Prob(JB):                         0.33
Heteroskedasticity (H):               0.06   Skew:                             1.00
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.65502615131413, Current Price: 162.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.485
Date:                           Wed, 09 Oct 2024   AIC                             62.969
Time:                                   14:41:46   BIC                             65.794
Sample:                                        0   HQIC                            62.389
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9791      0.612     -1.599      0.110      -2.179       0.221
ma.L1          1.0000   3.42e+04   2.92e-05      1.000    -6.7e+04     6.7e+04
ar.S.L7       -0.2809      0.868     -0.324      0.746      -1.981       1.419
ma.S.L7       -1.0000   6.37e+04  -1.57e-05      1.000   -1.25e+05    1.25e+05
sigma2         1.8332   1.76e+05   1.04e-05      1.000   -3.45e+05    3.45e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.94
Prob(Q):                              0.91   Prob(JB):                         0.38
Heteroskedasticity (H):               0.22   Skew:                             0.88
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.32862234834218, Current Price: 161.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.329
Date:                           Wed, 09 Oct 2024   AIC                             66.658
Time:                                   14:41:46   BIC                             69.483
Sample:                                        0   HQIC                            66.078
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3495      3.055     -0.114      0.909      -6.337       5.638
ma.L1          0.1888      3.478      0.054      0.957      -6.627       7.005
ar.S.L7       -1.4697      0.493     -2.983      0.003      -2.435      -0.504
ma.S.L7        1.0000   4.88e+04   2.05e-05      1.000   -9.57e+04    9.57e+04
sigma2         2.7575   1.35e+05   2.05e-05      1.000   -2.64e+05    2.64e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.86
Prob(Q):                              0.81   Prob(JB):                         0.40
Heteroskedasticity (H):               0.06   Skew:                             0.92
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 160.83568571497335, Current Price: 162.07
SELL EXECUTED at 162.07
SELL ORDER COMPLETED at 161.69
OPERATION PROFIT, GROSS -3.5800000000000125, NET -3.9069600000000126
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.442
Date:                           Wed, 09 Oct 2024   AIC                             62.885
Time:                                   14:41:46   BIC                             65.709
Sample:                                        0   HQIC                            62.304
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9400      0.127     -7.391      0.000      -1.189      -0.691
ma.L1          1.0000   2.08e+04   4.81e-05      1.000   -4.08e+04    4.08e+04
ar.S.L7       -0.4941      0.412     -1.200      0.230      -1.301       0.313
ma.S.L7       -1.0001   3.22e+04  -3.11e-05      1.000   -6.31e+04    6.31e+04
sigma2         1.8209   9.05e+04   2.01e-05      1.000   -1.77e+05    1.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.64   Prob(JB):                         0.99
Heteroskedasticity (H):               0.33   Skew:                            -0.02
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.02461173563225, Current Price: 163.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.457
Date:                           Wed, 09 Oct 2024   AIC                             60.913
Time:                                   14:41:46   BIC                             63.738
Sample:                                        0   HQIC                            60.333
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8295      0.152     -5.475      0.000      -1.126      -0.533
ma.L1          1.0000   1.27e+04   7.87e-05      1.000   -2.49e+04    2.49e+04
ar.S.L7       -0.8919      0.439     -2.034      0.042      -1.752      -0.032
ma.S.L7       -0.1443      0.973     -0.148      0.882      -2.051       1.763
sigma2         2.5245   3.21e+04   7.87e-05      1.000   -6.28e+04    6.29e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.89   Prob(JB):                         0.58
Heteroskedasticity (H):               0.43   Skew:                             0.52
Prob(H) (two-sided):                  0.44   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.37045881746934, Current Price: 163.22
BUY EXECUTED at 163.22
BUY ORDER COMPLETED at 162.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.601
Date:                           Wed, 09 Oct 2024   AIC                             65.202
Time:                                   14:41:46   BIC                             68.027
Sample:                                        0   HQIC                            64.621
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3439      1.222     -0.281      0.778      -2.740       2.052
ma.L1          0.2068      1.667      0.124      0.901      -3.060       3.473
ar.S.L7       -0.5308      0.593     -0.896      0.370      -1.693       0.631
ma.S.L7       -1.0000   3.15e+04  -3.17e-05      1.000   -6.17e+04    6.17e+04
sigma2         2.4652   7.77e+04   3.17e-05      1.000   -1.52e+05    1.52e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.03
Prob(Q):                              0.92   Prob(JB):                         0.98
Heteroskedasticity (H):               0.61   Skew:                             0.05
Prob(H) (two-sided):                  0.64   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 163.3063726918163, Current Price: 161.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.114
Date:                           Wed, 09 Oct 2024   AIC                             60.228
Time:                                   14:41:46   BIC                             63.053
Sample:                                        0   HQIC                            59.648
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1356      5.788     -0.023      0.981     -11.480      11.209
ma.L1          0.0914      6.001      0.015      0.988     -11.670      11.853
ar.S.L7       -0.8056      0.619     -1.302      0.193      -2.018       0.407
ma.S.L7       -0.1038      1.134     -0.092      0.927      -2.326       2.118
sigma2         2.7779      1.752      1.586      0.113      -0.656       6.212
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.94   Prob(JB):                         0.63
Heteroskedasticity (H):               2.11   Skew:                            -0.65
Prob(H) (two-sided):                  0.49   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.61890437708482, Current Price: 162.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.676
Date:                           Wed, 09 Oct 2024   AIC                             59.352
Time:                                   14:41:46   BIC                             62.177
Sample:                                        0   HQIC                            58.772
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6112      0.465      1.315      0.188      -0.300       1.522
ma.L1         -0.5681      0.675     -0.841      0.400      -1.892       0.755
ar.S.L7       -0.7378      0.356     -2.070      0.038      -1.436      -0.039
ma.S.L7        0.1523      1.153      0.132      0.895      -2.108       2.413
sigma2         2.5559      1.132      2.258      0.024       0.337       4.775
===================================================================================
Ljung-Box (L1) (Q):                   1.46   Jarque-Bera (JB):                 1.02
Prob(Q):                              0.23   Prob(JB):                         0.60
Heteroskedasticity (H):               3.11   Skew:                            -0.60
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 161.78343981298727, Current Price: 164.81
SELL EXECUTED at 164.81
SELL ORDER COMPLETED at 167.48
OPERATION PROFIT, GROSS 4.549999999999983, NET 4.219589999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.170
Date:                           Wed, 09 Oct 2024   AIC                             62.340
Time:                                   14:41:46   BIC                             65.165
Sample:                                        0   HQIC                            61.759
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3168      5.978     -0.053      0.958     -12.033      11.399
ma.L1          0.2575      6.210      0.041      0.967     -11.914      12.429
ar.S.L7       -0.7383      0.378     -1.951      0.051      -1.480       0.003
ma.S.L7       -0.0273      0.945     -0.029      0.977      -1.879       1.825
sigma2         3.2806      2.504      1.310      0.190      -1.627       8.188
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.41   Prob(JB):                         0.89
Heteroskedasticity (H):               4.25   Skew:                            -0.06
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.02600770790477, Current Price: 167.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.455
Date:                           Wed, 09 Oct 2024   AIC                             60.909
Time:                                   14:41:46   BIC                             63.734
Sample:                                        0   HQIC                            60.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0997      1.980      0.050      0.960      -3.781       3.980
ma.L1         -0.3148      1.720     -0.183      0.855      -3.687       3.057
ar.S.L7       -0.7621      0.491     -1.551      0.121      -1.725       0.201
ma.S.L7       -0.0371      1.248     -0.030      0.976      -2.484       2.410
sigma2         2.9378      2.436      1.206      0.228      -1.836       7.712
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.38   Prob(JB):                         0.93
Heteroskedasticity (H):               4.73   Skew:                            -0.03
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.64406334017988, Current Price: 167.26
BUY EXECUTED at 167.26
BUY ORDER COMPLETED at 166.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.983
Date:                           Wed, 09 Oct 2024   AIC                             59.966
Time:                                   14:41:46   BIC                             62.790
Sample:                                        0   HQIC                            59.385
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2374      1.835      0.129      0.897      -3.360       3.835
ma.L1         -0.4719      1.480     -0.319      0.750      -3.373       2.429
ar.S.L7       -0.7731      0.126     -6.158      0.000      -1.019      -0.527
ma.S.L7        1.0001   8549.904      0.000      1.000   -1.68e+04    1.68e+04
sigma2         1.6469   1.41e+04      0.000      1.000   -2.76e+04    2.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.93   Prob(JB):                         0.81
Heteroskedasticity (H):               8.53   Skew:                             0.38
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.75020885418704, Current Price: 164.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.319
Date:                           Wed, 09 Oct 2024   AIC                             64.638
Time:                                   14:41:46   BIC                             67.463
Sample:                                        0   HQIC                            64.057
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1715     15.955     -0.011      0.991     -31.443      31.100
ma.L1          0.1996     15.885      0.013      0.990     -30.934      31.333
ar.S.L7       -0.6718      0.278     -2.420      0.016      -1.216      -0.128
ma.S.L7        0.0928      0.955      0.097      0.923      -1.778       1.964
sigma2         3.9029      1.867      2.090      0.037       0.243       7.563
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.16
Prob(Q):                              0.64   Prob(JB):                         0.92
Heteroskedasticity (H):               1.66   Skew:                             0.08
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.48
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.45171798247682, Current Price: 164.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.274
Date:                           Wed, 09 Oct 2024   AIC                             62.549
Time:                                   14:41:46   BIC                             65.374
Sample:                                        0   HQIC                            61.968
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7648      0.292      2.621      0.009       0.193       1.337
ma.L1         -1.0000   4.65e+04  -2.15e-05      1.000   -9.12e+04    9.12e+04
ar.S.L7       -0.5173      0.254     -2.037      0.042      -1.015      -0.020
ma.S.L7       -0.2477      0.826     -0.300      0.764      -1.866       1.371
sigma2         2.7240   1.27e+05   2.15e-05      1.000   -2.48e+05    2.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.71   Prob(JB):                         0.95
Heteroskedasticity (H):               0.88   Skew:                             0.20
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.38768394177816, Current Price: 166.33
SELL EXECUTED at 166.33
SELL ORDER COMPLETED at 166.58
OPERATION PROFIT, GROSS 0.030000000000001137, NET -0.3031299999999989
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.798
Date:                           Wed, 09 Oct 2024   AIC                             61.595
Time:                                   14:41:46   BIC                             64.420
Sample:                                        0   HQIC                            61.015
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6133      0.474     -1.295      0.195      -1.542       0.315
ma.L1          1.0000   1.48e+04   6.74e-05      1.000   -2.91e+04    2.91e+04
ar.S.L7       -0.2303      0.411     -0.561      0.575      -1.035       0.574
ma.S.L7       -1.0001   8651.755     -0.000      1.000    -1.7e+04     1.7e+04
sigma2         1.6463   3.56e+04   4.63e-05      1.000   -6.97e+04    6.98e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.97   Prob(JB):                         0.72
Heteroskedasticity (H):               0.80   Skew:                            -0.55
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.54850477383204, Current Price: 166.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.827
Date:                           Wed, 09 Oct 2024   AIC                             59.655
Time:                                   14:41:46   BIC                             62.479
Sample:                                        0   HQIC                            59.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5693      0.399     -1.426      0.154      -1.352       0.213
ma.L1          1.0000   3.81e+04   2.63e-05      1.000   -7.46e+04    7.46e+04
ar.S.L7       -0.2057      0.579     -0.356      0.722      -1.340       0.928
ma.S.L7       -1.0001   2.25e+04  -4.44e-05      1.000   -4.41e+04    4.41e+04
sigma2         1.3987   7.92e+04   1.76e-05      1.000   -1.55e+05    1.55e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.69   Prob(JB):                         0.59
Heteroskedasticity (H):               0.92   Skew:                            -0.69
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 166.39669447327353, Current Price: 167.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.560
Date:                           Wed, 09 Oct 2024   AIC                             53.120
Time:                                   14:41:46   BIC                             55.944
Sample:                                        0   HQIC                            52.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5062      0.175     -2.889      0.004      -0.850      -0.163
ma.L1          1.0000   1.34e+04   7.48e-05      1.000   -2.62e+04    2.62e+04
ar.S.L7       -0.1832      0.148     -1.235      0.217      -0.474       0.108
ma.S.L7       -1.0003   2971.178     -0.000      1.000   -5824.403    5822.402
sigma2         0.8606   1.24e+04   6.92e-05      1.000   -2.44e+04    2.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 2.10
Prob(Q):                              0.29   Prob(JB):                         0.35
Heteroskedasticity (H):               2.33   Skew:                            -0.94
Prob(H) (two-sided):                  0.43   Kurtosis:                         3.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.18479029368373, Current Price: 165.68
BUY EXECUTED at 165.68
BUY ORDER COMPLETED at 169.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.397
Date:                           Wed, 09 Oct 2024   AIC                             56.794
Time:                                   14:41:46   BIC                             59.619
Sample:                                        0   HQIC                            56.213
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0018      0.555     -0.003      0.997      -1.090       1.086
ma.L1          1.0000   1.29e+04   7.75e-05      1.000   -2.53e+04    2.53e+04
ar.S.L7       -0.1971      0.058     -3.387      0.001      -0.311      -0.083
ma.S.L7       -0.4652      0.954     -0.488      0.626      -2.335       1.405
sigma2         1.7813    2.3e+04   7.75e-05      1.000    -4.5e+04     4.5e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.91   Prob(JB):                         0.52
Heteroskedasticity (H):               6.68   Skew:                            -0.76
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 162.50218443473545, Current Price: 168.51
SELL EXECUTED at 168.51
SELL ORDER COMPLETED at 168.43
OPERATION PROFIT, GROSS -0.7800000000000011, NET -1.117640000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.860
Date:                           Wed, 09 Oct 2024   AIC                             59.719
Time:                                   14:41:46   BIC                             62.544
Sample:                                        0   HQIC                            59.139
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2741      0.656      0.418      0.676      -1.011       1.559
ma.L1         -1.0000   2.67e+04  -3.75e-05      1.000   -5.22e+04    5.22e+04
ar.S.L7       -0.4604      0.107     -4.313      0.000      -0.670      -0.251
ma.S.L7       -3.7453      9.838     -0.381      0.703     -23.027      15.536
sigma2         0.1620   4317.332   3.75e-05      1.000   -8461.654    8461.978
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.55   Prob(JB):                         0.59
Heteroskedasticity (H):               0.70   Skew:                             0.10
Prob(H) (two-sided):                  0.74   Kurtosis:                         1.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.3798469572869, Current Price: 168.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.201
Date:                           Wed, 09 Oct 2024   AIC                             58.402
Time:                                   14:41:46   BIC                             61.227
Sample:                                        0   HQIC                            57.822
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4421      0.298      1.483      0.138      -0.142       1.027
ma.L1         -1.0000   2.35e+04  -4.26e-05      1.000    -4.6e+04     4.6e+04
ar.S.L7       -0.5505      0.241     -2.285      0.022      -1.023      -0.078
ma.S.L7       -0.3735      0.648     -0.576      0.565      -1.644       0.897
sigma2         1.9316   4.53e+04   4.26e-05      1.000   -8.89e+04    8.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.90   Prob(JB):                         0.74
Heteroskedasticity (H):               1.00   Skew:                            -0.06
Prob(H) (two-sided):                  1.00   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.23138839882296, Current Price: 165.35
BUY EXECUTED at 165.35
BUY ORDER COMPLETED at 166.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.016
Date:                           Wed, 09 Oct 2024   AIC                             62.032
Time:                                   14:41:46   BIC                             64.857
Sample:                                        0   HQIC                            61.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6644      0.312     -2.127      0.033      -1.277      -0.052
ma.L1          1.1905      0.435      2.738      0.006       0.338       2.043
ar.S.L7       -0.7918      0.541     -1.464      0.143      -1.852       0.268
ma.S.L7       -0.1868      0.681     -0.274      0.784      -1.521       1.147
sigma2         2.1265      1.940      1.096      0.273      -1.675       5.928
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.77   Prob(JB):                         0.68
Heteroskedasticity (H):               2.67   Skew:                             0.17
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.52253933282438, Current Price: 166.79
SELL EXECUTED at 166.79
SELL ORDER COMPLETED at 166.71
OPERATION PROFIT, GROSS 0.6899999999999977, NET 0.3572699999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.854
Date:                           Wed, 09 Oct 2024   AIC                             59.708
Time:                                   14:41:46   BIC                             62.533
Sample:                                        0   HQIC                            59.127
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1998      0.475      0.420      0.674      -0.732       1.132
ma.L1         -1.0000   1.64e+04  -6.08e-05      1.000   -3.22e+04    3.22e+04
ar.S.L7       -0.5934      0.145     -4.083      0.000      -0.878      -0.309
ma.S.L7       -0.0623      0.514     -0.121      0.903      -1.069       0.944
sigma2         2.3622   3.88e+04   6.08e-05      1.000   -7.61e+04    7.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.07
Prob(Q):                              0.58   Prob(JB):                         0.59
Heteroskedasticity (H):               0.56   Skew:                            -0.55
Prob(H) (two-sided):                  0.59   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.0593001630518, Current Price: 166.32
BUY EXECUTED at 166.32
BUY ORDER COMPLETED at 168.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.188
Date:                           Wed, 09 Oct 2024   AIC                             62.377
Time:                                   14:41:46   BIC                             65.202
Sample:                                        0   HQIC                            61.796
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4829      0.152     -3.176      0.001      -0.781      -0.185
ma.L1          1.0000   4.05e+04   2.47e-05      1.000   -7.93e+04    7.93e+04
ar.S.L7       -0.7688      0.395     -1.946      0.052      -1.543       0.006
ma.S.L7        0.1524      0.615      0.248      0.804      -1.052       1.357
sigma2         2.8098   1.14e+05   2.47e-05      1.000   -2.23e+05    2.23e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.55   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.21   Prob(JB):                         0.69
Heteroskedasticity (H):               1.00   Skew:                             0.57
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.17890728275896, Current Price: 169.08
SELL EXECUTED at 169.08
SELL ORDER COMPLETED at 169.04
OPERATION PROFIT, GROSS 0.9399999999999977, NET 0.6028599999999977
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.998
Date:                           Wed, 09 Oct 2024   AIC                             55.995
Time:                                   14:41:46   BIC                             58.820
Sample:                                        0   HQIC                            55.415
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0527      0.431      0.122      0.903      -0.791       0.897
ma.L1         -1.0000   1.17e+04  -8.57e-05      1.000   -2.29e+04    2.29e+04
ar.S.L7       -0.3763      0.212     -1.774      0.076      -0.792       0.040
ma.S.L7       -0.2834      0.425     -0.666      0.505      -1.117       0.550
sigma2         1.6798   1.96e+04   8.57e-05      1.000   -3.84e+04    3.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 1.53
Prob(Q):                              0.30   Prob(JB):                         0.46
Heteroskedasticity (H):               0.59   Skew:                            -0.42
Prob(H) (two-sided):                  0.62   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.46257042950452, Current Price: 168.8
BUY EXECUTED at 168.8
BUY ORDER COMPLETED at 167.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.566
Date:                           Wed, 09 Oct 2024   AIC                             59.133
Time:                                   14:41:46   BIC                             61.957
Sample:                                        0   HQIC                            58.552
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1789      0.567      0.315      0.752      -0.933       1.291
ma.L1         -1.0000   5.12e+04  -1.95e-05      1.000      -1e+05       1e+05
ar.S.L7       -0.4459      0.308     -1.447      0.148      -1.050       0.158
ma.S.L7       -0.1345      0.574     -0.234      0.815      -1.260       0.991
sigma2         2.2312   1.14e+05   1.95e-05      1.000   -2.24e+05    2.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.76   Prob(JB):                         0.60
Heteroskedasticity (H):               0.15   Skew:                            -0.48
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.3165864865356, Current Price: 166.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.541
Date:                           Wed, 09 Oct 2024   AIC                             57.082
Time:                                   14:41:46   BIC                             59.906
Sample:                                        0   HQIC                            56.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0695      0.583      0.119      0.905      -1.073       1.212
ma.L1         -1.0000   1.07e+04   -9.3e-05      1.000   -2.11e+04    2.11e+04
ar.S.L7       -0.4837      0.251     -1.927      0.054      -0.976       0.008
ma.S.L7       -1.0001   1.01e+04  -9.91e-05      1.000   -1.98e+04    1.98e+04
sigma2         1.1169   7262.497      0.000      1.000   -1.42e+04    1.42e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.60   Prob(JB):                         0.71
Heteroskedasticity (H):               1.91   Skew:                            -0.36
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.85367455111378, Current Price: 167.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.476
Date:                           Wed, 09 Oct 2024   AIC                             56.952
Time:                                   14:41:46   BIC                             59.776
Sample:                                        0   HQIC                            56.371
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0019      0.869     -0.002      0.998      -1.705       1.701
ma.L1         -1.0000   1.57e+04  -6.38e-05      1.000   -3.07e+04    3.07e+04
ar.S.L7       -0.4645      0.219     -2.125      0.034      -0.893      -0.036
ma.S.L7       -1.0003   2376.594     -0.000      1.000   -4659.038    4657.038
sigma2         1.1033   1.95e+04   5.67e-05      1.000   -3.81e+04    3.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.73   Prob(JB):                         0.70
Heteroskedasticity (H):               1.64   Skew:                            -0.25
Prob(H) (two-sided):                  0.65   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.41097602550053, Current Price: 168.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.314
Date:                           Wed, 09 Oct 2024   AIC                             56.629
Time:                                   14:41:46   BIC                             59.454
Sample:                                        0   HQIC                            56.048
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0018      0.707     -0.003      0.998      -1.388       1.385
ma.L1         -1.0000   7075.589     -0.000      1.000   -1.39e+04    1.39e+04
ar.S.L7       -0.4379      0.190     -2.303      0.021      -0.811      -0.065
ma.S.L7       -1.0001   6535.936     -0.000      1.000   -1.28e+04    1.28e+04
sigma2         1.0765   9281.644      0.000      1.000   -1.82e+04    1.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.39
Prob(Q):                              0.69   Prob(JB):                         0.50
Heteroskedasticity (H):               1.21   Skew:                            -0.69
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.0321710875317, Current Price: 167.91
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.500
Date:                           Wed, 09 Oct 2024   AIC                             60.999
Time:                                   14:41:47   BIC                             63.824
Sample:                                        0   HQIC                            60.419
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4937      0.458     -1.078      0.281      -1.392       0.404
ma.L1        -13.7557     96.785     -0.142      0.887    -203.451     175.940
ar.S.L7       -0.6477      0.257     -2.516      0.012      -1.152      -0.143
ma.S.L7       -1.5003      4.955     -0.303      0.762     -11.211       8.211
sigma2         0.0053      0.073      0.072      0.942      -0.138       0.148
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 1.41
Prob(Q):                              0.57   Prob(JB):                         0.50
Heteroskedasticity (H):               2.06   Skew:                            -0.54
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.6268355752067, Current Price: 168.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.611
Date:                           Wed, 09 Oct 2024   AIC                             55.221
Time:                                   14:41:47   BIC                             58.046
Sample:                                        0   HQIC                            54.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0072      0.619     -0.012      0.991      -1.220       1.206
ma.L1         -0.8869      1.052     -0.843      0.399      -2.949       1.175
ar.S.L7       -0.6466      0.224     -2.888      0.004      -1.085      -0.208
ma.S.L7       -1.0001   1.52e+04  -6.57e-05      1.000   -2.98e+04    2.98e+04
sigma2         1.0568   1.61e+04   6.57e-05      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.97   Prob(JB):                         0.80
Heteroskedasticity (H):               0.14   Skew:                            -0.26
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.25030317553484, Current Price: 169.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.832
Date:                           Wed, 09 Oct 2024   AIC                             53.663
Time:                                   14:41:47   BIC                             56.488
Sample:                                        0   HQIC                            53.083
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0123      0.867     -0.014      0.989      -1.711       1.686
ma.L1         -1.0001   2117.625     -0.000      1.000   -4151.468    4149.468
ar.S.L7       -0.4152      0.720     -0.577      0.564      -1.826       0.996
ma.S.L7       -1.0002   5880.577     -0.000      1.000   -1.15e+04    1.15e+04
sigma2         0.8565   6055.053      0.000      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.85   Prob(JB):                         0.58
Heteroskedasticity (H):               0.38   Skew:                            -0.71
Prob(H) (two-sided):                  0.38   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.1127446972629, Current Price: 171.06
SELL EXECUTED at 171.06
SELL ORDER COMPLETED at 172.86
OPERATION PROFIT, GROSS 5.100000000000023, NET 4.759380000000022
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.667
Date:                           Wed, 09 Oct 2024   AIC                             53.334
Time:                                   14:41:47   BIC                             56.158
Sample:                                        0   HQIC                            52.753
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1068      0.777      0.138      0.891      -1.416       1.629
ma.L1         -1.0000   4757.862     -0.000      1.000   -9326.238    9324.238
ar.S.L7       -0.5256      0.410     -1.281      0.200      -1.330       0.279
ma.S.L7       -1.0001   9337.648     -0.000      1.000   -1.83e+04    1.83e+04
sigma2         0.8382   8603.965   9.74e-05      1.000   -1.69e+04    1.69e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.70   Prob(JB):                         0.53
Heteroskedasticity (H):               0.37   Skew:                            -0.68
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.89121157236747, Current Price: 172.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.501
Date:                           Wed, 09 Oct 2024   AIC                             51.002
Time:                                   14:41:47   BIC                             53.827
Sample:                                        0   HQIC                            50.421
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1425      0.713      0.200      0.841      -1.254       1.539
ma.L1         -1.0000   7048.452     -0.000      1.000   -1.38e+04    1.38e+04
ar.S.L7       -0.5567      0.260     -2.144      0.032      -1.066      -0.048
ma.S.L7       -1.0000   2.43e+04  -4.12e-05      1.000   -4.75e+04    4.75e+04
sigma2         0.7013   1.91e+04   3.67e-05      1.000   -3.75e+04    3.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.86   Prob(JB):                         0.59
Heteroskedasticity (H):               0.79   Skew:                            -0.52
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.29119532655423, Current Price: 170.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.930
Date:                           Wed, 09 Oct 2024   AIC                             49.859
Time:                                   14:41:47   BIC                             52.684
Sample:                                        0   HQIC                            49.279
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2025      0.822      0.246      0.805      -1.409       1.814
ma.L1         -1.0000   5083.797     -0.000      1.000   -9965.059    9963.059
ar.S.L7       -0.6647      0.201     -3.314      0.001      -1.058      -0.272
ma.S.L7       -1.0000   1.84e+04  -5.43e-05      1.000   -3.61e+04    3.61e+04
sigma2         0.6436    1.2e+04   5.36e-05      1.000   -2.36e+04    2.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.50
Prob(Q):                              0.93   Prob(JB):                         0.47
Heteroskedasticity (H):               0.73   Skew:                            -0.81
Prob(H) (two-sided):                  0.77   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.7909172715661, Current Price: 173.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.711
Date:                           Wed, 09 Oct 2024   AIC                             61.423
Time:                                   14:41:47   BIC                             64.248
Sample:                                        0   HQIC                            60.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1221      2.504     -0.049      0.961      -5.029       4.785
ma.L1         -0.5136      0.796     -0.645      0.519      -2.074       1.046
ar.S.L7       -0.3925      1.486     -0.264      0.792      -3.304       2.519
ma.S.L7       -0.4746      2.139     -0.222      0.824      -4.667       3.718
sigma2         2.7589      4.139      0.666      0.505      -5.354      10.872
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.60   Prob(JB):                         0.89
Heteroskedasticity (H):               1.52   Skew:                            -0.14
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.22296673600218, Current Price: 174.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.623
Date:                           Wed, 09 Oct 2024   AIC                             63.246
Time:                                   14:41:47   BIC                             66.071
Sample:                                        0   HQIC                            62.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0052      1.279     -0.004      0.997      -2.513       2.502
ma.L1         -0.4846      0.998     -0.486      0.627      -2.441       1.472
ar.S.L7       -0.4734      0.946     -0.500      0.617      -2.327       1.381
ma.S.L7       -0.2160      1.275     -0.169      0.865      -2.715       2.282
sigma2         3.4491      1.888      1.827      0.068      -0.251       7.149
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.78   Prob(JB):                         0.86
Heteroskedasticity (H):               1.54   Skew:                            -0.37
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.4296474075331, Current Price: 174.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.681
Date:                           Wed, 09 Oct 2024   AIC                             63.362
Time:                                   14:41:47   BIC                             66.186
Sample:                                        0   HQIC                            62.781
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0402      1.411     -0.028      0.977      -2.805       2.724
ma.L1         -0.4096      1.112     -0.368      0.713      -2.589       1.769
ar.S.L7       -0.4319      1.132     -0.381      0.703      -2.651       1.787
ma.S.L7       -0.1377      1.278     -0.108      0.914      -2.642       2.367
sigma2         3.5217      2.294      1.535      0.125      -0.974       8.017
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.72   Prob(JB):                         0.79
Heteroskedasticity (H):               0.75   Skew:                            -0.46
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.05014179636467, Current Price: 174.62
BUY EXECUTED at 174.62
BUY ORDER COMPLETED at 176.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.912
Date:                           Wed, 09 Oct 2024   AIC                             63.824
Time:                                   14:41:47   BIC                             66.649
Sample:                                        0   HQIC                            63.243
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0139      1.250      0.011      0.991      -2.436       2.464
ma.L1         -0.4912      0.846     -0.580      0.562      -2.150       1.168
ar.S.L7       -0.4354      0.870     -0.500      0.617      -2.141       1.270
ma.S.L7       -0.0559      0.993     -0.056      0.955      -2.002       1.890
sigma2         3.6697      2.564      1.431      0.152      -1.356       8.695
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.51   Prob(JB):                         0.76
Heteroskedasticity (H):               0.76   Skew:                            -0.43
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.77015680958718, Current Price: 176.64
SELL EXECUTED at 176.64
SELL ORDER COMPLETED at 176.96
OPERATION PROFIT, GROSS 0.950000000000017, NET 0.597030000000017
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.003
Date:                           Wed, 09 Oct 2024   AIC                             60.007
Time:                                   14:41:47   BIC                             62.831
Sample:                                        0   HQIC                            59.426
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0921      0.835     -0.110      0.912      -1.728       1.544
ma.L1         -0.4164      0.576     -0.724      0.469      -1.544       0.712
ar.S.L7       -0.3511      0.686     -0.512      0.609      -1.696       0.994
ma.S.L7       -0.0499      0.690     -0.072      0.942      -1.402       1.303
sigma2         2.7380      1.469      1.863      0.062      -0.142       5.618
===================================================================================
Ljung-Box (L1) (Q):                   2.19   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.14   Prob(JB):                         0.62
Heteroskedasticity (H):               0.55   Skew:                             0.14
Prob(H) (two-sided):                  0.57   Kurtosis:                         1.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.4950239780179, Current Price: 178.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.050
Date:                           Wed, 09 Oct 2024   AIC                             60.101
Time:                                   14:41:47   BIC                             62.925
Sample:                                        0   HQIC                            59.520
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1593      0.568     -0.280      0.779      -1.273       0.955
ma.L1         -0.4153      0.522     -0.796      0.426      -1.438       0.607
ar.S.L7       -0.4694      0.303     -1.547      0.122      -1.064       0.125
ma.S.L7        1.0000    6.3e+04   1.59e-05      1.000   -1.24e+05    1.24e+05
sigma2         1.6634   1.05e+05   1.59e-05      1.000   -2.05e+05    2.05e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.90   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.34   Prob(JB):                         0.74
Heteroskedasticity (H):               0.27   Skew:                             0.41
Prob(H) (two-sided):                  0.23   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.4938579884908, Current Price: 177.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.846
Date:                           Wed, 09 Oct 2024   AIC                             55.693
Time:                                   14:41:47   BIC                             58.518
Sample:                                        0   HQIC                            55.112
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2461      0.843     -0.292      0.770      -1.898       1.406
ma.L1         -0.2483      0.863     -0.288      0.774      -1.940       1.444
ar.S.L7       -0.2342      0.356     -0.658      0.511      -0.932       0.464
ma.S.L7        0.2839      0.531      0.535      0.593      -0.756       1.324
sigma2         1.9037      1.552      1.226      0.220      -1.139       4.946
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.45   Prob(JB):                         0.73
Heteroskedasticity (H):               1.26   Skew:                             0.53
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.2333962412108, Current Price: 177.08
BUY EXECUTED at 177.08
BUY ORDER COMPLETED at 178.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.245
Date:                           Wed, 09 Oct 2024   AIC                             58.490
Time:                                   14:41:47   BIC                             61.315
Sample:                                        0   HQIC                            57.910
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4069      2.999     -0.136      0.892      -6.285       5.471
ma.L1         -0.2596      2.953     -0.088      0.930      -6.048       5.529
ar.S.L7       -0.1168      0.277     -0.422      0.673      -0.660       0.426
ma.S.L7        1.0001   2.51e+04   3.99e-05      1.000   -4.91e+04    4.91e+04
sigma2         1.4714   3.69e+04   3.99e-05      1.000   -7.23e+04    7.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.82   Prob(JB):                         0.91
Heteroskedasticity (H):               0.90   Skew:                            -0.11
Prob(H) (two-sided):                  0.92   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.91495625243678, Current Price: 179.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.194
Date:                           Wed, 09 Oct 2024   AIC                             60.388
Time:                                   14:41:47   BIC                             63.213
Sample:                                        0   HQIC                            59.807
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2869      0.955     -0.301      0.764      -2.158       1.584
ma.L1         -0.3248      0.852     -0.381      0.703      -1.994       1.344
ar.S.L7       -0.1833      0.358     -0.512      0.609      -0.885       0.519
ma.S.L7        0.2249      0.614      0.366      0.714      -0.979       1.429
sigma2         2.7660      1.776      1.557      0.119      -0.715       6.247
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.21
Prob(Q):                              0.74   Prob(JB):                         0.90
Heteroskedasticity (H):               0.81   Skew:                            -0.28
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.75799237285474, Current Price: 179.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.001
Date:                           Wed, 09 Oct 2024   AIC                             60.002
Time:                                   14:41:47   BIC                             62.827
Sample:                                        0   HQIC                            59.421
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3162      0.986     -0.321      0.748      -2.248       1.616
ma.L1         -0.2752      0.933     -0.295      0.768      -2.105       1.554
ar.S.L7       -0.1467      0.410     -0.357      0.721      -0.951       0.658
ma.S.L7        0.2031      0.800      0.254      0.800      -1.365       1.772
sigma2         2.6962      1.841      1.465      0.143      -0.912       6.305
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.74   Prob(JB):                         0.80
Heteroskedasticity (H):               0.71   Skew:                            -0.23
Prob(H) (two-sided):                  0.74   Kurtosis:                         3.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.61189275821872, Current Price: 179.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.680
Date:                           Wed, 09 Oct 2024   AIC                             59.360
Time:                                   14:41:47   BIC                             62.185
Sample:                                        0   HQIC                            58.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2117      0.943     -0.225      0.822      -2.059       1.636
ma.L1         -0.3490      0.791     -0.441      0.659      -1.898       1.200
ar.S.L7       -0.1839      0.347     -0.529      0.597      -0.865       0.497
ma.S.L7        0.1686      0.558      0.302      0.763      -0.925       1.262
sigma2         2.5795      1.546      1.669      0.095      -0.450       5.609
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.45   Prob(JB):                         0.83
Heteroskedasticity (H):               0.54   Skew:                            -0.31
Prob(H) (two-sided):                  0.56   Kurtosis:                         3.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.54062955225496, Current Price: 180.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.407
Date:                           Wed, 09 Oct 2024   AIC                             50.814
Time:                                   14:41:47   BIC                             53.639
Sample:                                        0   HQIC                            50.233
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4511      1.075     -0.420      0.675      -2.558       1.656
ma.L1         -0.2296      1.113     -0.206      0.837      -2.412       1.952
ar.S.L7        0.1274      0.979      0.130      0.896      -1.791       2.045
ma.S.L7        0.0449      1.454      0.031      0.975      -2.805       2.895
sigma2         1.3508      0.693      1.949      0.051      -0.007       2.709
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 1.87
Prob(Q):                              0.60   Prob(JB):                         0.39
Heteroskedasticity (H):               0.34   Skew:                            -0.69
Prob(H) (two-sided):                  0.32   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.38952903346222, Current Price: 181.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.839
Date:                           Wed, 09 Oct 2024   AIC                             53.678
Time:                                   14:41:47   BIC                             56.503
Sample:                                        0   HQIC                            53.097
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2420      1.019     -0.237      0.812      -2.239       1.755
ma.L1         -0.3954      1.001     -0.395      0.693      -2.356       1.566
ar.S.L7        0.0347      0.451      0.077      0.939      -0.849       0.918
ma.S.L7       -0.2481      0.747     -0.332      0.740      -1.713       1.216
sigma2         1.6426      1.312      1.252      0.211      -0.929       4.214
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.93   Prob(JB):                         0.67
Heteroskedasticity (H):               1.17   Skew:                            -0.55
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.8394124208808, Current Price: 179.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.678
Date:                           Wed, 09 Oct 2024   AIC                             51.356
Time:                                   14:41:47   BIC                             54.180
Sample:                                        0   HQIC                            50.775
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3527      0.675      0.522      0.601      -0.971       1.677
ma.L1         -1.0001   2934.596     -0.000      1.000   -5752.702    5750.702
ar.S.L7       -0.2775      0.159     -1.746      0.081      -0.589       0.034
ma.S.L7       -0.6060      1.546     -0.392      0.695      -3.637       2.425
sigma2         1.0197   2993.906      0.000      1.000   -5866.928    5868.968
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.79   Prob(JB):                         0.66
Heteroskedasticity (H):               1.31   Skew:                             0.47
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.94426228116245, Current Price: 179.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.711
Date:                           Wed, 09 Oct 2024   AIC                             51.422
Time:                                   14:41:47   BIC                             54.247
Sample:                                        0   HQIC                            50.842
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6661      0.600     -1.110      0.267      -1.843       0.510
ma.L1          0.1954      0.836      0.234      0.815      -1.443       1.834
ar.S.L7       -0.0100      0.214     -0.047      0.963      -0.429       0.409
ma.S.L7       -0.3608      0.673     -0.536      0.592      -1.681       0.959
sigma2         1.3391      1.248      1.073      0.283      -1.107       3.786
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.44   Prob(JB):                         0.83
Heteroskedasticity (H):               2.25   Skew:                            -0.37
Prob(H) (two-sided):                  0.45   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.4273948390197, Current Price: 178.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.536
Date:                           Wed, 09 Oct 2024   AIC                             57.073
Time:                                   14:41:47   BIC                             59.897
Sample:                                        0   HQIC                            56.492
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6206      0.740     -0.839      0.401      -2.070       0.829
ma.L1          0.3596      1.283      0.280      0.779      -2.155       2.874
ar.S.L7       -0.0842      0.351     -0.240      0.810      -0.772       0.603
ma.S.L7       -1.0031    210.812     -0.005      0.996    -414.188     412.182
sigma2         1.2792    269.877      0.005      0.996    -527.670     530.228
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.47   Prob(JB):                         0.85
Heteroskedasticity (H):               3.06   Skew:                            -0.07
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.1689780919017, Current Price: 179.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.940
Date:                           Wed, 09 Oct 2024   AIC                             55.881
Time:                                   14:41:47   BIC                             58.705
Sample:                                        0   HQIC                            55.300
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4664      2.091     -0.223      0.823      -4.565       3.632
ma.L1          0.2155      2.379      0.091      0.928      -4.448       4.879
ar.S.L7       -0.0992      0.447     -0.222      0.824      -0.975       0.777
ma.S.L7       -1.0004   2358.304     -0.000      1.000   -4623.190    4621.190
sigma2         1.2017   2834.535      0.000      1.000   -5554.385    5556.788
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.45   Prob(JB):                         0.78
Heteroskedasticity (H):               0.81   Skew:                            -0.28
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.70875203188024, Current Price: 181.67
SELL EXECUTED at 181.67
SELL ORDER COMPLETED at 181.08
OPERATION PROFIT, GROSS 2.710000000000008, NET 2.350550000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.708
Date:                           Wed, 09 Oct 2024   AIC                             57.416
Time:                                   14:41:47   BIC                             60.241
Sample:                                        0   HQIC                            56.836
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1999      1.344      0.149      0.882      -2.434       2.834
ma.L1         -0.4213      1.281     -0.329      0.742      -2.932       2.089
ar.S.L7       -0.2310      0.395     -0.584      0.559      -1.006       0.544
ma.S.L7       -1.0002   5085.724     -0.000      1.000   -9968.837    9966.836
sigma2         1.3526   6879.784      0.000      1.000   -1.35e+04    1.35e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.59   Prob(JB):                         0.79
Heteroskedasticity (H):               0.98   Skew:                             0.03
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.79671333063035, Current Price: 177.9
BUY EXECUTED at 177.9
BUY ORDER COMPLETED at 174.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.486
Date:                           Wed, 09 Oct 2024   AIC                             62.973
Time:                                   14:41:47   BIC                             65.798
Sample:                                        0   HQIC                            62.392
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4116      1.053     -0.391      0.696      -2.475       1.652
ma.L1         -0.2290      0.659     -0.347      0.728      -1.521       1.063
ar.S.L7       -0.1088      2.097     -0.052      0.959      -4.219       4.002
ma.S.L7       -0.0735      2.383     -0.031      0.975      -4.744       4.597
sigma2         3.4378      2.164      1.588      0.112      -0.804       7.680
===================================================================================
Ljung-Box (L1) (Q):                   2.34   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.13   Prob(JB):                         0.84
Heteroskedasticity (H):               2.57   Skew:                             0.19
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.63756762473355, Current Price: 173.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.757
Date:                           Wed, 09 Oct 2024   AIC                             71.514
Time:                                   14:41:47   BIC                             74.339
Sample:                                        0   HQIC                            70.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1189      1.040     -0.114      0.909      -2.157       1.919
ma.L1         -0.3314      1.290     -0.257      0.797      -2.859       2.196
ar.S.L7        0.3110      1.193      0.261      0.794      -2.027       2.649
ma.S.L7        0.3240      1.864      0.174      0.862      -3.329       3.977
sigma2         6.3599      5.634      1.129      0.259      -4.683      17.403
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.60   Prob(JB):                         0.81
Heteroskedasticity (H):               3.67   Skew:                            -0.31
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.69898475055183, Current Price: 173.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.713
Date:                           Wed, 09 Oct 2024   AIC                             69.425
Time:                                   14:41:47   BIC                             72.250
Sample:                                        0   HQIC                            68.845
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0037      1.281      0.003      0.998      -2.507       2.515
ma.L1         -0.3389      1.502     -0.226      0.822      -3.283       2.605
ar.S.L7        0.3866      2.343      0.165      0.869      -4.205       4.978
ma.S.L7        0.1318      2.563      0.051      0.959      -4.891       5.155
sigma2         5.6202      3.754      1.497      0.134      -1.738      12.979
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.43   Prob(JB):                         0.62
Heteroskedasticity (H):              12.48   Skew:                            -0.60
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 173.82633339406246, Current Price: 173.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.563
Date:                           Wed, 09 Oct 2024   AIC                             69.125
Time:                                   14:41:47   BIC                             71.950
Sample:                                        0   HQIC                            68.544
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2508      3.035      0.083      0.934      -5.697       6.199
ma.L1         -0.3998      3.213     -0.124      0.901      -6.696       5.897
ar.S.L7        0.1034      7.401      0.014      0.989     -14.403      14.609
ma.S.L7        0.1144      7.802      0.015      0.988     -15.177      15.406
sigma2         5.5017      3.345      1.645      0.100      -1.055      12.058
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.61   Prob(JB):                         0.54
Heteroskedasticity (H):               8.14   Skew:                            -0.69
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.73530350638927, Current Price: 174.41
SELL EXECUTED at 174.41
SELL ORDER COMPLETED at 175.49
OPERATION PROFIT, GROSS 0.5700000000000216, NET 0.2195900000000216
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.546
Date:                           Wed, 09 Oct 2024   AIC                             69.092
Time:                                   14:41:47   BIC                             71.917
Sample:                                        0   HQIC                            68.512
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4861      5.147      0.094      0.925      -9.601      10.573
ma.L1         -0.5509      5.250     -0.105      0.916     -10.841       9.739
ar.S.L7       -0.0403      7.144     -0.006      0.995     -14.042      13.961
ma.S.L7        0.0417      6.703      0.006      0.995     -13.096      13.179
sigma2         5.5125      4.927      1.119      0.263      -4.145      15.170
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.92   Prob(JB):                         0.43
Heteroskedasticity (H):               8.33   Skew:                            -0.85
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.02825836567936, Current Price: 173.03
BUY EXECUTED at 173.03
BUY ORDER COMPLETED at 173.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.432
Date:                           Wed, 09 Oct 2024   AIC                             68.864
Time:                                   14:41:47   BIC                             71.688
Sample:                                        0   HQIC                            68.283
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9053      0.488      1.856      0.063      -0.051       1.861
ma.L1         -1.0000   4846.024     -0.000      1.000   -9499.032    9497.032
ar.S.L7       -0.2004      0.739     -0.271      0.786      -1.649       1.248
ma.S.L7        0.1787      2.122      0.084      0.933      -3.980       4.337
sigma2         4.6441   2.25e+04      0.000      1.000   -4.41e+04    4.41e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.31
Prob(Q):                              0.98   Prob(JB):                         0.52
Heteroskedasticity (H):              10.89   Skew:                            -0.75
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.1506503588933, Current Price: 173.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.595
Date:                           Wed, 09 Oct 2024   AIC                             65.190
Time:                                   14:41:47   BIC                             68.015
Sample:                                        0   HQIC                            64.609
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2060      0.565     -0.365      0.715      -1.313       0.901
ma.L1          1.0000   1.05e+04   9.55e-05      1.000   -2.05e+04    2.05e+04
ar.S.L7       -0.5013      0.284     -1.764      0.078      -1.058       0.056
ma.S.L7        0.1972      1.722      0.115      0.909      -3.178       3.572
sigma2         3.5135   3.68e+04   9.55e-05      1.000   -7.21e+04    7.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 4.11
Prob(Q):                              0.47   Prob(JB):                         0.13
Heteroskedasticity (H):               1.30   Skew:                            -1.16
Prob(H) (two-sided):                  0.80   Kurtosis:                         4.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.26572338965573, Current Price: 172.48
SELL EXECUTED at 172.48
SELL ORDER COMPLETED at 171.97
OPERATION PROFIT, GROSS -1.6599999999999966, NET -2.0055999999999967
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.946
Date:                           Wed, 09 Oct 2024   AIC                             67.891
Time:                                   14:41:48   BIC                             70.716
Sample:                                        0   HQIC                            67.310
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7354      0.839      0.877      0.380      -0.908       2.379
ma.L1         -1.0000   3.48e+04  -2.87e-05      1.000   -6.83e+04    6.83e+04
ar.S.L7       -0.1281      0.895     -0.143      0.886      -1.882       1.626
ma.S.L7       -1.0003   7815.902     -0.000      1.000   -1.53e+04    1.53e+04
sigma2         2.4267   9.61e+04   2.53e-05      1.000   -1.88e+05    1.88e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.46
Prob(Q):                              0.94   Prob(JB):                         0.48
Heteroskedasticity (H):               0.32   Skew:                            -0.82
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.9351822296593, Current Price: 172.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.113
Date:                           Wed, 09 Oct 2024   AIC                             66.226
Time:                                   14:41:48   BIC                             69.050
Sample:                                        0   HQIC                            65.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3729      0.479     -0.778      0.437      -1.313       0.567
ma.L1          0.7553      0.297      2.547      0.011       0.174       1.336
ar.S.L7        0.0008      0.003      0.276      0.783      -0.005       0.006
ma.S.L7       -1.0000      0.541     -1.848      0.065      -2.061       0.061
sigma2         3.1259      0.173     18.054      0.000       2.787       3.465
===================================================================================
Ljung-Box (L1) (Q):                   0.55   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.46   Prob(JB):                         0.70
Heteroskedasticity (H):               0.81   Skew:                            -0.47
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 1.29e+17. Standard errors may be unstable.
Predicted Price: 172.62842236020467, Current Price: 170.89
BUY EXECUTED at 170.89
BUY ORDER COMPLETED at 170.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.419
Date:                           Wed, 09 Oct 2024   AIC                             64.837
Time:                                   14:41:48   BIC                             67.662
Sample:                                        0   HQIC                            64.257
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2739      0.888     -0.308      0.758      -2.014       1.466
ma.L1          0.7459      0.958      0.779      0.436      -1.131       2.623
ar.S.L7       -0.3364      0.267     -1.259      0.208      -0.860       0.187
ma.S.L7       -1.0000   1.64e+04  -6.11e-05      1.000   -3.21e+04    3.21e+04
sigma2         2.4067   3.94e+04   6.11e-05      1.000   -7.72e+04    7.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.40   Prob(JB):                         0.89
Heteroskedasticity (H):               0.13   Skew:                            -0.29
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.42049276540456, Current Price: 170.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.893
Date:                           Wed, 09 Oct 2024   AIC                             63.786
Time:                                   14:41:48   BIC                             66.611
Sample:                                        0   HQIC                            63.206
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3156      0.889     -0.355      0.723      -2.058       1.427
ma.L1          1.4129      2.227      0.635      0.526      -2.951       5.777
ar.S.L7       -0.2501      0.297     -0.843      0.399      -0.832       0.331
ma.S.L7       -1.0000   1.93e+04  -5.18e-05      1.000   -3.78e+04    3.78e+04
sigma2         1.1116   2.15e+04   5.18e-05      1.000   -4.21e+04    4.21e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.67   Prob(JB):                         0.76
Heteroskedasticity (H):               0.07   Skew:                            -0.50
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.08112965726778, Current Price: 171.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.639
Date:                           Wed, 09 Oct 2024   AIC                             63.277
Time:                                   14:41:48   BIC                             66.102
Sample:                                        0   HQIC                            62.697
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2425      0.896     -0.271      0.787      -1.999       1.514
ma.L1          0.6523      1.178      0.554      0.580      -1.656       2.960
ar.S.L7       -0.1942      0.541     -0.359      0.720      -1.255       0.866
ma.S.L7       -1.0001   1.39e+04  -7.18e-05      1.000   -2.73e+04    2.73e+04
sigma2         2.1291   2.97e+04   7.17e-05      1.000   -5.82e+04    5.82e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.33   Prob(JB):                         0.87
Heteroskedasticity (H):               0.09   Skew:                            -0.35
Prob(H) (two-sided):                  0.03   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.77065634434604, Current Price: 170.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.515
Date:                           Wed, 09 Oct 2024   AIC                             63.031
Time:                                   14:41:48   BIC                             65.855
Sample:                                        0   HQIC                            62.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3851      0.711     -0.542      0.588      -1.778       1.008
ma.L1          0.7209      0.843      0.855      0.392      -0.931       2.373
ar.S.L7       -0.2346      0.491     -0.478      0.633      -1.197       0.727
ma.S.L7       -1.0001   8928.002     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         2.0954   1.87e+04      0.000      1.000   -3.67e+04    3.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.98   Prob(JB):                         0.50
Heteroskedasticity (H):               0.06   Skew:                            -0.79
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.67813640676204, Current Price: 169.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.332
Date:                           Wed, 09 Oct 2024   AIC                             54.665
Time:                                   14:41:48   BIC                             57.489
Sample:                                        0   HQIC                            54.084
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0427      0.194     -0.220      0.826      -0.423       0.337
ma.L1          1.0000   9049.618      0.000      1.000   -1.77e+04    1.77e+04
ar.S.L7       -0.9948      0.268     -3.716      0.000      -1.520      -0.470
ma.S.L7        0.1295      0.413      0.314      0.754      -0.680       0.939
sigma2         1.5740   1.42e+04      0.000      1.000   -2.79e+04    2.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.06   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.15   Prob(JB):                         0.44
Heteroskedasticity (H):               0.48   Skew:                             0.87
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 164.27592487451864, Current Price: 169.57
SELL EXECUTED at 169.57
SELL ORDER COMPLETED at 168.42
OPERATION PROFIT, GROSS -1.920000000000016, NET -2.258760000000016
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.988
Date:                           Wed, 09 Oct 2024   AIC                             41.976
Time:                                   14:41:48   BIC                             44.801
Sample:                                        0   HQIC                            41.396
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2222      0.722      0.308      0.758      -1.192       1.637
ma.L1         -0.5885      0.676     -0.871      0.384      -1.912       0.735
ar.S.L7       -0.1828      0.258     -0.709      0.478      -0.688       0.322
ma.S.L7       -1.0000   1.23e+05  -8.16e-06      1.000    -2.4e+05     2.4e+05
sigma2         0.4111   5.04e+04   8.16e-06      1.000   -9.87e+04    9.87e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.37   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.24   Prob(JB):                         0.76
Heteroskedasticity (H):               1.69   Skew:                            -0.49
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.2501540486638, Current Price: 168.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.220
Date:                           Wed, 09 Oct 2024   AIC                             50.439
Time:                                   14:41:48   BIC                             53.264
Sample:                                        0   HQIC                            49.858
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2979      1.222     -0.244      0.807      -2.694       2.098
ma.L1          0.4849      1.012      0.479      0.632      -1.499       2.469
ar.S.L7       -0.4413      0.468     -0.944      0.345      -1.358       0.475
ma.S.L7       -0.3848      1.040     -0.370      0.711      -2.424       1.654
sigma2         1.2337      0.609      2.026      0.043       0.040       2.427
===================================================================================
Ljung-Box (L1) (Q):                   0.90   Jarque-Bera (JB):                 1.98
Prob(Q):                              0.34   Prob(JB):                         0.37
Heteroskedasticity (H):               4.87   Skew:                             0.59
Prob(H) (two-sided):                  0.15   Kurtosis:                         4.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.6268023309797, Current Price: 169.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.243
Date:                           Wed, 09 Oct 2024   AIC                             50.486
Time:                                   14:41:48   BIC                             53.311
Sample:                                        0   HQIC                            49.906
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3141      0.736      0.427      0.670      -1.129       1.757
ma.L1         -1.0000   1.05e+04   -9.5e-05      1.000   -2.06e+04    2.06e+04
ar.S.L7       -0.4886      0.152     -3.207      0.001      -0.787      -0.190
ma.S.L7        0.1902      0.676      0.281      0.778      -1.135       1.515
sigma2         1.1819   1.24e+04    9.5e-05      1.000   -2.44e+04    2.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.79   Prob(JB):                         0.87
Heteroskedasticity (H):               2.83   Skew:                             0.15
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 167.42736983765045, Current Price: 169.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.296
Date:                           Wed, 09 Oct 2024   AIC                             52.591
Time:                                   14:41:48   BIC                             55.416
Sample:                                        0   HQIC                            52.010
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3202      9.745      0.033      0.974     -18.780      19.420
ma.L1         -0.3885      9.638     -0.040      0.968     -19.279      18.502
ar.S.L7       -0.5302      0.249     -2.130      0.033      -1.018      -0.042
ma.S.L7        0.4398      2.200      0.200      0.842      -3.873       4.752
sigma2         1.4239      1.614      0.882      0.378      -1.739       4.586
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.81   Prob(JB):                         0.71
Heteroskedasticity (H):               1.50   Skew:                            -0.21
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.5034169714027, Current Price: 170.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.586
Date:                           Wed, 09 Oct 2024   AIC                             51.172
Time:                                   14:41:48   BIC                             53.997
Sample:                                        0   HQIC                            50.592
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3385      3.989     -0.085      0.932      -8.157       7.480
ma.L1          0.2325      4.019      0.058      0.954      -7.645       8.110
ar.S.L7       -0.5163      0.120     -4.316      0.000      -0.751      -0.282
ma.S.L7        0.7280      3.749      0.194      0.846      -6.620       8.076
sigma2         1.0706      3.634      0.295      0.768      -6.052       8.193
===================================================================================
Ljung-Box (L1) (Q):                   1.01   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.31   Prob(JB):                         0.76
Heteroskedasticity (H):               0.94   Skew:                            -0.38
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.96899097117068, Current Price: 170.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.078
Date:                           Wed, 09 Oct 2024   AIC                             50.155
Time:                                   14:41:48   BIC                             52.980
Sample:                                        0   HQIC                            49.575
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3495      1.977     -0.177      0.860      -4.224       3.525
ma.L1          0.1518      1.936      0.078      0.938      -3.643       3.947
ar.S.L7       -0.5001      0.136     -3.675      0.000      -0.767      -0.233
ma.S.L7        1.0000   1.15e+06   8.73e-07      1.000   -2.24e+06    2.24e+06
sigma2         0.7737   8.86e+05   8.73e-07      1.000   -1.74e+06    1.74e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.45   Prob(JB):                         0.68
Heteroskedasticity (H):               1.34   Skew:                            -0.60
Prob(H) (two-sided):                  0.78   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.04939808214138, Current Price: 172.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.367
Date:                           Wed, 09 Oct 2024   AIC                             54.733
Time:                                   14:41:48   BIC                             57.558
Sample:                                        0   HQIC                            54.153
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3075      2.444     -0.126      0.900      -5.098       4.483
ma.L1          0.4474      2.432      0.184      0.854      -4.320       5.214
ar.S.L7       -0.5494      0.212     -2.591      0.010      -0.965      -0.134
ma.S.L7       -0.1280      0.464     -0.276      0.783      -1.037       0.781
sigma2         1.8162      1.026      1.771      0.077      -0.194       3.826
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.51   Prob(JB):                         0.64
Heteroskedasticity (H):               1.03   Skew:                            -0.61
Prob(H) (two-sided):                  0.97   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.85909714208827, Current Price: 171.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.007
Date:                           Wed, 09 Oct 2024   AIC                             48.014
Time:                                   14:41:48   BIC                             50.839
Sample:                                        0   HQIC                            47.433
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5603      0.440      1.273      0.203      -0.303       1.423
ma.L1         -0.4811      0.633     -0.760      0.447      -1.722       0.760
ar.S.L7       -0.3288      0.231     -1.421      0.155      -0.783       0.125
ma.S.L7       -1.0000   2.08e+04   -4.8e-05      1.000   -4.08e+04    4.08e+04
sigma2         0.6281   1.31e+04    4.8e-05      1.000   -2.56e+04    2.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.75
Prob(Q):                              0.84   Prob(JB):                         0.42
Heteroskedasticity (H):               0.64   Skew:                            -0.90
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.37947685915435, Current Price: 168.62
BUY EXECUTED at 168.62
BUY ORDER COMPLETED at 168.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.432
Date:                           Wed, 09 Oct 2024   AIC                             46.865
Time:                                   14:41:48   BIC                             49.690
Sample:                                        0   HQIC                            46.284
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5143      0.199      2.587      0.010       0.125       0.904
ma.L1         -0.3790      0.356     -1.064      0.287      -1.077       0.319
ar.S.L7       -0.1087      0.230     -0.472      0.637      -0.560       0.342
ma.S.L7       -1.0001   8245.669     -0.000      1.000   -1.62e+04    1.62e+04
sigma2         0.5968   4920.726      0.000      1.000   -9643.849    9645.042
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.77
Prob(Q):                              1.00   Prob(JB):                         0.68
Heteroskedasticity (H):               3.26   Skew:                            -0.59
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.19138529280278, Current Price: 168.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.889
Date:                           Wed, 09 Oct 2024   AIC                             49.778
Time:                                   14:41:48   BIC                             52.603
Sample:                                        0   HQIC                            49.198
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3150      6.500     -0.048      0.961     -13.055      12.425
ma.L1          0.2147      6.491      0.033      0.974     -12.507      12.936
ar.S.L7       -0.2572      0.316     -0.815      0.415      -0.876       0.361
ma.S.L7       -1.0000   3.45e+04   -2.9e-05      1.000   -6.76e+04    6.76e+04
sigma2         0.7520   2.59e+04    2.9e-05      1.000   -5.08e+04    5.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 3.98
Prob(Q):                              0.90   Prob(JB):                         0.14
Heteroskedasticity (H):               2.07   Skew:                            -1.29
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.48585075697773, Current Price: 170.2
SELL EXECUTED at 170.2
SELL ORDER COMPLETED at 171.93
OPERATION PROFIT, GROSS 3.319999999999993, NET 2.9794599999999933
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.562
Date:                           Wed, 09 Oct 2024   AIC                             53.124
Time:                                   14:41:48   BIC                             55.949
Sample:                                        0   HQIC                            52.543
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3368     24.569      0.014      0.989     -47.818      48.492
ma.L1         -0.3567     24.434     -0.015      0.988     -48.247      47.534
ar.S.L7       -0.2469      0.311     -0.795      0.427      -0.856       0.362
ma.S.L7       -0.4326      1.644     -0.263      0.792      -3.654       2.789
sigma2         1.4878      2.422      0.614      0.539      -3.260       6.236
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 1.83
Prob(Q):                              0.76   Prob(JB):                         0.40
Heteroskedasticity (H):               1.52   Skew:                            -0.92
Prob(H) (two-sided):                  0.69   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 170.78496210738325, Current Price: 173.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.027
Date:                           Wed, 09 Oct 2024   AIC                             56.054
Time:                                   14:41:48   BIC                             58.879
Sample:                                        0   HQIC                            55.473
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1741      1.733      0.100      0.920      -3.223       3.571
ma.L1          0.1165      1.579      0.074      0.941      -2.978       3.211
ar.S.L7       -0.0007      0.004     -0.180      0.857      -0.009       0.007
ma.S.L7       -1.0144     46.808     -0.022      0.983     -92.756      90.727
sigma2         1.3933     66.095      0.021      0.983    -128.150     130.936
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.15
Prob(Q):                              0.35   Prob(JB):                         0.93
Heteroskedasticity (H):               0.91   Skew:                            -0.23
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.32748390406027, Current Price: 177.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.349
Date:                           Wed, 09 Oct 2024   AIC                             60.698
Time:                                   14:41:48   BIC                             63.522
Sample:                                        0   HQIC                            60.117
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6158      0.446     -1.382      0.167      -1.489       0.258
ma.L1          1.0000   4.46e+04   2.24e-05      1.000   -8.74e+04    8.74e+04
ar.S.L7       -0.2285      0.377     -0.605      0.545      -0.968       0.511
ma.S.L7        1.0004   1335.439      0.001      0.999   -2616.412    2618.413
sigma2         1.3885    6.2e+04   2.24e-05      1.000   -1.22e+05    1.22e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.24   Prob(JB):                         0.74
Heteroskedasticity (H):               4.21   Skew:                            -0.11
Prob(H) (two-sided):                  0.19   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.20925859534503, Current Price: 176.83
BUY EXECUTED at 176.83
BUY ORDER COMPLETED at 178.86
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.462
Date:                           Wed, 09 Oct 2024   AIC                             58.925
Time:                                   14:41:48   BIC                             61.750
Sample:                                        0   HQIC                            58.344
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2107      0.445     -0.473      0.636      -1.084       0.662
ma.L1          1.0000   7502.876      0.000      1.000   -1.47e+04    1.47e+04
ar.S.L7       -0.7246      0.262     -2.764      0.006      -1.238      -0.211
ma.S.L7       -0.1850      0.972     -0.190      0.849      -2.090       1.720
sigma2         2.2480   1.69e+04      0.000      1.000   -3.31e+04    3.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.64   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.42   Prob(JB):                         0.73
Heteroskedasticity (H):               5.88   Skew:                             0.31
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.16253586305174, Current Price: 178.21
SELL EXECUTED at 178.21
SELL ORDER COMPLETED at 179.51
OPERATION PROFIT, GROSS 0.6499999999999773, NET 0.29162999999997724
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.269
Date:                           Wed, 09 Oct 2024   AIC                             62.537
Time:                                   14:41:48   BIC                             65.362
Sample:                                        0   HQIC                            61.957
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4736      0.639      0.742      0.458      -0.778       1.725
ma.L1         -0.1107      0.592     -0.187      0.852      -1.272       1.050
ar.S.L7       -0.7679      0.439     -1.749      0.080      -1.628       0.093
ma.S.L7       -0.1655      1.575     -0.105      0.916      -3.253       2.922
sigma2         3.2936      2.178      1.512      0.130      -0.974       7.562
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.65   Prob(JB):                         0.76
Heteroskedasticity (H):              26.40   Skew:                            -0.44
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.6142283975267, Current Price: 178.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.723
Date:                           Wed, 09 Oct 2024   AIC                             61.447
Time:                                   14:41:48   BIC                             64.272
Sample:                                        0   HQIC                            60.866
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3503      0.508     -0.690      0.490      -1.346       0.645
ma.L1          1.0000   1.31e+04   7.65e-05      1.000   -2.56e+04    2.56e+04
ar.S.L7       -0.6876      0.225     -3.053      0.002      -1.129      -0.246
ma.S.L7       -0.2256      0.919     -0.245      0.806      -2.027       1.576
sigma2         2.7428   3.58e+04   7.65e-05      1.000   -7.02e+04    7.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.35   Prob(JB):                         0.78
Heteroskedasticity (H):               5.01   Skew:                             0.11
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.8791342570261, Current Price: 183.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.776
Date:                           Wed, 09 Oct 2024   AIC                             63.552
Time:                                   14:41:48   BIC                             66.377
Sample:                                        0   HQIC                            62.971
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.1706      0.245      4.774      0.000       0.690       1.651
ma.L1         -1.0000   4789.698     -0.000      1.000   -9388.636    9386.636
ar.S.L7       -1.1004      0.288     -3.815      0.000      -1.666      -0.535
ma.S.L7        1.0000   1.92e+04    5.2e-05      1.000   -3.77e+04    3.77e+04
sigma2         1.9167   3.81e+04   5.04e-05      1.000   -7.46e+04    7.46e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.86   Prob(JB):                         0.55
Heteroskedasticity (H):               5.82   Skew:                            -0.74
Prob(H) (two-sided):                  0.12   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.83878060676318, Current Price: 183.84
BUY EXECUTED at 183.84
BUY ORDER COMPLETED at 182.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.651
Date:                           Wed, 09 Oct 2024   AIC                             67.303
Time:                                   14:41:48   BIC                             70.128
Sample:                                        0   HQIC                            66.722
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7856      0.467      1.684      0.092      -0.129       1.700
ma.L1         -0.5190      0.647     -0.802      0.422      -1.787       0.749
ar.S.L7       -1.4330      0.536     -2.672      0.008      -2.484      -0.382
ma.S.L7        1.0000    3.2e+04   3.12e-05      1.000   -6.27e+04    6.27e+04
sigma2         2.7993   8.96e+04   3.12e-05      1.000   -1.76e+05    1.76e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.80   Prob(JB):                         0.53
Heteroskedasticity (H):               1.01   Skew:                            -0.72
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.71042499641484, Current Price: 180.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.190
Date:                           Wed, 09 Oct 2024   AIC                             70.380
Time:                                   14:41:48   BIC                             73.205
Sample:                                        0   HQIC                            69.800
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1836      1.075      0.171      0.864      -1.924       2.291
ma.L1          0.2749      1.083      0.254      0.800      -1.847       2.397
ar.S.L7       -1.3574      0.545     -2.489      0.013      -2.426      -0.288
ma.S.L7        0.2590      0.542      0.478      0.632      -0.802       1.321
sigma2         5.9263      4.569      1.297      0.195      -3.028      14.881
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.81   Prob(JB):                         0.68
Heteroskedasticity (H):               0.98   Skew:                            -0.32
Prob(H) (two-sided):                  0.99   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.2062823456617, Current Price: 183.44
SELL EXECUTED at 183.44
SELL ORDER COMPLETED at 183.91
OPERATION PROFIT, GROSS 1.259999999999991, NET 0.8934399999999909
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.610
Date:                           Wed, 09 Oct 2024   AIC                             71.219
Time:                                   14:41:48   BIC                             74.044
Sample:                                        0   HQIC                            70.638
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3662      0.554     -0.661      0.509      -1.452       0.719
ma.L1          1.0000   1.13e+04   8.88e-05      1.000   -2.21e+04    2.21e+04
ar.S.L7       -1.0429      0.330     -3.162      0.002      -1.689      -0.396
ma.S.L7        0.2944      0.593      0.497      0.620      -0.868       1.456
sigma2         5.4842   6.18e+04   8.88e-05      1.000   -1.21e+05    1.21e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.51   Prob(JB):                         0.58
Heteroskedasticity (H):               2.57   Skew:                            -0.34
Prob(H) (two-sided):                  0.38   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.93428160181148, Current Price: 185.74
BUY EXECUTED at 185.74
BUY ORDER COMPLETED at 185.606
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.705
Date:                           Wed, 09 Oct 2024   AIC                             71.409
Time:                                   14:41:49   BIC                             74.234
Sample:                                        0   HQIC                            70.829
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3777      0.518     -0.729      0.466      -1.393       0.637
ma.L1          1.0000   9300.399      0.000      1.000   -1.82e+04    1.82e+04
ar.S.L7       -0.9522      0.372     -2.562      0.010      -1.681      -0.224
ma.S.L7        0.2019      0.589      0.343      0.732      -0.952       1.356
sigma2         5.7249   5.32e+04      0.000      1.000   -1.04e+05    1.04e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.89   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.34   Prob(JB):                         0.63
Heteroskedasticity (H):               1.02   Skew:                            -0.21
Prob(H) (two-sided):                  0.98   Kurtosis:                         1.78
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.38416118319358, Current Price: 183.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.174
Date:                           Wed, 09 Oct 2024   AIC                             70.348
Time:                                   14:41:49   BIC                             73.173
Sample:                                        0   HQIC                            69.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3953      0.336     -1.176      0.240      -1.054       0.264
ma.L1          1.0000    1.6e+04   6.24e-05      1.000   -3.14e+04    3.14e+04
ar.S.L7       -1.0197      0.622     -1.639      0.101      -2.239       0.199
ma.S.L7        0.2030      0.619      0.328      0.743      -1.010       1.416
sigma2         5.2595   8.43e+04   6.24e-05      1.000   -1.65e+05    1.65e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.52   Prob(JB):                         0.67
Heteroskedasticity (H):               0.56   Skew:                            -0.27
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.29340908276066, Current Price: 181.95
SELL EXECUTED at 181.95
SELL ORDER COMPLETED at 182.31
OPERATION PROFIT, GROSS -3.2959999999999923, NET -3.6639159999999924
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.675
Date:                           Wed, 09 Oct 2024   AIC                             69.350
Time:                                   14:41:49   BIC                             72.175
Sample:                                        0   HQIC                            68.770
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3602      0.382     -0.944      0.345      -1.108       0.388
ma.L1          1.0000   4057.098      0.000      1.000   -7950.765    7952.765
ar.S.L7       -1.1121      0.532     -2.089      0.037      -2.155      -0.069
ma.S.L7        0.2981      0.594      0.502      0.616      -0.866       1.463
sigma2         4.7493   1.93e+04      0.000      1.000   -3.78e+04    3.78e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.51   Prob(JB):                         0.69
Heteroskedasticity (H):               0.57   Skew:                            -0.23
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.4989167199543, Current Price: 183.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.590
Date:                           Wed, 09 Oct 2024   AIC                             69.180
Time:                                   14:41:49   BIC                             72.004
Sample:                                        0   HQIC                            68.599
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3609      0.597     -0.604      0.546      -1.531       0.810
ma.L1          1.0000   1.37e+04   7.31e-05      1.000   -2.68e+04    2.68e+04
ar.S.L7       -1.1696      0.439     -2.664      0.008      -2.030      -0.309
ma.S.L7        1.0004   1833.059      0.001      1.000   -3591.730    3593.730
sigma2         2.8616   4.18e+04   6.84e-05      1.000    -8.2e+04     8.2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.47   Prob(JB):                         0.72
Heteroskedasticity (H):               0.18   Skew:                            -0.27
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.34170939525126, Current Price: 182.53
BUY EXECUTED at 182.53
BUY ORDER COMPLETED at 182.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.805
Date:                           Wed, 09 Oct 2024   AIC                             69.610
Time:                                   14:41:49   BIC                             72.435
Sample:                                        0   HQIC                            69.029
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4754      0.558     -0.852      0.394      -1.570       0.619
ma.L1          1.0000   5470.196      0.000      1.000   -1.07e+04    1.07e+04
ar.S.L7       -0.9108      0.820     -1.110      0.267      -2.519       0.697
ma.S.L7        0.1784      1.057      0.169      0.866      -1.894       2.250
sigma2         4.8416   2.65e+04      0.000      1.000   -5.19e+04    5.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.71   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.40   Prob(JB):                         0.77
Heteroskedasticity (H):               0.33   Skew:                             0.26
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.7321196240192, Current Price: 184.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.435
Date:                           Wed, 09 Oct 2024   AIC                             66.869
Time:                                   14:41:49   BIC                             69.694
Sample:                                        0   HQIC                            66.289
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4860      1.057     -0.460      0.646      -2.557       1.585
ma.L1          0.5471      1.541      0.355      0.722      -2.472       3.567
ar.S.L7       -1.1931      0.475     -2.511      0.012      -2.124      -0.262
ma.S.L7        1.0000   2.17e+05   4.61e-06      1.000   -4.25e+05    4.25e+05
sigma2         2.6756   5.81e+05   4.61e-06      1.000   -1.14e+06    1.14e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.88   Prob(JB):                         0.68
Heteroskedasticity (H):               0.51   Skew:                            -0.51
Prob(H) (two-sided):                  0.53   Kurtosis:                         3.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.10295905650824, Current Price: 183.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.739
Date:                           Wed, 09 Oct 2024   AIC                             71.477
Time:                                   14:41:49   BIC                             74.302
Sample:                                        0   HQIC                            70.897
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1305      9.163     -0.014      0.989     -18.090      17.829
ma.L1          0.0246      8.028      0.003      0.998     -15.711      15.760
ar.S.L7       -0.9551      0.596     -1.602      0.109      -2.124       0.214
ma.S.L7        0.6568      3.160      0.208      0.835      -5.537       6.850
sigma2         5.3855     12.014      0.448      0.654     -18.161      28.932
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.78   Prob(JB):                         0.87
Heteroskedasticity (H):               1.65   Skew:                            -0.35
Prob(H) (two-sided):                  0.64   Kurtosis:                         3.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.31408425470894, Current Price: 184.54
SELL EXECUTED at 184.54
SELL ORDER COMPLETED at 184.7224
OPERATION PROFIT, GROSS 1.9723999999999933, NET 1.6049275999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.576
Date:                           Wed, 09 Oct 2024   AIC                             71.152
Time:                                   14:41:49   BIC                             73.977
Sample:                                        0   HQIC                            70.572
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3773      1.456     -0.259      0.796      -3.231       2.476
ma.L1          0.6620      1.101      0.601      0.548      -1.495       2.819
ar.S.L7       -0.5223      0.659     -0.793      0.428      -1.813       0.769
ma.S.L7       -1.0002   1.28e+04  -7.79e-05      1.000   -2.52e+04    2.52e+04
sigma2         3.9094   5.02e+04   7.79e-05      1.000   -9.84e+04    9.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.33   Jarque-Bera (JB):                 0.57
Prob(Q):                              0.57   Prob(JB):                         0.75
Heteroskedasticity (H):               0.83   Skew:                            -0.13
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.32553175826467, Current Price: 187.98
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.483
Date:                           Wed, 09 Oct 2024   AIC                             70.965
Time:                                   14:41:49   BIC                             73.790
Sample:                                        0   HQIC                            70.384
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4918      0.214     -2.293      0.022      -0.912      -0.071
ma.L1          1.0000   2.79e+04   3.58e-05      1.000   -5.47e+04    5.47e+04
ar.S.L7       -0.4046      0.524     -0.771      0.440      -1.432       0.623
ma.S.L7       -1.0002   1.01e+04  -9.88e-05      1.000   -1.99e+04    1.98e+04
sigma2         3.5552   1.26e+05   2.82e-05      1.000   -2.47e+05    2.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.35   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.24   Prob(JB):                         0.84
Heteroskedasticity (H):               0.94   Skew:                            -0.06
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.5586399211574, Current Price: 187.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.301
Date:                           Wed, 09 Oct 2024   AIC                             68.602
Time:                                   14:41:49   BIC                             71.427
Sample:                                        0   HQIC                            68.022
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4159      1.022     -0.407      0.684      -2.419       1.587
ma.L1          0.7038      1.000      0.704      0.481      -1.255       2.663
ar.S.L7       -0.6219      0.547     -1.136      0.256      -1.695       0.451
ma.S.L7       -0.3782      1.182     -0.320      0.749      -2.695       1.939
sigma2         5.0015      5.189      0.964      0.335      -5.168      15.171
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.48   Prob(JB):                         0.67
Heteroskedasticity (H):               1.03   Skew:                            -0.41
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 191.48541832429882, Current Price: 186.49
BUY EXECUTED at 186.49
BUY ORDER COMPLETED at 185.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.737
Date:                           Wed, 09 Oct 2024   AIC                             71.475
Time:                                   14:41:49   BIC                             74.300
Sample:                                        0   HQIC                            70.894
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3381      1.512     -0.224      0.823      -3.301       2.625
ma.L1          0.5863      1.219      0.481      0.630      -1.802       2.975
ar.S.L7       -0.5309      0.437     -1.216      0.224      -1.387       0.325
ma.S.L7       -1.0001   7953.913     -0.000      1.000   -1.56e+04    1.56e+04
sigma2         3.9985   3.18e+04      0.000      1.000   -6.23e+04    6.23e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.39   Prob(JB):                         0.53
Heteroskedasticity (H):               1.04   Skew:                            -0.34
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.6790459318795, Current Price: 185.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.412
Date:                           Wed, 09 Oct 2024   AIC                             68.824
Time:                                   14:41:49   BIC                             71.648
Sample:                                        0   HQIC                            68.243
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3963      1.244     -0.318      0.750      -2.835       2.042
ma.L1          0.6003      1.257      0.478      0.633      -1.863       3.064
ar.S.L7       -0.4989      0.560     -0.891      0.373      -1.597       0.599
ma.S.L7       -0.2890      0.945     -0.306      0.760      -2.141       1.563
sigma2         5.2317      3.500      1.495      0.135      -1.629      12.092
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.68   Prob(JB):                         0.63
Heteroskedasticity (H):               3.10   Skew:                            -0.58
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.48267553381268, Current Price: 186.28
SELL EXECUTED at 186.28
SELL ORDER COMPLETED at 187.54
OPERATION PROFIT, GROSS 2.359999999999985, NET 1.9872799999999853
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.112
Date:                           Wed, 09 Oct 2024   AIC                             68.224
Time:                                   14:41:49   BIC                             71.049
Sample:                                        0   HQIC                            67.644
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3479      1.346     -0.258      0.796      -2.986       2.290
ma.L1          0.6477      1.244      0.521      0.603      -1.791       3.087
ar.S.L7       -0.4979      0.404     -1.232      0.218      -1.290       0.294
ma.S.L7       -0.5759      1.141     -0.505      0.614      -2.812       1.660
sigma2         4.4377      4.672      0.950      0.342      -4.718      13.594
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.51   Prob(JB):                         0.64
Heteroskedasticity (H):               5.53   Skew:                            -0.63
Prob(H) (two-sided):                  0.13   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.6668300105957, Current Price: 187.19
BUY EXECUTED at 187.19
BUY ORDER COMPLETED at 189.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.853
Date:                           Wed, 09 Oct 2024   AIC                             67.707
Time:                                   14:41:49   BIC                             70.531
Sample:                                        0   HQIC                            67.126
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3170      0.921      0.344      0.731      -1.488       2.122
ma.L1         -0.6814      0.697     -0.977      0.329      -2.048       0.686
ar.S.L7       -0.4653      0.390     -1.194      0.232      -1.229       0.298
ma.S.L7        0.0061      0.741      0.008      0.993      -1.446       1.459
sigma2         4.9409      3.757      1.315      0.188      -2.422      12.304
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.86   Prob(JB):                         0.92
Heteroskedasticity (H):               1.66   Skew:                             0.06
Prob(H) (two-sided):                  0.64   Kurtosis:                         2.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.00887717488888, Current Price: 189.72
SELL EXECUTED at 189.72
SELL ORDER COMPLETED at 188.08
OPERATION PROFIT, GROSS -1.6799999999999784, NET -2.0578399999999784
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.124
Date:                           Wed, 09 Oct 2024   AIC                             68.249
Time:                                   14:41:49   BIC                             71.073
Sample:                                        0   HQIC                            67.668
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4271      0.982     -0.435      0.664      -2.352       1.498
ma.L1          0.6452      0.911      0.708      0.479      -1.141       2.431
ar.S.L7       -0.4596      0.401     -1.147      0.251      -1.245       0.326
ma.S.L7        0.0787      1.064      0.074      0.941      -2.007       2.164
sigma2         5.1583      2.191      2.354      0.019       0.863       9.453
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 1.50
Prob(Q):                              0.39   Prob(JB):                         0.47
Heteroskedasticity (H):               0.30   Skew:                            -0.83
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 191.09045945553243, Current Price: 186.36
BUY EXECUTED at 186.36
BUY ORDER COMPLETED at 185.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.942
Date:                           Wed, 09 Oct 2024   AIC                             69.885
Time:                                   14:41:49   BIC                             72.709
Sample:                                        0   HQIC                            69.304
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2331      1.059      0.220      0.826      -1.842       2.308
ma.L1         -0.5483      0.881     -0.622      0.534      -2.276       1.179
ar.S.L7       -0.5079      0.425     -1.196      0.232      -1.340       0.324
ma.S.L7       -0.1954      0.822     -0.238      0.812      -1.806       1.416
sigma2         5.7668      4.703      1.226      0.220      -3.451      14.985
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.64   Prob(JB):                         0.73
Heteroskedasticity (H):               0.49   Skew:                            -0.03
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.30904752549702, Current Price: 185.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.812
Date:                           Wed, 09 Oct 2024   AIC                             69.623
Time:                                   14:41:49   BIC                             72.448
Sample:                                        0   HQIC                            69.043
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2862      1.634      0.175      0.861      -2.916       3.488
ma.L1         -0.6584      1.593     -0.413      0.679      -3.780       2.463
ar.S.L7       -0.4742      0.560     -0.847      0.397      -1.572       0.624
ma.S.L7       -0.0870      1.279     -0.068      0.946      -2.593       2.419
sigma2         5.7073      4.276      1.335      0.182      -2.673      14.088
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.70   Prob(JB):                         0.76
Heteroskedasticity (H):               0.59   Skew:                             0.02
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.76159728545917, Current Price: 186.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.989
Date:                           Wed, 09 Oct 2024   AIC                             67.979
Time:                                   14:41:49   BIC                             70.803
Sample:                                        0   HQIC                            67.398
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5410      0.801      0.675      0.499      -1.029       2.111
ma.L1         -1.0000   2.33e+04  -4.28e-05      1.000   -4.57e+04    4.57e+04
ar.S.L7       -0.4757      0.761     -0.625      0.532      -1.967       1.016
ma.S.L7       -0.3754      1.373     -0.273      0.785      -3.066       2.315
sigma2         3.9213   9.15e+04   4.28e-05      1.000   -1.79e+05    1.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.53   Prob(JB):                         0.72
Heteroskedasticity (H):               0.45   Skew:                             0.09
Prob(H) (two-sided):                  0.46   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.46765256842087, Current Price: 185.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.438
Date:                           Wed, 09 Oct 2024   AIC                             64.877
Time:                                   14:41:49   BIC                             67.701
Sample:                                        0   HQIC                            64.296
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1826      0.620      0.295      0.768      -1.032       1.398
ma.L1         -0.7412      0.779     -0.951      0.341      -2.268       0.786
ar.S.L7       -0.1977      0.249     -0.794      0.427      -0.686       0.290
ma.S.L7       -1.0001   8294.204     -0.000      1.000   -1.63e+04    1.63e+04
sigma2         2.3529   1.95e+04      0.000      1.000   -3.82e+04    3.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.57
Prob(Q):                              0.53   Prob(JB):                         0.46
Heteroskedasticity (H):               0.55   Skew:                             0.81
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.87524125123164, Current Price: 186.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.315
Date:                           Wed, 09 Oct 2024   AIC                             62.630
Time:                                   14:41:49   BIC                             65.455
Sample:                                        0   HQIC                            62.049
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3257      0.769      0.423      0.672      -1.182       1.834
ma.L1         -0.7708      0.886     -0.870      0.384      -2.507       0.966
ar.S.L7       -0.3096      0.228     -1.357      0.175      -0.757       0.138
ma.S.L7       -0.8051      2.284     -0.352      0.724      -5.282       3.672
sigma2         2.3693      5.581      0.425      0.671      -8.569      13.308
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              1.00   Prob(JB):                         0.60
Heteroskedasticity (H):               0.23   Skew:                             0.60
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.47719936529222, Current Price: 184.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.181
Date:                           Wed, 09 Oct 2024   AIC                             64.362
Time:                                   14:41:49   BIC                             67.187
Sample:                                        0   HQIC                            63.782
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2433      0.758      0.321      0.748      -1.242       1.729
ma.L1         -0.6219      0.690     -0.902      0.367      -1.973       0.730
ar.S.L7       -0.3145      0.300     -1.049      0.294      -0.902       0.273
ma.S.L7       -0.4886      0.624     -0.782      0.434      -1.713       0.735
sigma2         3.4275      2.542      1.348      0.178      -1.555       8.410
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.87   Prob(JB):                         0.74
Heteroskedasticity (H):               0.40   Skew:                             0.51
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.06985652908236, Current Price: 184.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.988
Date:                           Wed, 09 Oct 2024   AIC                             57.976
Time:                                   14:41:49   BIC                             60.801
Sample:                                        0   HQIC                            57.395
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3728      1.623      0.230      0.818      -2.808       3.554
ma.L1         -0.5204      1.609     -0.323      0.746      -3.673       2.633
ar.S.L7       -0.2695      0.263     -1.026      0.305      -0.784       0.245
ma.S.L7       -1.0000   2.66e+04  -3.76e-05      1.000   -5.21e+04    5.21e+04
sigma2         1.4127   3.76e+04   3.76e-05      1.000   -7.37e+04    7.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.87   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.35   Prob(JB):                         0.70
Heteroskedasticity (H):               0.52   Skew:                            -0.37
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.59247356616189, Current Price: 185.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.475
Date:                           Wed, 09 Oct 2024   AIC                             56.950
Time:                                   14:41:49   BIC                             59.775
Sample:                                        0   HQIC                            56.369
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3267      1.552      0.211      0.833      -2.714       3.368
ma.L1         -0.5501      1.413     -0.389      0.697      -3.320       2.220
ar.S.L7       -0.2288      0.243     -0.940      0.347      -0.706       0.248
ma.S.L7       -1.0000   4.94e+04  -2.02e-05      1.000   -9.68e+04    9.68e+04
sigma2         1.3044   6.44e+04   2.02e-05      1.000   -1.26e+05    1.26e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.94   Prob(JB):                         0.56
Heteroskedasticity (H):               0.94   Skew:                            -0.56
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.06849629296053, Current Price: 184.74
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.680
Date:                           Wed, 09 Oct 2024   AIC                             55.359
Time:                                   14:41:49   BIC                             58.184
Sample:                                        0   HQIC                            54.778
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4301      0.439      0.979      0.327      -0.431       1.291
ma.L1         -0.5113      0.899     -0.569      0.570      -2.273       1.251
ar.S.L7       -0.6531      0.122     -5.348      0.000      -0.892      -0.414
ma.S.L7       -0.0569      0.726     -0.078      0.938      -1.480       1.366
sigma2         1.9094      1.140      1.676      0.094      -0.324       4.143
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 1.33
Prob(Q):                              0.25   Prob(JB):                         0.52
Heteroskedasticity (H):               0.53   Skew:                             0.47
Prob(H) (two-sided):                  0.56   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.2255223270701, Current Price: 184.75
SELL EXECUTED at 184.75
SELL ORDER COMPLETED at 184.79
OPERATION PROFIT, GROSS -1.0999999999999943, NET -1.4706799999999944
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.677
Date:                           Wed, 09 Oct 2024   AIC                             53.354
Time:                                   14:41:49   BIC                             56.178
Sample:                                        0   HQIC                            52.773
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0633      1.496      0.042      0.966      -2.868       2.995
ma.L1         -0.3912      1.173     -0.334      0.739      -2.690       1.907
ar.S.L7       -0.7156      0.162     -4.406      0.000      -1.034      -0.397
ma.S.L7        0.0339      0.591      0.057      0.954      -1.125       1.193
sigma2         1.6427      1.117      1.470      0.142      -0.547       3.833
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.87   Prob(JB):                         0.84
Heteroskedasticity (H):               0.42   Skew:                             0.37
Prob(H) (two-sided):                  0.42   Kurtosis:                         3.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.4135081017502, Current Price: 184.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.560
Date:                           Wed, 09 Oct 2024   AIC                             43.120
Time:                                   14:41:49   BIC                             45.945
Sample:                                        0   HQIC                            42.539
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7155      0.113     -6.342      0.000      -0.937      -0.494
ma.L1          1.0000   1.72e+04   5.82e-05      1.000   -3.37e+04    3.37e+04
ar.S.L7       -0.8174      0.089     -9.209      0.000      -0.991      -0.643
ma.S.L7        0.0516      0.445      0.116      0.908      -0.820       0.923
sigma2         0.6372   1.09e+04   5.82e-05      1.000   -2.15e+04    2.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.77   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.18   Prob(JB):                         0.72
Heteroskedasticity (H):               1.54   Skew:                             0.48
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.99901421966393, Current Price: 183.97
BUY EXECUTED at 183.97
BUY ORDER COMPLETED at 184.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.312
Date:                           Wed, 09 Oct 2024   AIC                             48.624
Time:                                   14:41:49   BIC                             51.448
Sample:                                        0   HQIC                            48.043
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4667      0.315      1.480      0.139      -0.151       1.084
ma.L1         -0.4427      0.772     -0.573      0.566      -1.956       1.071
ar.S.L7       -0.8323      0.201     -4.144      0.000      -1.226      -0.439
ma.S.L7        1.0001   7319.588      0.000      1.000   -1.43e+04    1.43e+04
sigma2         0.6597   4828.611      0.000      1.000   -9463.243    9464.563
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 0.30
Prob(Q):                              0.27   Prob(JB):                         0.86
Heteroskedasticity (H):               1.13   Skew:                            -0.08
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.49019145089474, Current Price: 187.52
SELL EXECUTED at 187.52
SELL ORDER COMPLETED at 187.61
OPERATION PROFIT, GROSS 2.960000000000008, NET 2.587740000000008
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.172
Date:                           Wed, 09 Oct 2024   AIC                             54.345
Time:                                   14:41:49   BIC                             57.170
Sample:                                        0   HQIC                            53.764
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3408      1.250     -0.273      0.785      -2.790       2.109
ma.L1          0.0522      1.152      0.045      0.964      -2.205       2.310
ar.S.L7       -0.8962      0.122     -7.339      0.000      -1.136      -0.657
ma.S.L7        0.4668      1.012      0.461      0.645      -1.518       2.451
sigma2         1.6143      1.083      1.491      0.136      -0.508       3.736
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 2.16
Prob(Q):                              0.80   Prob(JB):                         0.34
Heteroskedasticity (H):               4.87   Skew:                             1.00
Prob(H) (two-sided):                  0.15   Kurtosis:                         2.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.46992372585345, Current Price: 189.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.280
Date:                           Wed, 09 Oct 2024   AIC                             52.560
Time:                                   14:41:49   BIC                             55.385
Sample:                                        0   HQIC                            51.980
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4910      1.988     -0.247      0.805      -4.387       3.405
ma.L1          0.2433      1.930      0.126      0.900      -3.539       4.025
ar.S.L7       -0.7838      0.265     -2.961      0.003      -1.303      -0.265
ma.S.L7        0.0063      0.738      0.008      0.993      -1.440       1.452
sigma2         1.5463      1.160      1.334      0.182      -0.726       3.819
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.99   Prob(JB):                         0.49
Heteroskedasticity (H):              20.47   Skew:                             0.81
Prob(H) (two-sided):                  0.01   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.02636094972937, Current Price: 190.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.636
Date:                           Wed, 09 Oct 2024   AIC                             55.272
Time:                                   14:41:49   BIC                             58.097
Sample:                                        0   HQIC                            54.691
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3821      0.414     -0.923      0.356      -1.193       0.429
ma.L1          0.0583      0.564      0.103      0.918      -1.046       1.163
ar.S.L7       -0.5527      0.234     -2.365      0.018      -1.011      -0.095
ma.S.L7       -1.0000   1.69e+04  -5.93e-05      1.000    -3.3e+04     3.3e+04
sigma2         1.1502   1.94e+04   5.93e-05      1.000    -3.8e+04     3.8e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.67   Prob(JB):                         0.64
Heteroskedasticity (H):               2.85   Skew:                             0.15
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.22773933534248, Current Price: 187.46
BUY EXECUTED at 187.46
BUY ORDER COMPLETED at 187.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.467
Date:                           Wed, 09 Oct 2024   AIC                             52.934
Time:                                   14:41:50   BIC                             55.759
Sample:                                        0   HQIC                            52.354
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1495      0.325     -3.534      0.000      -1.787      -0.512
ma.L1          0.7101      0.451      1.573      0.116      -0.175       1.595
ar.S.L7       -0.7559      0.187     -4.048      0.000      -1.122      -0.390
ma.S.L7       -1.0001   1.09e+04  -9.14e-05      1.000   -2.14e+04    2.14e+04
sigma2         0.9200   1.01e+04   9.14e-05      1.000   -1.97e+04    1.97e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.21   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.64   Prob(JB):                         0.66
Heteroskedasticity (H):               1.20   Skew:                            -0.02
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.3961188879434, Current Price: 187.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.818
Date:                           Wed, 09 Oct 2024   AIC                             55.636
Time:                                   14:41:50   BIC                             58.461
Sample:                                        0   HQIC                            55.056
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9331      0.362     -2.581      0.010      -1.642      -0.224
ma.L1          0.5713      0.631      0.905      0.365      -0.665       1.808
ar.S.L7       -0.7156      0.274     -2.616      0.009      -1.252      -0.179
ma.S.L7       -1.0001   9395.241     -0.000      1.000   -1.84e+04    1.84e+04
sigma2         1.1392   1.07e+04      0.000      1.000    -2.1e+04     2.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.15
Prob(Q):                              1.00   Prob(JB):                         0.56
Heteroskedasticity (H):               1.53   Skew:                             0.41
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.1122862572326, Current Price: 189.02
SELL EXECUTED at 189.02
SELL ORDER COMPLETED at 188.975
OPERATION PROFIT, GROSS 1.1550000000000011, NET 0.7782050000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.565
Date:                           Wed, 09 Oct 2024   AIC                             59.131
Time:                                   14:41:50   BIC                             61.956
Sample:                                        0   HQIC                            58.550
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6104      0.503     -1.213      0.225      -1.597       0.376
ma.L1          0.1609      0.586      0.274      0.784      -0.988       1.310
ar.S.L7       -0.6240      0.441     -1.415      0.157      -1.488       0.240
ma.S.L7       -0.4590      1.356     -0.338      0.735      -3.117       2.199
sigma2         2.3020      1.773      1.299      0.194      -1.173       5.777
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.85   Prob(JB):                         0.55
Heteroskedasticity (H):               2.32   Skew:                             0.32
Prob(H) (two-sided):                  0.44   Kurtosis:                         1.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.99786591749634, Current Price: 188.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.674
Date:                           Wed, 09 Oct 2024   AIC                             57.348
Time:                                   14:41:50   BIC                             60.172
Sample:                                        0   HQIC                            56.767
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5928      0.425     -1.394      0.163      -1.426       0.241
ma.L1          0.0837      0.474      0.177      0.860      -0.845       1.012
ar.S.L7       -0.5941      0.485     -1.224      0.221      -1.546       0.357
ma.S.L7       -0.5688      1.766     -0.322      0.747      -4.030       2.893
sigma2         1.8833      1.760      1.070      0.285      -1.567       5.333
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.47   Prob(JB):                         0.65
Heteroskedasticity (H):               2.30   Skew:                             0.27
Prob(H) (two-sided):                  0.44   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.37497230032048, Current Price: 187.13
BUY EXECUTED at 187.13
BUY ORDER COMPLETED at 187.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.085
Date:                           Wed, 09 Oct 2024   AIC                             56.170
Time:                                   14:41:50   BIC                             58.995
Sample:                                        0   HQIC                            55.590
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3617      0.667     -0.542      0.588      -1.669       0.945
ma.L1         -0.1898      0.572     -0.332      0.740      -1.310       0.931
ar.S.L7       -0.5756      0.533     -1.081      0.280      -1.619       0.468
ma.S.L7       -1.0005   2702.795     -0.000      1.000   -5298.381    5296.380
sigma2         1.2321   3331.398      0.000      1.000   -6528.188    6530.652
===================================================================================
Ljung-Box (L1) (Q):                   0.82   Jarque-Bera (JB):                 1.69
Prob(Q):                              0.37   Prob(JB):                         0.43
Heteroskedasticity (H):               3.85   Skew:                             0.76
Prob(H) (two-sided):                  0.22   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.74313787719146, Current Price: 186.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.159
Date:                           Wed, 09 Oct 2024   AIC                             58.317
Time:                                   14:41:50   BIC                             61.142
Sample:                                        0   HQIC                            57.737
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5908      0.535     -1.104      0.269      -1.639       0.458
ma.L1          0.0240      0.780      0.031      0.975      -1.504       1.552
ar.S.L7       -0.7824      0.266     -2.937      0.003      -1.304      -0.260
ma.S.L7       -0.6380      2.375     -0.269      0.788      -5.292       4.017
sigma2         1.9379      2.742      0.707      0.480      -3.437       7.313
===================================================================================
Ljung-Box (L1) (Q):                   0.61   Jarque-Bera (JB):                 1.28
Prob(Q):                              0.43   Prob(JB):                         0.53
Heteroskedasticity (H):               1.60   Skew:                             0.39
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.91441542587796, Current Price: 187.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.289
Date:                           Wed, 09 Oct 2024   AIC                             60.577
Time:                                   14:41:50   BIC                             63.402
Sample:                                        0   HQIC                            59.996
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5639      0.832      0.678      0.498      -1.066       2.194
ma.L1         -1.0000   1.73e+04  -5.79e-05      1.000   -3.39e+04    3.39e+04
ar.S.L7       -0.5224      0.521     -1.002      0.316      -1.544       0.499
ma.S.L7       -0.5017      2.069     -0.242      0.808      -4.558       3.554
sigma2         2.0949   3.62e+04   5.79e-05      1.000    -7.1e+04     7.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.08   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.30   Prob(JB):                         0.58
Heteroskedasticity (H):               0.15   Skew:                             0.59
Prob(H) (two-sided):                  0.10   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.72903772389677, Current Price: 184.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.513
Date:                           Wed, 09 Oct 2024   AIC                             59.027
Time:                                   14:41:50   BIC                             61.852
Sample:                                        0   HQIC                            58.446
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5635      0.491     -1.147      0.251      -1.526       0.399
ma.L1          0.0064      0.730      0.009      0.993      -1.425       1.437
ar.S.L7       -0.6836      0.260     -2.634      0.008      -1.192      -0.175
ma.S.L7       -1.0009   1501.697     -0.001      0.999   -2944.272    2942.271
sigma2         1.4796   2223.158      0.001      0.999   -4355.829    4358.788
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.30
Prob(Q):                              0.72   Prob(JB):                         0.52
Heteroskedasticity (H):               0.34   Skew:                             0.37
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.1930329612628, Current Price: 184.23
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.551
Date:                           Wed, 09 Oct 2024   AIC                             59.101
Time:                                   14:41:50   BIC                             61.926
Sample:                                        0   HQIC                            58.521
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2862      1.064     -0.269      0.788      -2.371       1.798
ma.L1         -8.5229     83.076     -0.103      0.918    -171.349     154.303
ar.S.L7       -0.5831      0.295     -1.978      0.048      -1.161      -0.005
ma.S.L7       -0.9547     22.910     -0.042      0.967     -45.857      43.947
sigma2         0.0218      0.342      0.064      0.949      -0.648       0.692
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.69
Prob(Q):                              0.90   Prob(JB):                         0.43
Heteroskedasticity (H):               0.35   Skew:                             0.71
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.53929439234562, Current Price: 181.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.651
Date:                           Wed, 09 Oct 2024   AIC                             55.302
Time:                                   14:41:50   BIC                             58.127
Sample:                                        0   HQIC                            54.722
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7549      0.121     -6.264      0.000      -0.991      -0.519
ma.L1          1.0000   1.78e+04   5.62e-05      1.000   -3.49e+04    3.49e+04
ar.S.L7       -0.4959      0.213     -2.324      0.020      -0.914      -0.078
ma.S.L7       -1.0001   1.24e+04  -8.05e-05      1.000   -2.44e+04    2.44e+04
sigma2         1.0160   1.45e+04      7e-05      1.000   -2.84e+04    2.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.48   Prob(JB):                         0.89
Heteroskedasticity (H):               0.89   Skew:                             0.21
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.92938417809384, Current Price: 183.64
SELL EXECUTED at 183.64
SELL ORDER COMPLETED at 183.22
OPERATION PROFIT, GROSS -4.210000000000008, NET -4.580650000000008
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.632
Date:                           Wed, 09 Oct 2024   AIC                             55.263
Time:                                   14:41:50   BIC                             58.088
Sample:                                        0   HQIC                            54.683
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3643      0.986     -0.370      0.712      -2.296       1.567
ma.L1          0.2689      1.032      0.261      0.794      -1.753       2.291
ar.S.L7       -0.3837      0.255     -1.505      0.132      -0.883       0.116
ma.S.L7       -1.0000   2.05e+04  -4.88e-05      1.000   -4.01e+04    4.01e+04
sigma2         1.1481   2.35e+04   4.88e-05      1.000   -4.61e+04    4.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.87
Prob(Q):                              0.55   Prob(JB):                         0.65
Heteroskedasticity (H):               1.79   Skew:                             0.32
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.42027181734096, Current Price: 183.21
BUY EXECUTED at 183.21
BUY ORDER COMPLETED at 182.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.841
Date:                           Wed, 09 Oct 2024   AIC                             55.683
Time:                                   14:41:50   BIC                             58.508
Sample:                                        0   HQIC                            55.102
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3584      0.754     -0.475      0.635      -1.837       1.120
ma.L1          0.1170      0.746      0.157      0.875      -1.346       1.580
ar.S.L7       -0.3555      0.287     -1.238      0.216      -0.918       0.207
ma.S.L7       -1.0000   2.08e+04  -4.81e-05      1.000   -4.08e+04    4.08e+04
sigma2         1.1883   2.47e+04   4.81e-05      1.000   -4.84e+04    4.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.74   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.39   Prob(JB):                         0.67
Heteroskedasticity (H):               1.49   Skew:                             0.47
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.87050972298857, Current Price: 183.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.883
Date:                           Wed, 09 Oct 2024   AIC                             57.766
Time:                                   14:41:50   BIC                             60.591
Sample:                                        0   HQIC                            57.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1988      1.115     -0.178      0.859      -2.384       1.987
ma.L1         -0.0881      1.132     -0.078      0.938      -2.307       2.130
ar.S.L7       -0.6743      0.231     -2.919      0.004      -1.127      -0.222
ma.S.L7       -0.0665      0.495     -0.134      0.893      -1.036       0.903
sigma2         2.3041      1.724      1.336      0.181      -1.075       5.684
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.43   Prob(JB):                         0.50
Heteroskedasticity (H):               3.25   Skew:                             0.80
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.78077967282783, Current Price: 181.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.817
Date:                           Wed, 09 Oct 2024   AIC                             59.634
Time:                                   14:41:50   BIC                             62.459
Sample:                                        0   HQIC                            59.054
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3686      8.558      0.043      0.966     -16.404      17.142
ma.L1         -2.8594     70.503     -0.041      0.968    -141.043     135.324
ar.S.L7       -0.5668      0.240     -2.360      0.018      -1.038      -0.096
ma.S.L7       -0.0855      0.540     -0.158      0.874      -1.144       0.973
sigma2         0.3251     15.933      0.020      0.984     -30.903      31.553
===================================================================================
Ljung-Box (L1) (Q):                   1.41   Jarque-Bera (JB):                 1.05
Prob(Q):                              0.23   Prob(JB):                         0.59
Heteroskedasticity (H):               2.01   Skew:                             0.69
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.24917122572063, Current Price: 180.2
SELL EXECUTED at 180.2
SELL ORDER COMPLETED at 181.01
OPERATION PROFIT, GROSS -1.7700000000000102, NET -2.13379000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.703
Date:                           Wed, 09 Oct 2024   AIC                             59.406
Time:                                   14:41:50   BIC                             62.231
Sample:                                        0   HQIC                            58.825
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9077      0.325      2.793      0.005       0.271       1.545
ma.L1         -1.0000   1.39e+04  -7.18e-05      1.000   -2.73e+04    2.73e+04
ar.S.L7       -0.5365      0.218     -2.458      0.014      -0.964      -0.109
ma.S.L7       -0.1736      0.511     -0.340      0.734      -1.175       0.828
sigma2         2.1821   3.04e+04   7.18e-05      1.000   -5.96e+04    5.96e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.20   Jarque-Bera (JB):                 0.99
Prob(Q):                              0.14   Prob(JB):                         0.61
Heteroskedasticity (H):               0.85   Skew:                             0.62
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.83359054464316, Current Price: 180.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.609
Date:                           Wed, 09 Oct 2024   AIC                             59.218
Time:                                   14:41:50   BIC                             62.042
Sample:                                        0   HQIC                            58.637
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9056      0.503      1.801      0.072      -0.080       1.891
ma.L1         -1.0000   1.19e+04   -8.4e-05      1.000   -2.33e+04    2.33e+04
ar.S.L7       -0.5915      0.230     -2.567      0.010      -1.043      -0.140
ma.S.L7       -0.1508      0.516     -0.292      0.770      -1.162       0.860
sigma2         2.1619   2.57e+04    8.4e-05      1.000   -5.05e+04    5.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.07   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.15   Prob(JB):                         0.56
Heteroskedasticity (H):               1.14   Skew:                             0.73
Prob(H) (two-sided):                  0.90   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.9276855657245, Current Price: 182.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.680
Date:                           Wed, 09 Oct 2024   AIC                             59.360
Time:                                   14:41:50   BIC                             62.184
Sample:                                        0   HQIC                            58.779
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8895      0.488      1.822      0.068      -0.067       1.846
ma.L1         -1.0000   1.27e+04  -7.85e-05      1.000    -2.5e+04     2.5e+04
ar.S.L7       -0.6488      0.282     -2.303      0.021      -1.201      -0.097
ma.S.L7       -0.2588      0.660     -0.392      0.695      -1.552       1.034
sigma2         2.1243   2.71e+04   7.85e-05      1.000    -5.3e+04     5.3e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.32   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.25   Prob(JB):                         0.68
Heteroskedasticity (H):               1.44   Skew:                             0.55
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.51
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.63789084258738, Current Price: 182.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.752
Date:                           Wed, 09 Oct 2024   AIC                             55.504
Time:                                   14:41:50   BIC                             58.329
Sample:                                        0   HQIC                            54.924
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7650      0.204      3.743      0.000       0.364       1.166
ma.L1         -1.0000   9176.701     -0.000      1.000    -1.8e+04     1.8e+04
ar.S.L7       -0.4943      0.336     -1.471      0.141      -1.153       0.164
ma.S.L7        0.0305      0.579      0.053      0.958      -1.105       1.166
sigma2         1.6645   1.53e+04      0.000      1.000   -2.99e+04    2.99e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.36   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.24   Prob(JB):                         0.95
Heteroskedasticity (H):               8.11   Skew:                            -0.17
Prob(H) (two-sided):                  0.07   Kurtosis:                         2.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.13477645809508, Current Price: 183.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.713
Date:                           Wed, 09 Oct 2024   AIC                             55.426
Time:                                   14:41:50   BIC                             58.251
Sample:                                        0   HQIC                            54.845
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6027      0.283      2.132      0.033       0.049       1.157
ma.L1         -1.1074      1.513     -0.732      0.464      -4.073       1.858
ar.S.L7       -0.4376      0.314     -1.393      0.164      -1.053       0.178
ma.S.L7       -1.0002   7352.262     -0.000      1.000   -1.44e+04    1.44e+04
sigma2         0.8257   6070.525      0.000      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.66   Prob(JB):                         0.74
Heteroskedasticity (H):               0.95   Skew:                            -0.52
Prob(H) (two-sided):                  0.96   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.12999269362055, Current Price: 181.05
BUY EXECUTED at 181.05
BUY ORDER COMPLETED at 180.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.657
Date:                           Wed, 09 Oct 2024   AIC                             57.314
Time:                                   14:41:50   BIC                             60.139
Sample:                                        0   HQIC                            56.734
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5428      0.306      1.777      0.076      -0.056       1.142
ma.L1         -1.0000   8493.731     -0.000      1.000   -1.66e+04    1.66e+04
ar.S.L7       -0.4267      0.326     -1.308      0.191      -1.066       0.213
ma.S.L7       -1.0004   4208.760     -0.000      1.000   -8250.019    8248.018
sigma2         1.0657   1.02e+04      0.000      1.000      -2e+04       2e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.77   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.38   Prob(JB):                         0.85
Heteroskedasticity (H):               1.05   Skew:                            -0.23
Prob(H) (two-sided):                  0.97   Kurtosis:                         2.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.79585962466055, Current Price: 182.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.828
Date:                           Wed, 09 Oct 2024   AIC                             57.657
Time:                                   14:41:50   BIC                             60.482
Sample:                                        0   HQIC                            57.076
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0175      2.368      0.007      0.994      -4.624       4.659
ma.L1         -0.5161      2.139     -0.241      0.809      -4.709       3.677
ar.S.L7       -0.3133      0.516     -0.608      0.543      -1.324       0.697
ma.S.L7       -1.0001   2.26e+04  -4.42e-05      1.000   -4.43e+04    4.43e+04
sigma2         1.3758   3.11e+04   4.42e-05      1.000    -6.1e+04     6.1e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.85   Prob(JB):                         0.84
Heteroskedasticity (H):               0.69   Skew:                            -0.40
Prob(H) (two-sided):                  0.73   Kurtosis:                         3.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.82433231164273, Current Price: 182.34
SELL EXECUTED at 182.34
SELL ORDER COMPLETED at 181.94
OPERATION PROFIT, GROSS 1.1500000000000057, NET 0.7872700000000057
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.890
Date:                           Wed, 09 Oct 2024   AIC                             59.780
Time:                                   14:41:50   BIC                             62.605
Sample:                                        0   HQIC                            59.200
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0752      3.164      0.024      0.981      -6.126       6.276
ma.L1         -1.7368      7.037     -0.247      0.805     -15.530      12.056
ar.S.L7       -0.3967      0.381     -1.042      0.297      -1.143       0.349
ma.S.L7       -1.0007   1828.735     -0.001      1.000   -3585.256    3583.254
sigma2         0.5357    976.443      0.001      1.000   -1913.257    1914.329
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.88   Prob(JB):                         0.97
Heteroskedasticity (H):               1.53   Skew:                            -0.07
Prob(H) (two-sided):                  0.69   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.80725498432236, Current Price: 180.15
BUY EXECUTED at 180.15
BUY ORDER COMPLETED at 182.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.759
Date:                           Wed, 09 Oct 2024   AIC                             55.517
Time:                                   14:41:50   BIC                             58.342
Sample:                                        0   HQIC                            54.937
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0933      1.565     -0.060      0.952      -3.161       2.975
ma.L1         -0.4623      1.232     -0.375      0.707      -2.877       1.952
ar.S.L7       -0.3244      0.261     -1.242      0.214      -0.836       0.187
ma.S.L7       -1.0018    487.353     -0.002      0.998    -956.196     954.192
sigma2         1.1663    569.041      0.002      0.998   -1114.134    1116.466
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.19
Prob(Q):                              0.59   Prob(JB):                         0.91
Heteroskedasticity (H):               2.50   Skew:                             0.26
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.16706760659477, Current Price: 182.53
SELL EXECUTED at 182.53
SELL ORDER COMPLETED at 182.36
OPERATION PROFIT, GROSS 0.36000000000001364, NET -0.004359999999986375
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.491
Date:                           Wed, 09 Oct 2024   AIC                             58.982
Time:                                   14:41:50   BIC                             61.807
Sample:                                        0   HQIC                            58.401
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2475      0.865     -0.286      0.775      -1.944       1.449
ma.L1         -0.2316      0.690     -0.336      0.737      -1.584       1.121
ar.S.L7       -0.2971      0.461     -0.644      0.519      -1.201       0.607
ma.S.L7       -0.4621      0.861     -0.536      0.592      -2.150       1.226
sigma2         2.3051      1.733      1.330      0.184      -1.092       5.702
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.54   Prob(JB):                         0.71
Heteroskedasticity (H):               3.05   Skew:                            -0.17
Prob(H) (two-sided):                  0.31   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.08835372155585, Current Price: 182.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.788
Date:                           Wed, 09 Oct 2024   AIC                             59.576
Time:                                   14:41:51   BIC                             62.401
Sample:                                        0   HQIC                            58.995
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4404      0.590     -0.746      0.455      -1.597       0.716
ma.L1         -0.1095      0.616     -0.178      0.859      -1.317       1.098
ar.S.L7       -0.3787      0.240     -1.577      0.115      -0.849       0.092
ma.S.L7        0.0257      0.790      0.033      0.974      -1.522       1.573
sigma2         2.6520      1.680      1.579      0.114      -0.640       5.944
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.74   Prob(JB):                         0.79
Heteroskedasticity (H):               1.60   Skew:                             0.04
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.42233827629985, Current Price: 181.88
BUY EXECUTED at 181.88
BUY ORDER COMPLETED at 182.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.023
Date:                           Wed, 09 Oct 2024   AIC                             60.045
Time:                                   14:41:51   BIC                             62.870
Sample:                                        0   HQIC                            59.465
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4022      0.726     -0.554      0.579      -1.824       1.020
ma.L1         -0.1130      0.654     -0.173      0.863      -1.394       1.168
ar.S.L7       -0.4269      0.236     -1.812      0.070      -0.889       0.035
ma.S.L7       -0.1646      0.677     -0.243      0.808      -1.492       1.163
sigma2         2.7230      1.666      1.635      0.102      -0.542       5.988
===================================================================================
Ljung-Box (L1) (Q):                   0.44   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.51   Prob(JB):                         0.71
Heteroskedasticity (H):               0.46   Skew:                            -0.02
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.1666111545692, Current Price: 180.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.770
Date:                           Wed, 09 Oct 2024   AIC                             57.540
Time:                                   14:41:51   BIC                             60.365
Sample:                                        0   HQIC                            56.959
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3756      0.787     -0.477      0.633      -1.918       1.167
ma.L1         -0.1829      0.749     -0.244      0.807      -1.650       1.285
ar.S.L7       -0.5437      0.233     -2.330      0.020      -1.001      -0.086
ma.S.L7        0.0245      0.722      0.034      0.973      -1.391       1.440
sigma2         2.2680      1.291      1.757      0.079      -0.262       4.798
===================================================================================
Ljung-Box (L1) (Q):                   1.05   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.30   Prob(JB):                         0.57
Heteroskedasticity (H):               1.11   Skew:                             0.29
Prob(H) (two-sided):                  0.92   Kurtosis:                         1.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.4465670544678, Current Price: 180.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.701
Date:                           Wed, 09 Oct 2024   AIC                             57.403
Time:                                   14:41:51   BIC                             60.228
Sample:                                        0   HQIC                            56.822
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3993      0.618     -0.646      0.518      -1.611       0.812
ma.L1         -0.1632      0.590     -0.277      0.782      -1.320       0.993
ar.S.L7       -0.5132      0.241     -2.126      0.034      -0.986      -0.040
ma.S.L7       -0.1380      0.569     -0.243      0.808      -1.253       0.977
sigma2         2.2336      1.145      1.951      0.051      -0.010       4.477
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.39   Prob(JB):                         0.56
Heteroskedasticity (H):               0.13   Skew:                             0.30
Prob(H) (two-sided):                  0.07   Kurtosis:                         1.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.27699456519346, Current Price: 181.91
SELL EXECUTED at 181.91
SELL ORDER COMPLETED at 181.925
OPERATION PROFIT, GROSS -0.17499999999998295, NET -0.539024999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.558
Date:                           Wed, 09 Oct 2024   AIC                             57.116
Time:                                   14:41:51   BIC                             59.941
Sample:                                        0   HQIC                            56.535
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3744      0.582     -0.643      0.520      -1.515       0.766
ma.L1         -0.1998      0.609     -0.328      0.743      -1.393       0.994
ar.S.L7       -0.5387      0.208     -2.587      0.010      -0.947      -0.131
ma.S.L7        1.0000   1.88e+04   5.31e-05      1.000   -3.69e+04    3.69e+04
sigma2         1.3230   2.49e+04   5.31e-05      1.000   -4.89e+04    4.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.70   Jarque-Bera (JB):                 0.42
Prob(Q):                              0.40   Prob(JB):                         0.81
Heteroskedasticity (H):               0.68   Skew:                            -0.29
Prob(H) (two-sided):                  0.72   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.04636877855185, Current Price: 181.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.500
Date:                           Wed, 09 Oct 2024   AIC                             55.000
Time:                                   14:41:51   BIC                             57.825
Sample:                                        0   HQIC                            54.420
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0859      0.658      0.131      0.896      -1.203       1.375
ma.L1         -1.0001   2481.091     -0.000      1.000   -4863.849    4861.849
ar.S.L7        0.2281      0.282      0.809      0.418      -0.324       0.780
ma.S.L7       -1.0000   1.04e+04  -9.62e-05      1.000   -2.04e+04    2.04e+04
sigma2         0.9521   8893.813      0.000      1.000   -1.74e+04    1.74e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.65   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.42   Prob(JB):                         0.52
Heteroskedasticity (H):               0.23   Skew:                             0.02
Prob(H) (two-sided):                  0.19   Kurtosis:                         1.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.55669049500975, Current Price: 179.75
BUY EXECUTED at 179.75
BUY ORDER COMPLETED at 179.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.293
Date:                           Wed, 09 Oct 2024   AIC                             56.586
Time:                                   14:41:51   BIC                             59.411
Sample:                                        0   HQIC                            56.006
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1387      0.488     -0.284      0.776      -1.096       0.819
ma.L1         -1.0000   2881.945     -0.000      1.000   -5649.509    5647.509
ar.S.L7        0.0036      0.005      0.795      0.426      -0.005       0.013
ma.S.L7       -1.0001   5598.102     -0.000      1.000    -1.1e+04     1.1e+04
sigma2         1.1290   7335.983      0.000      1.000   -1.44e+04    1.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.32   Prob(JB):                         0.54
Heteroskedasticity (H):               0.52   Skew:                             0.25
Prob(H) (two-sided):                  0.54   Kurtosis:                         1.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.56677467792173, Current Price: 179.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.339
Date:                           Wed, 09 Oct 2024   AIC                             56.679
Time:                                   14:41:51   BIC                             59.503
Sample:                                        0   HQIC                            56.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0166      0.444     -0.037      0.970      -0.888       0.854
ma.L1         -1.0000   8804.406     -0.000      1.000   -1.73e+04    1.73e+04
ar.S.L7       -0.1913      0.282     -0.679      0.497      -0.743       0.361
ma.S.L7       -0.1542      0.717     -0.215      0.830      -1.560       1.252
sigma2         1.8246   1.61e+04      0.000      1.000   -3.15e+04    3.15e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.88   Prob(JB):                         0.66
Heteroskedasticity (H):               1.26   Skew:                             0.28
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.39371759437773, Current Price: 177.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.171
Date:                           Wed, 09 Oct 2024   AIC                             60.342
Time:                                   14:41:51   BIC                             63.166
Sample:                                        0   HQIC                            59.761
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3780      0.711      0.532      0.595      -1.015       1.771
ma.L1         -1.0000   7550.991     -0.000      1.000   -1.48e+04    1.48e+04
ar.S.L7       -0.2042      0.340     -0.601      0.548      -0.870       0.461
ma.S.L7       -0.2374      0.669     -0.355      0.723      -1.549       1.075
sigma2         2.4180   1.83e+04      0.000      1.000   -3.58e+04    3.58e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.77   Prob(JB):                         0.71
Heteroskedasticity (H):               1.54   Skew:                            -0.22
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.04345259060014, Current Price: 178.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.798
Date:                           Wed, 09 Oct 2024   AIC                             59.595
Time:                                   14:41:51   BIC                             62.420
Sample:                                        0   HQIC                            59.014
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3243      0.720      0.450      0.652      -1.087       1.735
ma.L1         -0.8836      1.107     -0.798      0.425      -3.053       1.286
ar.S.L7       -0.1964      0.362     -0.542      0.588      -0.907       0.514
ma.S.L7       -0.1163      0.717     -0.162      0.871      -1.521       1.288
sigma2         2.5346      1.385      1.831      0.067      -0.179       5.248
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.64   Prob(JB):                         0.77
Heteroskedasticity (H):               1.96   Skew:                            -0.13
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.10046605226825, Current Price: 178.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.559
Date:                           Wed, 09 Oct 2024   AIC                             57.118
Time:                                   14:41:51   BIC                             59.943
Sample:                                        0   HQIC                            56.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0472      0.700      0.067      0.946      -1.324       1.419
ma.L1         -0.6933      0.916     -0.757      0.449      -2.488       1.101
ar.S.L7       -0.0781      0.449     -0.174      0.862      -0.958       0.802
ma.S.L7        0.0501      0.697      0.072      0.943      -1.316       1.416
sigma2         2.1766      0.994      2.191      0.028       0.229       4.124
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.81   Prob(JB):                         0.91
Heteroskedasticity (H):               2.16   Skew:                            -0.02
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.67555530931196, Current Price: 177.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.036
Date:                           Wed, 09 Oct 2024   AIC                             58.072
Time:                                   14:41:51   BIC                             60.897
Sample:                                        0   HQIC                            57.491
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0904      0.826      0.109      0.913      -1.529       1.710
ma.L1         -0.5687      0.741     -0.768      0.443      -2.021       0.883
ar.S.L7       -0.1504      0.424     -0.354      0.723      -0.982       0.682
ma.S.L7       -0.1130      0.586     -0.193      0.847      -1.261       1.035
sigma2         2.3458      1.161      2.020      0.043       0.070       4.621
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.70
Prob(Q):                              0.84   Prob(JB):                         0.71
Heteroskedasticity (H):               2.89   Skew:                            -0.20
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.75603247481064, Current Price: 177.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.200
Date:                           Wed, 09 Oct 2024   AIC                             54.400
Time:                                   14:41:51   BIC                             57.225
Sample:                                        0   HQIC                            53.820
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5692      0.648      0.878      0.380      -0.702       1.840
ma.L1         -1.0000   5024.754     -0.000      1.000   -9849.336    9847.336
ar.S.L7       -0.4052      0.426     -0.951      0.341      -1.240       0.430
ma.S.L7       -1.0002   4352.171     -0.000      1.000   -8531.098    8529.098
sigma2         0.8622   6495.574      0.000      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.69   Prob(JB):                         0.86
Heteroskedasticity (H):               4.28   Skew:                            -0.38
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.49516735155223, Current Price: 177.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.024
Date:                           Wed, 09 Oct 2024   AIC                             56.048
Time:                                   14:41:51   BIC                             58.872
Sample:                                        0   HQIC                            55.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3282      1.170      0.281      0.779      -1.965       2.621
ma.L1         -0.6760      0.989     -0.683      0.494      -2.615       1.263
ar.S.L7       -0.3614      0.407     -0.888      0.375      -1.159       0.436
ma.S.L7       -0.3366      0.862     -0.390      0.696      -2.026       1.353
sigma2         1.9171      1.102      1.740      0.082      -0.243       4.077
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.80   Prob(JB):                         0.79
Heteroskedasticity (H):               0.78   Skew:                            -0.36
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.20769899127248, Current Price: 178.27
SELL EXECUTED at 178.27
SELL ORDER COMPLETED at 178.61
OPERATION PROFIT, GROSS -0.539999999999992, NET -0.8977599999999921
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.508
Date:                           Wed, 09 Oct 2024   AIC                             57.016
Time:                                   14:41:51   BIC                             59.841
Sample:                                        0   HQIC                            56.435
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0709      0.850      0.083      0.933      -1.595       1.737
ma.L1         -0.6496      0.809     -0.803      0.422      -2.235       0.935
ar.S.L7       -0.1377      0.532     -0.259      0.796      -1.181       0.906
ma.S.L7       -1.0002   6219.573     -0.000      1.000   -1.22e+04    1.22e+04
sigma2         1.3001   8086.994      0.000      1.000   -1.58e+04    1.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.68
Prob(Q):                              0.94   Prob(JB):                         0.71
Heteroskedasticity (H):               0.72   Skew:                            -0.54
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.74
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.88842926291565, Current Price: 178.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.570
Date:                           Wed, 09 Oct 2024   AIC                             57.141
Time:                                   14:41:51   BIC                             59.965
Sample:                                        0   HQIC                            56.560
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1726      0.748      0.231      0.818      -1.293       1.639
ma.L1         -0.7520      0.763     -0.986      0.324      -2.246       0.743
ar.S.L7       -0.2157      0.452     -0.477      0.633      -1.101       0.670
ma.S.L7       -1.0000   5.46e+04  -1.83e-05      1.000   -1.07e+05    1.07e+05
sigma2         1.2952   7.07e+04   1.83e-05      1.000   -1.39e+05    1.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.78   Prob(JB):                         0.68
Heteroskedasticity (H):               0.28   Skew:                            -0.52
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.60816890062694, Current Price: 177.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.475
Date:                           Wed, 09 Oct 2024   AIC                             56.949
Time:                                   14:41:51   BIC                             59.774
Sample:                                        0   HQIC                            56.369
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3944      0.384      1.027      0.304      -0.358       1.147
ma.L1         -1.0000   6147.493     -0.000      1.000    -1.2e+04     1.2e+04
ar.S.L7       -0.2388      0.399     -0.599      0.549      -1.021       0.543
ma.S.L7       -1.6501      3.258     -0.506      0.613      -8.036       4.736
sigma2         0.5764   3543.804      0.000      1.000   -6945.153    6946.306
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.84   Prob(JB):                         0.55
Heteroskedasticity (H):               0.35   Skew:                            -0.53
Prob(H) (two-sided):                  0.33   Kurtosis:                         1.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.52416312276407, Current Price: 177.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.610
Date:                           Wed, 09 Oct 2024   AIC                             55.220
Time:                                   14:41:51   BIC                             58.045
Sample:                                        0   HQIC                            54.640
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4392      0.308      1.426      0.154      -0.164       1.043
ma.L1         -1.0000   1640.510     -0.001      1.000   -3216.341    3214.341
ar.S.L7        0.0019      0.004      0.499      0.618      -0.006       0.009
ma.S.L7       -1.0002   3020.670     -0.000      1.000   -5921.405    5919.405
sigma2         1.0818   1492.878      0.001      0.999   -2924.906    2927.069
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 0.97
Prob(Q):                              0.72   Prob(JB):                         0.62
Heteroskedasticity (H):               0.22   Skew:                            -0.53
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 2.2e+17. Standard errors may be unstable.
Predicted Price: 177.15465202747936, Current Price: 178.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.176
Date:                           Wed, 09 Oct 2024   AIC                             54.353
Time:                                   14:41:51   BIC                             57.177
Sample:                                        0   HQIC                            53.772
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1409      0.890      0.158      0.874      -1.603       1.885
ma.L1         -0.6020      0.871     -0.691      0.490      -2.309       1.105
ar.S.L7       -0.1868      0.496     -0.376      0.707      -1.160       0.786
ma.S.L7       -1.0002   6855.752     -0.000      1.000   -1.34e+04    1.34e+04
sigma2         1.0638   7292.870      0.000      1.000   -1.43e+04    1.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 1.19
Prob(Q):                              0.56   Prob(JB):                         0.55
Heteroskedasticity (H):               0.22   Skew:                            -0.61
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.2580384838828, Current Price: 178.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.975
Date:                           Wed, 09 Oct 2024   AIC                             49.950
Time:                                   14:41:51   BIC                             52.775
Sample:                                        0   HQIC                            49.369
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3337      1.855      0.180      0.857      -3.301       3.968
ma.L1         -0.5100      1.642     -0.311      0.756      -3.728       2.708
ar.S.L7       -0.1045      0.277     -0.377      0.706      -0.648       0.439
ma.S.L7       -0.6521      1.095     -0.595      0.552      -2.799       1.494
sigma2         1.0304      1.248      0.825      0.409      -1.416       3.477
===================================================================================
Ljung-Box (L1) (Q):                   0.25   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.62   Prob(JB):                         0.58
Heteroskedasticity (H):               0.52   Skew:                            -0.53
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.5401727871856, Current Price: 179.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.514
Date:                           Wed, 09 Oct 2024   AIC                             49.028
Time:                                   14:41:51   BIC                             51.853
Sample:                                        0   HQIC                            48.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3625      2.643      0.137      0.891      -4.818       5.543
ma.L1         -0.4753      2.401     -0.198      0.843      -5.181       4.231
ar.S.L7       -0.0631      0.277     -0.228      0.820      -0.607       0.480
ma.S.L7       -1.0001   5773.611     -0.000      1.000   -1.13e+04    1.13e+04
sigma2         0.7095   4096.302      0.000      1.000   -8027.894    8029.313
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.60   Prob(JB):                         0.60
Heteroskedasticity (H):               0.33   Skew:                            -0.52
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.39885471287678, Current Price: 181.88
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.358
Date:                           Wed, 09 Oct 2024   AIC                             48.716
Time:                                   14:41:51   BIC                             51.541
Sample:                                        0   HQIC                            48.136
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5431      0.099     -5.505      0.000      -0.736      -0.350
ma.L1          1.0000   4947.051      0.000      1.000   -9695.043    9697.043
ar.S.L7       -0.1727      0.209     -0.828      0.408      -0.582       0.236
ma.S.L7       -0.6080      0.900     -0.675      0.500      -2.373       1.157
sigma2         0.8435   4172.806      0.000      1.000   -8177.705    8179.392
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.67   Prob(JB):                         0.79
Heteroskedasticity (H):               1.29   Skew:                            -0.34
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.1253494307622, Current Price: 182.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.540
Date:                           Wed, 09 Oct 2024   AIC                             47.080
Time:                                   14:41:51   BIC                             49.905
Sample:                                        0   HQIC                            46.500
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9850      0.521      1.889      0.059      -0.037       2.007
ma.L1         -0.6722      0.891     -0.754      0.451      -2.419       1.075
ar.S.L7       -0.3592      0.284     -1.265      0.206      -0.916       0.198
ma.S.L7       -0.3142      0.599     -0.524      0.600      -1.489       0.860
sigma2         0.9476      0.574      1.651      0.099      -0.178       2.073
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.94   Prob(JB):                         0.67
Heteroskedasticity (H):               0.89   Skew:                            -0.51
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.78721632134156, Current Price: 181.43
BUY EXECUTED at 181.43
BUY ORDER COMPLETED at 180.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.849
Date:                           Wed, 09 Oct 2024   AIC                             45.699
Time:                                   14:41:51   BIC                             48.524
Sample:                                        0   HQIC                            45.118
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1879      0.693     -0.271      0.786      -1.546       1.170
ma.L1          1.0000   1.98e+04   5.06e-05      1.000   -3.87e+04    3.87e+04
ar.S.L7       -0.1126      0.087     -1.299      0.194      -0.282       0.057
ma.S.L7       -0.3170      0.655     -0.484      0.628      -1.601       0.966
sigma2         0.7987   1.58e+04   5.06e-05      1.000   -3.09e+04    3.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.68   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.41   Prob(JB):                         0.67
Heteroskedasticity (H):               1.08   Skew:                            -0.45
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.6798752786107, Current Price: 181.56
SELL EXECUTED at 181.56
SELL ORDER COMPLETED at 182.79
OPERATION PROFIT, GROSS 1.799999999999983, NET 1.436219999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.237
Date:                           Wed, 09 Oct 2024   AIC                             44.474
Time:                                   14:41:51   BIC                             47.298
Sample:                                        0   HQIC                            43.893
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0542      0.533     -0.102      0.919      -1.100       0.991
ma.L1          0.7443      0.353      2.106      0.035       0.052       1.437
ar.S.L7       -0.1547      0.139     -1.116      0.265      -0.427       0.117
ma.S.L7       -0.6366      1.225     -0.520      0.603      -3.038       1.765
sigma2         0.6831      0.634      1.077      0.281      -0.560       1.926
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.59
Prob(Q):                              0.73   Prob(JB):                         0.74
Heteroskedasticity (H):               0.59   Skew:                            -0.26
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.4161431234697, Current Price: 183.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.977
Date:                           Wed, 09 Oct 2024   AIC                             43.953
Time:                                   14:41:51   BIC                             46.778
Sample:                                        0   HQIC                            43.373
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5304      0.409      1.297      0.195      -0.271       1.332
ma.L1         -0.2133      0.593     -0.360      0.719      -1.376       0.949
ar.S.L7       -0.3509      0.107     -3.285      0.001      -0.560      -0.142
ma.S.L7        1.0001   8053.707      0.000      1.000   -1.58e+04    1.58e+04
sigma2         0.4614   3715.874      0.000      1.000   -7282.518    7283.441
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.25   Prob(JB):                         0.68
Heteroskedasticity (H):               0.33   Skew:                             0.07
Prob(H) (two-sided):                  0.31   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.65950404615398, Current Price: 183.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.422
Date:                           Wed, 09 Oct 2024   AIC                             40.844
Time:                                   14:41:51   BIC                             43.668
Sample:                                        0   HQIC                            40.263
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9980      0.142      7.029      0.000       0.720       1.276
ma.L1         -1.0000   5055.025     -0.000      1.000   -9908.667    9906.667
ar.S.L7       -0.3147      0.135     -2.339      0.019      -0.578      -0.051
ma.S.L7        1.0001   1.42e+04   7.04e-05      1.000   -2.79e+04    2.79e+04
sigma2         0.3341   5493.443   6.08e-05      1.000   -1.08e+04    1.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.21
Prob(Q):                              0.85   Prob(JB):                         0.55
Heteroskedasticity (H):               0.23   Skew:                            -0.46
Prob(H) (two-sided):                  0.18   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.29426499494028, Current Price: 182.74
BUY EXECUTED at 182.74
BUY ORDER COMPLETED at 182.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.627
Date:                           Wed, 09 Oct 2024   AIC                             43.255
Time:                                   14:41:51   BIC                             46.080
Sample:                                        0   HQIC                            42.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0228      0.815     -0.028      0.978      -1.620       1.575
ma.L1          1.5412      1.501      1.027      0.305      -1.401       4.483
ar.S.L7       -0.3393      0.214     -1.585      0.113      -0.759       0.080
ma.S.L7        0.2759      0.413      0.669      0.504      -0.533       1.085
sigma2         0.3061      0.623      0.491      0.623      -0.915       1.527
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.59   Prob(JB):                         0.87
Heteroskedasticity (H):               0.90   Skew:                             0.15
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.26114136506627, Current Price: 182.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.507
Date:                           Wed, 09 Oct 2024   AIC                             47.014
Time:                                   14:41:51   BIC                             49.839
Sample:                                        0   HQIC                            46.434
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3230      0.759      0.426      0.670      -1.165       1.811
ma.L1          1.7744      2.017      0.880      0.379      -2.179       5.728
ar.S.L7       -0.4191      0.360     -1.164      0.244      -1.125       0.287
ma.S.L7        0.4193      0.722      0.581      0.561      -0.995       1.833
sigma2         0.2955      0.846      0.349      0.727      -1.363       1.954
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.81   Prob(JB):                         0.77
Heteroskedasticity (H):               1.55   Skew:                             0.27
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.53650547910192, Current Price: 181.4
SELL EXECUTED at 181.4
SELL ORDER COMPLETED at 181.72
OPERATION PROFIT, GROSS -0.3400000000000034, NET -0.7037800000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.153
Date:                           Wed, 09 Oct 2024   AIC                             42.307
Time:                                   14:41:51   BIC                             45.131
Sample:                                        0   HQIC                            41.726
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0805      0.445     -0.181      0.856      -0.952       0.791
ma.L1          1.0003    173.172      0.006      0.995    -338.411     340.411
ar.S.L7    -7.682e-06      0.034     -0.000      1.000      -0.066       0.066
ma.S.L7       -3.7505      5.373     -0.698      0.485     -14.282       6.781
sigma2         0.0473      8.179      0.006      0.995     -15.983      16.078
===================================================================================
Ljung-Box (L1) (Q):                   0.57   Jarque-Bera (JB):                 2.06
Prob(Q):                              0.45   Prob(JB):                         0.36
Heteroskedasticity (H):               1.57   Skew:                            -0.96
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.64860585854123, Current Price: 182.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood               -6172.064
Date:                           Wed, 09 Oct 2024   AIC                          12354.128
Time:                                   14:41:51   BIC                          12356.953
Sample:                                        0   HQIC                         12353.548
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1005      0.001    -74.277      0.000      -0.103      -0.098
ma.L1          0.5797      0.001    563.162      0.000       0.578       0.582
ar.S.L7       31.8000      0.418     76.157      0.000      30.982      32.618
ma.S.L7    -7.061e-14      0.001  -9.74e-11      1.000      -0.001       0.001
sigma2         1.5247      0.040     38.600      0.000       1.447       1.602
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 1.06
Prob(Q):                              0.39   Prob(JB):                         0.59
Heteroskedasticity (H):               0.34   Skew:                             0.66
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 199.97724880489935, Current Price: 183.3
BUY EXECUTED at 183.3
BUY ORDER COMPLETED at 181.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.339
Date:                           Wed, 09 Oct 2024   AIC                             40.679
Time:                                   14:41:52   BIC                             43.504
Sample:                                        0   HQIC                            40.098
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1368      0.395      0.346      0.729      -0.638       0.911
ma.L1          0.9997    141.077      0.007      0.994    -275.506     277.505
ar.S.L7    -9.991e-06      0.015     -0.001      0.999      -0.029       0.029
ma.S.L7       -0.2698      0.379     -0.713      0.476      -1.012       0.472
sigma2         0.5859     82.593      0.007      0.994    -161.294     162.466
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.25
Prob(Q):                              0.93   Prob(JB):                         0.88
Heteroskedasticity (H):               2.05   Skew:                            -0.33
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.27285634442845, Current Price: 180.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.434
Date:                           Wed, 09 Oct 2024   AIC                             56.868
Time:                                   14:41:52   BIC                             59.692
Sample:                                        0   HQIC                            56.287
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1622      1.581     -0.103      0.918      -3.260       2.936
ma.L1          1.7445      3.220      0.542      0.588      -4.567       8.056
ar.S.L7       -0.5373      0.790     -0.680      0.496      -2.086       1.011
ma.S.L7       -1.0001   1.41e+04  -7.09e-05      1.000   -2.77e+04    2.77e+04
sigma2         0.4266   6021.200   7.09e-05      1.000   -1.18e+04    1.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 3.73
Prob(Q):                              0.86   Prob(JB):                         0.15
Heteroskedasticity (H):               3.33   Skew:                            -1.18
Prob(H) (two-sided):                  0.27   Kurtosis:                         4.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.85918433428708, Current Price: 181.86
SELL EXECUTED at 181.86
SELL ORDER COMPLETED at 182.43
OPERATION PROFIT, GROSS 0.7900000000000205, NET 0.42593000000002046
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.044
Date:                           Wed, 09 Oct 2024   AIC                             58.088
Time:                                   14:41:52   BIC                             60.913
Sample:                                        0   HQIC                            57.508
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2843     11.156     -0.025      0.980     -22.150      21.582
ma.L1          4.4755    218.801      0.020      0.984    -424.367     433.318
ar.S.L7       -0.6448      0.529     -1.219      0.223      -1.682       0.392
ma.S.L7       -0.9841     97.648     -0.010      0.992    -192.370     190.402
sigma2         0.0715      6.498      0.011      0.991     -12.665      12.808
===================================================================================
Ljung-Box (L1) (Q):                   0.73   Jarque-Bera (JB):                 3.12
Prob(Q):                              0.39   Prob(JB):                         0.21
Heteroskedasticity (H):               3.09   Skew:                            -1.12
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.86376049453352, Current Price: 182.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.621
Date:                           Wed, 09 Oct 2024   AIC                             55.241
Time:                                   14:41:52   BIC                             58.066
Sample:                                        0   HQIC                            54.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6146      1.649     -0.373      0.709      -3.847       2.618
ma.L1          0.5354      1.614      0.332      0.740      -2.628       3.699
ar.S.L7       -0.8508      0.417     -2.042      0.041      -1.667      -0.034
ma.S.L7       -1.0000   2.03e+05  -4.93e-06      1.000   -3.98e+05    3.98e+05
sigma2         1.1066   2.24e+05   4.93e-06      1.000    -4.4e+05     4.4e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.62   Jarque-Bera (JB):                 1.85
Prob(Q):                              0.20   Prob(JB):                         0.40
Heteroskedasticity (H):               1.62   Skew:                            -0.81
Prob(H) (two-sided):                  0.65   Kurtosis:                         3.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.73746971548024, Current Price: 180.46
BUY EXECUTED at 180.46
BUY ORDER COMPLETED at 180.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.067
Date:                           Wed, 09 Oct 2024   AIC                             62.134
Time:                                   14:41:52   BIC                             64.959
Sample:                                        0   HQIC                            61.553
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4258      1.581     -0.269      0.788      -3.524       2.672
ma.L1          0.6682      1.496      0.447      0.655      -2.263       3.599
ar.S.L7       -0.3426      1.243     -0.276      0.783      -2.779       2.094
ma.S.L7       -0.3325      1.929     -0.172      0.863      -4.114       3.449
sigma2         3.0958      2.917      1.061      0.289      -2.622       8.814
===================================================================================
Ljung-Box (L1) (Q):                   1.39   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.24   Prob(JB):                         0.68
Heteroskedasticity (H):              15.39   Skew:                            -0.60
Prob(H) (two-sided):                  0.02   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.89029006506027, Current Price: 179.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.286
Date:                           Wed, 09 Oct 2024   AIC                             62.572
Time:                                   14:41:52   BIC                             65.397
Sample:                                        0   HQIC                            61.991
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4587      1.582     -0.290      0.772      -3.559       2.642
ma.L1          0.6843      1.571      0.436      0.663      -2.395       3.763
ar.S.L7       -0.2599      0.958     -0.271      0.786      -2.138       1.618
ma.S.L7       -0.1423      1.689     -0.084      0.933      -3.453       3.168
sigma2         3.3121      2.593      1.277      0.202      -1.771       8.395
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 1.23
Prob(Q):                              0.27   Prob(JB):                         0.54
Heteroskedasticity (H):               3.13   Skew:                            -0.74
Prob(H) (two-sided):                  0.29   Kurtosis:                         3.29
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.01080764123034, Current Price: 179.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.303
Date:                           Wed, 09 Oct 2024   AIC                             62.606
Time:                                   14:41:52   BIC                             65.431
Sample:                                        0   HQIC                            62.026
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4608      1.294     -0.356      0.722      -2.997       2.075
ma.L1          0.6920      1.260      0.549      0.583      -1.778       3.162
ar.S.L7       -0.2609      0.957     -0.273      0.785      -2.137       1.615
ma.S.L7       -0.1710      1.619     -0.106      0.916      -3.343       3.001
sigma2         3.3094      2.185      1.515      0.130      -0.973       7.592
===================================================================================
Ljung-Box (L1) (Q):                   1.69   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.19   Prob(JB):                         0.65
Heteroskedasticity (H):               0.50   Skew:                            -0.61
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.94768130053316, Current Price: 180.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.045
Date:                           Wed, 09 Oct 2024   AIC                             62.090
Time:                                   14:41:52   BIC                             64.915
Sample:                                        0   HQIC                            61.509
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4388      1.810     -0.242      0.808      -3.986       3.109
ma.L1          0.6607      1.745      0.379      0.705      -2.759       4.080
ar.S.L7       -0.4298      1.201     -0.358      0.721      -2.784       1.925
ma.S.L7       -0.1387      1.467     -0.095      0.925      -3.014       2.737
sigma2         3.1941      2.733      1.169      0.242      -2.162       8.550
===================================================================================
Ljung-Box (L1) (Q):                   2.00   Jarque-Bera (JB):                 0.76
Prob(Q):                              0.16   Prob(JB):                         0.68
Heteroskedasticity (H):               0.94   Skew:                            -0.58
Prob(H) (two-sided):                  0.96   Kurtosis:                         3.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.16313604276735, Current Price: 179.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.057
Date:                           Wed, 09 Oct 2024   AIC                             62.114
Time:                                   14:41:52   BIC                             64.939
Sample:                                        0   HQIC                            61.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4333      0.836     -0.518      0.604      -2.073       1.206
ma.L1          0.6613      0.819      0.807      0.419      -0.944       2.267
ar.S.L7       -0.3844      1.089     -0.353      0.724      -2.518       1.749
ma.S.L7       -0.1176      1.440     -0.082      0.935      -2.940       2.705
sigma2         3.2127      1.928      1.666      0.096      -0.566       6.991
===================================================================================
Ljung-Box (L1) (Q):                   1.87   Jarque-Bera (JB):                 0.84
Prob(Q):                              0.17   Prob(JB):                         0.66
Heteroskedasticity (H):               0.03   Skew:                            -0.59
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.44937847552742, Current Price: 178.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.480
Date:                           Wed, 09 Oct 2024   AIC                             60.960
Time:                                   14:41:52   BIC                             63.785
Sample:                                        0   HQIC                            60.380
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0008      1.972      0.000      1.000      -3.864       3.865
ma.L1         -0.2894      1.872     -0.155      0.877      -3.958       3.379
ar.S.L7       -0.7817      0.272     -2.873      0.004      -1.315      -0.248
ma.S.L7        1.0001   1.47e+04    6.8e-05      1.000   -2.88e+04    2.88e+04
sigma2         1.7774   2.61e+04    6.8e-05      1.000   -5.12e+04    5.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.21   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.27   Prob(JB):                         0.70
Heteroskedasticity (H):               0.74   Skew:                            -0.16
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.03628586678306, Current Price: 177.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.626
Date:                           Wed, 09 Oct 2024   AIC                             59.252
Time:                                   14:41:52   BIC                             62.077
Sample:                                        0   HQIC                            58.672
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0145      1.584     -0.009      0.993      -3.119       3.090
ma.L1         -0.3010      1.480     -0.203      0.839      -3.202       2.600
ar.S.L7       -0.7467      0.400     -1.869      0.062      -1.530       0.036
ma.S.L7        1.0000    2.3e+06   4.34e-07      1.000   -4.51e+06    4.51e+06
sigma2         1.5585   3.59e+06   4.34e-07      1.000   -7.04e+06    7.04e+06
===================================================================================
Ljung-Box (L1) (Q):                   1.24   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.27   Prob(JB):                         0.82
Heteroskedasticity (H):               0.37   Skew:                            -0.15
Prob(H) (two-sided):                  0.36   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.59244963438925, Current Price: 177.6
SELL EXECUTED at 177.6
SELL ORDER COMPLETED at 177.7
OPERATION PROFIT, GROSS -2.8700000000000045, NET -3.2282700000000046
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.608
Date:                           Wed, 09 Oct 2024   AIC                             59.217
Time:                                   14:41:52   BIC                             62.041
Sample:                                        0   HQIC                            58.636
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0664      1.065     -0.062      0.950      -2.153       2.020
ma.L1         -0.4105      0.947     -0.434      0.665      -2.266       1.445
ar.S.L7       -0.4590      0.587     -0.782      0.434      -1.609       0.691
ma.S.L7        0.3008      1.392      0.216      0.829      -2.428       3.029
sigma2         2.4850      3.440      0.722      0.470      -4.258       9.228
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.33   Prob(JB):                         0.82
Heteroskedasticity (H):               0.47   Skew:                            -0.35
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.20003397323663, Current Price: 177.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.168
Date:                           Wed, 09 Oct 2024   AIC                             56.336
Time:                                   14:41:52   BIC                             59.161
Sample:                                        0   HQIC                            55.755
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1891      2.164      0.087      0.930      -4.052       4.430
ma.L1         -0.5904      1.880     -0.314      0.753      -4.275       3.094
ar.S.L7       -0.0457      0.753     -0.061      0.952      -1.522       1.430
ma.S.L7       -1.0000   1.96e+04   -5.1e-05      1.000   -3.84e+04    3.84e+04
sigma2         1.2403   2.43e+04    5.1e-05      1.000   -4.76e+04    4.76e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.10   Jarque-Bera (JB):                 3.09
Prob(Q):                              0.30   Prob(JB):                         0.21
Heteroskedasticity (H):               0.38   Skew:                            -1.09
Prob(H) (two-sided):                  0.37   Kurtosis:                         3.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.5455158623728, Current Price: 177.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.762
Date:                           Wed, 09 Oct 2024   AIC                             55.525
Time:                                   14:41:52   BIC                             58.349
Sample:                                        0   HQIC                            54.944
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1516      2.260      0.067      0.947      -4.278       4.582
ma.L1         -0.6164      1.983     -0.311      0.756      -4.503       3.270
ar.S.L7       -0.0295      1.016     -0.029      0.977      -2.022       1.963
ma.S.L7       -1.0000   2.63e+04   -3.8e-05      1.000   -5.16e+04    5.16e+04
sigma2         1.1637   3.07e+04    3.8e-05      1.000   -6.01e+04    6.01e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 4.04
Prob(Q):                              0.85   Prob(JB):                         0.13
Heteroskedasticity (H):               0.20   Skew:                            -1.21
Prob(H) (two-sided):                  0.15   Kurtosis:                         4.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.73010418285784, Current Price: 176.59
BUY EXECUTED at 176.59
BUY ORDER COMPLETED at 176.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.515
Date:                           Wed, 09 Oct 2024   AIC                             45.029
Time:                                   14:41:52   BIC                             47.854
Sample:                                        0   HQIC                            44.449
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2665      1.186      0.225      0.822      -2.059       2.592
ma.L1         -0.5829      1.059     -0.551      0.582      -2.658       1.492
ar.S.L7        0.0023      0.004      0.594      0.553      -0.005       0.010
ma.S.L7       -1.0008    982.381     -0.001      0.999   -1926.433    1924.432
sigma2         0.5466    537.075      0.001      0.999   -1052.102    1053.195
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.73   Prob(JB):                         0.80
Heteroskedasticity (H):               0.78   Skew:                            -0.02
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.6507600910787, Current Price: 175.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.032
Date:                           Wed, 09 Oct 2024   AIC                             40.064
Time:                                   14:41:52   BIC                             42.888
Sample:                                        0   HQIC                            39.483
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3498      0.195     -1.790      0.073      -0.733       0.033
ma.L1          0.8943      0.315      2.835      0.005       0.276       1.513
ar.S.L7       -0.3494      0.163     -2.148      0.032      -0.668      -0.031
ma.S.L7       -0.4073      0.494     -0.825      0.409      -1.375       0.560
sigma2         0.5427      0.371      1.463      0.143      -0.184       1.270
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.37
Prob(Q):                              0.82   Prob(JB):                         0.83
Heteroskedasticity (H):               1.11   Skew:                            -0.03
Prob(H) (two-sided):                  0.92   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.9726808039515, Current Price: 175.3
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.422
Date:                           Wed, 09 Oct 2024   AIC                             44.845
Time:                                   14:41:52   BIC                             47.670
Sample:                                        0   HQIC                            44.264
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1090      0.674      0.162      0.872      -1.213       1.431
ma.L1         -0.5802      0.699     -0.830      0.406      -1.949       0.789
ar.S.L7       -0.1108      0.208     -0.532      0.595      -0.519       0.298
ma.S.L7       -1.0005   1302.784     -0.001      0.999   -2554.411    2552.410
sigma2         0.5124    667.767      0.001      0.999   -1308.287    1309.312
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 1.26
Prob(Q):                              0.55   Prob(JB):                         0.53
Heteroskedasticity (H):               1.56   Skew:                             0.74
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.30956639163225, Current Price: 175.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.565
Date:                           Wed, 09 Oct 2024   AIC                             39.130
Time:                                   14:41:52   BIC                             41.955
Sample:                                        0   HQIC                            38.549
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4022      0.123     -3.270      0.001      -0.643      -0.161
ma.L1          1.0000   6077.397      0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.4531      0.164     -2.769      0.006      -0.774      -0.132
ma.S.L7       -0.3804      0.770     -0.494      0.621      -1.890       1.129
sigma2         0.4744   2883.535      0.000      1.000   -5651.150    5652.098
===================================================================================
Ljung-Box (L1) (Q):                   2.36   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.12   Prob(JB):                         0.56
Heteroskedasticity (H):               1.87   Skew:                            -0.37
Prob(H) (two-sided):                  0.56   Kurtosis:                         1.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.8728437772953, Current Price: 175.81
SELL EXECUTED at 175.81
SELL ORDER COMPLETED at 175.83
OPERATION PROFIT, GROSS -0.789999999999992, NET -1.1424499999999922
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.234
Date:                           Wed, 09 Oct 2024   AIC                             42.469
Time:                                   14:41:52   BIC                             45.293
Sample:                                        0   HQIC                            41.888
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5550      0.178      3.112      0.002       0.205       0.905
ma.L1         -1.0000   2.39e+04  -4.18e-05      1.000   -4.69e+04    4.69e+04
ar.S.L7       -0.4498      0.175     -2.568      0.010      -0.793      -0.107
ma.S.L7        0.3220      0.800      0.402      0.687      -1.246       1.890
sigma2         0.5956   1.43e+04   4.18e-05      1.000   -2.79e+04    2.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 1.16
Prob(Q):                              0.41   Prob(JB):                         0.56
Heteroskedasticity (H):               0.36   Skew:                            -0.50
Prob(H) (two-sided):                  0.34   Kurtosis:                         1.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.34597831426066, Current Price: 176.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.611
Date:                           Wed, 09 Oct 2024   AIC                             39.222
Time:                                   14:41:52   BIC                             42.047
Sample:                                        0   HQIC                            38.641
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1557      0.516     -0.302      0.763      -1.167       0.856
ma.L1          1.0000   1.69e+05   5.91e-06      1.000   -3.32e+05    3.32e+05
ar.S.L7       -0.4881      0.087     -5.632      0.000      -0.658      -0.318
ma.S.L7        1.0002   3969.164      0.000      1.000   -7778.419    7780.419
sigma2         0.2835   4.82e+04   5.88e-06      1.000   -9.45e+04    9.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 2.71
Prob(Q):                              0.76   Prob(JB):                         0.26
Heteroskedasticity (H):               0.19   Skew:                            -1.11
Prob(H) (two-sided):                  0.13   Kurtosis:                         3.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.1103275910125, Current Price: 177.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.804
Date:                           Wed, 09 Oct 2024   AIC                             45.608
Time:                                   14:41:52   BIC                             48.432
Sample:                                        0   HQIC                            45.027
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2152      0.784     -0.274      0.784      -1.752       1.321
ma.L1          1.0000   2.98e+04   3.35e-05      1.000   -5.84e+04    5.84e+04
ar.S.L7       -0.5427      0.193     -2.805      0.005      -0.922      -0.163
ma.S.L7       -0.1730      0.424     -0.408      0.683      -1.004       0.658
sigma2         0.8078   2.41e+04   3.35e-05      1.000   -4.72e+04    4.72e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.88
Prob(Q):                              0.99   Prob(JB):                         0.64
Heteroskedasticity (H):               1.73   Skew:                            -0.47
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.33552691102614, Current Price: 177.85
BUY EXECUTED at 177.85
BUY ORDER COMPLETED at 177.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.743
Date:                           Wed, 09 Oct 2024   AIC                             47.487
Time:                                   14:41:52   BIC                             50.312
Sample:                                        0   HQIC                            46.906
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3569      0.956     -0.373      0.709      -2.231       1.517
ma.L1          1.0000   1.53e+04   6.55e-05      1.000   -2.99e+04    2.99e+04
ar.S.L7       -0.5659      0.269     -2.106      0.035      -1.092      -0.039
ma.S.L7       -0.0841      0.492     -0.171      0.864      -1.049       0.881
sigma2         0.9409   1.44e+04   6.55e-05      1.000   -2.81e+04    2.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 0.93
Prob(Q):                              0.56   Prob(JB):                         0.63
Heteroskedasticity (H):               1.98   Skew:                            -0.21
Prob(H) (two-sided):                  0.53   Kurtosis:                         1.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.05536229678935, Current Price: 177.62
SELL EXECUTED at 177.62
SELL ORDER COMPLETED at 177.65
OPERATION PROFIT, GROSS 0.06999999999999318, NET -0.28523000000000687
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.015
Date:                           Wed, 09 Oct 2024   AIC                             44.030
Time:                                   14:41:52   BIC                             46.854
Sample:                                        0   HQIC                            43.449
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1423      0.914     -0.156      0.876      -1.934       1.649
ma.L1          0.5103      0.607      0.841      0.400      -0.679       1.699
ar.S.L7       -0.1693      0.563     -0.301      0.764      -1.273       0.934
ma.S.L7       -0.1028      0.675     -0.152      0.879      -1.426       1.220
sigma2         0.7985      0.416      1.920      0.055      -0.017       1.614
===================================================================================
Ljung-Box (L1) (Q):                   0.63   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.43   Prob(JB):                         0.78
Heteroskedasticity (H):               2.51   Skew:                             0.45
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.61408582948508, Current Price: 178.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.426
Date:                           Wed, 09 Oct 2024   AIC                             44.851
Time:                                   14:41:52   BIC                             47.676
Sample:                                        0   HQIC                            44.271
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2075      1.109     -0.187      0.852      -2.382       1.967
ma.L1          0.5530      0.819      0.676      0.499      -1.051       2.157
ar.S.L7       -0.2327      0.399     -0.583      0.560      -1.015       0.550
ma.S.L7       -0.0441      0.608     -0.073      0.942      -1.236       1.148
sigma2         0.8532      0.476      1.792      0.073      -0.080       1.787
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.71   Prob(JB):                         0.90
Heteroskedasticity (H):               1.88   Skew:                             0.26
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.64
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.03778744754882, Current Price: 179.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.683
Date:                           Wed, 09 Oct 2024   AIC                             43.366
Time:                                   14:41:53   BIC                             46.191
Sample:                                        0   HQIC                            42.785
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0542      0.350      3.013      0.003       0.368       1.740
ma.L1         -0.7272      0.654     -1.113      0.266      -2.008       0.554
ar.S.L7       -0.1514      0.280     -0.541      0.589      -0.700       0.397
ma.S.L7        0.0530      0.507      0.104      0.917      -0.942       1.048
sigma2         0.7431      0.448      1.659      0.097      -0.135       1.621
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.85   Prob(JB):                         0.94
Heteroskedasticity (H):               0.43   Skew:                            -0.03
Prob(H) (two-sided):                  0.43   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.5545117874997, Current Price: 180.32
BUY EXECUTED at 180.32
BUY ORDER COMPLETED at 180.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.310
Date:                           Wed, 09 Oct 2024   AIC                             44.620
Time:                                   14:41:53   BIC                             47.444
Sample:                                        0   HQIC                            44.039
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4387      0.789      0.556      0.578      -1.108       1.985
ma.L1         -0.0542      0.931     -0.058      0.954      -1.879       1.771
ar.S.L7       -0.1225      0.299     -0.409      0.682      -0.709       0.464
ma.S.L7        0.0669      0.723      0.092      0.926      -1.351       1.484
sigma2         0.8388      0.633      1.324      0.185      -0.403       2.080
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.62   Prob(JB):                         0.81
Heteroskedasticity (H):               1.37   Skew:                             0.42
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.63516394298537, Current Price: 180.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.813
Date:                           Wed, 09 Oct 2024   AIC                             43.626
Time:                                   14:41:53   BIC                             46.451
Sample:                                        0   HQIC                            43.046
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5969      0.585      1.021      0.307      -0.549       1.743
ma.L1         -0.1461      0.694     -0.211      0.833      -1.506       1.214
ar.S.L7       -0.1793      0.286     -0.628      0.530      -0.739       0.380
ma.S.L7       -0.1465      0.518     -0.283      0.777      -1.161       0.868
sigma2         0.7697      0.529      1.454      0.146      -0.268       1.807
===================================================================================
Ljung-Box (L1) (Q):                   0.96   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.33   Prob(JB):                         0.80
Heteroskedasticity (H):               2.37   Skew:                             0.09
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.91019191584712, Current Price: 180.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.851
Date:                           Wed, 09 Oct 2024   AIC                             43.702
Time:                                   14:41:53   BIC                             46.527
Sample:                                        0   HQIC                            43.122
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4140      1.052      0.393      0.694      -1.648       2.476
ma.L1         -0.0340      1.161     -0.029      0.977      -2.309       2.241
ar.S.L7       -0.2143      0.331     -0.647      0.518      -0.863       0.435
ma.S.L7       -0.2369      0.630     -0.376      0.707      -1.471       0.997
sigma2         0.7671      0.380      2.021      0.043       0.023       1.511
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.45   Prob(JB):                         0.78
Heteroskedasticity (H):               3.34   Skew:                             0.34
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.71905011232394, Current Price: 178.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.270
Date:                           Wed, 09 Oct 2024   AIC                             44.540
Time:                                   14:41:53   BIC                             47.364
Sample:                                        0   HQIC                            43.959
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5272      0.751      0.702      0.483      -0.945       1.999
ma.L1         16.2951    201.510      0.081      0.936    -378.657     411.247
ar.S.L7       -0.2215      0.359     -0.617      0.537      -0.925       0.482
ma.S.L7       -0.1178      0.656     -0.179      0.858      -1.404       1.169
sigma2         0.0031      0.078      0.040      0.968      -0.150       0.156
===================================================================================
Ljung-Box (L1) (Q):                   0.53   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.47   Prob(JB):                         0.72
Heteroskedasticity (H):               2.79   Skew:                             0.36
Prob(H) (two-sided):                  0.34   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.4095608295102, Current Price: 177.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.952
Date:                           Wed, 09 Oct 2024   AIC                             43.904
Time:                                   14:41:53   BIC                             46.729
Sample:                                        0   HQIC                            43.323
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7171      0.520      1.380      0.168      -0.301       1.736
ma.L1         -0.2463      0.644     -0.382      0.702      -1.509       1.016
ar.S.L7       -0.1439      0.486     -0.296      0.767      -1.097       0.810
ma.S.L7       -0.2373      0.861     -0.276      0.783      -1.924       1.449
sigma2         0.7734      0.503      1.536      0.124      -0.213       1.760
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.87   Prob(JB):                         0.66
Heteroskedasticity (H):               0.54   Skew:                             0.48
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.6634768413796, Current Price: 178.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.395
Date:                           Wed, 09 Oct 2024   AIC                             42.791
Time:                                   14:41:53   BIC                             45.615
Sample:                                        0   HQIC                            42.210
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7287      0.256      2.848      0.004       0.227       1.230
ma.L1         -0.4351      0.502     -0.866      0.386      -1.420       0.549
ar.S.L7       -0.0755      0.602     -0.125      0.900      -1.255       1.104
ma.S.L7       -1.0008   1918.997     -0.001      1.000   -3762.166    3760.164
sigma2         0.4239    813.795      0.001      1.000   -1594.585    1595.433
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.94   Prob(JB):                         0.72
Heteroskedasticity (H):               0.54   Skew:                             0.54
Prob(H) (two-sided):                  0.56   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.45835606889344, Current Price: 178.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.022
Date:                           Wed, 09 Oct 2024   AIC                             42.044
Time:                                   14:41:53   BIC                             44.869
Sample:                                        0   HQIC                            41.464
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6514      0.382      1.707      0.088      -0.097       1.400
ma.L1         -0.4151      0.778     -0.534      0.594      -1.940       1.110
ar.S.L7       -0.2321      0.518     -0.448      0.654      -1.246       0.782
ma.S.L7       -1.0003   4921.557     -0.000      1.000   -9647.074    9645.074
sigma2         0.4010   1973.816      0.000      1.000   -3868.208    3869.010
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.98   Prob(JB):                         0.87
Heteroskedasticity (H):               0.70   Skew:                             0.33
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.35438838278725, Current Price: 178.41
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.137
Date:                           Wed, 09 Oct 2024   AIC                             42.273
Time:                                   14:41:53   BIC                             45.098
Sample:                                        0   HQIC                            41.693
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6728      0.486      1.385      0.166      -0.279       1.625
ma.L1         -0.3282      0.716     -0.458      0.647      -1.731       1.075
ar.S.L7       -0.0071      0.138     -0.051      0.959      -0.277       0.263
ma.S.L7       -1.0000   2.87e+04  -3.48e-05      1.000   -5.63e+04    5.63e+04
sigma2         0.4241   1.22e+04   3.48e-05      1.000   -2.39e+04    2.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.96   Prob(JB):                         0.60
Heteroskedasticity (H):               0.21   Skew:                             0.67
Prob(H) (two-sided):                  0.16   Kurtosis:                         2.77
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.3818331416919, Current Price: 177.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.366
Date:                           Wed, 09 Oct 2024   AIC                             36.733
Time:                                   14:41:53   BIC                             39.558
Sample:                                        0   HQIC                            36.152
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5513      1.070      0.515      0.606      -1.546       2.649
ma.L1         -0.2230      1.176     -0.190      0.850      -2.528       2.082
ar.S.L7       -0.0104      1.257     -0.008      0.993      -2.474       2.453
ma.S.L7       -1.0001   1.36e+04  -7.35e-05      1.000   -2.67e+04    2.67e+04
sigma2         0.2757   3753.357   7.35e-05      1.000   -7356.168    7356.720
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.88   Prob(JB):                         0.73
Heteroskedasticity (H):               0.72   Skew:                             0.49
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.61849420780865, Current Price: 177.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.832
Date:                           Wed, 09 Oct 2024   AIC                             39.663
Time:                                   14:41:53   BIC                             42.488
Sample:                                        0   HQIC                            39.082
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7216      0.356      2.026      0.043       0.024       1.420
ma.L1         -0.1867      0.506     -0.369      0.712      -1.179       0.805
ar.S.L7       -0.2902      0.346     -0.839      0.401      -0.968       0.387
ma.S.L7        0.0109      0.512      0.021      0.983      -0.993       1.015
sigma2         0.5733      0.436      1.314      0.189      -0.282       1.428
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.84   Prob(JB):                         0.60
Heteroskedasticity (H):               0.64   Skew:                             0.44
Prob(H) (two-sided):                  0.67   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.40032525271127, Current Price: 177.17
SELL EXECUTED at 177.17
SELL ORDER COMPLETED at 178.55
OPERATION PROFIT, GROSS -1.8199999999999932, NET -2.178919999999993
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -14.532
Date:                           Wed, 09 Oct 2024   AIC                             39.064
Time:                                   14:41:53   BIC                             41.889
Sample:                                        0   HQIC                            38.484
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0308      0.332      0.093      0.926      -0.620       0.681
ma.L1          1.0000   4729.848      0.000      1.000   -9269.332    9271.332
ar.S.L7       -0.5571      0.331     -1.681      0.093      -1.207       0.092
ma.S.L7       -2.3648      4.311     -0.549      0.583     -10.814       6.084
sigma2         0.0825    390.431      0.000      1.000    -765.148     765.313
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.88   Prob(JB):                         0.76
Heteroskedasticity (H):               0.83   Skew:                             0.09
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.4793801108212, Current Price: 178.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.554
Date:                           Wed, 09 Oct 2024   AIC                             37.108
Time:                                   14:41:53   BIC                             39.932
Sample:                                        0   HQIC                            36.527
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2466      0.315      0.783      0.434      -0.371       0.864
ma.L1          1.0000   1.34e+04   7.45e-05      1.000   -2.63e+04    2.63e+04
ar.S.L7       -0.5555      0.128     -4.323      0.000      -0.807      -0.304
ma.S.L7       -0.6881      1.856     -0.371      0.711      -4.326       2.950
sigma2         0.3446   4625.905   7.45e-05      1.000   -9066.263    9066.952
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.76   Prob(JB):                         0.75
Heteroskedasticity (H):               1.34   Skew:                            -0.09
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 179.38849647443627, Current Price: 179.39
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -11.715
Date:                           Wed, 09 Oct 2024   AIC                             33.431
Time:                                   14:41:53   BIC                             36.256
Sample:                                        0   HQIC                            32.850
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0039      0.431     -0.009      0.993      -0.848       0.840
ma.L1          1.0000   6658.029      0.000      1.000    -1.3e+04    1.31e+04
ar.S.L7       -0.5489      0.138     -3.965      0.000      -0.820      -0.278
ma.S.L7       -0.3560      0.879     -0.405      0.685      -2.078       1.366
sigma2         0.3054   2033.124      0.000      1.000   -3984.545    3985.156
===================================================================================
Ljung-Box (L1) (Q):                   0.47   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.49   Prob(JB):                         0.86
Heteroskedasticity (H):               1.60   Skew:                             0.03
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.25
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.48996937434765, Current Price: 179.22
BUY EXECUTED at 179.22
BUY ORDER COMPLETED at 179.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.194
Date:                           Wed, 09 Oct 2024   AIC                             36.387
Time:                                   14:41:53   BIC                             39.212
Sample:                                        0   HQIC                            35.807
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0470      0.630      0.075      0.941      -1.188       1.282
ma.L1          1.0000   4906.089      0.000      1.000   -9614.757    9616.757
ar.S.L7       -0.4978      0.217     -2.295      0.022      -0.923      -0.073
ma.S.L7       -0.3681      1.220     -0.302      0.763      -2.758       2.022
sigma2         0.3814   1871.068      0.000      1.000   -3666.845    3667.608
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.71   Prob(JB):                         0.82
Heteroskedasticity (H):               3.12   Skew:                            -0.22
Prob(H) (two-sided):                  0.30   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.48030503400682, Current Price: 179.35
SELL EXECUTED at 179.35
SELL ORDER COMPLETED at 177.86
OPERATION PROFIT, GROSS -1.4799999999999898, NET -1.8371999999999897
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.893
Date:                           Wed, 09 Oct 2024   AIC                             37.786
Time:                                   14:41:53   BIC                             40.611
Sample:                                        0   HQIC                            37.205
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0178      0.395     -0.045      0.964      -0.791       0.755
ma.L1          1.0000   3.09e+04   3.24e-05      1.000   -6.05e+04    6.05e+04
ar.S.L7       -0.3427      0.141     -2.432      0.015      -0.619      -0.067
ma.S.L7        0.1527      0.499      0.306      0.759      -0.825       1.130
sigma2         0.4273   1.32e+04   3.24e-05      1.000   -2.59e+04    2.59e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.91   Prob(JB):                         0.72
Heteroskedasticity (H):               1.05   Skew:                             0.11
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.90168538584274, Current Price: 178.05
BUY EXECUTED at 178.05
BUY ORDER COMPLETED at 178.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -13.870
Date:                           Wed, 09 Oct 2024   AIC                             37.740
Time:                                   14:41:53   BIC                             40.565
Sample:                                        0   HQIC                            37.160
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0503      0.453      0.111      0.912      -0.838       0.938
ma.L1          1.0000   1.26e+04   7.94e-05      1.000   -2.47e+04    2.47e+04
ar.S.L7       -0.2980      0.184     -1.623      0.105      -0.658       0.062
ma.S.L7        0.6543      1.483      0.441      0.659      -2.252       3.561
sigma2         0.3407   4290.793   7.94e-05      1.000   -8409.459    8410.141
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.79   Prob(JB):                         0.85
Heteroskedasticity (H):               0.24   Skew:                             0.34
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.17873406176287, Current Price: 178.62
SELL EXECUTED at 178.62
SELL ORDER COMPLETED at 178.41
OPERATION PROFIT, GROSS -0.2400000000000091, NET -0.5970600000000091
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.343
Date:                           Wed, 09 Oct 2024   AIC                             40.686
Time:                                   14:41:53   BIC                             43.511
Sample:                                        0   HQIC                            40.105
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0145      0.489      0.030      0.976      -0.944       0.973
ma.L1          1.0000   6055.445      0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.2261      0.186     -1.218      0.223      -0.590       0.138
ma.S.L7        1.0003   3528.802      0.000      1.000   -6915.325    6917.326
sigma2         0.3156   2936.028      0.000      1.000   -5754.193    5754.824
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.91   Prob(JB):                         0.89
Heteroskedasticity (H):               1.07   Skew:                             0.02
Prob(H) (two-sided):                  0.95   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.63634363806258, Current Price: 177.7
BUY EXECUTED at 177.7
BUY ORDER COMPLETED at 176.825
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -15.843
Date:                           Wed, 09 Oct 2024   AIC                             41.686
Time:                                   14:41:53   BIC                             44.511
Sample:                                        0   HQIC                            41.105
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2715      1.218     -0.223      0.824      -2.659       2.116
ma.L1          0.5359      1.117      0.480      0.631      -1.653       2.724
ar.S.L7       -0.3685      0.318     -1.157      0.247      -0.992       0.255
ma.S.L7       -0.2573      0.592     -0.435      0.664      -1.417       0.902
sigma2         0.6521      0.496      1.314      0.189      -0.320       1.625
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.98   Prob(JB):                         0.60
Heteroskedasticity (H):               0.96   Skew:                             0.43
Prob(H) (two-sided):                  0.97   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 177.4926519856334, Current Price: 176.28
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.857
Date:                           Wed, 09 Oct 2024   AIC                             43.714
Time:                                   14:41:53   BIC                             46.539
Sample:                                        0   HQIC                            43.134
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3664      0.703     -0.521      0.602      -1.744       1.011
ma.L1          0.6749      0.665      1.015      0.310      -0.628       1.978
ar.S.L7       -0.4396      0.379     -1.160      0.246      -1.182       0.303
ma.S.L7       -0.5325      1.219     -0.437      0.662      -2.922       1.857
sigma2         0.6876      0.519      1.325      0.185      -0.329       1.704
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.84   Prob(JB):                         0.63
Heteroskedasticity (H):               1.12   Skew:                             0.29
Prob(H) (two-sided):                  0.91   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 176.4729645192254, Current Price: 174.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.048
Date:                           Wed, 09 Oct 2024   AIC                             48.096
Time:                                   14:41:53   BIC                             50.920
Sample:                                        0   HQIC                            47.515
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3376      0.504      0.670      0.503      -0.649       1.325
ma.L1          0.3348      0.500      0.669      0.503      -0.645       1.315
ar.S.L7       -0.3590      0.978     -0.367      0.714      -2.276       1.558
ma.S.L7       -0.1697      1.171     -0.145      0.885      -2.465       2.125
sigma2         1.0842      0.783      1.384      0.166      -0.451       2.620
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.85   Prob(JB):                         0.66
Heteroskedasticity (H):               1.75   Skew:                             0.25
Prob(H) (two-sided):                  0.60   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.6158580847926, Current Price: 173.23
SELL EXECUTED at 173.23
SELL ORDER COMPLETED at 173.92
OPERATION PROFIT, GROSS -2.905000000000001, NET -3.255745000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.599
Date:                           Wed, 09 Oct 2024   AIC                             47.198
Time:                                   14:41:53   BIC                             50.023
Sample:                                        0   HQIC                            46.617
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5473      0.574      0.953      0.341      -0.579       1.673
ma.L1          0.1611      0.687      0.235      0.815      -1.185       1.507
ar.S.L7       -0.3035      0.651     -0.466      0.641      -1.580       0.973
ma.S.L7       -1.0019    904.939     -0.001      0.999   -1774.649    1772.645
sigma2         0.5912    535.515      0.001      0.999   -1048.998    1050.181
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.89   Prob(JB):                         0.79
Heteroskedasticity (H):               1.43   Skew:                             0.11
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.79843867487713, Current Price: 171.45
BUY EXECUTED at 171.45
BUY ORDER COMPLETED at 170.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.375
Date:                           Wed, 09 Oct 2024   AIC                             48.751
Time:                                   14:41:53   BIC                             51.576
Sample:                                        0   HQIC                            48.170
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6246      0.437      1.430      0.153      -0.232       1.481
ma.L1          0.0271      0.469      0.058      0.954      -0.893       0.947
ar.S.L7       -0.3443      0.680     -0.507      0.612      -1.676       0.988
ma.S.L7       -1.0003   5552.967     -0.000      1.000   -1.09e+04    1.09e+04
sigma2         0.6739   3742.543      0.000      1.000   -7334.576    7335.923
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.91   Prob(JB):                         0.76
Heteroskedasticity (H):               1.94   Skew:                             0.14
Prob(H) (two-sided):                  0.54   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.5539097064378, Current Price: 169.65
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.924
Date:                           Wed, 09 Oct 2024   AIC                             47.849
Time:                                   14:41:53   BIC                             50.673
Sample:                                        0   HQIC                            47.268
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5430      0.386      1.407      0.159      -0.213       1.299
ma.L1          0.0826      0.508      0.163      0.871      -0.914       1.079
ar.S.L7       -0.4827      0.569     -0.848      0.396      -1.598       0.633
ma.S.L7       -1.0002   5990.507     -0.000      1.000   -1.17e+04    1.17e+04
sigma2         0.6273   3758.376      0.000      1.000   -7365.654    7366.908
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.87   Prob(JB):                         0.79
Heteroskedasticity (H):               1.34   Skew:                            -0.21
Prob(H) (two-sided):                  0.78   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.9304476352696, Current Price: 169.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.888
Date:                           Wed, 09 Oct 2024   AIC                             45.776
Time:                                   14:41:54   BIC                             48.600
Sample:                                        0   HQIC                            45.195
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4322      0.292      1.479      0.139      -0.141       1.005
ma.L1          0.1820      0.368      0.494      0.621      -0.539       0.903
ar.S.L7       -0.3597      0.579     -0.621      0.535      -1.495       0.776
ma.S.L7       -1.0001   1.44e+04  -6.94e-05      1.000   -2.83e+04    2.83e+04
sigma2         0.5522   7963.695   6.93e-05      1.000   -1.56e+04    1.56e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.75   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.39   Prob(JB):                         0.70
Heteroskedasticity (H):               1.55   Skew:                            -0.42
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 168.30974588565263, Current Price: 169.14
SELL EXECUTED at 169.14
SELL ORDER COMPLETED at 168.74
OPERATION PROFIT, GROSS -1.4899999999999807, NET -1.8289699999999807
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.716
Date:                           Wed, 09 Oct 2024   AIC                             45.432
Time:                                   14:41:54   BIC                             48.257
Sample:                                        0   HQIC                            44.851
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4593      0.394      1.167      0.243      -0.312       1.231
ma.L1          0.1169      0.607      0.193      0.847      -1.072       1.306
ar.S.L7       -0.4818      0.451     -1.069      0.285      -1.365       0.401
ma.S.L7       -1.0004   2581.916     -0.000      1.000   -5061.463    5059.462
sigma2         0.5302   1369.170      0.000      1.000   -2682.994    2684.054
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.59   Prob(JB):                         0.74
Heteroskedasticity (H):               1.51   Skew:                            -0.44
Prob(H) (two-sided):                  0.70   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.78262684044165, Current Price: 168.83
BUY EXECUTED at 168.83
BUY ORDER COMPLETED at 169.17
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.122
Date:                           Wed, 09 Oct 2024   AIC                             46.244
Time:                                   14:41:54   BIC                             49.069
Sample:                                        0   HQIC                            45.664
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3804      0.537      0.708      0.479      -0.673       1.433
ma.L1          0.1110      0.574      0.193      0.847      -1.014       1.236
ar.S.L7       -0.3291      0.574     -0.573      0.567      -1.455       0.796
ma.S.L7       -1.0001   1.27e+04   -7.9e-05      1.000   -2.48e+04    2.48e+04
sigma2         0.5756   7290.669    7.9e-05      1.000   -1.43e+04    1.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.66   Prob(JB):                         0.85
Heteroskedasticity (H):               0.38   Skew:                            -0.31
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.18666365659797, Current Price: 169.7
SELL EXECUTED at 169.7
SELL ORDER COMPLETED at 171.18
OPERATION PROFIT, GROSS 2.0100000000000193, NET 1.6696500000000194
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -16.858
Date:                           Wed, 09 Oct 2024   AIC                             43.715
Time:                                   14:41:54   BIC                             46.540
Sample:                                        0   HQIC                            43.135
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8095      0.231      3.502      0.000       0.356       1.263
ma.L1         -0.3654      0.583     -0.626      0.531      -1.509       0.778
ar.S.L7       -0.6082      0.421     -1.444      0.149      -1.434       0.217
ma.S.L7       -0.9619     27.301     -0.035      0.972     -54.470      52.547
sigma2         0.4746     12.799      0.037      0.970     -24.610      25.559
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.80   Prob(JB):                         0.63
Heteroskedasticity (H):               2.28   Skew:                            -0.28
Prob(H) (two-sided):                  0.45   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 169.70157850418062, Current Price: 172.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.610
Date:                           Wed, 09 Oct 2024   AIC                             53.219
Time:                                   14:41:54   BIC                             56.044
Sample:                                        0   HQIC                            52.638
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7790      0.619      1.258      0.208      -0.435       1.993
ma.L1         -0.0605      0.712     -0.085      0.932      -1.456       1.335
ar.S.L7       -0.5438      0.803     -0.677      0.498      -2.117       1.029
ma.S.L7       -0.0073      0.925     -0.008      0.994      -1.820       1.805
sigma2         1.6268      1.305      1.247      0.213      -0.931       4.184
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.98   Prob(JB):                         0.76
Heteroskedasticity (H):               2.47   Skew:                             0.25
Prob(H) (two-sided):                  0.40   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 174.73702262614813, Current Price: 172.53
BUY EXECUTED at 172.53
BUY ORDER COMPLETED at 173.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.242
Date:                           Wed, 09 Oct 2024   AIC                             54.484
Time:                                   14:41:54   BIC                             57.309
Sample:                                        0   HQIC                            53.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3562      0.930      0.383      0.702      -1.467       2.179
ma.L1          0.0859      0.987      0.087      0.931      -1.849       2.021
ar.S.L7       -0.7504      0.835     -0.898      0.369      -2.388       0.887
ma.S.L7        0.1959      1.090      0.180      0.857      -1.941       2.332
sigma2         1.7661      1.111      1.589      0.112      -0.412       3.944
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.13
Prob(Q):                              0.92   Prob(JB):                         0.57
Heteroskedasticity (H):               2.09   Skew:                             0.71
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 171.0472995509383, Current Price: 173.79
SELL EXECUTED at 173.79
SELL ORDER COMPLETED at 174.06
OPERATION PROFIT, GROSS 0.46000000000000796, NET 0.11234000000000799
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.914
Date:                           Wed, 09 Oct 2024   AIC                             55.829
Time:                                   14:41:54   BIC                             58.653
Sample:                                        0   HQIC                            55.248
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8993      0.346      2.599      0.009       0.221       1.577
ma.L1         -0.3158      0.478     -0.661      0.509      -1.252       0.621
ar.S.L7       -0.5442      0.675     -0.807      0.420      -1.867       0.778
ma.S.L7        0.3312      1.072      0.309      0.757      -1.769       2.431
sigma2         1.8830      1.473      1.278      0.201      -1.005       4.771
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.72
Prob(Q):                              0.75   Prob(JB):                         0.70
Heteroskedasticity (H):               2.44   Skew:                             0.04
Prob(H) (two-sided):                  0.41   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.81083004887924, Current Price: 173.26
BUY EXECUTED at 173.26
BUY ORDER COMPLETED at 176.8921
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.118
Date:                           Wed, 09 Oct 2024   AIC                             58.235
Time:                                   14:41:54   BIC                             61.060
Sample:                                        0   HQIC                            57.655
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6928      0.467      1.483      0.138      -0.223       1.608
ma.L1         -0.2720      0.661     -0.411      0.681      -1.568       1.024
ar.S.L7       -0.4701      0.929     -0.506      0.613      -2.292       1.351
ma.S.L7        0.0280      1.113      0.025      0.980      -2.153       2.209
sigma2         2.3912      1.907      1.254      0.210      -1.347       6.129
===================================================================================
Ljung-Box (L1) (Q):                   0.27   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.60   Prob(JB):                         0.71
Heteroskedasticity (H):               1.98   Skew:                             0.31
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 172.990463383832, Current Price: 178.83
SELL EXECUTED at 178.83
SELL ORDER COMPLETED at 177.84
OPERATION PROFIT, GROSS 0.9479000000000042, NET 0.5931679000000042
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.786
Date:                           Wed, 09 Oct 2024   AIC                             63.571
Time:                                   14:41:54   BIC                             66.396
Sample:                                        0   HQIC                            62.991
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9301      0.219      4.240      0.000       0.500       1.360
ma.L1         -0.3638      0.515     -0.707      0.480      -1.373       0.645
ar.S.L7        0.2174      0.653      0.333      0.739      -1.063       1.498
ma.S.L7        0.4418      1.799      0.246      0.806      -3.084       3.967
sigma2         3.2629      2.707      1.205      0.228      -2.043       8.569
===================================================================================
Ljung-Box (L1) (Q):                   1.03   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.31   Prob(JB):                         0.79
Heteroskedasticity (H):               3.19   Skew:                             0.03
Prob(H) (two-sided):                  0.29   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.02151617558982, Current Price: 177.96
BUY EXECUTED at 177.96
BUY ORDER COMPLETED at 178.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.687
Date:                           Wed, 09 Oct 2024   AIC                             65.375
Time:                                   14:41:54   BIC                             68.200
Sample:                                        0   HQIC                            64.794
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8234      0.431      1.909      0.056      -0.022       1.669
ma.L1         -0.5628      0.644     -0.873      0.382      -1.826       0.700
ar.S.L7       -0.2186      0.539     -0.405      0.685      -1.276       0.838
ma.S.L7        1.0000   2.69e+05   3.72e-06      1.000   -5.26e+05    5.26e+05
sigma2         2.4098   6.47e+05   3.72e-06      1.000   -1.27e+06    1.27e+06
===================================================================================
Ljung-Box (L1) (Q):                   4.62   Jarque-Bera (JB):                 0.14
Prob(Q):                              0.03   Prob(JB):                         0.93
Heteroskedasticity (H):              17.62   Skew:                             0.21
Prob(H) (two-sided):                  0.02   Kurtosis:                         2.73
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.77094443579662, Current Price: 178.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.581
Date:                           Wed, 09 Oct 2024   AIC                             65.162
Time:                                   14:41:54   BIC                             67.987
Sample:                                        0   HQIC                            64.581
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7566      0.589      1.285      0.199      -0.398       1.911
ma.L1         -0.5428      0.828     -0.656      0.512      -2.165       1.080
ar.S.L7       -0.4047      0.642     -0.630      0.529      -1.664       0.854
ma.S.L7        0.6115      2.738      0.223      0.823      -4.755       5.978
sigma2         3.3257      7.177      0.463      0.643     -10.742      17.393
===================================================================================
Ljung-Box (L1) (Q):                   3.21   Jarque-Bera (JB):                 1.79
Prob(Q):                              0.07   Prob(JB):                         0.41
Heteroskedasticity (H):              21.13   Skew:                             0.89
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.79463530809338, Current Price: 180.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.627
Date:                           Wed, 09 Oct 2024   AIC                             65.255
Time:                                   14:41:54   BIC                             68.080
Sample:                                        0   HQIC                            64.674
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7303      0.652      1.120      0.263      -0.548       2.008
ma.L1         -0.5226      0.830     -0.630      0.529      -2.149       1.103
ar.S.L7       -0.4337      0.742     -0.584      0.559      -1.888       1.021
ma.S.L7        0.4112      3.095      0.133      0.894      -5.655       6.477
sigma2         3.7519      7.170      0.523      0.601     -10.301      17.804
===================================================================================
Ljung-Box (L1) (Q):                   3.23   Jarque-Bera (JB):                 2.68
Prob(Q):                              0.07   Prob(JB):                         0.26
Heteroskedasticity (H):              40.31   Skew:                             1.07
Prob(H) (two-sided):                  0.00   Kurtosis:                         3.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 180.45140546376265, Current Price: 183.09
SELL EXECUTED at 183.09
SELL ORDER COMPLETED at 183.43
OPERATION PROFIT, GROSS 5.060000000000002, NET 4.698200000000003
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.507
Date:                           Wed, 09 Oct 2024   AIC                             67.013
Time:                                   14:41:54   BIC                             69.838
Sample:                                        0   HQIC                            66.433
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8299      0.535      1.550      0.121      -0.219       1.879
ma.L1         -0.5907      0.619     -0.954      0.340      -1.804       0.623
ar.S.L7       -0.4069      0.889     -0.458      0.647      -2.148       1.335
ma.S.L7        0.2545      4.126      0.062      0.951      -7.833       8.342
sigma2         4.5163      8.772      0.515      0.607     -12.677      21.709
===================================================================================
Ljung-Box (L1) (Q):                   3.52   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.06   Prob(JB):                         0.72
Heteroskedasticity (H):               2.18   Skew:                             0.51
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.75917816854184, Current Price: 183.59
BUY EXECUTED at 183.59
BUY ORDER COMPLETED at 183.5099
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.075
Date:                           Wed, 09 Oct 2024   AIC                             66.151
Time:                                   14:41:54   BIC                             68.975
Sample:                                        0   HQIC                            65.570
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0279      0.338      3.038      0.002       0.365       1.691
ma.L1         -1.0000   6985.265     -0.000      1.000   -1.37e+04    1.37e+04
ar.S.L7       -0.4033      0.920     -0.438      0.661      -2.207       1.400
ma.S.L7       -0.1139      1.212     -0.094      0.925      -2.489       2.261
sigma2         3.7111   2.59e+04      0.000      1.000   -5.08e+04    5.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   3.64   Jarque-Bera (JB):                 0.79
Prob(Q):                              0.06   Prob(JB):                         0.67
Heteroskedasticity (H):               0.28   Skew:                             0.58
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.92319076597937, Current Price: 182.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.757
Date:                           Wed, 09 Oct 2024   AIC                             65.514
Time:                                   14:41:54   BIC                             68.338
Sample:                                        0   HQIC                            64.933
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9742      0.318      3.067      0.002       0.352       1.597
ma.L1         -1.0000   2.35e+04  -4.25e-05      1.000   -4.61e+04    4.61e+04
ar.S.L7       -0.3283      0.797     -0.412      0.680      -1.890       1.233
ma.S.L7        0.0513      1.024      0.050      0.960      -1.955       2.058
sigma2         3.5977   8.47e+04   4.25e-05      1.000   -1.66e+05    1.66e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.05   Jarque-Bera (JB):                 1.52
Prob(Q):                              0.15   Prob(JB):                         0.47
Heteroskedasticity (H):               0.49   Skew:                             0.81
Prob(H) (two-sided):                  0.51   Kurtosis:                         2.61
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.96395986444995, Current Price: 182.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.517
Date:                           Wed, 09 Oct 2024   AIC                             65.033
Time:                                   14:41:54   BIC                             67.858
Sample:                                        0   HQIC                            64.453
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8727      0.377      2.313      0.021       0.133       1.612
ma.L1         -1.0000    2.5e+04     -4e-05      1.000    -4.9e+04     4.9e+04
ar.S.L7       -0.2722      0.574     -0.474      0.635      -1.397       0.853
ma.S.L7       -1.0001   1.04e+04  -9.66e-05      1.000   -2.03e+04    2.03e+04
sigma2         1.9539    5.6e+04   3.49e-05      1.000    -1.1e+05     1.1e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.38   Prob(JB):                         0.80
Heteroskedasticity (H):               0.97   Skew:                             0.19
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.98927126639416, Current Price: 183.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.280
Date:                           Wed, 09 Oct 2024   AIC                             64.561
Time:                                   14:41:54   BIC                             67.385
Sample:                                        0   HQIC                            63.980
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8544      0.369      2.317      0.020       0.132       1.577
ma.L1         -1.0000   3.08e+04  -3.24e-05      1.000   -6.04e+04    6.04e+04
ar.S.L7       -0.2338      0.572     -0.409      0.683      -1.354       0.887
ma.S.L7       -1.0001   1.34e+04  -7.46e-05      1.000   -2.63e+04    2.63e+04
sigma2         1.8851   7.05e+04   2.67e-05      1.000   -1.38e+05    1.38e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.26   Prob(JB):                         0.72
Heteroskedasticity (H):               0.78   Skew:                             0.52
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.76604189073237, Current Price: 184.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.596
Date:                           Wed, 09 Oct 2024   AIC                             61.192
Time:                                   14:41:54   BIC                             64.017
Sample:                                        0   HQIC                            60.612
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7945      0.271      2.934      0.003       0.264       1.325
ma.L1         -1.0000   1.91e+04  -5.25e-05      1.000   -3.74e+04    3.74e+04
ar.S.L7       -0.3060      0.591     -0.518      0.605      -1.464       0.853
ma.S.L7       -1.0001   1.08e+04  -9.26e-05      1.000   -2.12e+04    2.12e+04
sigma2         1.4547    2.5e+04   5.81e-05      1.000    -4.9e+04     4.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.33   Jarque-Bera (JB):                 3.00
Prob(Q):                              0.25   Prob(JB):                         0.22
Heteroskedasticity (H):               0.27   Skew:                             1.13
Prob(H) (two-sided):                  0.23   Kurtosis:                         3.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.52215533734508, Current Price: 186.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.539
Date:                           Wed, 09 Oct 2024   AIC                             59.079
Time:                                   14:41:54   BIC                             61.903
Sample:                                        0   HQIC                            58.498
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7490      0.289      2.592      0.010       0.183       1.315
ma.L1         -1.0000   1.77e+04  -5.66e-05      1.000   -3.46e+04    3.46e+04
ar.S.L7       -0.3503      0.516     -0.679      0.497      -1.362       0.661
ma.S.L7       -1.0000   3.74e+04  -2.67e-05      1.000   -7.33e+04    7.33e+04
sigma2         1.2358   4.63e+04   2.67e-05      1.000   -9.07e+04    9.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.44   Jarque-Bera (JB):                 4.32
Prob(Q):                              0.23   Prob(JB):                         0.12
Heteroskedasticity (H):               0.15   Skew:                             1.24
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.57570777762794, Current Price: 185.1
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.905
Date:                           Wed, 09 Oct 2024   AIC                             59.810
Time:                                   14:41:54   BIC                             62.635
Sample:                                        0   HQIC                            59.230
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7354      0.540      1.361      0.173      -0.323       1.794
ma.L1         -1.0000   8518.592     -0.000      1.000   -1.67e+04    1.67e+04
ar.S.L7       -0.3823      0.671     -0.570      0.569      -1.697       0.933
ma.S.L7       -1.0001   2.09e+04  -4.79e-05      1.000   -4.09e+04    4.09e+04
sigma2         1.3077   2.46e+04   5.31e-05      1.000   -4.83e+04    4.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 6.15
Prob(Q):                              0.53   Prob(JB):                         0.05
Heteroskedasticity (H):               0.15   Skew:                             1.44
Prob(H) (two-sided):                  0.09   Kurtosis:                         4.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.80341647717998, Current Price: 184.09
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.177
Date:                           Wed, 09 Oct 2024   AIC                             60.354
Time:                                   14:41:54   BIC                             63.178
Sample:                                        0   HQIC                            59.773
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7240      0.423      1.712      0.087      -0.105       1.553
ma.L1         -0.9393      1.962     -0.479      0.632      -4.785       2.906
ar.S.L7       -0.4465      0.798     -0.559      0.576      -2.011       1.119
ma.S.L7       -1.0000   2.84e+04  -3.52e-05      1.000   -5.57e+04    5.57e+04
sigma2         1.4404   4.09e+04   3.52e-05      1.000   -8.02e+04    8.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 3.01
Prob(Q):                              0.82   Prob(JB):                         0.22
Heteroskedasticity (H):               0.30   Skew:                             1.13
Prob(H) (two-sided):                  0.28   Kurtosis:                         3.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.91583252796744, Current Price: 183.51
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.141
Date:                           Wed, 09 Oct 2024   AIC                             48.282
Time:                                   14:41:54   BIC                             51.107
Sample:                                        0   HQIC                            47.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3546      1.484      0.239      0.811      -2.554       3.263
ma.L1         -0.2323      1.538     -0.151      0.880      -3.247       2.782
ar.S.L7       -0.4056      0.286     -1.417      0.157      -0.967       0.156
ma.S.L7       -1.0000   1.72e+04  -5.82e-05      1.000   -3.37e+04    3.37e+04
sigma2         0.6707   1.15e+04   5.82e-05      1.000   -2.26e+04    2.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 2.22
Prob(Q):                              0.35   Prob(JB):                         0.33
Heteroskedasticity (H):               0.33   Skew:                             0.95
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.91752069063676, Current Price: 184.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.515
Date:                           Wed, 09 Oct 2024   AIC                             51.030
Time:                                   14:41:54   BIC                             53.855
Sample:                                        0   HQIC                            50.450
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3248      1.854      0.175      0.861      -3.309       3.959
ma.L1         -0.1684      2.040     -0.083      0.934      -4.167       3.830
ar.S.L7       -0.3711      0.257     -1.445      0.149      -0.875       0.132
ma.S.L7       -1.0000   1.88e+04  -5.31e-05      1.000   -3.69e+04    3.69e+04
sigma2         0.8303   1.56e+04   5.31e-05      1.000   -3.06e+04    3.06e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.87   Prob(JB):                         0.84
Heteroskedasticity (H):               0.89   Skew:                             0.40
Prob(H) (two-sided):                  0.92   Kurtosis:                         3.15
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.08993492902496, Current Price: 184.79
SELL EXECUTED at 184.79
SELL ORDER COMPLETED at 184.14
OPERATION PROFIT, GROSS 0.6300999999999988, NET 0.2624500999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.664
Date:                           Wed, 09 Oct 2024   AIC                             59.329
Time:                                   14:41:54   BIC                             62.153
Sample:                                        0   HQIC                            58.748
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4531      2.189      0.207      0.836      -3.836       4.743
ma.L1         -0.1386      2.280     -0.061      0.952      -4.608       4.331
ar.S.L7       -0.5386      0.397     -1.357      0.175      -1.317       0.239
ma.S.L7        0.1781      0.556      0.320      0.749      -0.912       1.269
sigma2         2.5701      2.988      0.860      0.390      -3.286       8.427
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.71   Prob(JB):                         0.69
Heteroskedasticity (H):               0.74   Skew:                             0.27
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.09438803072888, Current Price: 183.35
BUY EXECUTED at 183.35
BUY ORDER COMPLETED at 182.25
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.347
Date:                           Wed, 09 Oct 2024   AIC                             60.695
Time:                                   14:41:54   BIC                             63.520
Sample:                                        0   HQIC                            60.114
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3319      2.582      0.129      0.898      -4.729       5.393
ma.L1         -0.1417      2.698     -0.053      0.958      -5.430       5.146
ar.S.L7       -0.6331      0.331     -1.913      0.056      -1.282       0.015
ma.S.L7        0.0937      0.792      0.118      0.906      -1.459       1.647
sigma2         3.6633      3.828      0.957      0.339      -3.840      11.166
===================================================================================
Ljung-Box (L1) (Q):                   0.84   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.36   Prob(JB):                         0.63
Heteroskedasticity (H):               0.88   Skew:                             0.55
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.36476828742417, Current Price: 182.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.773
Date:                           Wed, 09 Oct 2024   AIC                             59.546
Time:                                   14:41:54   BIC                             62.371
Sample:                                        0   HQIC                            58.966
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6838      0.446     -1.533      0.125      -1.558       0.190
ma.L1          1.0000   1.57e+04   6.38e-05      1.000   -3.07e+04    3.07e+04
ar.S.L7       -0.4796      0.212     -2.266      0.023      -0.895      -0.065
ma.S.L7        0.0461      0.496      0.093      0.926      -0.925       1.018
sigma2         2.2566   3.54e+04   6.38e-05      1.000   -6.93e+04    6.93e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.68   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.19   Prob(JB):                         0.64
Heteroskedasticity (H):               1.39   Skew:                             0.24
Prob(H) (two-sided):                  0.76   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.0244789514942, Current Price: 180.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.230
Date:                           Wed, 09 Oct 2024   AIC                             58.461
Time:                                   14:41:55   BIC                             61.285
Sample:                                        0   HQIC                            57.880
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5394      0.283     -1.909      0.056      -1.093       0.015
ma.L1          1.0000    2.9e+04   3.44e-05      1.000   -5.69e+04    5.69e+04
ar.S.L7       -0.4261      0.254     -1.675      0.094      -0.924       0.072
ma.S.L7        0.5717      0.902      0.634      0.526      -1.196       2.339
sigma2         1.6994   4.93e+04   3.44e-05      1.000   -9.67e+04    9.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.07   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.30   Prob(JB):                         0.73
Heteroskedasticity (H):               0.99   Skew:                             0.32
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.13
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 178.87352108460985, Current Price: 181.49
SELL EXECUTED at 181.49
SELL ORDER COMPLETED at 180.51
OPERATION PROFIT, GROSS -1.740000000000009, NET -2.102760000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.024
Date:                           Wed, 09 Oct 2024   AIC                             60.047
Time:                                   14:41:55   BIC                             62.872
Sample:                                        0   HQIC                            59.467
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0184      2.335      0.008      0.994      -4.557       4.594
ma.L1          4.0447     37.869      0.107      0.915     -70.176      78.266
ar.S.L7       -0.4883      0.189     -2.581      0.010      -0.859      -0.118
ma.S.L7        0.4678      0.765      0.612      0.541      -1.031       1.967
sigma2         0.1525      2.792      0.055      0.956      -5.320       5.625
===================================================================================
Ljung-Box (L1) (Q):                   0.78   Jarque-Bera (JB):                 1.15
Prob(Q):                              0.38   Prob(JB):                         0.56
Heteroskedasticity (H):               1.29   Skew:                             0.65
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.33
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.48776928920267, Current Price: 179.51
BUY EXECUTED at 179.51
BUY ORDER COMPLETED at 179.4
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.311
Date:                           Wed, 09 Oct 2024   AIC                             58.622
Time:                                   14:41:55   BIC                             61.447
Sample:                                        0   HQIC                            58.041
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1080      0.242      0.447      0.655      -0.366       0.582
ma.L1        -30.8271      0.854    -36.077      0.000     -32.502     -29.152
ar.S.L7       -0.1568      0.461     -0.340      0.734      -1.060       0.746
ma.S.L7      -11.7957     93.505     -0.126      0.900    -195.062     171.470
sigma2      1.855e-05      0.000      0.062      0.950      -0.001       0.001
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.82   Prob(JB):                         0.83
Heteroskedasticity (H):               1.21   Skew:                             0.23
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 3.07e+19. Standard errors may be unstable.
Predicted Price: 179.97379421415394, Current Price: 180.51
SELL EXECUTED at 180.51
SELL ORDER COMPLETED at 181.7
OPERATION PROFIT, GROSS 2.299999999999983, NET 1.938899999999983
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.746
Date:                           Wed, 09 Oct 2024   AIC                             55.492
Time:                                   14:41:55   BIC                             58.317
Sample:                                        0   HQIC                            54.912
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3996      0.946      0.422      0.673      -1.455       2.255
ma.L1         -6.9281     44.200     -0.157      0.875     -93.558      79.702
ar.S.L7       -0.3013      0.343     -0.878      0.380      -0.974       0.371
ma.S.L7        0.2601      1.021      0.255      0.799      -1.740       2.260
sigma2         0.0393      0.510      0.077      0.939      -0.961       1.040
===================================================================================
Ljung-Box (L1) (Q):                   0.24   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.62   Prob(JB):                         0.84
Heteroskedasticity (H):               1.33   Skew:                             0.26
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.32730617224126, Current Price: 182.12
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.994
Date:                           Wed, 09 Oct 2024   AIC                             55.988
Time:                                   14:41:55   BIC                             58.813
Sample:                                        0   HQIC                            55.408
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4183      0.854      0.490      0.624      -1.255       2.092
ma.L1        -13.8211    143.847     -0.096      0.923    -295.755     268.113
ar.S.L7       -0.2116      0.327     -0.647      0.518      -0.853       0.429
ma.S.L7        0.0658      1.106      0.059      0.953      -2.103       2.234
sigma2         0.0104      0.216      0.048      0.962      -0.414       0.435
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.51
Prob(Q):                              0.73   Prob(JB):                         0.77
Heteroskedasticity (H):               1.21   Skew:                             0.01
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.25866274916436, Current Price: 181.64
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.012
Date:                           Wed, 09 Oct 2024   AIC                             56.024
Time:                                   14:41:55   BIC                             58.849
Sample:                                        0   HQIC                            55.443
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4546      0.823      0.552      0.581      -1.159       2.068
ma.L1         -8.2181     50.624     -0.162      0.871    -107.439      91.002
ar.S.L7       -0.2181      0.316     -0.690      0.490      -0.838       0.401
ma.S.L7       15.1168    313.875      0.048      0.962    -600.067     630.301
sigma2         0.0001      0.006      0.023      0.982      -0.011       0.011
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.83   Prob(JB):                         0.73
Heteroskedasticity (H):               0.66   Skew:                            -0.13
Prob(H) (two-sided):                  0.69   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 181.58728499586874, Current Price: 183.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.766
Date:                           Wed, 09 Oct 2024   AIC                             51.532
Time:                                   14:41:55   BIC                             54.357
Sample:                                        0   HQIC                            50.952
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5876      0.377     -1.558      0.119      -1.327       0.151
ma.L1          1.0000    895.688      0.001      0.999   -1754.516    1756.516
ar.S.L7       -0.0013      0.002     -0.580      0.562      -0.006       0.003
ma.S.L7       -0.4121      0.352     -1.172      0.241      -1.101       0.277
sigma2         1.3131   1176.712      0.001      0.999   -2305.000    2307.626
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.87   Prob(JB):                         0.65
Heteroskedasticity (H):               1.72   Skew:                            -0.59
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.75640842513346, Current Price: 183.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.727
Date:                           Wed, 09 Oct 2024   AIC                             51.454
Time:                                   14:41:55   BIC                             54.279
Sample:                                        0   HQIC                            50.873
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5783      0.589     -0.982      0.326      -1.732       0.576
ma.L1          0.7540      0.568      1.328      0.184      -0.359       1.867
ar.S.L7       -0.0900      0.560     -0.161      0.872      -1.187       1.007
ma.S.L7       -1.0001   1.08e+04  -9.22e-05      1.000   -2.13e+04    2.13e+04
sigma2         0.8136   8826.810   9.22e-05      1.000   -1.73e+04    1.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.98   Jarque-Bera (JB):                 1.67
Prob(Q):                              0.32   Prob(JB):                         0.43
Heteroskedasticity (H):               0.56   Skew:                            -0.69
Prob(H) (two-sided):                  0.59   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.89871510432093, Current Price: 183.37
BUY EXECUTED at 183.37
BUY ORDER COMPLETED at 185.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.483
Date:                           Wed, 09 Oct 2024   AIC                             48.967
Time:                                   14:41:55   BIC                             51.792
Sample:                                        0   HQIC                            48.386
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2418      1.434     -0.169      0.866      -3.052       2.569
ma.L1          0.5940      1.110      0.535      0.593      -1.581       2.769
ar.S.L7       -0.1160      0.292     -0.397      0.691      -0.689       0.457
ma.S.L7       -1.0001   1.29e+04  -7.73e-05      1.000   -2.53e+04    2.53e+04
sigma2         0.7074   9147.401   7.73e-05      1.000   -1.79e+04    1.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.91   Prob(JB):                         0.59
Heteroskedasticity (H):               0.29   Skew:                            -0.39
Prob(H) (two-sided):                  0.26   Kurtosis:                         1.86
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.28500265802552, Current Price: 185.35
SELL EXECUTED at 185.35
SELL ORDER COMPLETED at 185.47
OPERATION PROFIT, GROSS -0.09999999999999432, NET -0.4710399999999943
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.897
Date:                           Wed, 09 Oct 2024   AIC                             55.794
Time:                                   14:41:55   BIC                             58.619
Sample:                                        0   HQIC                            55.214
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3958      1.189      0.333      0.739      -1.935       2.727
ma.L1         -5.5544     40.055     -0.139      0.890     -84.061      72.952
ar.S.L7       -0.3349      0.786     -0.426      0.670      -1.876       1.206
ma.S.L7       -1.0007   2512.166     -0.000      1.000   -4924.755    4922.754
sigma2         0.0387     97.365      0.000      1.000    -190.793     190.870
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.22
Prob(Q):                              0.98   Prob(JB):                         0.89
Heteroskedasticity (H):               0.83   Skew:                             0.11
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.7982366988394, Current Price: 184.56
BUY EXECUTED at 184.56
BUY ORDER COMPLETED at 185.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.577
Date:                           Wed, 09 Oct 2024   AIC                             57.153
Time:                                   14:41:55   BIC                             59.978
Sample:                                        0   HQIC                            56.573
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6766      0.335      2.020      0.043       0.020       1.333
ma.L1         -0.7164      0.456     -1.572      0.116      -1.609       0.177
ar.S.L7       -0.4961      0.505     -0.982      0.326      -1.487       0.494
ma.S.L7       -1.0003   5399.306     -0.000      1.000   -1.06e+04    1.06e+04
sigma2         1.2502   6750.982      0.000      1.000   -1.32e+04    1.32e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.80   Prob(JB):                         0.82
Heteroskedasticity (H):               0.91   Skew:                             0.26
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.40642926843645, Current Price: 185.52
SELL EXECUTED at 185.52
SELL ORDER COMPLETED at 186.56
OPERATION PROFIT, GROSS 1.0900000000000034, NET 0.7179700000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.140
Date:                           Wed, 09 Oct 2024   AIC                             56.281
Time:                                   14:41:55   BIC                             59.106
Sample:                                        0   HQIC                            55.700
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3413      4.721      0.072      0.942      -8.911       9.594
ma.L1         -0.2764      4.984     -0.055      0.956     -10.045       9.492
ar.S.L7       -0.3612      0.580     -0.622      0.534      -1.499       0.777
ma.S.L7       -1.0001    2.4e+04  -4.17e-05      1.000    -4.7e+04     4.7e+04
sigma2         1.2398   2.97e+04   4.17e-05      1.000   -5.83e+04    5.83e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.45   Prob(JB):                         0.95
Heteroskedasticity (H):               0.86   Skew:                             0.01
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.58
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.0728306502014, Current Price: 186.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.747
Date:                           Wed, 09 Oct 2024   AIC                             53.495
Time:                                   14:41:55   BIC                             56.319
Sample:                                        0   HQIC                            52.914
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3066      7.155      0.043      0.966     -13.717      14.330
ma.L1         -0.2830      7.291     -0.039      0.969     -14.574      14.008
ar.S.L7       -0.4436      0.357     -1.244      0.213      -1.142       0.255
ma.S.L7       -1.0000   2.56e+04  -3.91e-05      1.000   -5.02e+04    5.02e+04
sigma2         1.0009   2.56e+04   3.91e-05      1.000   -5.02e+04    5.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   2.18   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.14   Prob(JB):                         0.91
Heteroskedasticity (H):               1.95   Skew:                             0.17
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.53
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.62939239512065, Current Price: 189.26
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.676
Date:                           Wed, 09 Oct 2024   AIC                             53.351
Time:                                   14:41:55   BIC                             56.176
Sample:                                        0   HQIC                            52.771
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2822      3.446     -0.082      0.935      -7.036       6.472
ma.L1          0.3934      3.247      0.121      0.904      -5.970       6.757
ar.S.L7       -0.6719      0.548     -1.227      0.220      -1.745       0.402
ma.S.L7       -1.0001   1.68e+04  -5.96e-05      1.000   -3.29e+04    3.29e+04
sigma2         0.9901   1.66e+04   5.96e-05      1.000   -3.26e+04    3.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.80   Prob(JB):                         0.78
Heteroskedasticity (H):               2.74   Skew:                            -0.03
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.30074167341823, Current Price: 189.54
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.375
Date:                           Wed, 09 Oct 2024   AIC                             56.749
Time:                                   14:41:55   BIC                             59.574
Sample:                                        0   HQIC                            56.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3176      0.290      1.097      0.273      -0.250       0.885
ma.L1        -55.7805      0.096   -583.802      0.000     -55.968     -55.593
ar.S.L7       -0.7846      0.439     -1.787      0.074      -1.645       0.076
ma.S.L7       -7.5440     40.614     -0.186      0.853     -87.147      72.059
sigma2        1.2e-05      0.000      0.097      0.923      -0.000       0.000
===================================================================================
Ljung-Box (L1) (Q):                   0.62   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.43   Prob(JB):                         0.76
Heteroskedasticity (H):               2.30   Skew:                            -0.46
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 6.28e+20. Standard errors may be unstable.
Predicted Price: 190.54422729826774, Current Price: 188.75
BUY EXECUTED at 188.75
BUY ORDER COMPLETED at 188.805
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.409
Date:                           Wed, 09 Oct 2024   AIC                             56.818
Time:                                   14:41:56   BIC                             59.643
Sample:                                        0   HQIC                            56.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3413      0.460      0.742      0.458      -0.560       1.243
ma.L1        -69.8011      1.401    -49.831      0.000     -72.547     -67.056
ar.S.L7       -0.7410      0.499     -1.484      0.138      -1.720       0.238
ma.S.L7       -1.0110    163.440     -0.006      0.995    -321.347     319.325
sigma2         0.0003      0.043      0.006      0.995      -0.084       0.084
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.60   Prob(JB):                         0.56
Heteroskedasticity (H):               6.05   Skew:                            -0.68
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
[2] Covariance matrix is singular or near-singular, with condition number 9.13e+20. Standard errors may be unstable.
Predicted Price: 186.03023009718729, Current Price: 192.01
SELL EXECUTED at 192.01
SELL ORDER COMPLETED at 189.599
OPERATION PROFIT, GROSS 0.7939999999999827, NET 0.41559599999998276
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.315
Date:                           Wed, 09 Oct 2024   AIC                             58.631
Time:                                   14:41:56   BIC                             61.456
Sample:                                        0   HQIC                            58.050
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1276      2.079     -0.061      0.951      -4.202       3.947
ma.L1        -11.1102    270.470     -0.041      0.967    -541.222     519.002
ar.S.L7       -0.3785      0.351     -1.079      0.280      -1.066       0.309
ma.S.L7        1.7064      3.968      0.430      0.667      -6.070       9.483
sigma2         0.0058      0.295      0.020      0.984      -0.572       0.583
===================================================================================
Ljung-Box (L1) (Q):                   1.42   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.23   Prob(JB):                         0.54
Heteroskedasticity (H):               0.32   Skew:                             0.72
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.74338144528085, Current Price: 187.86
BUY EXECUTED at 187.86
BUY ORDER COMPLETED at 187.5501
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.702
Date:                           Wed, 09 Oct 2024   AIC                             57.403
Time:                                   14:41:56   BIC                             60.228
Sample:                                        0   HQIC                            56.823
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8331      0.182      4.568      0.000       0.476       1.191
ma.L1         -1.0000    2.2e+04  -4.55e-05      1.000   -4.31e+04    4.31e+04
ar.S.L7       -0.1738      0.370     -0.470      0.638      -0.899       0.551
ma.S.L7        1.0000   1.91e+05   5.22e-06      1.000   -3.75e+05    3.75e+05
sigma2         1.1938   2.45e+05   4.88e-06      1.000    -4.8e+05     4.8e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.56   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.21   Prob(JB):                         0.96
Heteroskedasticity (H):               2.05   Skew:                            -0.19
Prob(H) (two-sided):                  0.50   Kurtosis:                         2.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.79031656134222, Current Price: 187.15
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.941
Date:                           Wed, 09 Oct 2024   AIC                             59.882
Time:                                   14:41:56   BIC                             62.707
Sample:                                        0   HQIC                            59.302
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1184     57.959      0.002      0.998    -113.478     113.715
ma.L1         -7.6623   3405.105     -0.002      0.998   -6681.546    6666.221
ar.S.L7       -0.2107      0.422     -0.500      0.617      -1.037       0.615
ma.S.L7        1.0001   1.31e+04   7.62e-05      1.000   -2.57e+04    2.57e+04
sigma2         0.0279    380.910   7.31e-05      1.000    -746.542     746.598
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.83   Prob(JB):                         0.91
Heteroskedasticity (H):               0.64   Skew:                             0.21
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.14363471665683, Current Price: 187.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.453
Date:                           Wed, 09 Oct 2024   AIC                             58.905
Time:                                   14:41:56   BIC                             61.730
Sample:                                        0   HQIC                            58.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4444      3.591      0.124      0.902      -6.594       7.483
ma.L1         -2.7707     30.483     -0.091      0.928     -62.517      56.976
ar.S.L7       -0.1220      0.527     -0.232      0.817      -1.154       0.910
ma.S.L7        1.0001   1.56e+04   6.41e-05      1.000   -3.06e+04    3.06e+04
sigma2         0.1979   3087.187   6.41e-05      1.000   -6050.577    6050.973
===================================================================================
Ljung-Box (L1) (Q):                   0.81   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.37   Prob(JB):                         0.50
Heteroskedasticity (H):               0.62   Skew:                             0.78
Prob(H) (two-sided):                  0.66   Kurtosis:                         3.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.8018769127914, Current Price: 188.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.316
Date:                           Wed, 09 Oct 2024   AIC                             62.632
Time:                                   14:41:56   BIC                             65.457
Sample:                                        0   HQIC                            62.052
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1135      1.492     -0.076      0.939      -3.037       2.811
ma.L1         -6.9712     73.410     -0.095      0.924    -150.852     136.910
ar.S.L7        0.1974      0.941      0.210      0.834      -1.647       2.041
ma.S.L7       -9.3957     90.762     -0.104      0.918    -187.286     168.495
sigma2         0.0008      0.022      0.035      0.972      -0.041       0.043
===================================================================================
Ljung-Box (L1) (Q):                   0.14   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.71   Prob(JB):                         0.50
Heteroskedasticity (H):               1.25   Skew:                             0.77
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.08766970421297, Current Price: 185.64
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.894
Date:                           Wed, 09 Oct 2024   AIC                             63.787
Time:                                   14:41:56   BIC                             66.612
Sample:                                        0   HQIC                            63.207
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8925      0.431      2.069      0.039       0.047       1.738
ma.L1         -1.4895      1.585     -0.940      0.347      -4.596       1.617
ar.S.L7        0.3127      0.670      0.467      0.641      -1.000       1.625
ma.S.L7      -18.8245    283.550     -0.066      0.947    -574.573     536.924
sigma2         0.0045      0.138      0.033      0.974      -0.266       0.275
===================================================================================
Ljung-Box (L1) (Q):                   1.41   Jarque-Bera (JB):                 2.55
Prob(Q):                              0.24   Prob(JB):                         0.28
Heteroskedasticity (H):               0.24   Skew:                             0.95
Prob(H) (two-sided):                  0.19   Kurtosis:                         4.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.39935261295167, Current Price: 183.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.052
Date:                           Wed, 09 Oct 2024   AIC                             54.103
Time:                                   14:41:56   BIC                             56.928
Sample:                                        0   HQIC                            53.522
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.9904      0.402      2.464      0.014       0.203       1.778
ma.L1         -1.5216      1.481     -1.027      0.304      -4.424       1.381
ar.S.L7        0.1262      0.691      0.183      0.855      -1.227       1.480
ma.S.L7        1.0002   9331.361      0.000      1.000   -1.83e+04    1.83e+04
sigma2         0.4359   4067.175      0.000      1.000   -7971.081    7971.953
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.02
Prob(Q):                              0.88   Prob(JB):                         0.99
Heteroskedasticity (H):               0.29   Skew:                            -0.06
Prob(H) (two-sided):                  0.26   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.55712297086316, Current Price: 183.49
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.116
Date:                           Wed, 09 Oct 2024   AIC                             46.231
Time:                                   14:41:56   BIC                             49.056
Sample:                                        0   HQIC                            45.651
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          1.0514      0.141      7.457      0.000       0.775       1.328
ma.L1         -1.7595      0.533     -3.302      0.001      -2.804      -0.715
ar.S.L7        0.2280      0.328      0.694      0.488      -0.416       0.872
ma.S.L7        1.0000   2.76e+04   3.62e-05      1.000   -5.42e+04    5.42e+04
sigma2         0.1785   4933.861   3.62e-05      1.000   -9670.012    9670.369
===================================================================================
Ljung-Box (L1) (Q):                   4.07   Jarque-Bera (JB):                 1.92
Prob(Q):                              0.04   Prob(JB):                         0.38
Heteroskedasticity (H):               1.01   Skew:                             0.93
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 175.2348935917373, Current Price: 187.63
SELL EXECUTED at 187.63
SELL ORDER COMPLETED at 188.8649
OPERATION PROFIT, GROSS 1.3148000000000195, NET 0.9383850000000196
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.937
Date:                           Wed, 09 Oct 2024   AIC                             69.874
Time:                                   14:41:56   BIC                             72.698
Sample:                                        0   HQIC                            69.293
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3837      3.996     -0.096      0.924      -8.216       7.448
ma.L1          0.5011      4.311      0.116      0.907      -7.949       8.951
ar.S.L7       -0.4035      0.546     -0.739      0.460      -1.474       0.667
ma.S.L7       -1.0000   2.57e+04   -3.9e-05      1.000   -5.03e+04    5.03e+04
sigma2         3.5299   9.06e+04    3.9e-05      1.000   -1.77e+05    1.77e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.11
Prob(Q):                              0.66   Prob(JB):                         0.95
Heteroskedasticity (H):               4.17   Skew:                            -0.21
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.4513637678794, Current Price: 188.73
BUY EXECUTED at 188.73
BUY ORDER COMPLETED at 188.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.291
Date:                           Wed, 09 Oct 2024   AIC                             68.582
Time:                                   14:41:56   BIC                             71.407
Sample:                                        0   HQIC                            68.001
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3574      3.814      0.094      0.925      -7.118       7.833
ma.L1         -0.4696      3.580     -0.131      0.896      -7.487       6.548
ar.S.L7       -0.5098      0.449     -1.135      0.256      -1.390       0.370
ma.S.L7       -1.0000   3.55e+04  -2.82e-05      1.000   -6.96e+04    6.96e+04
sigma2         3.1928   1.13e+05   2.82e-05      1.000   -2.22e+05    2.22e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.88   Prob(JB):                         0.68
Heteroskedasticity (H):               1.80   Skew:                             0.41
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.6474881371907, Current Price: 187.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.083
Date:                           Wed, 09 Oct 2024   AIC                             68.166
Time:                                   14:41:56   BIC                             70.991
Sample:                                        0   HQIC                            67.586
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3471      1.566      0.222      0.825      -2.721       3.416
ma.L1         -0.5057      1.514     -0.334      0.738      -3.474       2.462
ar.S.L7       -0.6022      0.380     -1.586      0.113      -1.347       0.142
ma.S.L7       -1.0000   2.06e+04  -4.86e-05      1.000   -4.03e+04    4.03e+04
sigma2         3.0909   6.36e+04   4.86e-05      1.000   -1.25e+05    1.25e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.69   Prob(JB):                         0.59
Heteroskedasticity (H):               0.70   Skew:                             0.56
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.38391955009718, Current Price: 187.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.385
Date:                           Wed, 09 Oct 2024   AIC                             68.770
Time:                                   14:41:56   BIC                             71.595
Sample:                                        0   HQIC                            68.189
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3542      6.525     -0.054      0.957     -13.142      12.434
ma.L1          0.4170      6.304      0.066      0.947     -11.939      12.773
ar.S.L7       -0.5978      0.345     -1.734      0.083      -1.274       0.078
ma.S.L7       -1.0000   5.34e+04  -1.87e-05      1.000   -1.05e+05    1.05e+05
sigma2         3.2422   1.73e+05   1.87e-05      1.000   -3.39e+05    3.39e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 2.00
Prob(Q):                              0.51   Prob(JB):                         0.37
Heteroskedasticity (H):               0.81   Skew:                             0.94
Prob(H) (two-sided):                  0.84   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.2454320342964, Current Price: 189.13
SELL EXECUTED at 189.13
SELL ORDER COMPLETED at 188.69
OPERATION PROFIT, GROSS 0.1699999999999875, NET -0.20721000000001255
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.621
Date:                           Wed, 09 Oct 2024   AIC                             69.241
Time:                                   14:41:56   BIC                             72.066
Sample:                                        0   HQIC                            68.661
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3507      2.650      0.132      0.895      -4.842       5.544
ma.L1         -0.4573      2.544     -0.180      0.857      -5.443       4.529
ar.S.L7       -0.6203      0.368     -1.686      0.092      -1.341       0.101
ma.S.L7       -1.0000   3.03e+04   -3.3e-05      1.000   -5.94e+04    5.94e+04
sigma2         3.3591   1.02e+05    3.3e-05      1.000   -1.99e+05    1.99e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.90
Prob(Q):                              0.79   Prob(JB):                         0.39
Heteroskedasticity (H):               0.37   Skew:                             0.93
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.80
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.30926856623822, Current Price: 188.1
BUY EXECUTED at 188.1
BUY ORDER COMPLETED at 189.21
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.791
Date:                           Wed, 09 Oct 2024   AIC                             65.583
Time:                                   14:41:57   BIC                             68.407
Sample:                                        0   HQIC                            65.002
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5029      0.132     -3.807      0.000      -0.762      -0.244
ma.L1          0.7093      0.364      1.946      0.052      -0.005       1.424
ar.S.L7       -1.0245      0.666     -1.538      0.124      -2.330       0.281
ma.S.L7       -1.0000    3.4e+04  -2.94e-05      1.000   -6.66e+04    6.66e+04
sigma2         2.4304   8.26e+04   2.94e-05      1.000   -1.62e+05    1.62e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.81   Prob(JB):                         0.68
Heteroskedasticity (H):               0.48   Skew:                             0.57
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 191.26994609452842, Current Price: 189.43
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.653
Date:                           Wed, 09 Oct 2024   AIC                             55.305
Time:                                   14:41:57   BIC                             58.130
Sample:                                        0   HQIC                            54.725
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0734      0.286     -0.257      0.797      -0.633       0.487
ma.L1          0.5299      0.286      1.854      0.064      -0.030       1.090
ar.S.L7       -1.1438      0.273     -4.187      0.000      -1.679      -0.608
ma.S.L7       -1.0001   6766.363     -0.000      1.000   -1.33e+04    1.33e+04
sigma2         1.1507   7786.030      0.000      1.000   -1.53e+04    1.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.35   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.56   Prob(JB):                         0.50
Heteroskedasticity (H):               1.28   Skew:                             0.08
Prob(H) (two-sided):                  0.82   Kurtosis:                         1.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 182.29559120002446, Current Price: 190.27
SELL EXECUTED at 190.27
SELL ORDER COMPLETED at 190.97
OPERATION PROFIT, GROSS 1.759999999999991, NET 1.379819999999991
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.969
Date:                           Wed, 09 Oct 2024   AIC                             67.938
Time:                                   14:41:57   BIC                             70.763
Sample:                                        0   HQIC                            67.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2965      2.608      0.114      0.909      -4.814       5.407
ma.L1         -0.4576      2.228     -0.205      0.837      -4.824       3.909
ar.S.L7       -0.5295      1.755     -0.302      0.763      -3.969       2.910
ma.S.L7       -0.4341      3.381     -0.128      0.898      -7.061       6.193
sigma2         4.6464      6.425      0.723      0.470      -7.947      17.240
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.91
Prob(Q):                              0.97   Prob(JB):                         0.39
Heteroskedasticity (H):               0.75   Skew:                             0.93
Prob(H) (two-sided):                  0.79   Kurtosis:                         2.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.9115318278508, Current Price: 191.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.871
Date:                           Wed, 09 Oct 2024   AIC                             65.742
Time:                                   14:41:57   BIC                             68.567
Sample:                                        0   HQIC                            65.161
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5944      0.265      2.246      0.025       0.076       1.113
ma.L1         -1.0000    2.7e+05  -3.71e-06      1.000   -5.29e+05    5.29e+05
ar.S.L7       -0.8374      0.287     -2.920      0.003      -1.399      -0.275
ma.S.L7        1.0000   6.83e+04   1.46e-05      1.000   -1.34e+05    1.34e+05
sigma2         2.2701   5.92e+05   3.84e-06      1.000   -1.16e+06    1.16e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.70   Prob(JB):                         0.83
Heteroskedasticity (H):               0.44   Skew:                             0.25
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.32
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.56695473269133, Current Price: 192.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.645
Date:                           Wed, 09 Oct 2024   AIC                             67.291
Time:                                   14:41:57   BIC                             70.116
Sample:                                        0   HQIC                            66.710
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3684      0.720     -0.512      0.609      -1.779       1.042
ma.L1          0.7218      0.764      0.945      0.345      -0.776       2.219
ar.S.L7       -0.9144      0.314     -2.913      0.004      -1.530      -0.299
ma.S.L7        0.5577      0.913      0.611      0.541      -1.231       2.346
sigma2         4.1046      4.959      0.828      0.408      -5.615      13.824
===================================================================================
Ljung-Box (L1) (Q):                   0.29   Jarque-Bera (JB):                 1.65
Prob(Q):                              0.59   Prob(JB):                         0.44
Heteroskedasticity (H):               0.28   Skew:                             0.87
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 193.1718619212335, Current Price: 191.47
BUY EXECUTED at 191.47
BUY ORDER COMPLETED at 190.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.743
Date:                           Wed, 09 Oct 2024   AIC                             65.486
Time:                                   14:41:57   BIC                             68.311
Sample:                                        0   HQIC                            64.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2951      2.655     -0.111      0.911      -5.499       4.908
ma.L1          0.4946      2.337      0.212      0.832      -4.086       5.075
ar.S.L7       -0.9505      0.245     -3.875      0.000      -1.431      -0.470
ma.S.L7        1.0000   1.16e+06   8.63e-07      1.000   -2.27e+06    2.27e+06
sigma2         2.5154   2.91e+06   8.63e-07      1.000   -5.71e+06    5.71e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.48   Prob(JB):                         0.53
Heteroskedasticity (H):               0.41   Skew:                             0.75
Prob(H) (two-sided):                  0.41   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.4175380018513, Current Price: 191.17
SELL EXECUTED at 191.17
SELL ORDER COMPLETED at 191.44
OPERATION PROFIT, GROSS 0.44999999999998863, NET 0.06756999999998858
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.912
Date:                           Wed, 09 Oct 2024   AIC                             63.825
Time:                                   14:41:57   BIC                             66.649
Sample:                                        0   HQIC                            63.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5533      0.411     -1.348      0.178      -1.358       0.251
ma.L1          0.8647      1.064      0.813      0.416      -1.220       2.950
ar.S.L7       -0.8022      0.463     -1.732      0.083      -1.710       0.106
ma.S.L7        1.0000   1.03e+05   9.68e-06      1.000   -2.02e+05    2.02e+05
sigma2         1.9744   2.04e+05   9.68e-06      1.000      -4e+05       4e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.29   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.26   Prob(JB):                         0.65
Heteroskedasticity (H):               0.36   Skew:                             0.63
Prob(H) (two-sided):                  0.34   Kurtosis:                         3.01
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.9797701011549, Current Price: 190.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.658
Date:                           Wed, 09 Oct 2024   AIC                             63.316
Time:                                   14:41:57   BIC                             66.140
Sample:                                        0   HQIC                            62.735
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3793      1.580     -0.240      0.810      -3.476       2.718
ma.L1          0.5826      1.542      0.378      0.706      -2.440       3.605
ar.S.L7       -0.8448      0.309     -2.732      0.006      -1.451      -0.239
ma.S.L7        1.0000   1.97e+05   5.09e-06      1.000   -3.85e+05    3.85e+05
sigma2         2.1226   4.17e+05   5.09e-06      1.000   -8.18e+05    8.18e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 2.38
Prob(Q):                              0.85   Prob(JB):                         0.30
Heteroskedasticity (H):               0.22   Skew:                             0.90
Prob(H) (two-sided):                  0.17   Kurtosis:                         4.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.63282023286607, Current Price: 189.13
BUY EXECUTED at 189.13
BUY ORDER COMPLETED at 189.08
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.912
Date:                           Wed, 09 Oct 2024   AIC                             51.824
Time:                                   14:41:57   BIC                             54.649
Sample:                                        0   HQIC                            51.244
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4132      0.084     -4.899      0.000      -0.578      -0.248
ma.L1          1.0000   2081.069      0.000      1.000   -4077.821    4079.821
ar.S.L7       -0.6220      0.255     -2.437      0.015      -1.122      -0.122
ma.S.L7        0.3490      0.556      0.628      0.530      -0.740       1.438
sigma2         1.1938   2484.795      0.000      1.000   -4868.916    4871.303
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.58   Prob(JB):                         0.69
Heteroskedasticity (H):               1.06   Skew:                             0.11
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 191.58033492510617, Current Price: 189.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.459
Date:                           Wed, 09 Oct 2024   AIC                             52.919
Time:                                   14:41:57   BIC                             55.743
Sample:                                        0   HQIC                            52.338
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2334      0.355     -0.658      0.510      -0.928       0.462
ma.L1          1.0000   8864.918      0.000      1.000   -1.74e+04    1.74e+04
ar.S.L7       -0.5069      0.099     -5.123      0.000      -0.701      -0.313
ma.S.L7        0.2185      0.446      0.489      0.624      -0.656       1.094
sigma2         1.3618   1.21e+04      0.000      1.000   -2.37e+04    2.37e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.50   Jarque-Bera (JB):                 0.82
Prob(Q):                              0.48   Prob(JB):                         0.66
Heteroskedasticity (H):               0.80   Skew:                             0.40
Prob(H) (two-sided):                  0.83   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.26271566877503, Current Price: 189.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.668
Date:                           Wed, 09 Oct 2024   AIC                             49.336
Time:                                   14:41:57   BIC                             52.161
Sample:                                        0   HQIC                            48.755
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2651      0.472     -0.561      0.575      -1.191       0.661
ma.L1          1.0000   9525.736      0.000      1.000   -1.87e+04    1.87e+04
ar.S.L7       -0.3927      0.074     -5.311      0.000      -0.538      -0.248
ma.S.L7       -0.4753      0.850     -0.559      0.576      -2.140       1.190
sigma2         1.0132   9651.743      0.000      1.000   -1.89e+04    1.89e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.87   Prob(JB):                         0.82
Heteroskedasticity (H):               1.28   Skew:                            -0.01
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.68758185280763, Current Price: 187.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.040
Date:                           Wed, 09 Oct 2024   AIC                             50.080
Time:                                   14:41:57   BIC                             52.905
Sample:                                        0   HQIC                            49.499
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2727      0.525     -0.519      0.604      -1.302       0.757
ma.L1          1.0000   1.27e+04   7.86e-05      1.000   -2.49e+04    2.49e+04
ar.S.L7       -0.4168      0.086     -4.856      0.000      -0.585      -0.249
ma.S.L7       -0.3456      0.797     -0.434      0.664      -1.907       1.216
sigma2         1.1173   1.42e+04   7.86e-05      1.000   -2.79e+04    2.79e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 0.75
Prob(Q):                              0.69   Prob(JB):                         0.69
Heteroskedasticity (H):               1.29   Skew:                             0.44
Prob(H) (two-sided):                  0.81   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.80404561320887, Current Price: 187.93
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.001
Date:                           Wed, 09 Oct 2024   AIC                             48.003
Time:                                   14:41:57   BIC                             50.828
Sample:                                        0   HQIC                            47.422
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4162      0.222     -1.877      0.060      -0.851       0.018
ma.L1          1.0000   1.72e+04   5.82e-05      1.000   -3.37e+04    3.37e+04
ar.S.L7       -0.4065      0.176     -2.315      0.021      -0.751      -0.062
ma.S.L7       -0.3031      0.693     -0.438      0.662      -1.661       1.055
sigma2         0.9440   1.62e+04   5.82e-05      1.000   -3.18e+04    3.18e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.90   Prob(JB):                         0.85
Heteroskedasticity (H):               0.99   Skew:                             0.02
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.23180514300395, Current Price: 187.5
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.763
Date:                           Wed, 09 Oct 2024   AIC                             51.526
Time:                                   14:41:57   BIC                             54.351
Sample:                                        0   HQIC                            50.946
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4596      0.294      1.564      0.118      -0.116       1.036
ma.L1         -0.1955      0.412     -0.474      0.635      -1.003       0.612
ar.S.L7       -0.4334      0.317     -1.365      0.172      -1.056       0.189
ma.S.L7       -0.5159      1.628     -0.317      0.751      -3.707       2.675
sigma2         1.2472      0.769      1.623      0.105      -0.259       2.754
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 1.22
Prob(Q):                              0.88   Prob(JB):                         0.54
Heteroskedasticity (H):               0.10   Skew:                            -0.73
Prob(H) (two-sided):                  0.05   Kurtosis:                         2.66
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.1580481760148, Current Price: 187.87
SELL EXECUTED at 187.87
SELL ORDER COMPLETED at 190.67
OPERATION PROFIT, GROSS 1.589999999999975, NET 1.210249999999975
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.370
Date:                           Wed, 09 Oct 2024   AIC                             50.741
Time:                                   14:41:57   BIC                             53.565
Sample:                                        0   HQIC                            50.160
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5004      0.277     -1.810      0.070      -1.042       0.042
ma.L1          1.0001    852.213      0.001      0.999   -1669.306    1671.306
ar.S.L7       -0.4592      0.273     -1.680      0.093      -0.995       0.076
ma.S.L7       -1.0010   1394.479     -0.001      0.999   -2734.130    2732.128
sigma2         0.7141    776.468      0.001      0.999   -1521.136    1522.564
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.95   Prob(JB):                         0.82
Heteroskedasticity (H):               1.02   Skew:                             0.11
Prob(H) (two-sided):                  0.99   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.90724166801752, Current Price: 189.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.743
Date:                           Wed, 09 Oct 2024   AIC                             49.485
Time:                                   14:41:57   BIC                             52.310
Sample:                                        0   HQIC                            48.905
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3371      0.506     -0.667      0.505      -1.328       0.654
ma.L1          1.0000   5.25e+04    1.9e-05      1.000   -1.03e+05    1.03e+05
ar.S.L7       -0.3686      0.186     -1.980      0.048      -0.733      -0.004
ma.S.L7       -1.0001   1.06e+04  -9.43e-05      1.000   -2.08e+04    2.08e+04
sigma2         0.7002   3.64e+04   1.92e-05      1.000   -7.14e+04    7.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.35
Prob(Q):                              0.64   Prob(JB):                         0.84
Heteroskedasticity (H):               0.68   Skew:                             0.20
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.8981377691681, Current Price: 187.91
BUY EXECUTED at 187.91
BUY ORDER COMPLETED at 187.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.225
Date:                           Wed, 09 Oct 2024   AIC                             54.450
Time:                                   14:41:57   BIC                             57.275
Sample:                                        0   HQIC                            53.869
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3340      0.581     -0.575      0.565      -1.473       0.805
ma.L1          1.0000   4696.362      0.000      1.000   -9203.700    9205.700
ar.S.L7       -0.4539      0.292     -1.557      0.119      -1.025       0.117
ma.S.L7       -0.3340      0.910     -0.367      0.714      -2.118       1.450
sigma2         1.5734   7388.782      0.000      1.000   -1.45e+04    1.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.04   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.31   Prob(JB):                         0.84
Heteroskedasticity (H):               1.81   Skew:                             0.23
Prob(H) (two-sided):                  0.58   Kurtosis:                         2.34
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.5239405382616, Current Price: 185.84
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.516
Date:                           Wed, 09 Oct 2024   AIC                             55.033
Time:                                   14:41:57   BIC                             57.857
Sample:                                        0   HQIC                            54.452
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2101      0.516     -0.408      0.684      -1.221       0.800
ma.L1          1.0000   1.14e+04    8.8e-05      1.000   -2.23e+04    2.23e+04
ar.S.L7       -0.3600      0.375     -0.961      0.337      -1.094       0.374
ma.S.L7       -0.4058      1.274     -0.319      0.750      -2.902       2.091
sigma2         1.6036   1.82e+04    8.8e-05      1.000   -3.57e+04    3.57e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.77   Prob(JB):                         0.89
Heteroskedasticity (H):               1.39   Skew:                             0.32
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.06201903630637, Current Price: 187.37
SELL EXECUTED at 187.37
SELL ORDER COMPLETED at 188.26
OPERATION PROFIT, GROSS 0.9499999999999886, NET 0.5744299999999887
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.534
Date:                           Wed, 09 Oct 2024   AIC                             55.069
Time:                                   14:41:57   BIC                             57.893
Sample:                                        0   HQIC                            54.488
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1637      0.729     -0.225      0.822      -1.593       1.265
ma.L1          1.0000   1.11e+04   8.97e-05      1.000   -2.18e+04    2.18e+04
ar.S.L7       -0.2989      0.289     -1.035      0.301      -0.865       0.267
ma.S.L7       -0.5744      1.813     -0.317      0.751      -4.127       2.979
sigma2         1.4955   1.67e+04   8.97e-05      1.000   -3.27e+04    3.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.06
Prob(Q):                              0.83   Prob(JB):                         0.97
Heteroskedasticity (H):               2.78   Skew:                             0.14
Prob(H) (two-sided):                  0.35   Kurtosis:                         2.84
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.97723085234693, Current Price: 187.93
BUY EXECUTED at 187.93
BUY ORDER COMPLETED at 187.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.861
Date:                           Wed, 09 Oct 2024   AIC                             55.723
Time:                                   14:41:57   BIC                             58.547
Sample:                                        0   HQIC                            55.142
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2305      0.851     -0.271      0.787      -1.899       1.438
ma.L1          1.1096      1.999      0.555      0.579      -2.809       5.028
ar.S.L7       -0.6736      0.251     -2.685      0.007      -1.165      -0.182
ma.S.L7        1.0000   2.95e+04   3.39e-05      1.000   -5.78e+04    5.78e+04
sigma2         0.8903   2.62e+04   3.39e-05      1.000   -5.14e+04    5.14e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.76   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.38   Prob(JB):                         0.63
Heteroskedasticity (H):               1.67   Skew:                             0.38
Prob(H) (two-sided):                  0.63   Kurtosis:                         1.92
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.87356747394432, Current Price: 187.22
SELL EXECUTED at 187.22
SELL ORDER COMPLETED at 187.45
OPERATION PROFIT, GROSS 0.21999999999999886, NET -0.15468000000000115
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.903
Date:                           Wed, 09 Oct 2024   AIC                             55.806
Time:                                   14:41:57   BIC                             58.630
Sample:                                        0   HQIC                            55.225
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2255      0.980     -0.230      0.818      -2.147       1.696
ma.L1          0.8480      1.118      0.759      0.448      -1.343       3.039
ar.S.L7       -0.6612      0.341     -1.936      0.053      -1.331       0.008
ma.S.L7        0.2582      0.729      0.354      0.723      -1.171       1.687
sigma2         1.8574      1.713      1.084      0.278      -1.500       5.215
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.85   Prob(JB):                         0.65
Heteroskedasticity (H):               1.13   Skew:                             0.49
Prob(H) (two-sided):                  0.91   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.6996870341928, Current Price: 187.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.459
Date:                           Wed, 09 Oct 2024   AIC                             52.918
Time:                                   14:41:57   BIC                             55.743
Sample:                                        0   HQIC                            52.337
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2331      0.833     -0.280      0.779      -1.865       1.399
ma.L1          1.1449      1.489      0.769      0.442      -1.774       4.064
ar.S.L7       -0.6706      0.326     -2.058      0.040      -1.309      -0.032
ma.S.L7        0.3058      0.645      0.474      0.635      -0.959       1.570
sigma2         1.1083      2.392      0.463      0.643      -3.580       5.796
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.52   Prob(JB):                         0.72
Heteroskedasticity (H):               2.19   Skew:                             0.41
Prob(H) (two-sided):                  0.47   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.11265273432662, Current Price: 186.4
BUY EXECUTED at 186.4
BUY ORDER COMPLETED at 187.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.974
Date:                           Wed, 09 Oct 2024   AIC                             51.949
Time:                                   14:41:57   BIC                             54.773
Sample:                                        0   HQIC                            51.368
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3128      1.033     -0.303      0.762      -2.337       1.712
ma.L1          0.7616      0.941      0.809      0.418      -1.083       2.606
ar.S.L7       -0.9431      0.319     -2.954      0.003      -1.569      -0.317
ma.S.L7        0.4975      0.869      0.573      0.567      -1.205       2.200
sigma2         1.2940      0.970      1.334      0.182      -0.607       3.195
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.65   Prob(JB):                         0.89
Heteroskedasticity (H):               1.00   Skew:                            -0.29
Prob(H) (two-sided):                  1.00   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.45704351115833, Current Price: 187.14
SELL EXECUTED at 187.14
SELL ORDER COMPLETED at 187.27
OPERATION PROFIT, GROSS -0.06999999999999318, NET -0.4446099999999932
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.374
Date:                           Wed, 09 Oct 2024   AIC                             52.748
Time:                                   14:41:57   BIC                             55.573
Sample:                                        0   HQIC                            52.167
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4009      0.081     -4.936      0.000      -0.560      -0.242
ma.L1          1.0000   1.58e+04   6.32e-05      1.000    -3.1e+04     3.1e+04
ar.S.L7       -1.0209      0.240     -4.248      0.000      -1.492      -0.550
ma.S.L7        0.5933      1.064      0.557      0.577      -1.493       2.679
sigma2         1.1187   1.77e+04   6.32e-05      1.000   -3.47e+04    3.47e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.80   Prob(JB):                         0.74
Heteroskedasticity (H):               0.87   Skew:                            -0.47
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.57528175903838, Current Price: 187.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.933
Date:                           Wed, 09 Oct 2024   AIC                             53.866
Time:                                   14:41:57   BIC                             56.691
Sample:                                        0   HQIC                            53.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2979      0.697     -0.428      0.669      -1.663       1.068
ma.L1          1.0000   3.03e+04    3.3e-05      1.000   -5.94e+04    5.94e+04
ar.S.L7       -0.9989      0.248     -4.027      0.000      -1.485      -0.513
ma.S.L7        0.3061      0.514      0.595      0.552      -0.702       1.314
sigma2         1.4328   4.34e+04    3.3e-05      1.000   -8.51e+04    8.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.85   Prob(JB):                         0.76
Heteroskedasticity (H):               0.82   Skew:                            -0.03
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.11948335952798, Current Price: 188.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.732
Date:                           Wed, 09 Oct 2024   AIC                             57.463
Time:                                   14:41:57   BIC                             60.288
Sample:                                        0   HQIC                            56.883
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6153      0.771     -0.798      0.425      -2.126       0.895
ma.L1          0.6826      0.799      0.855      0.393      -0.883       2.248
ar.S.L7       -0.4816      0.309     -1.558      0.119      -1.087       0.124
ma.S.L7       -0.3828      0.721     -0.531      0.595      -1.796       1.030
sigma2         2.0677      1.383      1.495      0.135      -0.644       4.779
===================================================================================
Ljung-Box (L1) (Q):                   0.43   Jarque-Bera (JB):                 0.95
Prob(Q):                              0.51   Prob(JB):                         0.62
Heteroskedasticity (H):               0.60   Skew:                            -0.48
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.46191753237568, Current Price: 188.59
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.354
Date:                           Wed, 09 Oct 2024   AIC                             56.709
Time:                                   14:41:57   BIC                             59.534
Sample:                                        0   HQIC                            56.128
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5982      1.348     -0.444      0.657      -3.241       2.044
ma.L1          0.6695      1.494      0.448      0.654      -2.259       3.598
ar.S.L7       -0.4367      0.336     -1.300      0.194      -1.095       0.222
ma.S.L7       -1.0001   9193.162     -0.000      1.000    -1.8e+04     1.8e+04
sigma2         1.2331   1.13e+04      0.000      1.000   -2.22e+04    2.22e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.56   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.46   Prob(JB):                         0.71
Heteroskedasticity (H):               0.40   Skew:                            -0.39
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.1678781420385, Current Price: 188.45
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.216
Date:                           Wed, 09 Oct 2024   AIC                             56.432
Time:                                   14:41:57   BIC                             59.256
Sample:                                        0   HQIC                            55.851
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2759      1.485     -0.186      0.853      -3.186       2.634
ma.L1          0.4925      1.391      0.354      0.723      -2.235       3.220
ar.S.L7       -0.7575      0.493     -1.537      0.124      -1.723       0.208
ma.S.L7        0.0564      0.690      0.082      0.935      -1.296       1.409
sigma2         2.0798      1.292      1.610      0.107      -0.452       4.611
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.70   Prob(JB):                         0.55
Heteroskedasticity (H):               0.30   Skew:                            -0.68
Prob(H) (two-sided):                  0.27   Kurtosis:                         2.40
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.15532028143824, Current Price: 190.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.186
Date:                           Wed, 09 Oct 2024   AIC                             54.371
Time:                                   14:41:57   BIC                             57.196
Sample:                                        0   HQIC                            53.791
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1410      0.981      0.144      0.886      -1.781       2.063
ma.L1         -0.5038      0.944     -0.534      0.594      -2.355       1.347
ar.S.L7       -0.1942      0.365     -0.532      0.595      -0.910       0.522
ma.S.L7       -2.0453      3.900     -0.524      0.600      -9.688       5.598
sigma2         0.3811      1.407      0.271      0.787      -2.377       3.139
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.92
Prob(Q):                              0.85   Prob(JB):                         0.38
Heteroskedasticity (H):               0.84   Skew:                            -0.94
Prob(H) (two-sided):                  0.87   Kurtosis:                         2.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.50487399681188, Current Price: 188.61
BUY EXECUTED at 188.61
BUY ORDER COMPLETED at 186.875
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.774
Date:                           Wed, 09 Oct 2024   AIC                             53.548
Time:                                   14:41:57   BIC                             56.373
Sample:                                        0   HQIC                            52.968
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3198      1.020      0.313      0.754      -1.680       2.319
ma.L1         -0.6111      0.812     -0.753      0.452      -2.202       0.980
ar.S.L7       -0.1408      0.359     -0.392      0.695      -0.845       0.563
ma.S.L7       -1.0006   1035.306     -0.001      0.999   -2030.163    2028.161
sigma2         1.0003   1035.831      0.001      0.999   -2029.191    2031.192
===================================================================================
Ljung-Box (L1) (Q):                   0.86   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.35   Prob(JB):                         0.53
Heteroskedasticity (H):               0.69   Skew:                            -0.73
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.31813415731574, Current Price: 187.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.668
Date:                           Wed, 09 Oct 2024   AIC                             49.336
Time:                                   14:41:57   BIC                             52.161
Sample:                                        0   HQIC                            48.756
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2437      0.818      0.298      0.766      -1.359       1.846
ma.L1         -0.5869      0.600     -0.978      0.328      -1.763       0.589
ar.S.L7       -0.4720      0.293     -1.609      0.108      -1.047       0.103
ma.S.L7       -0.1587      0.528     -0.301      0.764      -1.194       0.876
sigma2         1.1926      0.951      1.254      0.210      -0.672       3.057
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.81   Prob(JB):                         0.64
Heteroskedasticity (H):               3.24   Skew:                            -0.57
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.73776454338966, Current Price: 188.55
SELL EXECUTED at 188.55
SELL ORDER COMPLETED at 188.45
OPERATION PROFIT, GROSS 1.5749999999999886, NET 1.1996749999999885
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.743
Date:                           Wed, 09 Oct 2024   AIC                             49.485
Time:                                   14:41:58   BIC                             52.310
Sample:                                        0   HQIC                            48.904
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4315      0.159      2.713      0.007       0.120       0.743
ma.L1         -0.5593      0.421     -1.330      0.184      -1.383       0.265
ar.S.L7       -0.5360      0.163     -3.288      0.001      -0.856      -0.216
ma.S.L7        1.0000   1.23e+04   8.14e-05      1.000   -2.41e+04    2.41e+04
sigma2         0.7170   8803.907   8.14e-05      1.000   -1.73e+04    1.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.86
Prob(Q):                              0.83   Prob(JB):                         0.65
Heteroskedasticity (H):               1.29   Skew:                            -0.31
Prob(H) (two-sided):                  0.81   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 190.18297011782084, Current Price: 188.5
BUY EXECUTED at 188.5
BUY ORDER COMPLETED at 187.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.813
Date:                           Wed, 09 Oct 2024   AIC                             51.627
Time:                                   14:41:58   BIC                             54.451
Sample:                                        0   HQIC                            51.046
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0382      1.029     -0.037      0.970      -2.055       1.979
ma.L1         -0.3156      0.942     -0.335      0.738      -2.162       1.531
ar.S.L7       -0.4173      0.247     -1.692      0.091      -0.901       0.066
ma.S.L7      -15.4682    134.054     -0.115      0.908    -278.209     247.273
sigma2         0.0060      0.108      0.055      0.956      -0.206       0.218
===================================================================================
Ljung-Box (L1) (Q):                   0.40   Jarque-Bera (JB):                 1.29
Prob(Q):                              0.53   Prob(JB):                         0.52
Heteroskedasticity (H):               1.26   Skew:                            -0.49
Prob(H) (two-sided):                  0.83   Kurtosis:                         1.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.18990895772689, Current Price: 188.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.537
Date:                           Wed, 09 Oct 2024   AIC                             51.073
Time:                                   14:41:58   BIC                             53.898
Sample:                                        0   HQIC                            50.493
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1144      1.238     -0.092      0.926      -2.541       2.312
ma.L1         -0.1921      1.304     -0.147      0.883      -2.749       2.364
ar.S.L7       -0.4405      0.173     -2.552      0.011      -0.779      -0.102
ma.S.L7        0.4419      0.706      0.626      0.531      -0.942       1.825
sigma2         1.2656      1.192      1.062      0.288      -1.070       3.601
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.83   Prob(JB):                         0.49
Heteroskedasticity (H):               1.20   Skew:                            -0.30
Prob(H) (two-sided):                  0.86   Kurtosis:                         1.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.39162350966626, Current Price: 187.6
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.628
Date:                           Wed, 09 Oct 2024   AIC                             51.256
Time:                                   14:41:58   BIC                             54.081
Sample:                                        0   HQIC                            50.676
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1224      1.267     -0.097      0.923      -2.606       2.361
ma.L1         -0.1425      1.364     -0.104      0.917      -2.817       2.532
ar.S.L7       -0.4491      0.168     -2.674      0.008      -0.778      -0.120
ma.S.L7        0.3089      0.585      0.528      0.598      -0.839       1.456
sigma2         1.3446      1.483      0.907      0.364      -1.561       4.251
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.84   Prob(JB):                         0.45
Heteroskedasticity (H):               0.69   Skew:                            -0.07
Prob(H) (two-sided):                  0.73   Kurtosis:                         1.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.5316306276073, Current Price: 187.11
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.102
Date:                           Wed, 09 Oct 2024   AIC                             52.204
Time:                                   14:41:58   BIC                             55.029
Sample:                                        0   HQIC                            51.623
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0666      1.837      0.036      0.971      -3.533       3.666
ma.L1         -0.2868      1.971     -0.146      0.884      -4.149       3.576
ar.S.L7       -0.3235      0.377     -0.859      0.390      -1.062       0.415
ma.S.L7       -0.1105      0.662     -0.167      0.867      -1.407       1.186
sigma2         1.4975      1.131      1.324      0.186      -0.720       3.715
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 1.11
Prob(Q):                              0.54   Prob(JB):                         0.57
Heteroskedasticity (H):               1.05   Skew:                            -0.12
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.02145248862755, Current Price: 184.53
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.194
Date:                           Wed, 09 Oct 2024   AIC                             48.387
Time:                                   14:41:58   BIC                             51.212
Sample:                                        0   HQIC                            47.807
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3643      1.190     -0.306      0.760      -2.697       1.968
ma.L1          0.6710      0.850      0.790      0.430      -0.994       2.336
ar.S.L7       -0.1354      0.700     -0.193      0.847      -1.508       1.237
ma.S.L7       -0.1385      0.757     -0.183      0.855      -1.622       1.345
sigma2         1.1122      1.281      0.868      0.385      -1.399       3.623
===================================================================================
Ljung-Box (L1) (Q):                   0.85   Jarque-Bera (JB):                 0.49
Prob(Q):                              0.36   Prob(JB):                         0.78
Heteroskedasticity (H):               3.05   Skew:                             0.00
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 183.8586046632409, Current Price: 184.42
SELL EXECUTED at 184.42
SELL ORDER COMPLETED at 185.6
OPERATION PROFIT, GROSS -2.3100000000000023, NET -2.6835100000000023
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.864
Date:                           Wed, 09 Oct 2024   AIC                             47.729
Time:                                   14:41:58   BIC                             50.553
Sample:                                        0   HQIC                            47.148
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1784    113.356      0.002      0.999    -221.996     222.353
ma.L1         -0.1818    113.293     -0.002      0.999    -222.233     221.869
ar.S.L7       -0.0967      0.567     -0.171      0.865      -1.208       1.014
ma.S.L7       -0.3398      0.850     -0.400      0.689      -2.006       1.327
sigma2         1.0158      0.588      1.729      0.084      -0.136       2.168
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.68   Prob(JB):                         0.85
Heteroskedasticity (H):               2.88   Skew:                             0.34
Prob(H) (two-sided):                  0.33   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 184.67856570685507, Current Price: 185.66
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -19.487
Date:                           Wed, 09 Oct 2024   AIC                             48.974
Time:                                   14:41:58   BIC                             51.799
Sample:                                        0   HQIC                            48.393
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1925     33.148      0.006      0.995     -64.777      65.162
ma.L1         -0.2046     33.090     -0.006      0.995     -65.059      64.650
ar.S.L7       -0.1831      0.341     -0.537      0.591      -0.852       0.485
ma.S.L7       -0.0525      0.495     -0.106      0.916      -1.024       0.919
sigma2         1.1723      0.753      1.557      0.120      -0.304       2.648
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.81   Prob(JB):                         0.81
Heteroskedasticity (H):               2.22   Skew:                             0.07
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.92665557676648, Current Price: 186.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.455
Date:                           Wed, 09 Oct 2024   AIC                             46.909
Time:                                   14:41:58   BIC                             49.734
Sample:                                        0   HQIC                            46.329
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6920      2.163      0.320      0.749      -3.547       4.931
ma.L1         -0.6413      2.754     -0.233      0.816      -6.039       4.757
ar.S.L7       -0.0422      0.444     -0.095      0.924      -0.913       0.828
ma.S.L7       -1.0001   1.81e+04  -5.53e-05      1.000   -3.55e+04    3.55e+04
sigma2         0.5780   1.05e+04   5.53e-05      1.000   -2.05e+04    2.05e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.10   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.75   Prob(JB):                         0.68
Heteroskedasticity (H):               0.46   Skew:                            -0.11
Prob(H) (two-sided):                  0.47   Kurtosis:                         1.82
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 186.42092784919453, Current Price: 187.47
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -18.557
Date:                           Wed, 09 Oct 2024   AIC                             47.113
Time:                                   14:41:58   BIC                             49.938
Sample:                                        0   HQIC                            46.532
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5056      2.523      0.200      0.841      -4.438       5.450
ma.L1         -0.3952      2.633     -0.150      0.881      -5.556       4.766
ar.S.L7        0.0164      0.197      0.083      0.934      -0.370       0.402
ma.S.L7       -1.0001   1.39e+04   -7.2e-05      1.000   -2.72e+04    2.72e+04
sigma2         0.6135   8517.763    7.2e-05      1.000   -1.67e+04    1.67e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.78
Prob(Q):                              0.64   Prob(JB):                         0.68
Heteroskedasticity (H):               0.34   Skew:                            -0.22
Prob(H) (two-sided):                  0.32   Kurtosis:                         1.89
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.0513152302731, Current Price: 187.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.348
Date:                           Wed, 09 Oct 2024   AIC                             44.696
Time:                                   14:41:58   BIC                             47.521
Sample:                                        0   HQIC                            44.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7345      0.351     -2.092      0.036      -1.423      -0.046
ma.L1          1.0000   1.16e+04   8.64e-05      1.000   -2.27e+04    2.27e+04
ar.S.L7        0.0364      0.230      0.159      0.874      -0.414       0.487
ma.S.L7       -1.0001   1.35e+04  -7.43e-05      1.000   -2.64e+04    2.64e+04
sigma2         0.4509   9902.621   4.55e-05      1.000   -1.94e+04    1.94e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.98
Prob(Q):                              0.95   Prob(JB):                         0.61
Heteroskedasticity (H):               0.29   Skew:                            -0.16
Prob(H) (two-sided):                  0.25   Kurtosis:                         1.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.91659762560883, Current Price: 187.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -17.228
Date:                           Wed, 09 Oct 2024   AIC                             44.457
Time:                                   14:41:58   BIC                             47.281
Sample:                                        0   HQIC                            43.876
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3467      0.380     -0.911      0.362      -1.092       0.399
ma.L1          1.0000   7976.780      0.000      1.000   -1.56e+04    1.56e+04
ar.S.L7       -0.4412      0.404     -1.093      0.274      -1.232       0.350
ma.S.L7        0.0723      0.594      0.122      0.903      -1.092       1.237
sigma2         0.7445   5938.553      0.000      1.000   -1.16e+04    1.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.91   Jarque-Bera (JB):                 0.52
Prob(Q):                              0.34   Prob(JB):                         0.77
Heteroskedasticity (H):               0.22   Skew:                            -0.45
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.62
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 185.35726205455234, Current Price: 188.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.574
Date:                           Wed, 09 Oct 2024   AIC                             53.148
Time:                                   14:41:58   BIC                             55.972
Sample:                                        0   HQIC                            52.567
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2191      2.140     -0.102      0.918      -4.413       3.975
ma.L1         -0.1226      1.722     -0.071      0.943      -3.498       3.253
ar.S.L7       -0.3210      0.428     -0.750      0.453      -1.160       0.518
ma.S.L7       -1.0000   4.39e+04  -2.28e-05      1.000   -8.61e+04    8.61e+04
sigma2         0.9744   4.28e+04   2.28e-05      1.000   -8.39e+04    8.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.60
Prob(Q):                              0.55   Prob(JB):                         0.74
Heteroskedasticity (H):               2.21   Skew:                             0.24
Prob(H) (two-sided):                  0.46   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 187.5243015322836, Current Price: 188.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.569
Date:                           Wed, 09 Oct 2024   AIC                             51.139
Time:                                   14:41:58   BIC                             53.964
Sample:                                        0   HQIC                            50.558
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3122      0.570      0.548      0.584      -0.804       1.429
ma.L1         -1.2993      1.031     -1.260      0.208      -3.321       0.722
ar.S.L7       -1.0518      0.345     -3.053      0.002      -1.727      -0.377
ma.S.L7       -0.0656      0.371     -0.177      0.860      -0.793       0.661
sigma2         0.8134      1.330      0.612      0.541      -1.793       3.420
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.45
Prob(Q):                              0.97   Prob(JB):                         0.80
Heteroskedasticity (H):               5.22   Skew:                             0.19
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.18
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.34589111215854, Current Price: 188.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.372
Date:                           Wed, 09 Oct 2024   AIC                             50.743
Time:                                   14:41:58   BIC                             53.568
Sample:                                        0   HQIC                            50.163
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3996      0.130     -3.073      0.002      -0.654      -0.145
ma.L1          1.0000   5062.056      0.000      1.000   -9920.448    9922.448
ar.S.L7       -0.5839      0.587     -0.995      0.320      -1.734       0.566
ma.S.L7        0.0643      1.783      0.036      0.971      -3.430       3.559
sigma2         1.1988   6068.479      0.000      1.000   -1.19e+04    1.19e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.40   Jarque-Bera (JB):                 5.08
Prob(Q):                              0.24   Prob(JB):                         0.08
Heteroskedasticity (H):               5.09   Skew:                             1.35
Prob(H) (two-sided):                  0.14   Kurtosis:                         4.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.7606437338026, Current Price: 188.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.439
Date:                           Wed, 09 Oct 2024   AIC                             50.878
Time:                                   14:41:58   BIC                             53.703
Sample:                                        0   HQIC                            50.298
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6871      0.977     -0.703      0.482      -2.602       1.228
ma.L1          1.0000   8943.019      0.000      1.000   -1.75e+04    1.75e+04
ar.S.L7       -0.6040      0.627     -0.963      0.336      -1.834       0.626
ma.S.L7       -0.2453      1.232     -0.199      0.842      -2.660       2.170
sigma2         1.1552   1.03e+04      0.000      1.000   -2.02e+04    2.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 4.04
Prob(Q):                              0.25   Prob(JB):                         0.13
Heteroskedasticity (H):               2.64   Skew:                             1.21
Prob(H) (two-sided):                  0.37   Kurtosis:                         4.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 188.20608433408094, Current Price: 189.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -20.327
Date:                           Wed, 09 Oct 2024   AIC                             50.654
Time:                                   14:41:58   BIC                             53.479
Sample:                                        0   HQIC                            50.074
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6417      0.760     -0.844      0.399      -2.132       0.849
ma.L1          0.8056      0.809      0.995      0.320      -0.781       2.392
ar.S.L7       -0.5885      0.677     -0.869      0.385      -1.916       0.739
ma.S.L7       -0.2414      1.089     -0.222      0.825      -2.377       1.894
sigma2         1.2556      0.695      1.808      0.071      -0.106       2.617
===================================================================================
Ljung-Box (L1) (Q):                   0.60   Jarque-Bera (JB):                 3.28
Prob(Q):                              0.44   Prob(JB):                         0.19
Heteroskedasticity (H):               0.45   Skew:                             1.11
Prob(H) (two-sided):                  0.45   Kurtosis:                         4.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 189.0477433628298, Current Price: 192.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.057
Date:                           Wed, 09 Oct 2024   AIC                             56.115
Time:                                   14:41:58   BIC                             58.940
Sample:                                        0   HQIC                            55.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4113      0.562     -0.732      0.464      -1.512       0.689
ma.L1          1.0000   7990.556      0.000      1.000   -1.57e+04    1.57e+04
ar.S.L7       -0.2974      1.587     -0.187      0.851      -3.407       2.812
ma.S.L7       -0.0838      3.006     -0.028      0.978      -5.976       5.808
sigma2         1.8384   1.47e+04      0.000      1.000   -2.88e+04    2.88e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.99   Jarque-Bera (JB):                 1.36
Prob(Q):                              0.32   Prob(JB):                         0.51
Heteroskedasticity (H):              27.89   Skew:                             0.79
Prob(H) (two-sided):                  0.01   Kurtosis:                         3.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 194.0875256350785, Current Price: 196.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.883
Date:                           Wed, 09 Oct 2024   AIC                             57.766
Time:                                   14:41:58   BIC                             60.591
Sample:                                        0   HQIC                            57.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3389      0.389     -0.871      0.384      -1.102       0.424
ma.L1          1.0000   7.75e+04   1.29e-05      1.000   -1.52e+05    1.52e+05
ar.S.L7       -0.3379      1.560     -0.217      0.829      -3.395       2.719
ma.S.L7       -0.0076      2.947     -0.003      0.998      -5.783       5.768
sigma2         2.0676    1.6e+05   1.29e-05      1.000   -3.14e+05    3.14e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.38   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.54   Prob(JB):                         0.83
Heteroskedasticity (H):               7.39   Skew:                             0.38
Prob(H) (two-sided):                  0.08   Kurtosis:                         2.67
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 196.35292877022536, Current Price: 197.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.167
Date:                           Wed, 09 Oct 2024   AIC                             58.333
Time:                                   14:41:58   BIC                             61.158
Sample:                                        0   HQIC                            57.753
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3623      0.390     -0.928      0.353      -1.127       0.403
ma.L1          0.9999   1150.623      0.001      0.999   -2254.181    2256.180
ar.S.L7       -0.2930      1.641     -0.179      0.858      -3.509       2.923
ma.S.L7        0.0511      1.768      0.029      0.977      -3.414       3.516
sigma2         2.1466   2469.751      0.001      0.999   -4838.476    4842.769
===================================================================================
Ljung-Box (L1) (Q):                   0.52   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.47   Prob(JB):                         0.85
Heteroskedasticity (H):              12.10   Skew:                             0.38
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.88
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 196.9189581217755, Current Price: 198.81
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.489
Date:                           Wed, 09 Oct 2024   AIC                             58.977
Time:                                   14:41:58   BIC                             61.802
Sample:                                        0   HQIC                            58.397
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2772      0.377     -0.735      0.462      -1.016       0.462
ma.L1          1.0000   4855.223      0.000      1.000   -9515.062    9517.062
ar.S.L7       -0.3986      1.219     -0.327      0.744      -2.788       1.990
ma.S.L7        0.0696      1.392      0.050      0.960      -2.659       2.798
sigma2         2.2404   1.09e+04      0.000      1.000   -2.13e+04    2.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.13
Prob(Q):                              0.44   Prob(JB):                         0.94
Heteroskedasticity (H):              10.32   Skew:                             0.16
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 199.9783290599027, Current Price: 199.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.559
Date:                           Wed, 09 Oct 2024   AIC                             59.118
Time:                                   14:41:58   BIC                             61.943
Sample:                                        0   HQIC                            58.538
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5027      0.949      0.529      0.596      -1.358       2.363
ma.L1          0.1514      1.030      0.147      0.883      -1.868       2.171
ar.S.L7       -0.0789      0.624     -0.126      0.899      -1.303       1.145
ma.S.L7       -1.0001   7146.027     -0.000      1.000    -1.4e+04     1.4e+04
sigma2         1.5431    1.1e+04      0.000      1.000   -2.16e+04    2.16e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.77
Prob(Q):                              0.52   Prob(JB):                         0.68
Heteroskedasticity (H):               0.16   Skew:                             0.56
Prob(H) (two-sided):                  0.10   Kurtosis:                         3.38
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 200.4033414896001, Current Price: 201.63
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.597
Date:                           Wed, 09 Oct 2024   AIC                             59.194
Time:                                   14:41:58   BIC                             62.019
Sample:                                        0   HQIC                            58.613
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6045      0.867      0.697      0.486      -1.095       2.304
ma.L1          0.0014      0.927      0.001      0.999      -1.815       1.818
ar.S.L7       -0.0039      0.015     -0.269      0.788      -0.032       0.025
ma.S.L7       -1.0003   4014.610     -0.000      1.000   -7869.491    7867.491
sigma2         1.6182   6497.726      0.000      1.000   -1.27e+04    1.27e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.83
Prob(Q):                              0.58   Prob(JB):                         0.66
Heteroskedasticity (H):               0.15   Skew:                             0.61
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 203.030194467056, Current Price: 202.0
BUY EXECUTED at 202.0
BUY ORDER COMPLETED at 200.42
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.525
Date:                           Wed, 09 Oct 2024   AIC                             59.050
Time:                                   14:41:58   BIC                             61.875
Sample:                                        0   HQIC                            58.470
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1371      0.351     -0.391      0.696      -0.824       0.550
ma.L1          0.9997     75.742      0.013      0.989    -147.451     149.450
ar.S.L7       -0.1735      0.543     -0.320      0.749      -1.238       0.891
ma.S.L7       -1.0000   3.12e+04   -3.2e-05      1.000   -6.12e+04    6.12e+04
sigma2         1.4457   4.52e+04    3.2e-05      1.000   -8.85e+04    8.86e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.67   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.41   Prob(JB):                         0.72
Heteroskedasticity (H):               0.23   Skew:                            -0.35
Prob(H) (two-sided):                  0.18   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 201.41402198696775, Current Price: 199.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.936
Date:                           Wed, 09 Oct 2024   AIC                             59.871
Time:                                   14:41:58   BIC                             62.696
Sample:                                        0   HQIC                            59.291
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0177      0.408      0.043      0.965      -0.782       0.817
ma.L1          1.0000   3527.065      0.000      1.000   -6911.920    6913.920
ar.S.L7       -0.2834      0.550     -0.515      0.606      -1.361       0.794
ma.S.L7       -1.0001   1.32e+04  -7.55e-05      1.000    -2.6e+04     2.6e+04
sigma2         1.5281   2.41e+04   6.34e-05      1.000   -4.73e+04    4.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.61
Prob(Q):                              0.54   Prob(JB):                         0.74
Heteroskedasticity (H):               0.28   Skew:                            -0.28
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 198.65462148159438, Current Price: 201.19
SELL EXECUTED at 201.19
SELL ORDER COMPLETED at 200.37
OPERATION PROFIT, GROSS -0.04999999999998295, NET -0.4507899999999829
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.746
Date:                           Wed, 09 Oct 2024   AIC                             57.491
Time:                                   14:41:58   BIC                             60.316
Sample:                                        0   HQIC                            56.911
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1199      0.470     -0.255      0.799      -1.041       0.801
ma.L1          1.0000   1.67e+04   5.97e-05      1.000   -3.28e+04    3.28e+04
ar.S.L7       -0.3624      0.534     -0.678      0.497      -1.409       0.685
ma.S.L7       -0.4376      1.062     -0.412      0.680      -2.518       1.643
sigma2         1.9086   3.19e+04   5.97e-05      1.000   -6.26e+04    6.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.72   Prob(JB):                         0.76
Heteroskedasticity (H):               3.48   Skew:                            -0.16
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 203.16465741519656, Current Price: 200.35
BUY EXECUTED at 200.35
BUY ORDER COMPLETED at 199.94
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.888
Date:                           Wed, 09 Oct 2024   AIC                             59.777
Time:                                   14:41:59   BIC                             62.601
Sample:                                        0   HQIC                            59.196
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3937      0.715     -0.551      0.582      -1.795       1.008
ma.L1          1.0000   6347.851      0.000      1.000   -1.24e+04    1.24e+04
ar.S.L7       -0.2759      0.433     -0.638      0.524      -1.124       0.572
ma.S.L7       -1.0002   3880.378     -0.000      1.000   -7606.402    7604.402
sigma2         1.5445   6420.843      0.000      1.000   -1.26e+04    1.26e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.62
Prob(Q):                              0.77   Prob(JB):                         0.73
Heteroskedasticity (H):               1.55   Skew:                            -0.14
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 198.7348932513058, Current Price: 199.71
SELL EXECUTED at 199.71
SELL ORDER COMPLETED at 199.66
OPERATION PROFIT, GROSS -0.28000000000000114, NET -0.6796000000000011
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.312
Date:                           Wed, 09 Oct 2024   AIC                             58.624
Time:                                   14:41:59   BIC                             61.449
Sample:                                        0   HQIC                            58.043
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6076      0.745      0.815      0.415      -0.853       2.069
ma.L1         -0.2241      0.829     -0.270      0.787      -1.849       1.400
ar.S.L7       -0.5352      0.685     -0.782      0.434      -1.877       0.807
ma.S.L7       -1.0002   7412.164     -0.000      1.000   -1.45e+04    1.45e+04
sigma2         1.4412   1.07e+04      0.000      1.000   -2.09e+04    2.09e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.19   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.66   Prob(JB):                         0.85
Heteroskedasticity (H):               0.78   Skew:                             0.28
Prob(H) (two-sided):                  0.82   Kurtosis:                         2.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 200.24937559225557, Current Price: 200.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.022
Date:                           Wed, 09 Oct 2024   AIC                             58.045
Time:                                   14:41:59   BIC                             60.870
Sample:                                        0   HQIC                            57.464
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6333      0.900      0.704      0.482      -1.130       2.397
ma.L1         -0.1852      0.905     -0.205      0.838      -1.960       1.589
ar.S.L7       -0.5923      0.719     -0.824      0.410      -2.001       0.816
ma.S.L7       -1.0001      1e+04  -9.97e-05      1.000   -1.97e+04    1.97e+04
sigma2         1.3782   1.38e+04   9.96e-05      1.000   -2.71e+04    2.71e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 0.53
Prob(Q):                              0.55   Prob(JB):                         0.77
Heteroskedasticity (H):               0.67   Skew:                             0.44
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 200.00192533240136, Current Price: 199.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.682
Date:                           Wed, 09 Oct 2024   AIC                             57.363
Time:                                   14:41:59   BIC                             60.188
Sample:                                        0   HQIC                            56.783
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7275      0.624      1.165      0.244      -0.496       1.951
ma.L1         -0.3005      0.747     -0.403      0.687      -1.764       1.163
ar.S.L7       -0.6629      0.711     -0.932      0.351      -2.057       0.731
ma.S.L7       -1.0001   1.34e+04  -7.47e-05      1.000   -2.62e+04    2.62e+04
sigma2         1.3065   1.75e+04   7.47e-05      1.000   -3.43e+04    3.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.43
Prob(Q):                              0.79   Prob(JB):                         0.49
Heteroskedasticity (H):               0.19   Skew:                             0.80
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 200.80838500128846, Current Price: 202.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -21.334
Date:                           Wed, 09 Oct 2024   AIC                             52.669
Time:                                   14:41:59   BIC                             55.494
Sample:                                        0   HQIC                            52.088
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6860      0.280      2.453      0.014       0.138       1.234
ma.L1         -0.3104      0.316     -0.982      0.326      -0.930       0.309
ar.S.L7       -0.7108      0.603     -1.179      0.238      -1.892       0.470
ma.S.L7       -1.0002   6326.479     -0.000      1.000   -1.24e+04    1.24e+04
sigma2         0.9105   5761.169      0.000      1.000   -1.13e+04    1.13e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.58   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.21   Prob(JB):                         0.84
Heteroskedasticity (H):               0.47   Skew:                             0.31
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 205.52743310645414, Current Price: 201.97
BUY EXECUTED at 201.97
BUY ORDER COMPLETED at 201.32
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.478
Date:                           Wed, 09 Oct 2024   AIC                             54.957
Time:                                   14:41:59   BIC                             57.782
Sample:                                        0   HQIC                            54.376
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3117      2.671      0.117      0.907      -4.923       5.546
ma.L1         -0.2360      2.874     -0.082      0.935      -5.869       5.397
ar.S.L7       -0.4271      0.494     -0.865      0.387      -1.395       0.541
ma.S.L7       -0.7536      3.290     -0.229      0.819      -7.201       5.694
sigma2         1.4065      3.846      0.366      0.715      -6.131       8.944
===================================================================================
Ljung-Box (L1) (Q):                   0.95   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.33   Prob(JB):                         0.61
Heteroskedasticity (H):               1.56   Skew:                            -0.45
Prob(H) (two-sided):                  0.68   Kurtosis:                         1.98
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 203.2539878062565, Current Price: 200.35
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.138
Date:                           Wed, 09 Oct 2024   AIC                             60.277
Time:                                   14:41:59   BIC                             63.102
Sample:                                        0   HQIC                            59.696
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3859      0.391     -0.988      0.323      -1.152       0.380
ma.L1          0.8844      0.474      1.866      0.062      -0.045       1.813
ar.S.L7       -0.4775      0.461     -1.037      0.300      -1.380       0.425
ma.S.L7       -1.0001   7336.841     -0.000      1.000   -1.44e+04    1.44e+04
sigma2         1.7027   1.25e+04      0.000      1.000   -2.45e+04    2.45e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.71   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.19   Prob(JB):                         0.54
Heteroskedasticity (H):               1.60   Skew:                            -0.04
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.49
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 200.8754796720614, Current Price: 200.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.849
Date:                           Wed, 09 Oct 2024   AIC                             61.697
Time:                                   14:41:59   BIC                             64.522
Sample:                                        0   HQIC                            61.116
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3024      3.155      0.096      0.924      -5.881       6.486
ma.L1         -0.1138      3.023     -0.038      0.970      -6.038       5.811
ar.S.L7       -0.6305      0.317     -1.989      0.047      -1.252      -0.009
ma.S.L7       -0.2914      0.824     -0.354      0.724      -1.907       1.324
sigma2         3.0161      1.799      1.677      0.094      -0.510       6.542
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 1.14
Prob(Q):                              0.44   Prob(JB):                         0.57
Heteroskedasticity (H):               1.91   Skew:                            -0.56
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 201.78989489336396, Current Price: 201.64
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.045
Date:                           Wed, 09 Oct 2024   AIC                             62.089
Time:                                   14:41:59   BIC                             64.914
Sample:                                        0   HQIC                            61.509
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3524      2.894      0.122      0.903      -5.320       6.025
ma.L1         -0.2015      3.067     -0.066      0.948      -6.213       5.810
ar.S.L7       -0.6212      0.289     -2.149      0.032      -1.188      -0.055
ma.S.L7       -0.1307      0.762     -0.172      0.864      -1.624       1.362
sigma2         3.1978      2.388      1.339      0.181      -1.483       7.878
===================================================================================
Ljung-Box (L1) (Q):                   0.94   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.33   Prob(JB):                         0.64
Heteroskedasticity (H):               1.39   Skew:                            -0.51
Prob(H) (two-sided):                  0.76   Kurtosis:                         2.20
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 202.39405966237925, Current Price: 203.1
SELL EXECUTED at 203.1
SELL ORDER COMPLETED at 204.54
OPERATION PROFIT, GROSS 3.219999999999999, NET 2.8141399999999988
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.308
Date:                           Wed, 09 Oct 2024   AIC                             60.616
Time:                                   14:41:59   BIC                             63.441
Sample:                                        0   HQIC                            60.035
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5321      0.594     -0.896      0.370      -1.696       0.632
ma.L1          1.0000    5.6e+04   1.78e-05      1.000    -1.1e+05     1.1e+05
ar.S.L7       -0.6119      0.483     -1.267      0.205      -1.559       0.335
ma.S.L7       -0.2671      1.082     -0.247      0.805      -2.388       1.853
sigma2         2.4430   1.37e+05   1.78e-05      1.000   -2.68e+05    2.68e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.26   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.26   Prob(JB):                         0.56
Heteroskedasticity (H):               0.63   Skew:                            -0.35
Prob(H) (two-sided):                  0.66   Kurtosis:                         1.71
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 204.92693061654552, Current Price: 205.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.269
Date:                           Wed, 09 Oct 2024   AIC                             60.538
Time:                                   14:41:59   BIC                             63.363
Sample:                                        0   HQIC                            59.958
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4235      0.308     -1.373      0.170      -1.028       0.181
ma.L1          1.0000   4.79e+04   2.09e-05      1.000   -9.38e+04    9.38e+04
ar.S.L7       -0.6294      0.500     -1.259      0.208      -1.609       0.350
ma.S.L7       -0.3762      1.215     -0.310      0.757      -2.758       2.006
sigma2         2.4583   1.18e+05   2.09e-05      1.000   -2.31e+05    2.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.32   Prob(JB):                         0.45
Heteroskedasticity (H):               0.15   Skew:                            -0.43
Prob(H) (two-sided):                  0.09   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 206.32585117979465, Current Price: 207.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -22.836
Date:                           Wed, 09 Oct 2024   AIC                             55.672
Time:                                   14:41:59   BIC                             58.497
Sample:                                        0   HQIC                            55.092
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7211      0.258      2.793      0.005       0.215       1.227
ma.L1         -1.0000   9.12e+04   -1.1e-05      1.000   -1.79e+05    1.79e+05
ar.S.L7       -0.4337      0.287     -1.508      0.131      -0.997       0.130
ma.S.L7        0.0493      0.603      0.082      0.935      -1.133       1.231
sigma2         1.6877   1.54e+05    1.1e-05      1.000   -3.02e+05    3.02e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 3.02
Prob(Q):                              0.92   Prob(JB):                         0.22
Heteroskedasticity (H):               2.32   Skew:                            -0.99
Prob(H) (two-sided):                  0.43   Kurtosis:                         4.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 206.2942662744818, Current Price: 210.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -24.377
Date:                           Wed, 09 Oct 2024   AIC                             58.753
Time:                                   14:41:59   BIC                             61.578
Sample:                                        0   HQIC                            58.172
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7183      0.384      1.871      0.061      -0.034       1.471
ma.L1         -3.8086      9.818     -0.388      0.698     -23.051      15.434
ar.S.L7       -0.5428      0.240     -2.260      0.024      -1.013      -0.072
ma.S.L7       -1.0002   6006.298     -0.000      1.000   -1.18e+04    1.18e+04
sigma2         0.1003    602.255      0.000      1.000   -1180.297    1180.498
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.55
Prob(Q):                              0.94   Prob(JB):                         0.76
Heteroskedasticity (H):               5.11   Skew:                            -0.24
Prob(H) (two-sided):                  0.14   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.57910233313117, Current Price: 212.74
BUY EXECUTED at 212.74
BUY ORDER COMPLETED at 212.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.125
Date:                           Wed, 09 Oct 2024   AIC                             60.251
Time:                                   14:41:59   BIC                             63.075
Sample:                                        0   HQIC                            59.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5802      0.768      0.756      0.450      -0.924       2.085
ma.L1         -0.3418      0.835     -0.409      0.682      -1.979       1.295
ar.S.L7       -0.4603      0.552     -0.834      0.404      -1.542       0.621
ma.S.L7       -0.8268      5.967     -0.139      0.890     -12.521      10.868
sigma2         1.9187     10.565      0.182      0.856     -18.788      22.625
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.08
Prob(Q):                              0.83   Prob(JB):                         0.96
Heteroskedasticity (H):               3.19   Skew:                            -0.16
Prob(H) (two-sided):                  0.29   Kurtosis:                         3.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 212.95443105577618, Current Price: 211.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -23.791
Date:                           Wed, 09 Oct 2024   AIC                             57.581
Time:                                   14:41:59   BIC                             60.406
Sample:                                        0   HQIC                            57.001
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3660      0.436     -0.839      0.401      -1.221       0.489
ma.L1          1.0000   5786.545      0.000      1.000   -1.13e+04    1.13e+04
ar.S.L7       -0.4494      0.296     -1.516      0.129      -1.030       0.132
ma.S.L7       -1.0003   2583.150     -0.000      1.000   -5063.881    5061.880
sigma2         1.3045   9252.584      0.000      1.000   -1.81e+04    1.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.80
Prob(Q):                              0.83   Prob(JB):                         0.67
Heteroskedasticity (H):               1.67   Skew:                             0.40
Prob(H) (two-sided):                  0.63   Kurtosis:                         2.09
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 212.1094225956142, Current Price: 215.14
SELL EXECUTED at 215.14
SELL ORDER COMPLETED at 215.98
OPERATION PROFIT, GROSS 3.9799999999999898, NET 3.55201999999999
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.739
Date:                           Wed, 09 Oct 2024   AIC                             65.479
Time:                                   14:41:59   BIC                             68.303
Sample:                                        0   HQIC                            64.898
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6995      1.201      0.583      0.560      -1.654       3.053
ma.L1         -1.8176      3.456     -0.526      0.599      -8.591       4.955
ar.S.L7       -0.4146      0.803     -0.517      0.605      -1.988       1.158
ma.S.L7       -0.6051      3.245     -0.186      0.852      -6.966       5.755
sigma2         1.0343      3.938      0.263      0.793      -6.683       8.752
===================================================================================
Ljung-Box (L1) (Q):                   0.26   Jarque-Bera (JB):                 0.20
Prob(Q):                              0.61   Prob(JB):                         0.91
Heteroskedasticity (H):               1.72   Skew:                            -0.28
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.79
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.32146184319583, Current Price: 216.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.588
Date:                           Wed, 09 Oct 2024   AIC                             65.175
Time:                                   14:41:59   BIC                             68.000
Sample:                                        0   HQIC                            64.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7281      1.581      0.461      0.645      -2.370       3.826
ma.L1         -1.7413      5.052     -0.345      0.730     -11.643       8.161
ar.S.L7       -0.3954      0.796     -0.497      0.619      -1.955       1.164
ma.S.L7       -0.5315      2.111     -0.252      0.801      -4.670       3.607
sigma2         1.1513      5.379      0.214      0.831      -9.392      11.695
===================================================================================
Ljung-Box (L1) (Q):                   0.42   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.52   Prob(JB):                         0.86
Heteroskedasticity (H):               0.87   Skew:                            -0.38
Prob(H) (two-sided):                  0.90   Kurtosis:                         3.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.73678809762993, Current Price: 217.67
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.928
Date:                           Wed, 09 Oct 2024   AIC                             63.855
Time:                                   14:41:59   BIC                             66.680
Sample:                                        0   HQIC                            63.275
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8988      0.906      0.992      0.321      -0.878       2.675
ma.L1         -1.2829      2.246     -0.571      0.568      -5.686       3.120
ar.S.L7       -0.2876      0.934     -0.308      0.758      -2.117       1.542
ma.S.L7       -0.7298      4.884     -0.149      0.881     -10.303       8.843
sigma2         1.6047      6.274      0.256      0.798     -10.693      13.902
===================================================================================
Ljung-Box (L1) (Q):                   0.59   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.44   Prob(JB):                         0.95
Heteroskedasticity (H):               1.17   Skew:                            -0.19
Prob(H) (two-sided):                  0.88   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 219.96565494021465, Current Price: 215.61
BUY EXECUTED at 215.61
BUY ORDER COMPLETED at 216.85
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.920
Date:                           Wed, 09 Oct 2024   AIC                             67.841
Time:                                   14:41:59   BIC                             70.665
Sample:                                        0   HQIC                            67.260
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2913      5.991      0.049      0.961     -11.450      12.033
ma.L1         -5.8042    212.379     -0.027      0.978    -422.060     410.451
ar.S.L7       -0.5557      0.845     -0.657      0.511      -2.212       1.101
ma.S.L7       -1.0063    268.249     -0.004      0.997    -526.764     524.752
sigma2         0.0883     29.381      0.003      0.998     -57.498      57.675
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.27
Prob(Q):                              0.74   Prob(JB):                         0.87
Heteroskedasticity (H):               2.32   Skew:                            -0.32
Prob(H) (two-sided):                  0.44   Kurtosis:                         2.69
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.9793750586042, Current Price: 219.8
SELL EXECUTED at 219.8
SELL ORDER COMPLETED at 221.87
OPERATION PROFIT, GROSS 5.02000000000001, NET 4.58128000000001
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.890
Date:                           Wed, 09 Oct 2024   AIC                             67.780
Time:                                   14:41:59   BIC                             70.604
Sample:                                        0   HQIC                            67.199
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4103      8.835      0.046      0.963     -16.906      17.726
ma.L1         -2.5968     61.912     -0.042      0.967    -123.942     118.748
ar.S.L7       -0.2674      0.892     -0.300      0.764      -2.016       1.481
ma.S.L7       -0.0147      1.108     -0.013      0.989      -2.187       2.157
sigma2         0.7395     35.399      0.021      0.983     -68.641      70.120
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 1.42
Prob(Q):                              0.58   Prob(JB):                         0.49
Heteroskedasticity (H):               2.99   Skew:                            -0.79
Prob(H) (two-sided):                  0.31   Kurtosis:                         3.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.69401532976454, Current Price: 216.89
BUY EXECUTED at 216.89
BUY ORDER COMPLETED at 217.94
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.757
Date:                           Wed, 09 Oct 2024   AIC                             69.514
Time:                                   14:41:59   BIC                             72.339
Sample:                                        0   HQIC                            68.934
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0977      2.017     -0.048      0.961      -4.052       3.856
ma.L1        -13.2593    378.319     -0.035      0.972    -754.751     728.232
ar.S.L7       -0.3896      0.838     -0.465      0.642      -2.032       1.253
ma.S.L7       -0.1884      1.359     -0.139      0.890      -2.852       2.475
sigma2         0.0320      1.825      0.018      0.986      -3.545       3.609
===================================================================================
Ljung-Box (L1) (Q):                   0.49   Jarque-Bera (JB):                 1.03
Prob(Q):                              0.49   Prob(JB):                         0.60
Heteroskedasticity (H):               4.53   Skew:                            -0.69
Prob(H) (two-sided):                  0.17   Kurtosis:                         2.93
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.112488652163, Current Price: 220.95
SELL EXECUTED at 220.95
SELL ORDER COMPLETED at 220.18
OPERATION PROFIT, GROSS 2.240000000000009, NET 1.801880000000009
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.541
Date:                           Wed, 09 Oct 2024   AIC                             69.082
Time:                                   14:41:59   BIC                             71.906
Sample:                                        0   HQIC                            68.501
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1241      0.409     -2.746      0.006      -1.926      -0.322
ma.L1          0.7746      0.439      1.765      0.078      -0.086       1.635
ar.S.L7       -0.2725      0.420     -0.649      0.516      -1.095       0.550
ma.S.L7       -0.6045      2.127     -0.284      0.776      -4.774       3.565
sigma2         4.4558      7.481      0.596      0.551     -10.207      19.119
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.85
Prob(Q):                              0.79   Prob(JB):                         0.66
Heteroskedasticity (H):               0.91   Skew:                            -0.62
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.87
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.9080561823076, Current Price: 221.22
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.705
Date:                           Wed, 09 Oct 2024   AIC                             69.411
Time:                                   14:41:59   BIC                             72.236
Sample:                                        0   HQIC                            68.830
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9397      0.372     -2.526      0.012      -1.669      -0.211
ma.L1          0.6476      0.507      1.278      0.201      -0.346       1.641
ar.S.L7       -0.2133      0.447     -0.477      0.633      -1.089       0.662
ma.S.L7       -0.4934      1.549     -0.318      0.750      -3.530       2.543
sigma2         4.9346      6.018      0.820      0.412      -6.860      16.730
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 1.35
Prob(Q):                              0.72   Prob(JB):                         0.51
Heteroskedasticity (H):               0.34   Skew:                            -0.78
Prob(H) (two-sided):                  0.32   Kurtosis:                         2.75
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.18486993472436, Current Price: 219.59
BUY EXECUTED at 219.59
BUY ORDER COMPLETED at 221.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.414
Date:                           Wed, 09 Oct 2024   AIC                             70.828
Time:                                   14:41:59   BIC                             73.653
Sample:                                        0   HQIC                            70.247
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4827      0.645     -0.748      0.454      -1.747       0.782
ma.L1          0.0971      0.821      0.118      0.906      -1.512       1.706
ar.S.L7       -0.1708      0.479     -0.357      0.721      -1.109       0.767
ma.S.L7       -1.0001   2.35e+04  -4.25e-05      1.000   -4.61e+04    4.61e+04
sigma2         3.7975   8.94e+04   4.25e-05      1.000   -1.75e+05    1.75e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 1.10
Prob(Q):                              0.68   Prob(JB):                         0.58
Heteroskedasticity (H):               0.91   Skew:                            -0.67
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 221.76297089974153, Current Price: 220.34
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.462
Date:                           Wed, 09 Oct 2024   AIC                             70.924
Time:                                   14:41:59   BIC                             73.749
Sample:                                        0   HQIC                            70.344
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7615      0.399     -1.909      0.056      -1.543       0.020
ma.L1          0.5247      0.621      0.845      0.398      -0.692       1.741
ar.S.L7       -0.2564      0.519     -0.494      0.621      -1.274       0.761
ma.S.L7       -1.0002   6374.040     -0.000      1.000   -1.25e+04    1.25e+04
sigma2         3.6978   2.36e+04      0.000      1.000   -4.62e+04    4.62e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.91
Prob(Q):                              0.86   Prob(JB):                         0.63
Heteroskedasticity (H):               0.95   Skew:                            -0.38
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.94
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 221.78253111516892, Current Price: 221.03
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.497
Date:                           Wed, 09 Oct 2024   AIC                             68.995
Time:                                   14:41:59   BIC                             71.819
Sample:                                        0   HQIC                            68.414
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6579      0.468     -1.406      0.160      -1.575       0.259
ma.L1          0.4120      0.748      0.551      0.582      -1.053       1.877
ar.S.L7       -0.3530      0.594     -0.595      0.552      -1.517       0.811
ma.S.L7       -1.0001   1.18e+04  -8.48e-05      1.000   -2.31e+04    2.31e+04
sigma2         3.1873   3.76e+04   8.48e-05      1.000   -7.36e+04    7.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.30   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.59   Prob(JB):                         0.69
Heteroskedasticity (H):               0.93   Skew:                            -0.19
Prob(H) (two-sided):                  0.94   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 222.65778520690927, Current Price: 215.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.142
Date:                           Wed, 09 Oct 2024   AIC                             76.283
Time:                                   14:41:59   BIC                             79.108
Sample:                                        0   HQIC                            75.703
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4420      0.793     -0.557      0.577      -1.997       1.113
ma.L1          0.2586      1.226      0.211      0.833      -2.144       2.661
ar.S.L7       -0.4777      0.984     -0.486      0.627      -2.406       1.451
ma.S.L7       -1.0000   3.71e+04   -2.7e-05      1.000   -7.26e+04    7.26e+04
sigma2         5.7667   2.14e+05    2.7e-05      1.000   -4.19e+05    4.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.32
Prob(Q):                              0.91   Prob(JB):                         0.85
Heteroskedasticity (H):               5.88   Skew:                            -0.32
Prob(H) (two-sided):                  0.11   Kurtosis:                         2.59
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.32330495636174, Current Price: 215.04
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.564
Date:                           Wed, 09 Oct 2024   AIC                             77.128
Time:                                   14:41:59   BIC                             79.953
Sample:                                        0   HQIC                            76.548
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3329     29.305     -0.011      0.991     -57.771      57.105
ma.L1          0.3211     29.477      0.011      0.991     -57.453      58.096
ar.S.L7       -0.5974      0.841     -0.710      0.478      -2.246       1.052
ma.S.L7       -1.0002   1.08e+04  -9.26e-05      1.000   -2.12e+04    2.12e+04
sigma2         6.1632   6.66e+04   9.26e-05      1.000    -1.3e+05    1.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.88   Prob(JB):                         0.82
Heteroskedasticity (H):               2.60   Skew:                            -0.43
Prob(H) (two-sided):                  0.38   Kurtosis:                         2.96
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.48861766002105, Current Price: 214.64
SELL EXECUTED at 214.64
SELL ORDER COMPLETED at 214.47
OPERATION PROFIT, GROSS -6.840000000000003, NET -7.275780000000004
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.981
Date:                           Wed, 09 Oct 2024   AIC                             75.962
Time:                                   14:42:00   BIC                             78.786
Sample:                                        0   HQIC                            75.381
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5185      0.859      0.603      0.546      -1.166       2.203
ma.L1         -0.3906      0.773     -0.505      0.614      -1.906       1.125
ar.S.L7       -0.7107      0.575     -1.237      0.216      -1.837       0.416
ma.S.L7       -1.0002   8916.927     -0.000      1.000   -1.75e+04    1.75e+04
sigma2         5.4997    4.9e+04      0.000      1.000   -9.61e+04    9.61e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.46   Jarque-Bera (JB):                 0.23
Prob(Q):                              0.50   Prob(JB):                         0.89
Heteroskedasticity (H):               2.01   Skew:                            -0.29
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.99312210791257, Current Price: 215.92
BUY EXECUTED at 215.92
BUY ORDER COMPLETED at 216.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.709
Date:                           Wed, 09 Oct 2024   AIC                             73.418
Time:                                   14:42:00   BIC                             76.243
Sample:                                        0   HQIC                            72.838
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8637      0.229     -3.777      0.000      -1.312      -0.416
ma.L1          0.9999    844.064      0.001      0.999   -1653.334    1655.334
ar.S.L7       -0.7931      0.707     -1.122      0.262      -2.179       0.593
ma.S.L7       -1.0002   7311.265     -0.000      1.000   -1.43e+04    1.43e+04
sigma2         4.0945    3.1e+04      0.000      1.000   -6.08e+04    6.08e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.36   Jarque-Bera (JB):                 2.61
Prob(Q):                              0.55   Prob(JB):                         0.27
Heteroskedasticity (H):               5.47   Skew:                            -0.92
Prob(H) (two-sided):                  0.13   Kurtosis:                         4.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.75962637442342, Current Price: 216.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.267
Date:                           Wed, 09 Oct 2024   AIC                             74.534
Time:                                   14:42:00   BIC                             77.359
Sample:                                        0   HQIC                            73.954
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8708      0.273     -3.188      0.001      -1.406      -0.335
ma.L1          1.0000   1.14e+04   8.79e-05      1.000   -2.23e+04    2.23e+04
ar.S.L7       -0.7507      0.785     -0.957      0.339      -2.289       0.787
ma.S.L7       -1.0004   4402.757     -0.000      1.000   -8630.246    8628.245
sigma2         4.4587   5.74e+04   7.77e-05      1.000   -1.13e+05    1.13e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 1.79
Prob(Q):                              0.77   Prob(JB):                         0.41
Heteroskedasticity (H):               0.35   Skew:                            -0.75
Prob(H) (two-sided):                  0.33   Kurtosis:                         4.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.9546868874945, Current Price: 216.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.760
Date:                           Wed, 09 Oct 2024   AIC                             73.521
Time:                                   14:42:00   BIC                             76.346
Sample:                                        0   HQIC                            72.940
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8019      0.251     -3.189      0.001      -1.295      -0.309
ma.L1          1.0000   1.94e+04   5.14e-05      1.000   -3.81e+04    3.81e+04
ar.S.L7       -0.7785      0.967     -0.805      0.421      -2.673       1.116
ma.S.L7       -0.1686      2.198     -0.077      0.939      -4.476       4.139
sigma2         6.6489   1.29e+05   5.14e-05      1.000   -2.53e+05    2.53e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 6.71
Prob(Q):                              0.79   Prob(JB):                         0.03
Heteroskedasticity (H):               0.61   Skew:                            -1.37
Prob(H) (two-sided):                  0.65   Kurtosis:                         5.21
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.77025633783498, Current Price: 211.87
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.003
Date:                           Wed, 09 Oct 2024   AIC                             72.007
Time:                                   14:42:00   BIC                             74.831
Sample:                                        0   HQIC                            71.426
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7311      0.623      1.174      0.241      -0.490       1.952
ma.L1         -0.4194      0.646     -0.649      0.516      -1.685       0.847
ar.S.L7       -0.9419      0.412     -2.285      0.022      -1.750      -0.134
ma.S.L7       -0.5787      1.573     -0.368      0.713      -3.661       2.503
sigma2         5.7724      9.987      0.578      0.563     -13.801      25.346
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 1.62
Prob(Q):                              0.66   Prob(JB):                         0.45
Heteroskedasticity (H):               0.48   Skew:                             0.84
Prob(H) (two-sided):                  0.49   Kurtosis:                         3.41
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.00187046669424, Current Price: 213.79
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.088
Date:                           Wed, 09 Oct 2024   AIC                             74.176
Time:                                   14:42:00   BIC                             77.001
Sample:                                        0   HQIC                            73.595
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4009      1.467      0.273      0.785      -2.473       3.275
ma.L1         -0.1452      1.422     -0.102      0.919      -2.932       2.641
ar.S.L7       -0.8905      0.708     -1.257      0.209      -2.279       0.498
ma.S.L7       -0.1637      1.200     -0.136      0.892      -2.516       2.188
sigma2         8.1098      5.940      1.365      0.172      -3.532      19.751
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 2.09
Prob(Q):                              0.48   Prob(JB):                         0.35
Heteroskedasticity (H):               0.39   Skew:                            -0.59
Prob(H) (two-sided):                  0.38   Kurtosis:                         4.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 210.7330916345909, Current Price: 213.13
SELL EXECUTED at 213.13
SELL ORDER COMPLETED at 212.89
OPERATION PROFIT, GROSS -3.880000000000024, NET -4.309660000000024
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.824
Date:                           Wed, 09 Oct 2024   AIC                             69.647
Time:                                   14:42:00   BIC                             72.472
Sample:                                        0   HQIC                            69.067
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2354      0.861     -0.273      0.785      -1.923       1.452
ma.L1          1.0000   3.06e+04   3.27e-05      1.000      -6e+04       6e+04
ar.S.L7       -1.0337      0.107     -9.617      0.000      -1.244      -0.823
ma.S.L7        1.0000   2.97e+04   3.37e-05      1.000   -5.82e+04    5.82e+04
sigma2         2.9535   1.44e+05   2.05e-05      1.000   -2.83e+05    2.83e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.13   Jarque-Bera (JB):                 2.36
Prob(Q):                              0.72   Prob(JB):                         0.31
Heteroskedasticity (H):               1.76   Skew:                            -0.81
Prob(H) (two-sided):                  0.60   Kurtosis:                         4.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.4644942631723, Current Price: 212.96
BUY EXECUTED at 212.96
BUY ORDER COMPLETED at 215.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.920
Date:                           Wed, 09 Oct 2024   AIC                             73.839
Time:                                   14:42:00   BIC                             76.664
Sample:                                        0   HQIC                            73.259
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3919      4.132      0.095      0.924      -7.707       8.491
ma.L1         -0.2989      4.146     -0.072      0.943      -8.425       7.827
ar.S.L7       -0.4345      0.727     -0.598      0.550      -1.859       0.991
ma.S.L7       -1.0000   2.27e+04  -4.41e-05      1.000   -4.44e+04    4.44e+04
sigma2         4.7922   1.09e+05   4.41e-05      1.000   -2.13e+05    2.13e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.51   Jarque-Bera (JB):                 7.46
Prob(Q):                              0.11   Prob(JB):                         0.02
Heteroskedasticity (H):               0.22   Skew:                            -1.48
Prob(H) (two-sided):                  0.18   Kurtosis:                         5.24
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.6423645047978, Current Price: 215.2
SELL EXECUTED at 215.2
SELL ORDER COMPLETED at 214.52
OPERATION PROFIT, GROSS -0.6199999999999761, NET -1.0496599999999763
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.006
Date:                           Wed, 09 Oct 2024   AIC                             74.012
Time:                                   14:42:00   BIC                             76.836
Sample:                                        0   HQIC                            73.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4171      2.783     -0.150      0.881      -5.872       5.038
ma.L1          0.2284      2.973      0.077      0.939      -5.598       6.055
ar.S.L7       -0.2857      0.744     -0.384      0.701      -1.745       1.173
ma.S.L7       -1.0000   3.24e+04  -3.09e-05      1.000   -6.35e+04    6.35e+04
sigma2         4.8474   1.57e+05   3.09e-05      1.000   -3.08e+05    3.08e+05
===================================================================================
Ljung-Box (L1) (Q):                   2.19   Jarque-Bera (JB):                 7.17
Prob(Q):                              0.14   Prob(JB):                         0.03
Heteroskedasticity (H):               0.10   Skew:                            -1.46
Prob(H) (two-sided):                  0.05   Kurtosis:                         5.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.0675150606023, Current Price: 214.21
BUY EXECUTED at 214.21
BUY ORDER COMPLETED at 213.62
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.970
Date:                           Wed, 09 Oct 2024   AIC                             73.940
Time:                                   14:42:00   BIC                             76.765
Sample:                                        0   HQIC                            73.360
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3894      2.781     -0.140      0.889      -5.840       5.061
ma.L1          0.2173      2.719      0.080      0.936      -5.111       5.546
ar.S.L7       -0.3375      0.726     -0.465      0.642      -1.760       1.086
ma.S.L7       -1.0001   1.82e+04  -5.49e-05      1.000   -3.57e+04    3.57e+04
sigma2         4.8230   8.78e+04   5.49e-05      1.000   -1.72e+05    1.72e+05
===================================================================================
Ljung-Box (L1) (Q):                   1.80   Jarque-Bera (JB):                 6.98
Prob(Q):                              0.18   Prob(JB):                         0.03
Heteroskedasticity (H):               0.13   Skew:                            -1.48
Prob(H) (two-sided):                  0.07   Kurtosis:                         5.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.61645304533823, Current Price: 213.58
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.076
Date:                           Wed, 09 Oct 2024   AIC                             70.152
Time:                                   14:42:00   BIC                             72.977
Sample:                                        0   HQIC                            69.572
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7422      0.440     -1.685      0.092      -1.605       0.121
ma.L1          1.0000   9458.347      0.000      1.000   -1.85e+04    1.85e+04
ar.S.L7       -0.4419      0.755     -0.586      0.558      -1.921       1.037
ma.S.L7       -1.0000   2.06e+04  -4.85e-05      1.000   -4.04e+04    4.04e+04
sigma2         3.1827    6.3e+04   5.05e-05      1.000   -1.24e+05    1.24e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.16   Jarque-Bera (JB):                 5.23
Prob(Q):                              0.69   Prob(JB):                         0.07
Heteroskedasticity (H):               0.14   Skew:                            -1.41
Prob(H) (two-sided):                  0.08   Kurtosis:                         4.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.472471442571, Current Price: 216.95
SELL EXECUTED at 216.95
SELL ORDER COMPLETED at 219.22
OPERATION PROFIT, GROSS 5.599999999999994, NET 5.167159999999995
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.354
Date:                           Wed, 09 Oct 2024   AIC                             62.709
Time:                                   14:42:00   BIC                             65.533
Sample:                                        0   HQIC                            62.128
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3376      3.471     -0.097      0.923      -7.141       6.466
ma.L1          0.3745      3.576      0.105      0.917      -6.635       7.384
ar.S.L7       -0.6561      0.358     -1.833      0.067      -1.358       0.045
ma.S.L7       -0.2382      0.747     -0.319      0.750      -1.703       1.227
sigma2         3.3017      2.002      1.649      0.099      -0.623       7.226
===================================================================================
Ljung-Box (L1) (Q):                   1.00   Jarque-Bera (JB):                 0.81
Prob(Q):                              0.32   Prob(JB):                         0.67
Heteroskedasticity (H):               6.63   Skew:                             0.60
Prob(H) (two-sided):                  0.09   Kurtosis:                         3.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.40248931214052, Current Price: 218.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.670
Date:                           Wed, 09 Oct 2024   AIC                             65.339
Time:                                   14:42:00   BIC                             68.164
Sample:                                        0   HQIC                            64.758
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0440     14.672     -0.003      0.998     -28.800      28.712
ma.L1          0.0271     14.606      0.002      0.999     -28.601      28.655
ar.S.L7       -0.4888      0.228     -2.146      0.032      -0.935      -0.042
ma.S.L7       -1.0001   5194.935     -0.000      1.000   -1.02e+04    1.02e+04
sigma2         2.4888   1.29e+04      0.000      1.000   -2.53e+04    2.53e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.63
Prob(Q):                              0.82   Prob(JB):                         0.73
Heteroskedasticity (H):               3.93   Skew:                             0.36
Prob(H) (two-sided):                  0.21   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.37128354734696, Current Price: 216.26
BUY EXECUTED at 216.26
BUY ORDER COMPLETED at 217.31
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.100
Date:                           Wed, 09 Oct 2024   AIC                             66.200
Time:                                   14:42:00   BIC                             69.025
Sample:                                        0   HQIC                            65.619
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2879      2.368      0.122      0.903      -4.353       4.929
ma.L1         -0.4798      2.437     -0.197      0.844      -5.256       4.297
ar.S.L7    -7.339e-05      0.056     -0.001      0.999      -0.109       0.109
ma.S.L7       -0.9464      7.572     -0.125      0.901     -15.788      13.895
sigma2         2.8491     21.665      0.132      0.895     -39.613      45.311
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 1.04
Prob(Q):                              0.83   Prob(JB):                         0.59
Heteroskedasticity (H):               1.99   Skew:                             0.62
Prob(H) (two-sided):                  0.52   Kurtosis:                         3.63
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.53329928961992, Current Price: 218.09
SELL EXECUTED at 218.09
SELL ORDER COMPLETED at 219.06
OPERATION PROFIT, GROSS 1.75, NET 1.3136299999999999
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.113
Date:                           Wed, 09 Oct 2024   AIC                             68.225
Time:                                   14:42:00   BIC                             71.050
Sample:                                        0   HQIC                            67.645
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4975      0.341      1.457      0.145      -0.172       1.167
ma.L1         -0.5639      0.606     -0.930      0.352      -1.752       0.625
ar.S.L7       -0.6883      0.421     -1.636      0.102      -1.513       0.136
ma.S.L7       -1.0033    340.655     -0.003      0.998    -668.675     666.669
sigma2         3.0020   1024.108      0.003      0.998   -2004.213    2010.217
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.40
Prob(Q):                              0.95   Prob(JB):                         0.50
Heteroskedasticity (H):               4.11   Skew:                             0.76
Prob(H) (two-sided):                  0.20   Kurtosis:                         3.50
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.6461415517237, Current Price: 220.89
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.247
Date:                           Wed, 09 Oct 2024   AIC                             68.495
Time:                                   14:42:00   BIC                             71.319
Sample:                                        0   HQIC                            67.914
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2465     16.600      0.015      0.988     -32.290      32.783
ma.L1         -0.2845     16.277     -0.017      0.986     -32.187      31.618
ar.S.L7       -0.6416      0.344     -1.867      0.062      -1.315       0.032
ma.S.L7       -0.7353      3.928     -0.187      0.852      -8.433       6.963
sigma2         4.0373     14.328      0.282      0.778     -24.045      32.119
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.93   Prob(JB):                         0.76
Heteroskedasticity (H):               2.66   Skew:                             0.49
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.81
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.90003854335654, Current Price: 220.03
BUY EXECUTED at 220.03
BUY ORDER COMPLETED at 222.18
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.242
Date:                           Wed, 09 Oct 2024   AIC                             68.483
Time:                                   14:42:00   BIC                             71.308
Sample:                                        0   HQIC                            67.903
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2531      7.100      0.036      0.972     -13.663      14.169
ma.L1         -0.3181      6.910     -0.046      0.963     -13.862      13.226
ar.S.L7       -0.6106      0.317     -1.929      0.054      -1.231       0.010
ma.S.L7       -1.2753      6.210     -0.205      0.837     -13.446      10.896
sigma2         2.3832     15.299      0.156      0.876     -27.602      32.369
===================================================================================
Ljung-Box (L1) (Q):                   0.20   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.65   Prob(JB):                         0.82
Heteroskedasticity (H):               0.40   Skew:                             0.42
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.56497534969796, Current Price: 223.66
SELL EXECUTED at 223.66
SELL ORDER COMPLETED at 223.79
OPERATION PROFIT, GROSS 1.6099999999999852, NET 1.1640299999999852
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.383
Date:                           Wed, 09 Oct 2024   AIC                             68.766
Time:                                   14:42:00   BIC                             71.590
Sample:                                        0   HQIC                            68.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1324      3.949      0.034      0.973      -7.608       7.872
ma.L1         -3.7029     47.926     -0.077      0.938     -97.637      90.231
ar.S.L7       -0.5918      0.396     -1.494      0.135      -1.368       0.185
ma.S.L7       -1.3626      6.272     -0.217      0.828     -13.655      10.930
sigma2         0.1616      4.861      0.033      0.973      -9.366       9.689
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.56
Prob(Q):                              0.58   Prob(JB):                         0.76
Heteroskedasticity (H):               2.15   Skew:                             0.49
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.76
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.14025177947502, Current Price: 224.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.942
Date:                           Wed, 09 Oct 2024   AIC                             63.884
Time:                                   14:42:00   BIC                             66.709
Sample:                                        0   HQIC                            63.303
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3300      0.540     -0.611      0.541      -1.389       0.729
ma.L1          1.0000   1.05e+04   9.52e-05      1.000   -2.06e+04    2.06e+04
ar.S.L7       -0.4465      0.174     -2.572      0.010      -0.787      -0.106
ma.S.L7       -0.4309      0.989     -0.436      0.663      -2.368       1.507
sigma2         3.1663   3.32e+04   9.52e-05      1.000   -6.52e+04    6.52e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.58   Jarque-Bera (JB):                 1.58
Prob(Q):                              0.45   Prob(JB):                         0.45
Heteroskedasticity (H):               4.15   Skew:                             0.83
Prob(H) (two-sided):                  0.20   Kurtosis:                         2.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.40093658306503, Current Price: 224.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.915
Date:                           Wed, 09 Oct 2024   AIC                             69.830
Time:                                   14:42:00   BIC                             72.655
Sample:                                        0   HQIC                            69.249
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.8534      0.387      2.202      0.028       0.094       1.613
ma.L1         -1.0000   1.21e+04  -8.24e-05      1.000   -2.38e+04    2.38e+04
ar.S.L7       -0.3547      0.342     -1.037      0.300      -1.025       0.315
ma.S.L7       -0.1499      0.630     -0.238      0.812      -1.385       1.085
sigma2         4.8926   5.94e+04   8.24e-05      1.000   -1.16e+05    1.16e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.74   Prob(JB):                         0.61
Heteroskedasticity (H):               1.59   Skew:                             0.62
Prob(H) (two-sided):                  0.66   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 222.84770071205142, Current Price: 220.11
BUY EXECUTED at 220.11
BUY ORDER COMPLETED at 218.78
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.405
Date:                           Wed, 09 Oct 2024   AIC                             66.810
Time:                                   14:42:00   BIC                             69.635
Sample:                                        0   HQIC                            66.229
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3522      0.709     -0.496      0.620      -1.743       1.038
ma.L1          1.0000   1.17e+04   8.55e-05      1.000   -2.29e+04    2.29e+04
ar.S.L7       -0.4125      0.213     -1.936      0.053      -0.830       0.005
ma.S.L7       -0.2822      0.695     -0.406      0.685      -1.644       1.080
sigma2         4.1152   4.81e+04   8.55e-05      1.000   -9.43e+04    9.43e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.64   Prob(JB):                         0.76
Heteroskedasticity (H):               0.81   Skew:                             0.29
Prob(H) (two-sided):                  0.84   Kurtosis:                         2.19
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 219.08381591722315, Current Price: 215.72
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.969
Date:                           Wed, 09 Oct 2024   AIC                             67.939
Time:                                   14:42:01   BIC                             70.763
Sample:                                        0   HQIC                            67.358
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1217      0.678     -0.180      0.858      -1.450       1.207
ma.L1          1.0000   5250.175      0.000      1.000   -1.03e+04    1.03e+04
ar.S.L7       -0.4276      0.153     -2.795      0.005      -0.727      -0.128
ma.S.L7       -0.4284      0.697     -0.615      0.539      -1.794       0.937
sigma2         4.2765   2.25e+04      0.000      1.000    -4.4e+04     4.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.12
Prob(Q):                              0.87   Prob(JB):                         0.57
Heteroskedasticity (H):               0.70   Skew:                             0.64
Prob(H) (two-sided):                  0.74   Kurtosis:                         2.36
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.01128285481443, Current Price: 215.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.249
Date:                           Wed, 09 Oct 2024   AIC                             66.498
Time:                                   14:42:01   BIC                             69.323
Sample:                                        0   HQIC                            65.917
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0141      0.654     -0.022      0.983      -1.295       1.267
ma.L1          1.0000   5984.360      0.000      1.000   -1.17e+04    1.17e+04
ar.S.L7       -0.4665      0.114     -4.080      0.000      -0.691      -0.242
ma.S.L7       -1.0001   8637.110     -0.000      1.000   -1.69e+04    1.69e+04
sigma2         2.5477   2.77e+04   9.19e-05      1.000   -5.44e+04    5.44e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.47
Prob(Q):                              0.86   Prob(JB):                         0.48
Heteroskedasticity (H):               0.50   Skew:                             0.78
Prob(H) (two-sided):                  0.52   Kurtosis:                         2.46
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.54811256472334, Current Price: 218.19
SELL EXECUTED at 218.19
SELL ORDER COMPLETED at 216.92
OPERATION PROFIT, GROSS -1.8600000000000136, NET -2.2957000000000134
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.938
Date:                           Wed, 09 Oct 2024   AIC                             73.875
Time:                                   14:42:01   BIC                             76.700
Sample:                                        0   HQIC                            73.295
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2583      0.968      0.267      0.790      -1.640       2.156
ma.L1          7.7489     61.529      0.126      0.900    -112.846     128.343
ar.S.L7       -0.3910      0.686     -0.570      0.569      -1.735       0.953
ma.S.L7       -0.7997      5.858     -0.137      0.891     -12.280      10.681
sigma2         0.0923      1.622      0.057      0.955      -3.086       3.271
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.94
Prob(Q):                              0.64   Prob(JB):                         0.63
Heteroskedasticity (H):               0.77   Skew:                             0.32
Prob(H) (two-sided):                  0.80   Kurtosis:                         1.85
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.75122693659694, Current Price: 216.16
BUY EXECUTED at 216.16
BUY ORDER COMPLETED at 216.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.499
Date:                           Wed, 09 Oct 2024   AIC                             66.998
Time:                                   14:42:01   BIC                             69.823
Sample:                                        0   HQIC                            66.417
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2249      0.645     -0.349      0.727      -1.488       1.039
ma.L1          0.9999    655.920      0.002      0.999   -1284.581    1286.580
ar.S.L7       -0.4949      0.209     -2.362      0.018      -0.905      -0.084
ma.S.L7       -1.0000   1.28e+05  -7.84e-06      1.000    -2.5e+05     2.5e+05
sigma2         2.6752   3.42e+05   7.83e-06      1.000    -6.7e+05     6.7e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.71
Prob(Q):                              0.89   Prob(JB):                         0.70
Heteroskedasticity (H):               2.70   Skew:                             0.25
Prob(H) (two-sided):                  0.36   Kurtosis:                         1.97
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.12540720186442, Current Price: 216.57
SELL EXECUTED at 216.57
SELL ORDER COMPLETED at 217.77
OPERATION PROFIT, GROSS 1.0800000000000125, NET 0.6455400000000124
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.473
Date:                           Wed, 09 Oct 2024   AIC                             68.946
Time:                                   14:42:01   BIC                             71.771
Sample:                                        0   HQIC                            68.365
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3880      0.517     -0.750      0.453      -1.401       0.625
ma.L1          1.0000   9219.441      0.000      1.000   -1.81e+04    1.81e+04
ar.S.L7       -0.6031      0.211     -2.861      0.004      -1.016      -0.190
ma.S.L7       -0.4302      0.521     -0.826      0.409      -1.451       0.591
sigma2         4.6984   4.33e+04      0.000      1.000   -8.49e+04    8.49e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 1.20
Prob(Q):                              0.79   Prob(JB):                         0.55
Heteroskedasticity (H):               1.33   Skew:                             0.07
Prob(H) (two-sided):                  0.79   Kurtosis:                         1.52
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 219.5506593317778, Current Price: 215.3
BUY EXECUTED at 215.3
BUY ORDER COMPLETED at 215.92
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.484
Date:                           Wed, 09 Oct 2024   AIC                             68.969
Time:                                   14:42:01   BIC                             71.793
Sample:                                        0   HQIC                            68.388
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0116      1.341     -0.009      0.993      -2.640       2.617
ma.L1          3.9468     20.935      0.189      0.850     -37.085      44.978
ar.S.L7       -0.5654      0.532     -1.063      0.288      -1.608       0.477
ma.S.L7       -0.9999   7652.902     -0.000      1.000    -1.5e+04     1.5e+04
sigma2         0.2113   1616.857      0.000      1.000   -3168.770    3169.193
===================================================================================
Ljung-Box (L1) (Q):                   0.31   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.58   Prob(JB):                         0.72
Heteroskedasticity (H):               0.87   Skew:                             0.27
Prob(H) (two-sided):                  0.89   Kurtosis:                         2.04
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.0045571173983, Current Price: 217.22
SELL EXECUTED at 217.22
SELL ORDER COMPLETED at 216.24
OPERATION PROFIT, GROSS 0.3200000000000216, NET -0.11215999999997839
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.841
Date:                           Wed, 09 Oct 2024   AIC                             71.681
Time:                                   14:42:01   BIC                             74.506
Sample:                                        0   HQIC                            71.100
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0953      2.207     -0.043      0.966      -4.422       4.231
ma.L1          0.2755      2.304      0.120      0.905      -4.241       4.792
ar.S.L7       -0.6115      0.570     -1.073      0.283      -1.729       0.506
ma.S.L7       -1.0000   2.27e+04  -4.41e-05      1.000   -4.45e+04    4.45e+04
sigma2         4.0538    9.2e+04   4.41e-05      1.000    -1.8e+05     1.8e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.00
Prob(Q):                              0.95   Prob(JB):                         0.61
Heteroskedasticity (H):               1.51   Skew:                             0.35
Prob(H) (two-sided):                  0.70   Kurtosis:                         1.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 219.85866352881698, Current Price: 215.27
BUY EXECUTED at 215.27
BUY ORDER COMPLETED at 216.69
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.764
Date:                           Wed, 09 Oct 2024   AIC                             73.528
Time:                                   14:42:01   BIC                             76.353
Sample:                                        0   HQIC                            72.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3774      4.780     -0.079      0.937      -9.746       8.991
ma.L1          0.2890      4.792      0.060      0.952      -9.103       9.681
ar.S.L7       -0.4603      0.942     -0.488      0.625      -2.308       1.387
ma.S.L7       -0.6362      2.863     -0.222      0.824      -6.248       4.975
sigma2         6.3962     12.527      0.511      0.610     -18.156      30.948
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.24
Prob(Q):                              0.86   Prob(JB):                         0.54
Heteroskedasticity (H):               1.69   Skew:                             0.59
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.11876459269453, Current Price: 217.82
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.858
Date:                           Wed, 09 Oct 2024   AIC                             73.716
Time:                                   14:42:01   BIC                             76.541
Sample:                                        0   HQIC                            73.135
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3654      6.277     -0.058      0.954     -12.668      11.937
ma.L1          0.2910      6.383      0.046      0.964     -12.220      12.802
ar.S.L7       -0.4424      1.120     -0.395      0.693      -2.638       1.754
ma.S.L7       -1.0001   2.92e+04  -3.43e-05      1.000   -5.72e+04    5.72e+04
sigma2         4.7398   1.38e+05   3.43e-05      1.000   -2.71e+05    2.71e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.96
Prob(Q):                              0.79   Prob(JB):                         0.62
Heteroskedasticity (H):               1.36   Skew:                             0.50
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.70491723593162, Current Price: 219.43
SELL EXECUTED at 219.43
SELL ORDER COMPLETED at 215.07
OPERATION PROFIT, GROSS -1.6200000000000045, NET -2.0517600000000047
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.405
Date:                           Wed, 09 Oct 2024   AIC                             72.810
Time:                                   14:42:01   BIC                             75.634
Sample:                                        0   HQIC                            72.229
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.2371    118.003     -0.002      0.998    -231.518     231.044
ma.L1          0.2343    117.971      0.002      0.998    -230.985     231.454
ar.S.L7       -0.4262      1.421     -0.300      0.764      -3.211       2.359
ma.S.L7       -0.4519      2.517     -0.180      0.858      -5.384       4.481
sigma2         6.7074      6.065      1.106      0.269      -5.179      18.594
===================================================================================
Ljung-Box (L1) (Q):                   0.37   Jarque-Bera (JB):                 0.74
Prob(Q):                              0.54   Prob(JB):                         0.69
Heteroskedasticity (H):               0.82   Skew:                             0.51
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.43
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.80142019130724, Current Price: 211.6
BUY EXECUTED at 211.6
BUY ORDER COMPLETED at 213.13
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.676
Date:                           Wed, 09 Oct 2024   AIC                             79.353
Time:                                   14:42:01   BIC                             82.178
Sample:                                        0   HQIC                            78.772
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1608      2.119      0.076      0.940      -3.993       4.314
ma.L1          0.1825      2.024      0.090      0.928      -3.785       4.150
ar.S.L7       -0.4183      0.559     -0.748      0.454      -1.514       0.677
ma.S.L7        1.0000   4.38e+04   2.28e-05      1.000   -8.58e+04    8.58e+04
sigma2         7.3141    3.2e+05   2.28e-05      1.000   -6.28e+05    6.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.09   Jarque-Bera (JB):                 0.33
Prob(Q):                              0.76   Prob(JB):                         0.85
Heteroskedasticity (H):               1.02   Skew:                             0.37
Prob(H) (two-sided):                  0.98   Kurtosis:                         3.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 209.5622729833309, Current Price: 213.54
SELL EXECUTED at 213.54
SELL ORDER COMPLETED at 213.95
OPERATION PROFIT, GROSS 0.8199999999999932, NET 0.39291999999999316
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.782
Date:                           Wed, 09 Oct 2024   AIC                             79.564
Time:                                   14:42:01   BIC                             82.389
Sample:                                        0   HQIC                            78.983
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1121      2.219      0.050      0.960      -4.238       4.462
ma.L1          0.1114      2.283      0.049      0.961      -4.362       4.585
ar.S.L7       -0.2427      0.422     -0.575      0.565      -1.070       0.584
ma.S.L7        0.5948      1.453      0.409      0.682      -2.253       3.442
sigma2        10.4528     10.157      1.029      0.303      -9.454      30.359
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.38
Prob(Q):                              0.94   Prob(JB):                         0.83
Heteroskedasticity (H):               1.10   Skew:                             0.21
Prob(H) (two-sided):                  0.93   Kurtosis:                         2.28
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 212.7508248329053, Current Price: 214.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.743
Date:                           Wed, 09 Oct 2024   AIC                             79.487
Time:                                   14:42:01   BIC                             82.312
Sample:                                        0   HQIC                            78.906
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0117      2.523     -0.005      0.996      -4.958       4.934
ma.L1          0.2103      2.586      0.081      0.935      -4.857       5.278
ar.S.L7       -0.3066      0.376     -0.814      0.415      -1.044       0.431
ma.S.L7        0.5681      1.305      0.435      0.663      -1.990       3.126
sigma2        10.5605      9.156      1.153      0.249      -7.384      28.505
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.26
Prob(Q):                              0.82   Prob(JB):                         0.88
Heteroskedasticity (H):               0.77   Skew:                             0.02
Prob(H) (two-sided):                  0.80   Kurtosis:                         2.30
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.89703477950482, Current Price: 214.72
BUY EXECUTED at 214.72
BUY ORDER COMPLETED at 214.44
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.057
Date:                           Wed, 09 Oct 2024   AIC                             72.114
Time:                                   14:42:01   BIC                             74.939
Sample:                                        0   HQIC                            71.534
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5679      0.108      5.256      0.000       0.356       0.780
ma.L1         -1.0000   8508.579     -0.000      1.000   -1.67e+04    1.67e+04
ar.S.L7       -0.4016      0.218     -1.841      0.066      -0.829       0.026
ma.S.L7        0.8197      6.170      0.133      0.894     -11.274      12.914
sigma2         4.2689   3.63e+04      0.000      1.000   -7.12e+04    7.12e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.65
Prob(Q):                              0.85   Prob(JB):                         0.72
Heteroskedasticity (H):               1.88   Skew:                            -0.44
Prob(H) (two-sided):                  0.55   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 212.94548865795633, Current Price: 212.97
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.360
Date:                           Wed, 09 Oct 2024   AIC                             70.721
Time:                                   14:42:01   BIC                             73.546
Sample:                                        0   HQIC                            70.140
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4951      0.065      7.662      0.000       0.368       0.622
ma.L1         -1.0000   6091.563     -0.000      1.000   -1.19e+04    1.19e+04
ar.S.L7       -0.3773      0.197     -1.919      0.055      -0.763       0.008
ma.S.L7        1.0000   1.58e+05   6.33e-06      1.000    -3.1e+05     3.1e+05
sigma2         3.4035   5.35e+05   6.36e-06      1.000   -1.05e+06    1.05e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.01
Prob(Q):                              0.80   Prob(JB):                         0.60
Heteroskedasticity (H):               0.15   Skew:                            -0.54
Prob(H) (two-sided):                  0.09   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.21945026709773, Current Price: 215.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.885
Date:                           Wed, 09 Oct 2024   AIC                             71.769
Time:                                   14:42:01   BIC                             74.594
Sample:                                        0   HQIC                            71.188
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6728      0.473     -1.422      0.155      -1.600       0.255
ma.L1          1.0000   3942.710      0.000      1.000   -7726.569    7728.569
ar.S.L7       -0.1576      0.634     -0.249      0.804      -1.400       1.085
ma.S.L7        0.5052      1.534      0.329      0.742      -2.502       3.512
sigma2         4.9337   1.94e+04      0.000      1.000   -3.81e+04    3.81e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.07   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.79   Prob(JB):                         1.00
Heteroskedasticity (H):               0.13   Skew:                             0.02
Prob(H) (two-sided):                  0.07   Kurtosis:                         3.10
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.3286768001256, Current Price: 214.61
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.820
Date:                           Wed, 09 Oct 2024   AIC                             67.640
Time:                                   14:42:01   BIC                             70.464
Sample:                                        0   HQIC                            67.059
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3556      0.532      0.668      0.504      -0.688       1.399
ma.L1         -1.0000   1.08e+04  -9.23e-05      1.000   -2.12e+04    2.12e+04
ar.S.L7       -0.3299      0.177     -1.867      0.062      -0.676       0.016
ma.S.L7        1.0000   3.59e+05   2.79e-06      1.000   -7.03e+05    7.03e+05
sigma2         2.8317   1.02e+06   2.78e-06      1.000      -2e+06       2e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.44
Prob(Q):                              0.86   Prob(JB):                         0.80
Heteroskedasticity (H):               0.46   Skew:                            -0.15
Prob(H) (two-sided):                  0.48   Kurtosis:                         2.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 206.52169716120704, Current Price: 215.47
SELL EXECUTED at 215.47
SELL ORDER COMPLETED at 216.32
OPERATION PROFIT, GROSS 1.8799999999999955, NET 1.4492399999999954
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.939
Date:                           Wed, 09 Oct 2024   AIC                             75.877
Time:                                   14:42:01   BIC                             78.702
Sample:                                        0   HQIC                            75.296
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6635      0.395     -1.682      0.093      -1.437       0.110
ma.L1          0.6842      0.819      0.836      0.403      -0.920       2.289
ar.S.L7       -0.2427      0.690     -0.351      0.725      -1.596       1.110
ma.S.L7       -1.0001   2.01e+04  -4.98e-05      1.000   -3.94e+04    3.94e+04
sigma2         5.3145   1.07e+05   4.98e-05      1.000   -2.09e+05    2.09e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 8.95
Prob(Q):                              0.86   Prob(JB):                         0.01
Heteroskedasticity (H):               0.94   Skew:                            -1.62
Prob(H) (two-sided):                  0.96   Kurtosis:                         5.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 217.5089430804306, Current Price: 218.16
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.284
Date:                           Wed, 09 Oct 2024   AIC                             74.568
Time:                                   14:42:01   BIC                             77.393
Sample:                                        0   HQIC                            73.987
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5716      0.454      1.259      0.208      -0.318       1.462
ma.L1         -1.0000   8025.579     -0.000      1.000   -1.57e+04    1.57e+04
ar.S.L7       -0.2808      0.314     -0.894      0.371      -0.896       0.335
ma.S.L7       -1.0000   7.76e+04  -1.29e-05      1.000   -1.52e+05    1.52e+05
sigma2         4.1481   3.29e+05   1.26e-05      1.000   -6.45e+05    6.45e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 4.41
Prob(Q):                              0.77   Prob(JB):                         0.11
Heteroskedasticity (H):               0.94   Skew:                            -1.25
Prob(H) (two-sided):                  0.95   Kurtosis:                         4.37
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 216.8028069060022, Current Price: 214.78
BUY EXECUTED at 214.78
BUY ORDER COMPLETED at 215.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.933
Date:                           Wed, 09 Oct 2024   AIC                             71.866
Time:                                   14:42:01   BIC                             74.691
Sample:                                        0   HQIC                            71.285
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5551      0.249      2.226      0.026       0.066       1.044
ma.L1         -1.0000   1.07e+04  -9.32e-05      1.000    -2.1e+04     2.1e+04
ar.S.L7       -0.2451      0.293     -0.836      0.403      -0.820       0.330
ma.S.L7       -1.0009   1042.731     -0.001      0.999   -2044.716    2042.714
sigma2         3.3745   3.83e+04   8.81e-05      1.000   -7.51e+04    7.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 2.67
Prob(Q):                              0.78   Prob(JB):                         0.26
Heteroskedasticity (H):               0.78   Skew:                            -1.08
Prob(H) (two-sided):                  0.82   Kurtosis:                         3.54
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.99141855897813, Current Price: 215.63
SELL EXECUTED at 215.63
SELL ORDER COMPLETED at 214.96
OPERATION PROFIT, GROSS -0.5900000000000034, NET -1.0205100000000034
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.226
Date:                           Wed, 09 Oct 2024   AIC                             70.453
Time:                                   14:42:01   BIC                             73.278
Sample:                                        0   HQIC                            69.872
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5513      0.192      2.876      0.004       0.176       0.927
ma.L1         -1.0000   3.28e+04  -3.05e-05      1.000   -6.43e+04    6.43e+04
ar.S.L7       -0.2089      0.319     -0.654      0.513      -0.835       0.417
ma.S.L7       -1.0000   3.23e+04   -3.1e-05      1.000   -6.32e+04    6.32e+04
sigma2         2.9993   1.36e+05    2.2e-05      1.000   -2.67e+05    2.67e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 3.50
Prob(Q):                              0.73   Prob(JB):                         0.17
Heteroskedasticity (H):               0.60   Skew:                            -1.15
Prob(H) (two-sided):                  0.64   Kurtosis:                         4.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.12311130880815, Current Price: 214.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.621
Date:                           Wed, 09 Oct 2024   AIC                             69.243
Time:                                   14:42:01   BIC                             72.067
Sample:                                        0   HQIC                            68.662
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3016      0.871      0.346      0.729      -1.405       2.008
ma.L1         -0.8292      1.228     -0.675      0.500      -3.237       1.578
ar.S.L7       -0.2016      0.314     -0.642      0.521      -0.817       0.414
ma.S.L7       -1.0000   4.82e+04  -2.08e-05      1.000   -9.44e+04    9.44e+04
sigma2         3.2209   1.55e+05   2.08e-05      1.000   -3.04e+05    3.04e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.48
Prob(Q):                              0.90   Prob(JB):                         0.48
Heteroskedasticity (H):               0.49   Skew:                            -0.75
Prob(H) (two-sided):                  0.51   Kurtosis:                         3.68
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.38437147102783, Current Price: 212.58
BUY EXECUTED at 212.58
BUY ORDER COMPLETED at 214.71
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -34.514
Date:                           Wed, 09 Oct 2024   AIC                             79.029
Time:                                   14:42:01   BIC                             81.854
Sample:                                        0   HQIC                            78.448
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1832      1.301     -0.141      0.888      -2.733       2.367
ma.L1         -7.8460     79.698     -0.098      0.922    -164.052     148.360
ar.S.L7       -0.1897      0.547     -0.347      0.729      -1.263       0.883
ma.S.L7       14.2271    144.477      0.098      0.922    -268.942     297.396
sigma2         0.0009      0.031      0.030      0.976      -0.059       0.061
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.10
Prob(Q):                              0.99   Prob(JB):                         0.95
Heteroskedasticity (H):               0.63   Skew:                             0.20
Prob(H) (two-sided):                  0.67   Kurtosis:                         3.14
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.22464969013643, Current Price: 214.99
SELL EXECUTED at 214.99
SELL ORDER COMPLETED at 215.64
OPERATION PROFIT, GROSS 0.9299999999999784, NET 0.4996499999999784
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -25.699
Date:                           Wed, 09 Oct 2024   AIC                             61.398
Time:                                   14:42:01   BIC                             64.223
Sample:                                        0   HQIC                            60.818
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3791      0.326      1.161      0.245      -0.261       1.019
ma.L1         -0.7759      0.316     -2.456      0.014      -1.395      -0.157
ar.S.L7       -0.4707      0.321     -1.467      0.142      -1.099       0.158
ma.S.L7       -1.0000   2.67e+04  -3.75e-05      1.000   -5.23e+04    5.23e+04
sigma2         1.7972   4.79e+04   3.75e-05      1.000   -9.39e+04    9.39e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.51   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.48   Prob(JB):                         0.72
Heteroskedasticity (H):               2.65   Skew:                            -0.37
Prob(H) (two-sided):                  0.37   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 210.96069636443562, Current Price: 215.01
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.211
Date:                           Wed, 09 Oct 2024   AIC                             66.422
Time:                                   14:42:01   BIC                             69.246
Sample:                                        0   HQIC                            65.841
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2939      1.127      0.261      0.794      -1.914       2.502
ma.L1         -0.7368      0.848     -0.869      0.385      -2.399       0.925
ar.S.L7       -0.3779      0.549     -0.689      0.491      -1.454       0.698
ma.S.L7       -1.0001    1.7e+04   -5.9e-05      1.000   -3.32e+04    3.32e+04
sigma2         2.6585   4.51e+04    5.9e-05      1.000   -8.84e+04    8.84e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.34
Prob(Q):                              0.64   Prob(JB):                         0.84
Heteroskedasticity (H):               5.11   Skew:                            -0.39
Prob(H) (two-sided):                  0.14   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 214.5208069474324, Current Price: 215.57
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.911
Date:                           Wed, 09 Oct 2024   AIC                             71.822
Time:                                   14:42:02   BIC                             74.647
Sample:                                        0   HQIC                            71.241
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2689      0.505      0.532      0.594      -0.721       1.259
ma.L1         -1.0000   9104.226     -0.000      1.000   -1.78e+04    1.78e+04
ar.S.L7       -0.0979      0.797     -0.123      0.902      -1.660       1.465
ma.S.L7       -1.0004   4870.968     -0.000      1.000   -9547.922    9545.921
sigma2         3.5040   4.79e+04   7.31e-05      1.000    -9.4e+04     9.4e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.07
Prob(Q):                              0.92   Prob(JB):                         0.96
Heteroskedasticity (H):               4.34   Skew:                             0.18
Prob(H) (two-sided):                  0.18   Kurtosis:                         3.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 213.71735914235234, Current Price: 215.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.942
Date:                           Wed, 09 Oct 2024   AIC                             71.885
Time:                                   14:42:02   BIC                             74.709
Sample:                                        0   HQIC                            71.304
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2122      1.144      0.185      0.853      -2.030       2.455
ma.L1         -0.6527      0.886     -0.737      0.461      -2.390       1.084
ar.S.L7       -0.3714      0.608     -0.611      0.541      -1.563       0.820
ma.S.L7       -0.1817      0.847     -0.214      0.830      -1.842       1.479
sigma2         6.7149      3.494      1.922      0.055      -0.133      13.563
===================================================================================
Ljung-Box (L1) (Q):                   0.18   Jarque-Bera (JB):                 0.01
Prob(Q):                              0.67   Prob(JB):                         1.00
Heteroskedasticity (H):               0.31   Skew:                            -0.03
Prob(H) (two-sided):                  0.28   Kurtosis:                         2.91
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.60796353776598, Current Price: 217.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.909
Date:                           Wed, 09 Oct 2024   AIC                             71.818
Time:                                   14:42:02   BIC                             74.642
Sample:                                        0   HQIC                            71.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2930      1.769      0.166      0.868      -3.174       3.760
ma.L1         -0.7264      1.339     -0.543      0.587      -3.351       1.898
ar.S.L7       -0.5086      0.671     -0.758      0.449      -1.824       0.807
ma.S.L7        0.1210      1.061      0.114      0.909      -1.959       2.201
sigma2         6.7312      3.979      1.692      0.091      -1.067      14.530
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.24
Prob(Q):                              0.74   Prob(JB):                         0.89
Heteroskedasticity (H):               0.33   Skew:                            -0.33
Prob(H) (two-sided):                  0.31   Kurtosis:                         2.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 215.3812593959635, Current Price: 220.93
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.273
Date:                           Wed, 09 Oct 2024   AIC                             74.545
Time:                                   14:42:02   BIC                             77.370
Sample:                                        0   HQIC                            73.965
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4531      0.319      1.419      0.156      -0.173       1.079
ma.L1         -0.7928      0.449     -1.764      0.078      -1.673       0.088
ar.S.L7       -0.5983      0.271     -2.206      0.027      -1.130      -0.067
ma.S.L7        0.2683      0.767      0.350      0.726      -1.234       1.771
sigma2         8.0419      4.785      1.681      0.093      -1.336      17.420
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.36
Prob(Q):                              0.84   Prob(JB):                         0.84
Heteroskedasticity (H):               1.09   Skew:                            -0.31
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.1937880851547, Current Price: 218.19
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.754
Date:                           Wed, 09 Oct 2024   AIC                             73.507
Time:                                   14:42:02   BIC                             76.332
Sample:                                        0   HQIC                            72.927
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4262      0.665      0.641      0.522      -0.878       1.731
ma.L1         -0.7745      0.625     -1.240      0.215      -1.999       0.450
ar.S.L7       -0.6031      0.264     -2.287      0.022      -1.120      -0.086
ma.S.L7        0.2863      0.813      0.352      0.725      -1.307       1.879
sigma2         7.4453      4.341      1.715      0.086      -1.063      15.954
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.90   Prob(JB):                         0.79
Heteroskedasticity (H):               1.32   Skew:                            -0.47
Prob(H) (two-sided):                  0.79   Kurtosis:                         3.00
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.2514862098414, Current Price: 218.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.623
Date:                           Wed, 09 Oct 2024   AIC                             69.246
Time:                                   14:42:02   BIC                             72.070
Sample:                                        0   HQIC                            68.665
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.4794      0.446      1.074      0.283      -0.396       1.354
ma.L1         -0.7843      0.817     -0.960      0.337      -2.386       0.817
ar.S.L7       -0.2555      2.561     -0.100      0.921      -5.276       4.765
ma.S.L7       -0.0012      2.963     -0.000      1.000      -5.809       5.807
sigma2         5.5229      2.813      1.964      0.050       0.010      11.036
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 0.17
Prob(Q):                              0.73   Prob(JB):                         0.92
Heteroskedasticity (H):               2.73   Skew:                            -0.27
Prob(H) (two-sided):                  0.35   Kurtosis:                         3.16
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.41729842961047, Current Price: 219.36
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.813
Date:                           Wed, 09 Oct 2024   AIC                             67.625
Time:                                   14:42:02   BIC                             70.450
Sample:                                        0   HQIC                            67.045
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3653      1.521      0.240      0.810      -2.616       3.346
ma.L1         -0.6829      1.503     -0.454      0.650      -3.628       2.262
ar.S.L7       -0.4892      0.811     -0.603      0.546      -2.078       1.100
ma.S.L7        0.3934      1.946      0.202      0.840      -3.420       4.207
sigma2         4.6347      5.578      0.831      0.406      -6.299      15.568
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.05
Prob(Q):                              0.82   Prob(JB):                         0.98
Heteroskedasticity (H):               1.30   Skew:                             0.06
Prob(H) (two-sided):                  0.80   Kurtosis:                         3.27
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.03392502542243, Current Price: 223.25
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.063
Date:                           Wed, 09 Oct 2024   AIC                             68.125
Time:                                   14:42:02   BIC                             70.950
Sample:                                        0   HQIC                            67.545
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0810      1.712      0.047      0.962      -3.274       3.436
ma.L1         -0.4525      1.852     -0.244      0.807      -4.082       3.177
ar.S.L7       -0.0558      0.600     -0.093      0.926      -1.232       1.120
ma.S.L7       -1.0002   4516.404     -0.000      1.000   -8852.990    8850.990
sigma2         3.0840   1.39e+04      0.000      1.000   -2.73e+04    2.73e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.05   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.82   Prob(JB):                         0.87
Heteroskedasticity (H):               0.41   Skew:                             0.23
Prob(H) (two-sided):                  0.42   Kurtosis:                         3.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 221.42083954218677, Current Price: 223.11
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.273
Date:                           Wed, 09 Oct 2024   AIC                             68.546
Time:                                   14:42:02   BIC                             71.370
Sample:                                        0   HQIC                            67.965
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.1115      2.170      0.051      0.959      -4.141       4.364
ma.L1         -0.4384      2.368     -0.185      0.853      -5.080       4.204
ar.S.L7       -0.0098      0.077     -0.127      0.899      -0.160       0.140
ma.S.L7       -1.0007   1505.885     -0.001      0.999   -2952.482    2950.480
sigma2         3.2421   4885.165      0.001      0.999   -9571.505    9577.989
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.12
Prob(Q):                              0.90   Prob(JB):                         0.94
Heteroskedasticity (H):               0.48   Skew:                            -0.07
Prob(H) (two-sided):                  0.50   Kurtosis:                         3.44
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 223.83555631106887, Current Price: 223.83
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.506
Date:                           Wed, 09 Oct 2024   AIC                             69.012
Time:                                   14:42:02   BIC                             71.836
Sample:                                        0   HQIC                            68.431
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2961      2.745      0.108      0.914      -5.084       5.676
ma.L1         -0.5251      2.472     -0.212      0.832      -5.369       4.319
ar.S.L7       -0.3461      0.421     -0.822      0.411      -1.172       0.479
ma.S.L7        0.2131      1.180      0.180      0.857      -2.100       2.527
sigma2         5.3825      3.288      1.637      0.102      -1.063      11.828
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.84   Prob(JB):                         0.82
Heteroskedasticity (H):               0.39   Skew:                            -0.43
Prob(H) (two-sided):                  0.39   Kurtosis:                         3.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 226.34641469271153, Current Price: 228.29
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.552
Date:                           Wed, 09 Oct 2024   AIC                             65.104
Time:                                   14:42:02   BIC                             67.929
Sample:                                        0   HQIC                            64.524
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2778      1.691      0.164      0.869      -3.036       3.592
ma.L1         -0.5129      1.560     -0.329      0.742      -3.570       2.544
ar.S.L7       -0.3813      0.284     -1.342      0.180      -0.938       0.176
ma.S.L7        0.5656      1.346      0.420      0.674      -2.072       3.203
sigma2         3.4991      2.874      1.217      0.223      -2.134       9.132
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.41
Prob(Q):                              0.99   Prob(JB):                         0.82
Heteroskedasticity (H):               1.20   Skew:                             0.26
Prob(H) (two-sided):                  0.86   Kurtosis:                         2.31
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.40215874136814, Current Price: 227.23
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -27.433
Date:                           Wed, 09 Oct 2024   AIC                             64.865
Time:                                   14:42:02   BIC                             67.690
Sample:                                        0   HQIC                            64.284
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3037      2.203      0.138      0.890      -4.014       4.622
ma.L1         -0.5031      1.805     -0.279      0.780      -4.041       3.034
ar.S.L7       -0.3462      0.303     -1.142      0.253      -0.940       0.248
ma.S.L7        1.0000   1.13e+05   8.87e-06      1.000   -2.21e+05    2.21e+05
sigma2         2.4015   2.71e+05   8.87e-06      1.000   -5.31e+05    5.31e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.97   Prob(JB):                         0.79
Heteroskedasticity (H):               0.59   Skew:                             0.05
Prob(H) (two-sided):                  0.62   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 226.58459698118173, Current Price: 225.78
BUY EXECUTED at 225.78
BUY ORDER COMPLETED at 221.52
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.764
Date:                           Wed, 09 Oct 2024   AIC                             63.529
Time:                                   14:42:02   BIC                             66.353
Sample:                                        0   HQIC                            62.948
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4258      0.624     -0.683      0.495      -1.648       0.796
ma.L1          0.8826      0.316      2.796      0.005       0.264       1.501
ar.S.L7    -3.133e-05      0.298     -0.000      1.000      -0.583       0.583
ma.S.L7       -0.0954      0.471     -0.202      0.840      -1.019       0.828
sigma2         3.5763      1.871      1.911      0.056      -0.092       7.244
===================================================================================
Ljung-Box (L1) (Q):                   1.14   Jarque-Bera (JB):                 0.31
Prob(Q):                              0.28   Prob(JB):                         0.86
Heteroskedasticity (H):               0.51   Skew:                            -0.07
Prob(H) (two-sided):                  0.53   Kurtosis:                         2.26
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.2756747338131, Current Price: 221.73
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.726
Date:                           Wed, 09 Oct 2024   AIC                             69.452
Time:                                   14:42:02   BIC                             72.277
Sample:                                        0   HQIC                            68.871
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0745      1.780     -0.042      0.967      -3.562       3.414
ma.L1          0.3115      1.703      0.183      0.855      -3.026       3.649
ar.S.L7       -0.1646      0.345     -0.477      0.633      -0.841       0.511
ma.S.L7       -0.0473      0.606     -0.078      0.938      -1.235       1.140
sigma2         5.6655      4.272      1.326      0.185      -2.708      14.039
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.58
Prob(Q):                              0.81   Prob(JB):                         0.75
Heteroskedasticity (H):               0.92   Skew:                            -0.17
Prob(H) (two-sided):                  0.94   Kurtosis:                         2.03
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.00206322715073, Current Price: 221.8
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.612
Date:                           Wed, 09 Oct 2024   AIC                             67.224
Time:                                   14:42:02   BIC                             70.049
Sample:                                        0   HQIC                            66.644
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6000      0.190     -3.158      0.002      -0.972      -0.228
ma.L1          1.0000   1.22e+04   8.21e-05      1.000   -2.39e+04    2.39e+04
ar.S.L7       -0.1466      0.497     -0.295      0.768      -1.121       0.828
ma.S.L7       -0.2058      0.852     -0.242      0.809      -1.875       1.463
sigma2         4.0828   4.97e+04   8.21e-05      1.000   -9.75e+04    9.75e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.30   Jarque-Bera (JB):                 0.43
Prob(Q):                              0.25   Prob(JB):                         0.81
Heteroskedasticity (H):               1.40   Skew:                            -0.03
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 221.47905772621232, Current Price: 222.58
SELL EXECUTED at 222.58
SELL ORDER COMPLETED at 223.47
OPERATION PROFIT, GROSS 1.9499999999999886, NET 1.5050099999999886
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.837
Date:                           Wed, 09 Oct 2024   AIC                             67.674
Time:                                   14:42:02   BIC                             70.499
Sample:                                        0   HQIC                            67.093
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0576      0.706     -0.082      0.935      -1.442       1.327
ma.L1          0.6621      0.540      1.226      0.220      -0.396       1.720
ar.S.L7        0.0528      0.448      0.118      0.906      -0.826       0.932
ma.S.L7       -0.1519      0.464     -0.327      0.744      -1.062       0.758
sigma2         4.8791      3.702      1.318      0.187      -2.376      12.134
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.69
Prob(Q):                              0.86   Prob(JB):                         0.71
Heteroskedasticity (H):               0.90   Skew:                             0.21
Prob(H) (two-sided):                  0.92   Kurtosis:                         1.95
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.52061763208604, Current Price: 221.8
BUY EXECUTED at 221.8
BUY ORDER COMPLETED at 219.02
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.874
Date:                           Wed, 09 Oct 2024   AIC                             63.748
Time:                                   14:42:02   BIC                             66.573
Sample:                                        0   HQIC                            63.168
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.0648      0.545     -0.119      0.905      -1.133       1.004
ma.L1          0.8580      0.324      2.651      0.008       0.224       1.492
ar.S.L7        0.0841      0.224      0.376      0.707      -0.355       0.523
ma.S.L7       -1.0002   3598.360     -0.000      1.000   -7053.656    7051.656
sigma2         2.1976   7908.638      0.000      1.000   -1.55e+04    1.55e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 1.08
Prob(Q):                              0.93   Prob(JB):                         0.58
Heteroskedasticity (H):               1.34   Skew:                             0.08
Prob(H) (two-sided):                  0.78   Kurtosis:                         1.60
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 222.3340580306436, Current Price: 218.33
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -26.744
Date:                           Wed, 09 Oct 2024   AIC                             63.489
Time:                                   14:42:02   BIC                             66.313
Sample:                                        0   HQIC                            62.908
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3623      0.563      0.643      0.520      -0.741       1.466
ma.L1          1.0000   1.46e+04   6.85e-05      1.000   -2.86e+04    2.86e+04
ar.S.L7       -0.0490      0.200     -0.245      0.807      -0.442       0.344
ma.S.L7       -1.0000   1.17e+04  -8.51e-05      1.000    -2.3e+04     2.3e+04
sigma2         1.9957   4.54e+04   4.39e-05      1.000    -8.9e+04     8.9e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.15   Jarque-Bera (JB):                 1.17
Prob(Q):                              0.69   Prob(JB):                         0.56
Heteroskedasticity (H):               2.07   Skew:                            -0.13
Prob(H) (two-sided):                  0.50   Kurtosis:                         1.55
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 211.79568498558146, Current Price: 220.63
SELL EXECUTED at 220.63
SELL ORDER COMPLETED at 221.26
OPERATION PROFIT, GROSS 2.2399999999999807, NET 1.7997199999999807
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.830
Date:                           Wed, 09 Oct 2024   AIC                             73.660
Time:                                   14:42:02   BIC                             76.484
Sample:                                        0   HQIC                            73.079
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3690      0.834     -0.443      0.658      -2.003       1.265
ma.L1          1.3414      1.379      0.973      0.331      -1.361       4.044
ar.S.L7       -0.6150      0.509     -1.207      0.227      -1.613       0.383
ma.S.L7       -1.0001   2.27e+04  -4.41e-05      1.000   -4.44e+04    4.44e+04
sigma2         2.6429   5.99e+04   4.41e-05      1.000   -1.17e+05    1.17e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.23   Jarque-Bera (JB):                 0.39
Prob(Q):                              0.63   Prob(JB):                         0.82
Heteroskedasticity (H):              10.57   Skew:                             0.31
Prob(H) (two-sided):                  0.04   Kurtosis:                         2.42
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.55338923235493, Current Price: 220.32
BUY EXECUTED at 220.32
BUY ORDER COMPLETED at 221.41
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.018
Date:                           Wed, 09 Oct 2024   AIC                             74.037
Time:                                   14:42:02   BIC                             76.861
Sample:                                        0   HQIC                            73.456
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.6846      1.198     -0.571      0.568      -3.034       1.664
ma.L1          1.0000   3516.517      0.000      1.000   -6891.247    6893.247
ar.S.L7       -0.0002      0.078     -0.002      0.998      -0.154       0.153
ma.S.L7       -1.0000   7.72e+04   -1.3e-05      1.000   -1.51e+05    1.51e+05
sigma2         5.5376   4.18e+05   1.33e-05      1.000   -8.19e+05    8.19e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.39   Jarque-Bera (JB):                 0.40
Prob(Q):                              0.53   Prob(JB):                         0.82
Heteroskedasticity (H):               3.56   Skew:                             0.11
Prob(H) (two-sided):                  0.25   Kurtosis:                         2.17
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 218.00550944625616, Current Price: 222.52
SELL EXECUTED at 222.52
SELL ORDER COMPLETED at 223.73
OPERATION PROFIT, GROSS 2.319999999999993, NET 1.8748599999999933
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.504
Date:                           Wed, 09 Oct 2024   AIC                             75.007
Time:                                   14:42:02   BIC                             77.832
Sample:                                        0   HQIC                            74.427
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2794      2.521      0.111      0.912      -4.662       5.220
ma.L1         -0.4145      2.386     -0.174      0.862      -5.092       4.263
ar.S.L7       -0.4846      0.557     -0.869      0.385      -1.577       0.608
ma.S.L7       -1.0003   3271.813     -0.000      1.000   -6413.636    6411.635
sigma2         5.2329   1.71e+04      0.000      1.000   -3.36e+04    3.36e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 0.54
Prob(Q):                              0.86   Prob(JB):                         0.76
Heteroskedasticity (H):               3.64   Skew:                            -0.31
Prob(H) (two-sided):                  0.24   Kurtosis:                         2.22
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.01657814015368, Current Price: 226.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.344
Date:                           Wed, 09 Oct 2024   AIC                             74.689
Time:                                   14:42:02   BIC                             77.514
Sample:                                        0   HQIC                            74.108
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2768      2.197      0.126      0.900      -4.030       4.583
ma.L1         -0.4280      2.121     -0.202      0.840      -4.584       3.728
ar.S.L7       -0.6346      0.477     -1.331      0.183      -1.569       0.300
ma.S.L7       -1.0000      1e+05  -9.97e-06      1.000   -1.97e+05    1.97e+05
sigma2         5.1078   5.13e+05   9.97e-06      1.000      -1e+06       1e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.02   Jarque-Bera (JB):                 0.46
Prob(Q):                              0.88   Prob(JB):                         0.80
Heteroskedasticity (H):               0.98   Skew:                            -0.13
Prob(H) (two-sided):                  0.98   Kurtosis:                         2.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.32202146317735, Current Price: 225.77
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.409
Date:                           Wed, 09 Oct 2024   AIC                             74.818
Time:                                   14:42:02   BIC                             77.643
Sample:                                        0   HQIC                            74.237
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2565      2.476      0.104      0.918      -4.597       5.110
ma.L1         -0.3994      2.335     -0.171      0.864      -4.975       4.176
ar.S.L7       -0.6382      0.460     -1.388      0.165      -1.539       0.263
ma.S.L7       -1.0001   1.86e+04  -5.38e-05      1.000   -3.64e+04    3.64e+04
sigma2         5.1593   9.58e+04   5.38e-05      1.000   -1.88e+05    1.88e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.01   Jarque-Bera (JB):                 0.50
Prob(Q):                              0.90   Prob(JB):                         0.78
Heteroskedasticity (H):               0.08   Skew:                            -0.06
Prob(H) (two-sided):                  0.03   Kurtosis:                         2.05
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 227.82737045323879, Current Price: 225.34
BUY EXECUTED at 225.34
BUY ORDER COMPLETED at 220.56
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.822
Date:                           Wed, 09 Oct 2024   AIC                             73.644
Time:                                   14:42:02   BIC                             76.469
Sample:                                        0   HQIC                            73.064
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3639      3.502     -0.104      0.917      -7.228       6.500
ma.L1          0.4170      3.470      0.120      0.904      -6.385       7.219
ar.S.L7       -0.8367      1.085     -0.771      0.440      -2.962       1.289
ma.S.L7       -0.4341      1.249     -0.348      0.728      -2.882       2.014
sigma2         7.2076      6.461      1.116      0.265      -5.455      19.870
===================================================================================
Ljung-Box (L1) (Q):                   1.23   Jarque-Bera (JB):                 1.39
Prob(Q):                              0.27   Prob(JB):                         0.50
Heteroskedasticity (H):               0.23   Skew:                             0.77
Prob(H) (two-sided):                  0.19   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 230.4523450614283, Current Price: 222.48
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -33.649
Date:                           Wed, 09 Oct 2024   AIC                             77.298
Time:                                   14:42:02   BIC                             80.123
Sample:                                        0   HQIC                            76.718
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3668      3.921     -0.094      0.925      -8.051       7.317
ma.L1          0.4466      3.874      0.115      0.908      -7.145       8.039
ar.S.L7       -0.4205      1.062     -0.396      0.692      -2.503       1.662
ma.S.L7       -0.2146      1.268     -0.169      0.866      -2.699       2.270
sigma2        10.1838      6.129      1.662      0.097      -1.828      22.196
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 0.29
Prob(Q):                              0.81   Prob(JB):                         0.87
Heteroskedasticity (H):               0.69   Skew:                             0.25
Prob(H) (two-sided):                  0.73   Kurtosis:                         2.47
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 222.1174524165521, Current Price: 220.7
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.197
Date:                           Wed, 09 Oct 2024   AIC                             72.393
Time:                                   14:42:02   BIC                             75.218
Sample:                                        0   HQIC                            71.813
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.7124      0.268      2.663      0.008       0.188       1.237
ma.L1         -1.0000   8056.614     -0.000      1.000   -1.58e+04    1.58e+04
ar.S.L7       -0.7893      0.308     -2.563      0.010      -1.393      -0.186
ma.S.L7        1.0000   4.07e+04   2.46e-05      1.000   -7.98e+04    7.98e+04
sigma2         3.7830   1.78e+05   2.13e-05      1.000   -3.48e+05    3.48e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.17   Jarque-Bera (JB):                 0.28
Prob(Q):                              0.68   Prob(JB):                         0.87
Heteroskedasticity (H):               1.41   Skew:                            -0.29
Prob(H) (two-sided):                  0.75   Kurtosis:                         2.56
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 220.58408132488873, Current Price: 220.55
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.453
Date:                           Wed, 09 Oct 2024   AIC                             74.905
Time:                                   14:42:02   BIC                             77.730
Sample:                                        0   HQIC                            74.325
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4258      3.674     -0.116      0.908      -7.627       6.775
ma.L1          0.5316      3.444      0.154      0.877      -6.218       7.281
ar.S.L7       -0.1492      0.848     -0.176      0.860      -1.811       1.512
ma.S.L7       -1.0000   9.06e+05   -1.1e-06      1.000   -1.78e+06    1.78e+06
sigma2         5.2023   4.71e+06    1.1e-06      1.000   -9.23e+06    9.23e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.41   Jarque-Bera (JB):                 0.18
Prob(Q):                              0.52   Prob(JB):                         0.91
Heteroskedasticity (H):               0.42   Skew:                            -0.28
Prob(H) (two-sided):                  0.42   Kurtosis:                         2.83
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 219.71190543504193, Current Price: 224.01
SELL EXECUTED at 224.01
SELL ORDER COMPLETED at 224.82
OPERATION PROFIT, GROSS 4.259999999999991, NET 3.814619999999991
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.882
Date:                           Wed, 09 Oct 2024   AIC                             75.764
Time:                                   14:42:02   BIC                             78.589
Sample:                                        0   HQIC                            75.184
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.8440      0.673     -1.254      0.210      -2.163       0.475
ma.L1          1.0000   8628.666      0.000      1.000   -1.69e+04    1.69e+04
ar.S.L7        0.0119      0.058      0.205      0.837      -0.102       0.125
ma.S.L7       -0.6496      1.058     -0.614      0.539      -2.723       1.424
sigma2         7.0721    6.1e+04      0.000      1.000    -1.2e+05     1.2e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.73
Prob(Q):                              0.74   Prob(JB):                         0.70
Heteroskedasticity (H):               0.46   Skew:                            -0.58
Prob(H) (two-sided):                  0.47   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 226.92292578847872, Current Price: 224.56
BUY EXECUTED at 224.56
BUY ORDER COMPLETED at 226.14
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -32.883
Date:                           Wed, 09 Oct 2024   AIC                             75.766
Time:                                   14:42:03   BIC                             78.591
Sample:                                        0   HQIC                            75.185
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.5118      1.113     -0.460      0.646      -2.693       1.670
ma.L1          0.4216      1.096      0.385      0.701      -1.727       2.570
ar.S.L7       -0.6449      0.219     -2.943      0.003      -1.074      -0.215
ma.S.L7        1.0000   1.61e+05   6.22e-06      1.000   -3.15e+05    3.15e+05
sigma2         5.3997   8.68e+05   6.22e-06      1.000    -1.7e+06     1.7e+06
===================================================================================
Ljung-Box (L1) (Q):                   0.08   Jarque-Bera (JB):                 0.64
Prob(Q):                              0.78   Prob(JB):                         0.73
Heteroskedasticity (H):               0.67   Skew:                            -0.51
Prob(H) (two-sided):                  0.71   Kurtosis:                         2.65
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 224.44803411075176, Current Price: 228.41
SELL EXECUTED at 228.41
SELL ORDER COMPLETED at 228.07
OPERATION PROFIT, GROSS 1.9300000000000068, NET 1.4757900000000068
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.478
Date:                           Wed, 09 Oct 2024   AIC                             72.956
Time:                                   14:42:03   BIC                             75.780
Sample:                                        0   HQIC                            72.375
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.2998      1.024      0.293      0.770      -1.707       2.306
ma.L1         -1.0000   1.49e+04  -6.71e-05      1.000   -2.92e+04    2.92e+04
ar.S.L7       -0.5687      0.194     -2.931      0.003      -0.949      -0.188
ma.S.L7        1.0000   2.01e+04   4.99e-05      1.000   -3.93e+04    3.93e+04
sigma2         4.2482   9.13e+04   4.66e-05      1.000   -1.79e+05    1.79e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.06   Jarque-Bera (JB):                 1.27
Prob(Q):                              0.80   Prob(JB):                         0.53
Heteroskedasticity (H):               0.55   Skew:                            -0.74
Prob(H) (two-sided):                  0.58   Kurtosis:                         3.39
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.94318909942749, Current Price: 228.06
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.173
Date:                           Wed, 09 Oct 2024   AIC                             66.346
Time:                                   14:42:03   BIC                             69.171
Sample:                                        0   HQIC                            65.765
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.3656      0.555      0.659      0.510      -0.722       1.453
ma.L1         -1.0000   3343.273     -0.000      1.000   -6553.694    6551.694
ar.S.L7       -0.5287      0.142     -3.727      0.000      -0.807      -0.251
ma.S.L7        0.6197      1.202      0.516      0.606      -1.735       2.975
sigma2         3.5302   1.18e+04      0.000      1.000   -2.31e+04    2.31e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.48
Prob(Q):                              0.97   Prob(JB):                         0.79
Heteroskedasticity (H):               1.83   Skew:                            -0.45
Prob(H) (two-sided):                  0.57   Kurtosis:                         2.70
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 222.86025713932304, Current Price: 226.2
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.463
Date:                           Wed, 09 Oct 2024   AIC                             68.927
Time:                                   14:42:03   BIC                             71.752
Sample:                                        0   HQIC                            68.346
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.3525      3.838     -0.092      0.927      -7.875       7.170
ma.L1          0.3086      3.817      0.081      0.936      -7.172       7.790
ar.S.L7       -0.5408      0.261     -2.074      0.038      -1.052      -0.030
ma.S.L7        0.3234      0.502      0.644      0.520      -0.661       1.308
sigma2         5.2177      3.822      1.365      0.172      -2.274      12.709
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.47
Prob(Q):                              0.99   Prob(JB):                         0.79
Heteroskedasticity (H):               1.36   Skew:                            -0.09
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.08
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 225.40822847737178, Current Price: 226.91
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -28.707
Date:                           Wed, 09 Oct 2024   AIC                             67.414
Time:                                   14:42:03   BIC                             70.239
Sample:                                        0   HQIC                            66.833
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6907      0.238      2.907      0.004       0.225       1.156
ma.L1         -1.0000   5629.052     -0.000      1.000    -1.1e+04     1.1e+04
ar.S.L7       -0.3375      0.207     -1.630      0.103      -0.743       0.068
ma.S.L7       -0.3099      0.637     -0.486      0.627      -1.559       0.939
sigma2         3.8778   2.18e+04      0.000      1.000   -4.28e+04    4.28e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.11   Jarque-Bera (JB):                 0.66
Prob(Q):                              0.74   Prob(JB):                         0.72
Heteroskedasticity (H):               0.95   Skew:                             0.04
Prob(H) (two-sided):                  0.96   Kurtosis:                         1.90
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 226.28983696320984, Current Price: 231.99
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.649
Date:                           Wed, 09 Oct 2024   AIC                             71.298
Time:                                   14:42:03   BIC                             74.123
Sample:                                        0   HQIC                            70.718
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.1808      7.116     -0.025      0.980     -14.127      13.765
ma.L1          3.8966    110.334      0.035      0.972    -212.354     220.147
ar.S.L7       -0.3585      0.386     -0.928      0.353      -1.116       0.399
ma.S.L7       14.9285    223.620      0.067      0.947    -423.359     453.216
sigma2         0.0019      0.083      0.023      0.982      -0.161       0.165
===================================================================================
Ljung-Box (L1) (Q):                   0.28   Jarque-Bera (JB):                 0.67
Prob(Q):                              0.60   Prob(JB):                         0.72
Heteroskedasticity (H):               2.54   Skew:                             0.26
Prob(H) (two-sided):                  0.39   Kurtosis:                         2.02
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 235.59507784016574, Current Price: 231.61
BUY EXECUTED at 231.61
BUY ORDER COMPLETED at 233.71
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
/Users/amv10802/Documents/Quant IC/sarima_forecast/sarima_forecast/lib/python3.10/site-packages/statsmodels/base/model.py:607: ConvergenceWarning: Maximum Likelihood optimization failed to converge. Check mle_retvals
  warnings.warn("Maximum Likelihood optimization failed to "
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.189
Date:                           Wed, 09 Oct 2024   AIC                             70.378
Time:                                   14:42:03   BIC                             73.203
Sample:                                        0   HQIC                            69.798
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -1.1332      0.201     -5.649      0.000      -1.526      -0.740
ma.L1          1.0000   6882.332      0.000      1.000   -1.35e+04    1.35e+04
ar.S.L7       -0.4014      0.243     -1.648      0.099      -0.879       0.076
ma.S.L7        0.0039      0.427      0.009      0.993      -0.833       0.841
sigma2         5.2132   3.59e+04      0.000      1.000   -7.03e+04    7.03e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.22   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.64   Prob(JB):                         0.63
Heteroskedasticity (H):               1.11   Skew:                             0.11
Prob(H) (two-sided):                  0.92   Kurtosis:                         1.72
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 236.51815238578325, Current Price: 232.46
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.274
Date:                           Wed, 09 Oct 2024   AIC                             68.548
Time:                                   14:42:03   BIC                             71.373
Sample:                                        0   HQIC                            67.968
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0162      2.678      0.006      0.995      -5.232       5.264
ma.L1         -0.2541      2.726     -0.093      0.926      -5.597       5.089
ar.S.L7       -0.1896      0.497     -0.382      0.703      -1.164       0.784
ma.S.L7       -1.0001   2.04e+04  -4.89e-05      1.000   -4.01e+04    4.01e+04
sigma2         3.1861   6.51e+04   4.89e-05      1.000   -1.28e+05    1.28e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.03   Jarque-Bera (JB):                 1.61
Prob(Q):                              0.86   Prob(JB):                         0.45
Heteroskedasticity (H):               3.11   Skew:                             0.83
Prob(H) (two-sided):                  0.30   Kurtosis:                         3.45
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 233.3260292604282, Current Price: 232.15
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.792
Date:                           Wed, 09 Oct 2024   AIC                             69.584
Time:                                   14:42:03   BIC                             72.409
Sample:                                        0   HQIC                            69.003
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.0788      1.566      0.050      0.960      -2.990       3.148
ma.L1         -0.3292      1.545     -0.213      0.831      -3.358       2.699
ar.S.L7       -0.2477      0.307     -0.808      0.419      -0.849       0.353
ma.S.L7       -1.0001   1.32e+04  -7.56e-05      1.000   -2.59e+04    2.59e+04
sigma2         3.4494   4.57e+04   7.55e-05      1.000   -8.95e+04    8.95e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 1.59
Prob(Q):                              0.95   Prob(JB):                         0.45
Heteroskedasticity (H):               2.15   Skew:                             0.85
Prob(H) (two-sided):                  0.48   Kurtosis:                         3.12
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 231.97660585412845, Current Price: 229.37
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.641
Date:                           Wed, 09 Oct 2024   AIC                             71.281
Time:                                   14:42:03   BIC                             74.106
Sample:                                        0   HQIC                            70.701
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.9372      0.429     -2.184      0.029      -1.778      -0.096
ma.L1          1.0149      7.572      0.134      0.893     -13.825      15.855
ar.S.L7       -0.4885      0.372     -1.312      0.190      -1.218       0.241
ma.S.L7       -5.0969     20.214     -0.252      0.801     -44.715      34.521
sigma2         0.2193      2.794      0.078      0.937      -5.258       5.696
===================================================================================
Ljung-Box (L1) (Q):                   0.04   Jarque-Bera (JB):                 0.89
Prob(Q):                              0.85   Prob(JB):                         0.64
Heteroskedasticity (H):               0.65   Skew:                             0.51
Prob(H) (two-sided):                  0.68   Kurtosis:                         2.23
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 226.45256684575318, Current Price: 232.02
SELL EXECUTED at 232.02
SELL ORDER COMPLETED at 233.45
OPERATION PROFIT, GROSS -0.2600000000000193, NET -0.7271600000000193
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -31.299
Date:                           Wed, 09 Oct 2024   AIC                             72.599
Time:                                   14:42:03   BIC                             75.424
Sample:                                        0   HQIC                            72.018
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.4058      1.468     -0.276      0.782      -3.282       2.471
ma.L1         12.5852    271.506      0.046      0.963    -519.557     544.728
ar.S.L7       -0.3298      0.380     -0.867      0.386      -1.075       0.415
ma.S.L7       -0.5728      2.160     -0.265      0.791      -4.806       3.661
sigma2         0.0386      1.694      0.023      0.982      -3.281       3.358
===================================================================================
Ljung-Box (L1) (Q):                   0.34   Jarque-Bera (JB):                 0.92
Prob(Q):                              0.56   Prob(JB):                         0.63
Heteroskedasticity (H):               1.73   Skew:                             0.45
Prob(H) (two-sided):                  0.61   Kurtosis:                         2.06
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 230.28843783061714, Current Price: 232.76
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.439
Date:                           Wed, 09 Oct 2024   AIC                             70.878
Time:                                   14:42:03   BIC                             73.703
Sample:                                        0   HQIC                            70.298
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.6822      0.484      1.410      0.158      -0.266       1.630
ma.L1         -1.0000   4120.545     -0.000      1.000   -8077.120    8075.120
ar.S.L7       -0.0005      0.036     -0.015      0.988      -0.071       0.070
ma.S.L7       -1.0555     18.762     -0.056      0.955     -37.829      35.718
sigma2         3.7381   1.54e+04      0.000      1.000   -3.02e+04    3.02e+04
===================================================================================
Ljung-Box (L1) (Q):                   1.94   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.16   Prob(JB):                         0.64
Heteroskedasticity (H):               1.58   Skew:                             0.47
Prob(H) (two-sided):                  0.67   Kurtosis:                         2.11
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 233.94134929107355, Current Price: 233.39
BUY EXECUTED at 233.39
BUY ORDER COMPLETED at 232.0
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -30.496
Date:                           Wed, 09 Oct 2024   AIC                             70.993
Time:                                   14:42:03   BIC                             73.817
Sample:                                        0   HQIC                            70.412
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1         -0.7961      0.265     -3.009      0.003      -1.315      -0.278
ma.L1          1.0000   2.59e+04   3.86e-05      1.000   -5.08e+04    5.08e+04
ar.S.L7       -0.6210      0.828     -0.750      0.453      -2.245       1.003
ma.S.L7       -0.0094      0.459     -0.020      0.984      -0.909       0.891
sigma2         5.4714   1.42e+05   3.86e-05      1.000   -2.78e+05    2.78e+05
===================================================================================
Ljung-Box (L1) (Q):                   0.32   Jarque-Bera (JB):                 0.90
Prob(Q):                              0.57   Prob(JB):                         0.64
Heteroskedasticity (H):               4.26   Skew:                             0.61
Prob(H) (two-sided):                  0.19   Kurtosis:                         2.57
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 235.69109569778976, Current Price: 231.75
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.766
Date:                           Wed, 09 Oct 2024   AIC                             69.532
Time:                                   14:42:03   BIC                             72.357
Sample:                                        0   HQIC                            68.952
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5561      0.174      3.200      0.001       0.215       0.897
ma.L1         -1.0000   1983.143     -0.001      1.000   -3887.888    3885.888
ar.S.L7       -0.8005      0.244     -3.287      0.001      -1.278      -0.323
ma.S.L7        1.0001   5807.242      0.000      1.000   -1.14e+04    1.14e+04
sigma2         2.9896   1.79e+04      0.000      1.000   -3.51e+04    3.51e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.12   Jarque-Bera (JB):                 1.18
Prob(Q):                              0.73   Prob(JB):                         0.55
Heteroskedasticity (H):               9.05   Skew:                             0.58
Prob(H) (two-sided):                  0.06   Kurtosis:                         2.07
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 232.5440282484601, Current Price: 232.95
                                     SARIMAX Results                                     
=========================================================================================
Dep. Variable:                                 y   No. Observations:                   30
Model:             SARIMAX(1, 1, 1)x(1, 1, 1, 7)   Log Likelihood                 -29.625
Date:                           Wed, 09 Oct 2024   AIC                             69.250
Time:                                   14:42:03   BIC                             72.075
Sample:                                        0   HQIC                            68.670
                                            - 30                                         
Covariance Type:                             opg                                         
==============================================================================
                 coef    std err          z      P>|z|      [0.025      0.975]
------------------------------------------------------------------------------
ar.L1          0.5288      0.325      1.627      0.104      -0.108       1.166
ma.L1         -1.0000   6184.478     -0.000      1.000   -1.21e+04    1.21e+04
ar.S.L7       -0.7570      0.317     -2.387      0.017      -1.379      -0.135
ma.S.L7        0.6742      2.165      0.311      0.756      -3.569       4.918
sigma2         3.9365   2.43e+04      0.000      1.000   -4.77e+04    4.77e+04
===================================================================================
Ljung-Box (L1) (Q):                   0.00   Jarque-Bera (JB):                 0.89
Prob(Q):                              1.00   Prob(JB):                         0.64
Heteroskedasticity (H):               0.73   Skew:                             0.55
Prob(H) (two-sided):                  0.77   Kurtosis:                         2.35
===================================================================================

Warnings:
[1] Covariance matrix calculated using the outer product of gradients (complex-step).
Predicted Price: 235.2713817952592, Current Price: 231.29
Final Portfolio Value: 99831.00
Out[11]:
[[<Figure size 640x480 with 4 Axes>]]